logarithms of Indian exports and imports between 1949/50 and 2004/2005, using the unit-root, cointegration approach. To ascertain … been performed allowing for a one-time structural break in 1992/93. The results indicate no-cointegration between exports … and imports. The lack of cointegration means that Indian macroeconomic policies have been ineffective in bringing exports …

OATi ). In practice we estimated different VAR-based cointegration tests using the methodology developed in Johansen (1991 … results: First, the cointegration test indicates the existence of a long run relationship between the OAT and OATi return, and …

approach to cointegration is applied. The VECM Granger causality procedure is used to detect the direction of causality between …

of female-headed families, and a business cycle variable. Using cointegration techniques, we find ? contrary to most …

have been misspecified since they tested the ELG hypothesis using bivariate models. Others used multivariate cointegration … framework but presumed (either explicitly or implicitly) stability of the cointegrating relations. This study examines the ELG … third variable. We utilize Johansen and Juselius cointegration procedure and error correction modeling to test the ELG …

exports, foreign direct investment and GDP. The cointegration test result shows that there exist a long run equilibrium …

stock market movement between countries. This study employs cointegration and causality techniques in investigating the … results of the bivariate cointegration test on countries’ stock indices indicate the existence of a long run relationship …

This paper examines the cointegration and causality among exchange rate, export, and import for Turkey during the … period of 1998-2006. The econometrics results show that there is a cointegration between exports and import, but direction of …