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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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Factor price equalization? : the cointegration approach revisited
Berger, Helge; Westermann, Frank - 2001
under consideration. Using a cointegration approach, they find strong evidence pointing towards a long-run relationship … evidence of cointegration once the finite sample bias is taken into account. Moreover, there is only weak evidence of a …
Persistent link: https://www.econbiz.de/10011398670
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Exports and capacity constraints : evidence for several euro area countries
Belke, Ansgar; Oeking, Anne; Setzer, Ralph - 2015
We argue that, under certain conditions, firms consider exports as a substitute for domestic demand. Our econometric model for six euro area countries suggests domestic demand and capacity constraints as additional variables for export equations. We apply the exponential and logistic variant of...
Persistent link: https://www.econbiz.de/10011300368
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Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two …
Persistent link: https://www.econbiz.de/10013041372
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Population size and the size of government
Krieger, Tim; Meierrieks, Daniel - 2019
specified and fail to consider the influence of cross-sectional dependence, non-stationarity and cointegration. Using a panel …
Persistent link: https://www.econbiz.de/10011990048
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Ideas production and international knowledge spillovers : digging deeper into emerging countries
Luintel, Kul Bahadur; Khan, Mosahid - 2017
results are robust to a range of robustness checks, including the estimators - a cointegration approach versus a simple fixed …
Persistent link: https://www.econbiz.de/10011752254
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques …
Persistent link: https://www.econbiz.de/10011619627
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Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - 2022
This paper applies fractional integration and cointegration methods to examine respectively the univariate properties …
Persistent link: https://www.econbiz.de/10013368898
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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
first clarify the logic of applying cointegration methods to the RERI and propose an alternative way of testing the …
Persistent link: https://www.econbiz.de/10011506475
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Exchange rate dynamics : where is the saddle path?
Cheung, Yin-Wong; Gardeazabal, Javier; Vázquez, Jesús - 2004
Persistent link: https://www.econbiz.de/10011402689