relationship, and 2) using inflation as an additional explanatory variable. By implementing a well structured estimation strategy …, we found that after taking the level shift into account, a cointegrating equation, including inflation, exists and is …

Spain, instead, we find evidence that deviations from reference values influence inflation dynamics. …

VAR (SVAR) model is used to estimate the exchange rate pass‐through to inflation in Pakistan. Further, impulse response …

through the co-integration and error correction model over a 36-year time period, i.e. between 1975 and 2010. The study … employed the bounds testing approach of cointegration to estimate the long-run relationship between the variables, while an … debt, unemployment and inflation towards imports. There is a bidirectional causality runs between debt and imports, between …

specifically, using recently developed cointegration techniques with multiple breaks, we test the relationship between the real …

financial indicators on human development in Pakistan by using annual data from 1975 to 2010. Data is analyzed by cointegration …

from the period of 1980 to 2010. Johansen and Jeuuselius and ARDL bound testing cointegration approach confirms the valid …

, 2010) as well as on cointegration tests developed in Arai and Kurozumi (2007) and Kejriwal (2008). Overall, the results of …

. Various testing procedures are already available to test for the existence of nonlinear cointegration. For example, Breitung … application of the rank cointegration tests, particularly to economic variables that evidence certain behavior. As an illustration …