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The cyclical behaviour of prices in the U.K.: Some structural time series evidence

Moosa, Imad A. - In: Empirical Economics 25 (2000) 2, pp. 261-278

The cyclical behaviour of prices in the U.K. is investigated using a sample of annual observations covering the period 1886-1993. A structural time series model relating consumer prices to output is estimated over four sub-periods. The results indicate that prices were procyclical in the...

Persistent link: https://www.econbiz.de/10005382219

Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes

Nieh, Chien-Chung; Yau, Hwey-Yun; Hung, Ken; Ou, Hong-Kou; … - In: Empirical Economics 44 (2013) 2, pp. 545-561

) model for cointegration, both of which accommodate endogenous structural break(s), to produce a more accurate analysis of a … period in the presence of structural change(s). The empirical result of the RS cointegration test with respect to multiple …

Persistent link: https://www.econbiz.de/10010634280

Causality tests of budget and current account deficits: Cross-country comparisons

Khalid, Ahmed M.; Guan, Teo Wee - In: Empirical Economics 24 (1999) 3, pp. 389-402

and cointegration techniques are applied to bring evidence regarding this important issue. Our results do not support any …

Persistent link: https://www.econbiz.de/10005184218