1990 to October 2003 and employing cointegration techniques, this study attempts to quantify the purported link between FVR …

multivariate cointegration tests for non-stationary data, the error correction model, and impulse response functions the paper …

proxied by both equity market size (EQM) and bank credit to private sectors (BANK). We use a structural cointegration model …

This paper uses cointegration and vector error-correction techniques, Granger-causality tests and, generalized impulse …

within a panel unit root and cointegration framework and in this respect, adds an important new dimension to the time series … suggest that there is cointegration among the variables, and that remittances are influenced not only by altruistic motives …

This paper applies multivariate cointegration methodology and vector error-correction models to investigate the factors …

of Money. The standard cointegration methodology (Engle and Granger, 1987) is employed in addition to the ARDL … among the variables. On the evidence of cointegration, the vector error- correction model (VECM) is estimated. The negative …

Malaysian quarterly data from 1991-2010 and the time series techniques such as, cointegration, long run structural modeling …

between exports and imports plus unilateral transfer payments. We apply Johansen cointegration test and Dynamic Ordinary Least … Square (DOLS) to evaluate the sustainability. Cointegration between inflows and outflows of current account implies that the … intertemporal budget constraint is satisfied. Results of the Johansen cointegration test imply that there is a cointegrating …