Showing 1 - 10 of 17
money function can produce a stable relationship in Turkey. Design/methodology/approach – The stability of a money demand …/value – The empirical application of Nymblom type stability tests on cointegrated VAR money demand systems is very recent and to …
Persistent link: https://www.econbiz.de/10010814544
this theory, the traditional Johansen methodology was used for testing the cointegration between TFP and physical measures …
Persistent link: https://www.econbiz.de/10009421142
/methodology/approach – The analysis considers cointegration and common cycle tests. It includes as explanatory variables gross domestic product …
Persistent link: https://www.econbiz.de/10010814534
Purpose – The purpose of this study is to examine real exchange rate misalignment and economic growth in Malaysia. Design/methodology/approach – The result of the autoregressive distributed lag (ARDL) approach and the generalized forecast error variance decomposition. Findings – The result...
Persistent link: https://www.econbiz.de/10010814566
formulated using general-to-specific methods after taking account of stochastic trends through unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10004976548
rial by employing cointegration technique. It is shown that in a oil producing country like Iran due to rent …
Persistent link: https://www.econbiz.de/10004976560
the inclusion of some dummy variables in order to achieve not only cointegration but also long-run parameter stability …
Persistent link: https://www.econbiz.de/10004976584
are obtained via appropriate autoregressive integrated moving average filters and, second, where cointegration techniques …
Persistent link: https://www.econbiz.de/10004987088
unemployment or NAIRU. Uses cointegration techniques to examine a core theoretical model of the long-run determinants of real wages … seriously incomplete; alternatively the short spans of data examined may be insufficient for the application of cointegration …
Persistent link: https://www.econbiz.de/10004987101
Attempts to shed new light on the relation between the terms of trade and effective exchange rate using cointegration …
Persistent link: https://www.econbiz.de/10005003263