Showing 1 - 10 of 19
procedure for cointegration within the autoregressive distributed lag (ARDL) framework to search for the stability of money … that the money demand function is stable over the analysis period. However, the evidence of rolling ARDL cointegration test … rolling cointegration test to re-investigate the stability of money demand function in Japan. …
Persistent link: https://www.econbiz.de/10008567683
cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy …
Persistent link: https://www.econbiz.de/10011259089
prices using time series data for Turkey during 1965-2007. ARDL cointegration analysis yields an income elasticity of calorie …
Persistent link: https://www.econbiz.de/10011260730
’s economic growth over the period of 1970 to 2006. The Johansen and Juselius (1990) cointegration test was used to investigate …
Persistent link: https://www.econbiz.de/10011260885
to cointegration testing procedure is employed to obtain the short-run and long-run elasticities of suicides with respect …
Persistent link: https://www.econbiz.de/10005025730
framework from 1967 to 2007. This study employed the Johansen-Juselius cointegration test to examine the cointegration …
Persistent link: https://www.econbiz.de/10008490094
This study is to empirically investigate the effect of real wages on productivity in Malaysia using monthly data from January 1983 to November 2009. The Johansen’s test suggests that wages and productivity are cointegrated. Moreover, productivity and real wages have a quadratic relationship in...
Persistent link: https://www.econbiz.de/10008490102
testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …
Persistent link: https://www.econbiz.de/10005621209
1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …
Persistent link: https://www.econbiz.de/10005621866
properties, we applied the bounds testing approach to cointegration and the system-wise Rao’s F-test with bootstrap simulation …
Persistent link: https://www.econbiz.de/10008753057