The study seeks to investigate empirically the direction and shape of causality among trade openness, investment and … of cointegration is sufficient to testify the existence of a long-run relationship among the variables of a particular …. In order to achieve the objective of the study, modern econometric methodologies such as unit root tests; cointegration …

foreign institutional investment with stock returns in India, in particular at National Stock Exchange. I find that both stock … returns and exchange rate are integrated of order one. The Engle–Granger Cointegration test is then performed, suggesting that …

The present study focuses on the cointegration between Export and Gross Domestic Product and its components at current …

markets on Shariah-compliant equity investment in China. Our study is focused on investigating the following empirical … conventional and Islamic markets (as evidenced in the Cointegration and LRSM tests) (ii) the Shariah China Index is Granger …

-price increase negatively affects output and investment, but positively affects inflation rate and interest rate. However, with the …, the impact on real economy, represented by real output and real investment, lasts much longer than that to price … through an investment change, increases steadily and exceeds that of short-term impact at the end of the second year …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

Arabia over the period 1970-2012. Using Unit root tests, Johansen’s co-integration test and Granger Causality test. In this …

root tests, the co-integration test, the Granger Causality Test, and the Vector Error Correction Model (VECM). We used time …