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 …

revealed the absence of cointegration between the DJIM index and three conventional indexes such as DAX, HangSeng, KL. This … cointegrated, which implies there exists long run theoretical relationship among the indices. Presence of cointegration indicates …

The finding of nonlinear cointegration between Asian exchange rates with the corresponding relatives prices and …

precisely the cointegration. By the cointegration, one seeks to know if there is a long-term relation between the debt in% of …

North African Countries for the period 1980-2008. To this end, we use panel cointegration analysis and Error Correction …

approach, and we perform the cointegration and Granger causality analysis employing the methods of vector error correction …

real per capita income in Nigeria. Using cointegration and error correction approach, the study finds that oil revenue has …

2009 was used and the study employs unit root testing, co-integration analysis and VAR Granger Causality/Exogeneity Wald … economic growth and export are integrated of order one, i.e. 1(1). The cointegration test confirmed for model 1 and model 2 … cointegration test results. However, there is no evidence of cointegration between export and economic growth for model 3. Granger …