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 …

Indonesia from the period of year 1970 – 2010 which can contribute to the welfare of the population. Cointegration approach will …

Causality after testing for cointegration using Johansen techniques. The empirical results obtained by the Johansen method …

This study runs a cointegration analysis on annual data from 1980 to 2007 to investigate the relationship between …, Stock-Watson dynamic ordinary least squares (DOLS), the bounds testing approach to cointegration and error correction … modelling. The empirical results suggest that there is a stable long run linear cointegration relationship between these three …

) and Lee and Strazicich, (2003) structural unit root tests and ARDL bounds testing approach to cointegration in augmented …

applying ARDL bounds testing approach to cointegration for long run and error correction method for short span of time …. Empirical evidence suggests a stable cointegration relationship between defence spending and economic growth. An increase in …

Johansen cointegration test proved the existence of long-run relationship between GDP and total government spending, public …