cointegration relationships between investment and saving flows of European Union members were tested. Three different cointegration … techniques were applied to the data. Firstly, the Johansen (1988) cointegration approach was used for the case of no … cointegration shifts, then the Gregory and Hansen (1996) cointegration test was applied, which allows for one structural shift …

the Feldstein-Horioka puzzle. Panel estimations using quarterly data for the period from 1995 to 2011 have been made for … developed panel techniques are employed to examine the investment savings relationship and estimate saving …

employing the OLS and FMOLS procedures. To test the cointegration relationships between investment and saving flows of Russia …, three different cointegration tests were applied to the data. First applied was the Gregory and Hansen (1996) cointegration …) cointegration test was employed. Finally, for a case where more than two breaks are detected, the Maki (2012) cointegration test …

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 …

public debt in a panel of low income Sub-Saharan African economies. This supports the hypothesis that debt has some positive …

. I employed dynamic panel data models of difference and system GMM that could account biases associated with endogeneity …