analyzed annual data on government spending in compliance with the COFOG international standard. We use cross-correlation on … spending functions. The lowest correlation coefficient (0.06) was found for recreation, culture and religion and the highest … Johansen cointegration test proved the existence of long-run relationship between GDP and total government spending, public …

analyzed annual data on government spending in compliance with the COFOG international standard. We use cross-correlation on … spending functions. The lowest correlation coefficient (0.01) was found for General public services (G10) and the high … of Johansen cointegration test proved the existence of long-run relationship between GDP and total government spending …

DJIA obtain in monthly frequence, since 1959 to 2011. From econometric methods, will be using Pearson correlation index … or with time delay (in week). Findings The correlation analysis shows, that between change of money supply and stock … index is high dependence (correlation index 0.9224). By calculating with time delay, was correlation index high too, but …

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 …