Showing 1 - 10 of 32
Turkish M1 by employing a recent single cointegration procedure proposed by Pesaran et al. (2001) along with the CUSUM and …
Persistent link: https://www.econbiz.de/10011130097
This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated variables eliminates the serial correlation after q...
Persistent link: https://www.econbiz.de/10010904014
cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy …
Persistent link: https://www.econbiz.de/10011259089
prices using time series data for Turkey during 1965-2007. ARDL cointegration analysis yields an income elasticity of calorie …
Persistent link: https://www.econbiz.de/10011260730
to cointegration testing procedure is employed to obtain the short-run and long-run elasticities of suicides with respect …
Persistent link: https://www.econbiz.de/10005025730
This paper investigates whether codependence restrictions can be uniquely imposed on VAR and VEC models via the so-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated variables eliminates the serial correlation after q...
Persistent link: https://www.econbiz.de/10010552054
restrictions and the subsequent impressive boom of consumer loans. We use multivariate cointegration techniques to estimate a …
Persistent link: https://www.econbiz.de/10010613021
interrelationships between the variables using the bounds testing to cointegration procedure. The bounds test results indicate that there …
Persistent link: https://www.econbiz.de/10010809257
using bounds testing cointegration procedure proposed by Pesaran et al. (2001) to compute the short and long …
Persistent link: https://www.econbiz.de/10008538866
expenditures in the case of Turkey for the period of 1950-2002. On using new macroeconomic and multivariate cointegration procedure …
Persistent link: https://www.econbiz.de/10005412794