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Testing weak exogeneity and the order of cointegration in UK money demand data

Johansen, Søren - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 3, pp. 313-334

Persistent link: https://www.econbiz.de/10001125795

Asymptotic inference on cointegrating rank in partial systems

Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399

Persistent link: https://www.econbiz.de/10001251806

A multivariate causality analysis of export and growth for Turkey

Halicioglu, Ferda - 2008

testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …

Persistent link: https://www.econbiz.de/10011523113

The financial development and economic growth nexus for Turkey

Halicioglu, Ferda - 2008

1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …

Persistent link: https://www.econbiz.de/10011523134

Testing the CVAR in the fractional CVAR model

Johansen, Søren; Nielsen, Morten Ørregaard - 2017

We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and show that the test statistic for the ususal CVAR model is asymptotically chi-squared distributed. Because the usual CVAR model lies on the boundary of the parameter space for the...

Persistent link: https://www.econbiz.de/10011756080

The analysis of nonstationary time series using regression, correlation and cointegration

Johansen, Søren - In: Contemporary economics 6 (2012) 2, pp. 40-57

There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference using the cointegrated vector autoregressive model. Finally...

Persistent link: https://www.econbiz.de/10009767620

Dynamics of obesity in Finland

Halicioglu, Ferda - In: Journal of economic studies 40 (2013) 5, pp. 644-657

Persistent link: https://www.econbiz.de/10010209607

A conversation with Søren Johansen

Johansen, Søren (interviewee); Mosconi, Rocco (interviewer) - In: Econometrics : open access journal 10 (2022) 2, pp. 1-16

fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and …

Persistent link: https://www.econbiz.de/10013355167

The J-Curve Dynamics of Turkey: An Application of ARDL Model

Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2008

-run for Turkey over the period 1980-2005. The bounds testing cointegration approach is employed to estimate the trade balance …

Persistent link: https://www.econbiz.de/10011107634

Dynamics of obesity in Finland

Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2013

intake. The paper employs bounds testing cointegration procedure and augmented causality tests. The empirical results suggest … the existence of cointegration amongst the variables. Augmented Granger causality tests indicate the existence of a long …

Persistent link: https://www.econbiz.de/10011107890