Zealand, and the US — using the bounds testing approach to cointegration. Our main finding was that visitor arrivals to Fiji …

This paper investigates the all important issue of diagnostic tests, including unit roots and cointegration, in the … some post-1995 studies have ignored unit root tests and co-integration and, hence, are vulnerable to the so …

Despite a plethora of studies on purchasing power parity (PPP), those that take a cointegration approach have found … for cointegration between nominal exchange rate and relative prices that accounts for multiple structural breaks. We find … that for 14 out of 15 OECD countries, there is evidence of a cointegration relationship between nominal exchange rate and …

, imports, and research and development (R&D), for 5 Asian countries using panel unit root, panel cointegration with structural …