operandi to analyze the time series characteristics of interest rates and to test for common features. We conduct cointegration …

This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a … conflict. Moreover it avoids the size distortion inherent in separately applying multiple tests for cointegration to the same … data set. We apply our test to 143 data sets from published cointegration studies. There, in one third of all cases single …

. Employing Johansen's multivariate cointegration approach, it investigates for ten selected SSA countries the long-run effect of … those cases where cointegration relationships are found – estimated supply elasticities tend to lie between 0.20 and 0 …

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have …

after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …