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Cointegration and the demand for energy in Fiji

Kumar, Saten - In: International Journal of Global Energy Issues 35 (2011) 1, pp. 85-97

This paper applies alternative time series techniques such as general to specific (GETS) and Johansen maximum likelihood (JML) to estimate the long-run income and price elasticities of demand for energy for Fiji. We also test for the causal relationship between energy consumption, GDP and energy...

Persistent link: https://www.econbiz.de/10009360035

A wavelet approach to multiple cointegration testing

Fernandez-Macho, Javier - Department of Economics, Oxford University - 2013

This paper introduces a class of cointegration tests based on estimated low-pass and high-pass regression coefficients … cointegration in a n + k multivariate system with n cointegrating relationships without the need of either detrending nor … cointegration under the null without the need of special tables. Small sample quantiles for these wavelet statistics are obtained …

Persistent link: https://www.econbiz.de/10011004134

A Test for the Null of Multiple Cointegrating Vectors

Fernandez-Macho, Javier - Department of Economics, Oxford University - 2013

This paper examines a test for the null of cointegration in a multivariate system based on the discrepancy between the … offering a simple way of testing for cointegration under the null without the need of special tables. Small sample critical … perform quite reasonably when compared to other tests of the null of cointegration. …

Persistent link: https://www.econbiz.de/10011004208

On generating correlated random variables with a given valid or invalid Correlation matrix

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2004

In simulation we often have to generate correlated random variables by giving a reference intercorrelation matrix, R or Q. The matrix R is positive definite and a valid correlation matrix. The matrix Q may appear to be a correlation matrix but it may be invalid (negative definite). With R(m,m)...

Persistent link: https://www.econbiz.de/10005787098

Nonlinear Exchange Rate Models; A Selective Overview

Sarno, Lucio - International Monetary Fund (IMF) - 2003

This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key questions are examined. The first question is whether nonlinear autoregressive models of real exchange...

Persistent link: https://www.econbiz.de/10005825647

Do fiscal incentives promote investment?: empirical evidence from Nigeria

Salahuddin, Mohammad; Khan, Shahjahan - In: Journal of Developing Areas 47 (2013) 2, pp. 81-92

Australia using time series data for the period of 1965–2007. Johansen cointegration technique is employed to examine the long …

Persistent link: https://www.econbiz.de/10011096444

Cointegration Models Applied For Portugal’s Energy Consumption, Inward FDI and GDP Series (1980-2007)

Bento, Cerdeira; Paulo, João - Volkswirtschaftliche Fakultät, … - 2012

This study runs a cointegration analysis on annual data from 1980 to 2007 to investigate the relationship between …, Stock-Watson dynamic ordinary least squares (DOLS), the bounds testing approach to cointegration and error correction … modelling. The empirical results suggest that there is a stable long run linear cointegration relationship between these three …

Persistent link: https://www.econbiz.de/10011259952

Energy consumption in Bangladesh, India, and Pakistan:cointegration analysis

Chary, Swaroop R.; Bohara, Alok K. - In: Journal of Developing Areas 44 (2010) 1, pp. 41-50

challenges in the South Asian region. In this paper the authors investigate the presence of cointegration and causality …

Persistent link: https://www.econbiz.de/10011213151

Relationships among energy consumption, pollution emission, and economic growth in Nepal

Bastola, Umesh; Sapkota, Pratikshya - In: Energy 80 (2015) C, pp. 254-262

Johansen cointegration and ARDL (Autoregressive Distributed Lag) bounds tests suggest presence of two cointegrating vectors …

Persistent link: https://www.econbiz.de/10011190911

A dynamic econometric study of income, energy and exports in Turkey

Halicioglu, Ferda - In: Energy 36 (2011) 5, pp. 3348-3354

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