. A simulation-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …

-run equilibrium using Johansen?s test for cointegration. The cointegrated stock pair is then modeled using a Vector Error Correction …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

the effects of China's economic growth on its current account. The results showed that as China switches from exports to … domestic demand as a key driver for economic growth, China's trade surplus would be expected to shrink rather quickly. …

This article examines the causal relationship between human capital and real income using data for China from 1960 to …

This paper studied the cointegration and causality relations between China's energy consumption and economic growth. It … concludes that there is bi-directional causality, but no cointegration, between them; therefore, China may have underestimated …

and the world�s largest trade surplus alongside a booming economy makes China a unique case study. Using the bounds …-testing approach to cointegration and error correction modeling proposed by Pesaran et al. (2001), we estimate a reduced form model for … China. The findings suggest that devaluation of the Yuan is contractionary in the short run but expansionary in the long run. …

with a double-procedure cointegration analysis based on the time-series methodologies of Toda and Yamamoto (1995) and Liu … countries and China for US investment flows. …