Showing 1 - 10 of 18,108
in Saudi Arabia based on a demand side approach. We use a Johansen multivariate cointegration approach and incorporate CO …
Persistent link: https://www.econbiz.de/10011077340
">2004</CitationRef>) approach to determine cointegration and the (Econometrica, 55, 251–276, <CitationRef CitationID="CR17 …
Persistent link: https://www.econbiz.de/10010992990
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
In this paper, we examine the causal relationship between Electricity Consumption (EC) and economic growth in Tunisia during 1971-2007. Empirical results of the study verify the absence of a long-term equilibrium relationship between EC and economic growth in Tunisia but verify the existence of...
Persistent link: https://www.econbiz.de/10009352847
cointegration between the variables. The granger causality test for the study indicated a unidirectional causality from overall …
Persistent link: https://www.econbiz.de/10009391459
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/10009416887
in techniques. We find that the results of the cointegration tests could be affected by the structural break(s) in the … an ultimate conclusion on the cointegration and causal direction between energy and output. When alternative frameworks …
Persistent link: https://www.econbiz.de/10009647268
a set of tests were realized: a test to verify the presence of a unit root in the series, cointegration test and …-Granger method to study cointegration (indicating the relationships formed on long term) and Granger test to determine short run …
Persistent link: https://www.econbiz.de/10009364534
-Hansen cointegration test and subsequently estimate our model using the Granger non-causality test (proposed by Toda and Yomamoto). Our …
Persistent link: https://www.econbiz.de/10010836289
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 …
Persistent link: https://www.econbiz.de/10010670043