; the Auto Regressive Distributed Lag (ARDL) bounds test and a Vector Error Correction Model (VECM) for testing both short … and long run dynamic relationships. The variance decomposition (VDC) is used to predict the exogenous shocks of the … relationship in the short run. The VECM result shows that fiscal deficits influence the stock price only in the short run. The …

cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which …This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing …

the relationship between KGHM stock prices and High Grade copper prices. The empirical part of the paper uses econometric … cointegration analysis. Based on the estimated models, the thesis of the existence of a long-run relationship between the studied … variables was confi rmed. Within the framework of econometric analyses, Johansen and Engle- Granger procedures and the Granger …