This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real …. We find strong evidence of fractional cointegration between securitized real estate and the three sets of variables. Such … cointegration for forecasting purposes proves particularly useful since the start of the financial crisis …

investment can help hedge against inflation in the United States (US) and Canada. This study employed an autoregressive … distributed lag (ARDL) cointegration test developed by Pesaran, Shin, and Smith (2001), and finds evidence of a positive long … against inflation in the United States and Canada. …