distributed lag cointegration bound test shows the findings regarding the cointegration consist of positive long-term equilibrium …

the conventional symmetrical panel ARDL (PARDL) model was not able to formulate long-run cointegration between currency …. However, asymmetrical cointegration was established between the currency values and stock market indexes for the pre … recessionary period and the overall sampling time frame by utilizing the panel-based NARDL framework (PNARDL). The study suggests …

; Lucas critique; sample-selection bias and survivor bias. Applying dynamic system-GMM panel estimation on 169 countries over …

pooled timeseries estimation on a forward-looking monetary model, resulting inparameter estimates which are in compliance … with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the … residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …

for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …