. Symmetry is rejected for the short-run, thus for the given cointegration vectors the final modelling stage is based on the full …, where the VAR based cointegration analysis is combined with a graph-theoretic search for instantaneous causal relations and … unanticipated interest rate change by the Fed. -- Two-country model ; Cointegration ; Structural VAR ; Gets Model Selection …

In recognition of his contributions to the development of the method of cointegration analysis for analyzing … the development of the method of cointegration analysis. To illustrate by example, we apply the method of time series … cointegration analysis and present statistical evidence that supports the proposition that the economies of Canada and the United …

of financing. -- cointegration ; regime shifts ; US housing bubble ; subprime lending ; bubble indicator …

; Innovation ; Pharmaceuticals ; Health care expenditure ; Cointegration …

period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of … both series are found to vary considerably across states, whilst the fractional cointegration analysis suggests that a long …

period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and non-linearity of … both series are found to vary considerably across states, whilst the fractional cointegration analysis suggests that a long …

inflation and commodity prices using recent methods of linear cointegration, and non-linear Granger causality. The main …