(univariate analysis) and cointegration techniques (multivariate analysis) that permits endogenously determined structural breaks … developing countries. The study also employs the Westerlund (2006) panel cointegration test with structural breaks to examine the …

Johansen cointegration approach. Qatar is a small open economy that depends on the outside world for exporting its oil, natural …

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention …

period 1970 to 2009. Applying popular time series econometric techniques of cointegration and vector error correction …

co-integration tests and the studies on South Africa primarily using short-span data from the post-Bretton Woods era, we … Dollar using annual data from 1910 – 2010. The results provide some support for the monetary model in that long-run co-integration …

In cointegration analysis, it is customary to test the hypothesis of unit roots separately for each single time series …

of this study is to investigate the direction of this relationship. Methods: Johansen test of Co-integration and Granger …

Product (GDP) in China by applying fractional integration and cointegration methods. These are more general than the standard … integration being around 2, whilst the cointegration tests (using both standard and fractional techniques) imply that there exists …