–09. Applying unit root test and cointegration technique that allows for endogenously determined structural break in the …

We use rolling cointegration tests to investigate the relationship between the Renminbi daily future spot return and … future spot rate requires cointegration and a unity coefficient for the forward discount. We conclude that the unbiased …

cointegration techniques to control for omitted variable and endogeneity bias. We find that aid exerts an inequality increasing …

cointegration relationship for three out of five items. Moreover, results from Granger causality tests show evidence in favor of …

short-run comovements in the G7-countries by conducting tests for cointegration, common serial correlation and codependence …

estimators for panel cointegration models, stock prices are found to be overvalued under either constant or time-varying expected …

flexibility. We augment this literature by analyzing short-and long-term growth effects of exchange rate flexibility in a panel-cointegration …

Juselius cointegration test and error–correction based Granger causality models for the EU-15 countries. We employ quarterly … relationship between natural gas prices, industrial production and stock prices in Austria, Denmark, Finland, Germany and … stock returns, industrial production growth and natural gas price increase for Austria, Denmark, Finland, Germany and …

testing approach to cointegration is implemented to test the existence of a long-run relationship amongst the variables …. Cointegration analysis yields that the main deterrent effect on crime is the police presence and this factor is further confirmed by …