industrial production, at both the seasonal and zero frequencies based on tests of cointegration and seasonal cointegration. Two …-run relationship between money (M1 or M2) and output in the sense that the null of no cointegration cannot be rejected. …

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … markets and the rest of the world. Long-run correlation estimates imply very low association between the two. The two distinct … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have …

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … markets and the rest of the world. Long-run correlation estimates imply very low association between the two. The two distinct … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have …

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … markets and the rest of the world. Long-run correlation estimates imply very low association between the two. The two distinct … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have …

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

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

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

the link between the gasoline and diesel markets, we assume a common co-integration relationship. Therefore, we also …

maximum canonical correlation between pairs of discrete variables. We also propose a trace canonical correlation test using …