Zealand within the framework of hidden cointegration technique and crouching error correction model (CECM) of Granger and Yoon …

empirical model of Turkish migration to Germany is developed and tested for the 1969-2008 period, using the cointegration …

economy (SE) for quarterly data covering the period 2000-2013, using ARDL cointegration method in conjunction with the …

developments imply bivariate cointegration among stock prices, dividends, output and consumption where independent models identify … key theoretical cointegration vectors Design/methodology/approach –This paper considers both Johansen and Horvath …–Watson testing approaches for cointegration. This paper also examines the forecasting power of these cointegrating relationships …

panel for 72 countries over the period from 1980 to 2007 and use panel unit-root and cointegration tests to find the causal …

the growth of Nigerian economy with focus on poverty reduction. Time series data were employed in this research and the … analyses of the data were done using unit root tests and the bounds (ARDL) testing approach to cointegration. The result of the … data analysis indicated that agricultural production was significant in influencing the favourable trend of economic growth …

. The use of cointegration tests has shown the existence of a long-run equilibrium relationship between real exchange rate … estimated a time-series cointegration VAR model. We found out that the relationship between long-run equilibrium and adjustment …

the recently advanced method of cointegration, and mainly Johansen's method, evidence of a long-term relationship between …