Similar Search Results

Impacts of realized volatility of oil price over foreign trade related activities in Turkey

Degirmen, Suleyman; Saltik, Omur - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 193-209

Persistent link: https://www.econbiz.de/10011778398

An empirical investigation of factors affecting the trade balance of G-20 countries

Kiliç, Cüneyt; Balan, Feyza; Kurt, Ünzüle - In: International journal of economic perspectives : IJEP 9 (2015) 2, pp. 49-56

Persistent link: https://www.econbiz.de/10011579277

The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis

Beckmann, Joscha; Czudaj, Robert - In: International review of applied economics 27 (2013) 4, pp. 472-490

Persistent link: https://www.econbiz.de/10009781087

Unemployment and input prices : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration … three variables are I(1). But we only find cointegration in the presence of autocorrelated disturbances, which means that … opposed to classical cointegration, which implies long memory and slow reversion to equilibrium. This suggests that an …

Persistent link: https://www.econbiz.de/10009614880

Fractional integration and the dynamics of UK unemployment

Gil-Alaña, Luis A.; Henry, S. G. B. - 2000

This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using traditional approaches based on I(0) stationary or I(1) (integrated and/or cointegrated) models, we use the fractional integration framework. In doing so, we allow for a more careful study of the...

Persistent link: https://www.econbiz.de/10009582384