Similar Search Results

Immigration, Economic Growth and Unemployment in Greece : An Application of the ARDL Bounds Testing Approach to Cointegration

Tzougas, John - 2013

This study aims at investigating the nature of the causal relationship between immigration and two macroeconomic indicators, GDP per capita and unemployment, in Greece using annual data spanning the period between 1980 and 2007. Procedures are used to endogenously identify structural breaks in...

Persistent link: https://www.econbiz.de/10013078711

Intra Industry Trade, Fiscal Policy and Terms of Trade of Pakistan : A Long Run Analysis Using ARDL Technique

Bashir, Dr. Furrukh - 2015

This study investigates long run relationship between Intra Industry Trade, fiscal policy and Terms of Trade of Pakistan. Considering the intention, time series data having time span from 1972 to 2014 is chosen. Data is collected through various sources like World Development Indicators,...

Persistent link: https://www.econbiz.de/10013011015

Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors regressors

Peng, Zhen; Dong, Chaohua - 2021

Since an economic or financial variable may be affected by both stationary andnonstationary variables, this paper proposes a class of augmented cointegrating linear(ACL) models that accommodate these time series of different types. Moreover, thevariables are allowed to be strongly correlated in...

Persistent link: https://www.econbiz.de/10013323760

A Panel Bounds Testing Procedure

Bertsatos, Georgios; Sakellaris, Plutarchos; Tsionas, Mike - 2022

We propose a bounds testing procedure (BTP) with a battery of tests for the existence of a non-degenerate co-integrating relationship in levels, for long panels. It is a natural extension to panel data of the respective approach in time series as described by Pesaran, Shin and Smith (2001) and...

Persistent link: https://www.econbiz.de/10013294020

Multicointegration in US consumption data

Siliverstovs, Boriss - 2003

Persistent link: https://www.econbiz.de/10013436468

Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - 2010

applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …

Persistent link: https://www.econbiz.de/10003939738

Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques

Belke, Ansgar; Czudaj, Robert - 2010

applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …

Persistent link: https://www.econbiz.de/10003941679

Multiple Structural Breaks in Cointegrating Regressions : A Model Selection Approach

Schmidt, Alexander - 2019

cointegration in the presence of multiple structural breaks, derive the asymptotic distribution of our test statistics and show that … the proposed tests have power against the null of no cointegration. Finally, we use our new methodology to study the …

Persistent link: https://www.econbiz.de/10012859113

Is Double Trouble? How to Combine Cointegration Tests

Bayer, Christian - 2008

This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a … conflict. Moreover it avoids the size distortion inherent in separately applying multiple tests for cointegration to the same … data set. We apply our test to 143 data sets from published cointegration studies. There, in one third of all cases single …

Persistent link: https://www.econbiz.de/10012724343

Oil prices and their long-term relationship with macroeconomic and financial indicators

Bucevska, Vesna; Gjelevski, Borjan; Matevska, Lea - In: Economic Review: Journal of Economics and Business 21 (2023) 1, pp. 3-24

The objective of this paper is to find out whether there is a long-term relationship or in other words cointegration …

Persistent link: https://www.econbiz.de/10015165405