cointegration analysis to evaluate the long‐term equilibrium in China's economy, with the unit root test, cointegrating test and a …

/methodology/approach This study employs econometric techniques like augmented Dickey-Fuller test, Johansen cointegration test, vector error …

panel cointegration approaches, including Granger Causality and full-modified OLS, to research the same relationship …

on interest rates pass-through by applying a cointegration and asymmetric mean adjustment lag (MAL) error correction …

markets. Design/methodology/approach – The paper uses cointegration and a QARCH-M-ECM-based framework to test the market … cointegration test is used to test the long-run unbiasedness and market efficiency of the contract, while the QARCH-M-ECM model is …

methodological approach of the paper is multifold. First, the authors use cointegration analysis to determine the simple dynamics …

. Second, cointegration tests (Engle and Granger’s residual based approach and Johansen’s cointegration test) are applied to …

underpinning China's real estate price escalation from 1998 to 2009. Design/methodology/approach – Cointegration approach, vector … interactions exist between housing prices and key macroeconomic variables, such as CPI, land sale and GDP. Findings – Cointegration … speculations in housing purchase. Besides, lack of cointegration relationships between HP and land sale is probably caused by …

/methodology/approach The paper used the widely accepted and recognized econometric concepts of unit root, Granger causality and co-integration …

case of Pakistan. Design/methodology/approach – The autoregressive distributed lag bounds testing approach to cointegration … causality analysis is tested by applying innovative accounting approach. Findings – The analysis confirms cointegration for the …