restrictions and the subsequent impressive boom of consumer loans. We use multivariate cointegration techniques to estimate a …

consumption and economic growth for Iran using cointegration and error correction model from annual data covering the period of …

unnecessary excess vacancy. This article hopes to build upon existing research by applying cointegration analysis and error … relationships between industrial property supply, economic and real estate variables is tested using cointegration analysis. The … persistence profile examines the effect of system‐wide shocks to the cointegration relations to determine whether they are true …

use Granger causality tests and cointegration techniques to demonstrate that there is no long‐run relationship between …

stocks. Design/methodology/approach – Traditional approaches as well as cointegration and causality tests are applied to … vehicles provide a hedge against expected and unexpected inflation at different lags. In contrast, cointegration tests show …

Purpose – The aim of the study is to utilize cointegration techniques and analyze the degree of linkages among four key … considered the “leader” that drives the remaining sectors over time. Design/methodology/approach – Multivariate cointegration …(s) exist among the four property sectors. If evidence of cointegration is found, hypothesis tests are implemented to separate …

quarter of 1995. Employing the cointegration analysis, the paper shows that overall private housing price is cointegrated with …