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Temporal causality and the dynamics of crime in Turkey

Halicioglu, Ferda - In: International Journal of Social Economics 39 (2012) 9, pp. 704-720

security expenditures. Design/methodology/approach – The paper employs bounds testing cointegration procedure, augmented … causality tests and variance decompositions. Findings – The empirical results suggest the existence of cointegration amongst the …, time‐series evidence on the dynamics of crime in Turkey using the framework of cointegration and causality tests. …

Persistent link: https://www.econbiz.de/10014805752

Does trade openness and financial liberalization foster growth

Awojobi, Omotola - In: International Journal of Social Economics 40 (2013) 6, pp. 537-555

Purpose – This study aims to provide time series evidence of the economic growth pattern of Greece and explain the hidden impact of its financial liberalization process since 1960, in terms of the links between trade and gross domestic output. Design/methodology/approach – Using time series...

Persistent link: https://www.econbiz.de/10014805801

The cointegrated VAR model : methodology and applications

Jusélius, Katarina - 2006 - 1. publ.

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of...

Persistent link: https://www.econbiz.de/10014441730

Broad Money Demand and Asset Substitution in China

Wu, Ge - 2009

Recent changes to China's financial system, in particular ongoing interest rate liberalization, gradual movement toward a more flexible exchange rate regime, and rapid development of capital markets, have changed substantially the environment in which monetary policy operates. In light of these...

Persistent link: https://www.econbiz.de/10012677797

Cointegrated TFP Processes and International Business Cycles

Tuesta, Vicente - 2009

A puzzle in international macroeconomics is that observed real exchange rates are highly volatile. Standard international real business cycle (IRBC) models cannot reproduce this fact. We show that TFP processes for the U.S. and the ""rest of the world,"" is characterized by a vector error...

Persistent link: https://www.econbiz.de/10012677880

Interdependence between Nordic stock markets and financial cooperation

Dengjun, Zhang - In: Review of Accounting and Finance 14 (2015) 2, pp. 172-188

integration was proceeding. Design/methodology/approach – Johansen’s cointegration technique and the exponential generalized …

Persistent link: https://www.econbiz.de/10014989806

Equity market integration: the new emerging economy of Montenegro

G. Papavassiliou, Vassilios - In: Review of Accounting and Finance 13 (2014) 3, pp. 291-306

2008. They investigate long-run and short-run dynamics using cointegration techniques, Granger causality tests and vector …

Persistent link: https://www.econbiz.de/10014989840

Cointegration between stock prices, dividends, output and consumption

Black, Angela J.; McMillan, David G.; McMillan, Fiona J. - In: Review of Accounting and Finance 14 (2015) 1, pp. 81-103

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 …

Persistent link: https://www.econbiz.de/10014989914

The Sri Lankan stock market and the macroeconomy: an empirical investigation

Wickremasinghe, Guneratne - In: Studies in Economics and Finance 28 (2011) 3, pp. 179-195

/methodology/approach – The paper adopts unit roots and cointegration, error‐correction modelling, variance decomposition analysis, and impulse … weaknesses in relation to unit root and cointegration tests which previous studies in the area of the paper have overlooked …

Persistent link: https://www.econbiz.de/10015013635

An investigation of the linkages between European Union equity markets and emerging capital markets: the East European connection

Dockery, E.; Vergari, F. - In: Managerial Finance 27 (2001) 1/2, pp. 24-39

Outlines previous research on cointegration between capital markets and assesses the degree of cointegration between …

Persistent link: https://www.econbiz.de/10014939585