In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …

this by employing Cointegration, Vector Auto-regression (VAR), Granger causality and dynamic connectedness analyses. We … found a lack of cointegration between both the ESG and Sharia indices and ETFs. Second, we observed bi-directional causality … cointegration may be attributable to the difference in the underlying asset composition of ESG and Sharia indices and ETFs. This …

2020 using the ARDL cointegration method. The results reveal that FDI, the interactive variable of FDI and trade openness …

after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …

cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …

generating empirical evidence on the cointegration of different export prices. We start our analysis with the assumption that … cointegration of price series. Then, we extend the error correction model to a multivariate cointegration analysis by cluster. We …

due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …