For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …

period 1970 to 2009. Applying popular time series econometric techniques of cointegration and vector error correction …

point of view, we apply recent panel cointegration techniques based on factor models that account for two additional …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

both the Engle and Granger (1987) and Johansen (1991, 1995) cointegration reveal a long run relationship between the two …

constraints (IBC) condition via unit root test with structural break and co-integration through Gregory-Hansen test in a 117 long … does not hold for the Brazilian economy. However, there is co-integration among the series used in this work and the …

cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy …