-Granger cointegration test to characterize the relationship between expected stock returns and systematic risks with diverse investment …

the multivariate cointegration methodology to establish the possible causal relations between these variables. The … cointegration test and the vector error correction model demonstrates the evidence of positive long-run relationships between real …

1973-2011 we find evidence of time-varying cointegration relationship between effective exchange rates and national stock … the exchange rate exposure varies with the cointegration relation between stock and foreign exchange rate markets. This …

the European Monetary Union. Applying different cointegration techniques, we first test for a long-run relationship …

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. …

techniques eliminate the endogeneity problems of conventional cointegration methods with near integrated regressors and robustify … concerns about the use of cointegration methodology when roots are in the vicinity of unity rather than precisely at unity. …

apply the bounds testing approach to cointegration and the system-wise Rao’s F-test with bootstrap simulation procedure. The …

-altruistic fertility models (negative). First, a cointegration analysis is employed in order to check if there is a long-term equilibrium …