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A helping hand: examining the effect of foreign banks on the business environment

Hartwell, Christopher A.; Michael, Bryane - In: International Journal of Emerging Markets 10 (2015) 4, pp. 875-895

panel cointegration approaches, including Granger Causality and full-modified OLS, to research the same relationship …

Persistent link: https://www.econbiz.de/10014788440

Bank competition and interest rate pass-through in the BRICS

Fadiran, Gideon - In: International Journal of Emerging Markets 9 (2014) 4, pp. 471-487

on interest rates pass-through by applying a cointegration and asymmetric mean adjustment lag (MAL) error correction …

Persistent link: https://www.econbiz.de/10014788581

Market efficiency in Indian soybean futures markets

Ranganathan, Thiagu; Ananthakumar, Usha - In: International Journal of Emerging Markets 9 (2014) 4, pp. 520-534

markets. Design/methodology/approach – The paper uses cointegration and a QARCH-M-ECM-based framework to test the market … cointegration test is used to test the long-run unbiasedness and market efficiency of the contract, while the QARCH-M-ECM model is …

Persistent link: https://www.econbiz.de/10014789110

Dynamic interactions between stock markets and the real economy

Laopodis, Nikiforos T.; Papastamou, Andreas - In: International Journal of Emerging Markets 11 (2016) 4, pp. 715-746

methodological approach of the paper is multifold. First, the authors use cointegration analysis to determine the simple dynamics …

Persistent link: https://www.econbiz.de/10014789126

Lead-lag relationship between futures and spot FX market in India

Kharbanda, Varuna; Singh, Archana - In: International Journal of Managerial Finance 13 (2017) 5, pp. 560-577

. Second, cointegration tests (Engle and Granger’s residual based approach and Johansen’s cointegration test) are applied to …

Persistent link: https://www.econbiz.de/10014785397

What pushes up China's real estate price?

Li, Jing; Chiang, Yat‐Hung - In: International Journal of Housing Markets and Analysis 5 (2012) 2, pp. 161-176

underpinning China's real estate price escalation from 1998 to 2009. Design/methodology/approach – Cointegration approach, vector … interactions exist between housing prices and key macroeconomic variables, such as CPI, land sale and GDP. Findings – Cointegration … speculations in housing purchase. Besides, lack of cointegration relationships between HP and land sale is probably caused by …

Persistent link: https://www.econbiz.de/10014777758

Causal relationship between private housing investment and economic growth

Amidu, Abdul-Rasheed; Agboola, Alirat Olayinka; Musa, Mahmud - In: International Journal of Housing Markets and Analysis 9 (2016) 2, pp. 272-286

/methodology/approach The paper used the widely accepted and recognized econometric concepts of unit root, Granger causality and co-integration …

Persistent link: https://www.econbiz.de/10014778011

Exports, financial development and economic growth in Pakistan

Shahbaz, Muhammad; Mafizur Rahman, Mohammad - In: International Journal of Development Issues 13 (2014) 2, pp. 155-170

case of Pakistan. Design/methodology/approach – The autoregressive distributed lag bounds testing approach to cointegration … causality analysis is tested by applying innovative accounting approach. Findings – The analysis confirms cointegration for the …

Persistent link: https://www.econbiz.de/10014768994

Transportation corridors and cointegration of residential natural gas prices

Arano, Kathleen; Velikova, Marieta - In: International Journal of Energy Sector Management 6 (2012) 2, pp. 239-254

cointegration in the US natural gas industry as a result of industry restructuring. Design/methodology/approach – In particular …, this paper tests if access to the same major pipeline transportation corridor translates to cointegration of residential … natural gas prices. Findings – Results indicate a high degree of cointegration for States within the same transportation …

Persistent link: https://www.econbiz.de/10014773546

Does corruption matter for economic development? Long run evidence from Bangladesh

Pulok, Mohammad Habibullah; Ahmed, Moin Uddin - In: International Journal of Social Economics 44 (2017) 3, pp. 350-361

examine the long run relationship or cointegration between corruption and per capita real GDP in Bangladesh using annual time …

Persistent link: https://www.econbiz.de/10014807352