Works matching DE "COINTEGRATION"

Results: 4713

The rise of GCC‐East Asian trade: A cointegration approach to analysing trade relationships.

Published in:

World Economy, 2023, v. 46, n. 7, p. 2231, doi. 10.1111/twec.13368

By:

Rutledge, Emilie;
Polyzos, Efstathios

Publication type:

Article

The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence.

Published in:

World Economy, 2023, v. 46, n. 5, p. 1235, doi. 10.1111/twec.13333

By:

Keil, Sascha

Publication type:

Article

Internationalisation of education and its effect on economic growth and development.

Published in:: World Economy, 2022, v. 45, n. 1, p. 200, doi. 10.1111/twec.13174
Publication type:: Article

The determinants of real exchange rate volatility in South Africa.

Published in:

World Economy, 2021, v. 44, n. 5, p. 1380, doi. 10.1111/twec.13013

By:

Mpofu, Trust R.

Publication type:

Article

New empirical evidence on CEE's stock markets integration.

Published in:

World Economy, 2020, v. 43, n. 10, p. 2785, doi. 10.1111/twec.12961

By:

Boţoc, Claudiu;
Anton, Sorin Gabriel

Publication type:

Article

Price‐level co‐movements within currency unions: An alternative integration metric.

Published in:

World Economy, 2018, v. 41, n. 9, p. 2414, doi. 10.1111/twec.12639

By:

Whitten, Gregory W.

Publication type:

Article

Financial integration in Asia: new Empirical evidence using dynamic panel data estimations.

Published in:

International Economics & Economic Policy, 2023, v. 20, n. 1, p. 213, doi. 10.1007/s10368-023-00553-0

By:

Erkut, Burak;
Sharma, Gagan Deep

Publication type:

Article

Does the financial cooperation agreement increase the interdependency among ASEAN+3 equity markets? A Markov switching approach.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 4, p. 869, doi. 10.1007/s10368-021-00499-1

By:

Rahman, Md. Saifur;
Shahari, Farihana

Publication type:

Article

Fisher's hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 4, p. 825, doi. 10.1007/s10368-021-00498-2

By:

Phiri, Andrew;
Mbekeni, Lutho

Publication type:

Article

Asymmetric cointegration and the J-curve: new evidence from commodity trade between the U.S. and Canada.

Published in:

International Economics & Economic Policy, 2020, v. 17, n. 2, p. 427, doi. 10.1007/s10368-019-00447-0

By:

Bahmani-Oskooee, Mohsen;
Fariditavana, Hadiseh

Publication type:

Article

Exchange-rate volatility and commodity trade between the U.S. and Germany: asymmetry analysis.

Published in:

International Economics & Economic Policy, 2020, v. 17, n. 1, p. 67, doi. 10.1007/s10368-019-00455-0

By:

Bahmani-Oskooee, Mohsen;
Nouira, Ridha;
Saafi, Sami

Publication type:

Article

Exchange rate misalignment and total factor productivity growth in case of emerging market economies.

Published in:

International Economics & Economic Policy, 2018, v. 15, n. 3, p. 547, doi. 10.1007/s10368-017-0374-6

By:

Akram, Vaseem;
Rath, Badri Narayan

Publication type:

Article

Exchange rate volatility and ASEAN-4's trade flows: is there a third country effect?

Published in:

International Economics & Economic Policy, 2017, v. 14, n. 1, p. 91, doi. 10.1007/s10368-015-0328-9

By:

Soleymani, Abdorreza;
Chua, Soo;
Hamat, Abdul

Publication type:

Article

Modeling Russia's exchange rate in the long-run.

Published in:

International Economics & Economic Policy, 2016, v. 13, n. 3, p. 499, doi. 10.1007/s10368-016-0346-2

By:

Dubova, Irina

Publication type:

Article

Disasters and trade: did Hurricane Katrina affect US imports?

Published in:

International Economics & Economic Policy, 2016, v. 13, n. 2, p. 177, doi. 10.1007/s10368-014-0296-5

By:

Parsons, Craig

Publication type:

Article

Till labor cost do us part.

Published in:

International Economics & Economic Policy, 2014, v. 11, n. 3, p. 371, doi. 10.1007/s10368-013-0258-3

By:

Pancotto, Francesca;
Pericoli, Filippo

Publication type:

Article

Telecommunications dynamics, output and employment.

Published in:

International Economics & Economic Policy, 2014, v. 11, n. 1/2, p. 179, doi. 10.1007/s10368-013-0252-9

By:

Jungmittag, Andre;
Welfens, Paul

Publication type:

Article

Oil and gold price dynamics in a multivariate cointegration framework.

Published in:

International Economics & Economic Policy, 2013, v. 10, n. 3, p. 453, doi. 10.1007/s10368-013-0237-8

By:

Beckmann, Joscha;
Czudaj, Robert

Publication type:

Article

A regional perspective on inequality and growth in Portugal using panel cointegration analysis.

Published in:

International Economics & Economic Policy, 2013, v. 10, n. 3, p. 427, doi. 10.1007/s10368-013-0236-9

By:

Simões, Marta;
Andrade, João;
Duarte, Adelaide

Publication type:

Article

Sources of time-varying exchange rate exposure.

Published in:

International Economics & Economic Policy, 2010, v. 7, n. 4, p. 371, doi. 10.1007/s10368-010-0147-y

By:

Pierdzioch, Christian;
Kizys, Renatas

Publication type:

Article

An empirical investigation of the sustainability of the public deficit in Portugal.

Published in:

International Economics & Economic Policy, 2008, v. 5, n. 1/2, p. 209, doi. 10.1007/s10368-008-0105-0

By:

do Rosario Correia, Maria;
Neck, Reinhard;
Panagiotidis, Theodore;
Richter, Christian

Publication type:

Article

COINTEGRATION OF FIRM STRATEGIES WITHIN GROUPS: A LONG RUN ANALYSIS OF FIRM BEHAVIOR IN THE JAPANESE STEEL INDUSTRY.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2003, v. 24, n. 2, p. 145, doi. 10.1002/smj.286

By:

Nair, Anil;
Filer, Larry

Publication type:

Article

A Note on Price Behavior in Urban Pakistan.

Published in:

Southern Economic Journal, 2020, v. 86, n. 3, p. 1214, doi. 10.1002/soej.12412

By:

Herndon, James

Publication type:

Article

A Cointegration Model of Age-Specific Fertility and Female Labor Supply in the United States.

Published in:

Southern Economic Journal, 2003, v. 70, n. 2, p. 344, doi. 10.2307/3648973

By:

McNown, Robert

Publication type:

Article

The Linkage between Prices, Wages, and Labor Productivity: A Panel Study of Manufacturing Industries.

Published in:

Southern Economic Journal, 2004, v. 70, n. 4, p. 920, doi. 10.2307/4135280

By:

Strauss, Jack;
Wohar, Mark E.

Publication type:

Article

Age Structure and the Personal Savings Rate in the United States, 1956-1995.

Published in:

Southern Economic Journal, 2001, v. 68, n. 1, p. 166, doi. 10.2307/1061519

By:

Thornton, John

Publication type:

Article

The Power of Cointegration Tests Versus Data Frequency and Time Spans.

Published in:

Southern Economic Journal, 2001, v. 67, n. 4, p. 906, doi. 10.2307/1061577

By:

Zhou, Su

Publication type:

Article

The demand for nominal and real money balances in a large...

Published in:

Southern Economic Journal, 1997, v. 63, n. 4, p. 947, doi. 10.2307/1061233

By:

Cutler, Harvey;
Davies, Stephen

Publication type:

Article

Statistical properties of the two-stage least squares estimator under cointegration.

Published in:

Review of Economic Studies, 1997, v. 64, n. 3, p. 385, doi. 10.2307/2971719

By:

Cheng Hsiao

Publication type:

Article

Can common stocks provide a hedge against inflation? Evidence from African countries

Published in:

Review of Financial Economics, 2010, v. 19, n. 3, p. 91, doi. 10.1016/j.rfe.2010.04.002

By:

Alagidede, Paul;
Panagiotidis, Theodore

Publication type:

Article

Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices

Published in:

Review of Financial Economics, 2009, v. 18, n. 4, p. 183, doi. 10.1016/j.rfe.2008.09.002

By:

Tswei, Keshin;
Lai, Jing-yi

Publication type:

Article

Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies

Published in:

Review of Financial Economics, 2009, v. 18, n. 3, p. 124, doi. 10.1016/j.rfe.2009.04.003

By:

Darrat, Ali F.;
Al-Sowaidi, Saif S.

Publication type:

Article

Bivariate relative city price convergence in the United States: 1918–1997

Published in:

Review of Financial Economics, 2008, v. 17, n. 2, p. 92, doi. 10.1016/j.rfe.2007.02.010

By:

Sonora, Robert J.

Publication type:

Article

Testing for international equity market integration using regime switching cointegration techniques

Published in:

Review of Financial Economics, 2006, v. 15, n. 4, p. 305, doi. 10.1016/j.rfe.2005.11.002

By:

Davies, Andrew

Publication type:

Article

Fractional cointegration and tests of present value models

Published in:

Review of Financial Economics, 2004, v. 13, n. 3, p. 245, doi. 10.1016/j.rfe.2003.09.009

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis A.

Publication type:

Article

Are the Arab Maghreb countries really integratable? Some evidence from the theory of cointegrated systems.

Published in:

Review of Financial Economics, 2002, v. 11, n. 2, p. 79, doi. 10.1016/S1059-0560(02)00105-3

By:

Darrat, Ali F.;
Pennathur, Anita

Publication type:

Article

Market Efficiency in the Non-Genetically Modified Soybean Futures Market.

Published in:

Journal of Agricultural & Food Industrial Organization, 2011, v. 9, n. 1, p. 1, doi. 10.2202/1542-0485.1345

By:

Aruga, Kentaka

Publication type:

Article

Investment cycle of the Brazilian economy: a panel cointegration analysis of industrial firms based on Minsky's financial instability hypothesis—2007–2017.

Published in:

Journal of Post Keynesian Economics, 2021, v. 44, n. 4, p. 604, doi. 10.1080/01603477.2020.1840277

By:

Feijo, Carmem;
Lamônica, Marcos Tostes;
da Silva Lima, Sergiany

Publication type:

Article

New estimates of direct crowding out (or in) of investment and of a peace dividend for the U.S. economy.

Published in:

Journal of Post Keynesian Economics, 2014, v. 37, n. 1, p. 67, doi. 10.2753/PKE0160-3477370106

By:

Blackley, Paul R.

Publication type:

Article

Balance-of-payments-constrained growth: the case of Turkey.

Published in:

Journal of Post Keynesian Economics, 2012, v. 35, n. 1, p. 65, doi. 10.2753/PKE0160-3477350104

By:

Halicioglu, Ferda

Publication type:

Article

Exchange rate volatility and domestic consumption: a multicountry analysis.

Published in:

Journal of Post Keynesian Economics, 2011, v. 34, n. 2, p. 319, doi. 10.2753/PKE0160-3477340207

By:

Bahmani-Oskooee, Mohsen;
Xi, Dan

Publication type:

Article

Short-run and long-run determinants of income inequality: evidence from 16 countries.

Published in:

Journal of Post Keynesian Economics, 2008, v. 30, n. 3, p. 463, doi. 10.2753/PKE0160-3477300308

By:

Bahmani-Oskooee, Mohsen;
Hegerty, Scott W.;
Wilmeth, Harvey

Publication type:

Article

More on the monetary transmission mechanism: mortgage rates and the federal funds rate.

Published in:

Journal of Post Keynesian Economics, 2006, v. 29, n. 2, p. 247, doi. 10.2753/PKE0160-3477290204

By:

Payne, James E.

Publication type:

Article

Industrial price determination process in the Turkish private manufacturing industry between 1980 and 2000: a Keynesian approach.

Published in:

Journal of Post Keynesian Economics, 2005, v. 27, n. 3, p. 491

By:

Cin, Mehmet Fatih

Publication type:

Article

Monetary transmission--federal funds rate and prime rate.

Published in:

Journal of Post Keynesian Economics, 2003, v. 26, n. 2, p. 357

By:

Atesoglu, H. Sonmez

Publication type:

Article

Nonlinear Cointegration and Asymmetric Adjustment in Purchasing Power Parity of the USA, Germany, and Pakistan.

Published in:

Complexity, 2021, v. 2021, p. 1, doi. 10.1155/2021/1555091

By:

Ali, Kashif;
Hina, Hafsa;
Ijaz, Muhammad;
El-Morshedy, Mahmoud

Publication type:

Article

Financial Crisis Early Warning Based on Panel Data and Dynamic Dual Choice Model.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/5596384

By:

Du, Qingyu

Publication type:

Article

50 Years of Capital Mobility in the Eurozone: Breaking the Feldstein-Horioka Puzzle.

Published in:

Open Economies Review, 2021, v. 32, n. 5, p. 867, doi. 10.1007/s11079-021-09655-1

By:

Camarero, Mariam;
Muñoz, Alejandro;
Tamarit, Cecilio

Publication type:

Article

Asymmetric Effects of Policy Uncertainty on Domestic Investment in G7 Countries.

Published in:

Open Economies Review, 2019, v. 30, n. 4, p. 675, doi. 10.1007/s11079-019-09523-z

By:

Bahmani-Oskooee, Mohsen;
Maki-Nayeri, Majid

Publication type:

Article

Real Exchange Rates and the Balance of Trade: Does the J-curve Effect Really Hold?

Published in:

Open Economies Review, 2019, v. 30, n. 2, p. 343, doi. 10.1007/s11079-018-9510-3

By:

Yazgan, M. Ege;
Ozturk, Serda Selin

Publication type:

Article