cointegration test
A Cointegration Test for Turkish Foreign Exchange Market Efficiency
... to test for market efficiency by examining the cointegration of forward and spot rates within United Kingdom and Germany, and find the results consistent with market efficiency, ...of cointegration ...
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Savings and Investments in the OECD, 1970 2007: a Panel Cointegration test with breaks
... on cointegration methods have as a null hypothesis the absence of a relationship, ...of cointegration tests with the small or moderate samples typically ...Panel cointegration studies, such as ...
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A Residual Based Cointegration test with a Fourier Approximation
... residual-based test for cointegration with a Fourier approximation using a single-frequency component, allowing multiple smooth ...FEG cointegration test, we do not need to know the exact ...
10
The Demand for Money in Cote d’Ivoire: Evidence from the Cointegration Test
... The research about long-run relationship among broad money and its determinants and the macroeconomic stability have always been a key point of the monetary policy and it has reached exchange rate due to financial ...
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Inflation as a function of labor force change rate: cointegration test for the USA
... The next step is to use the Engle-Granger's approach and to study statistical properties of the residuals obtained from linear regressions of the measured inflation on various versions of the predicted inflation. Table 4 ...
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Modelling real GDP per capita in the USA: cointegration test
... Table 2 summarizes the results of corresponding unit root tests. The predicted time series are definitely characterized by the absence of unit roots, as the ADF and DF-GLS both demonstrate for the maximum lag order 2. ...
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FDI Inflows And Exports In India: Post Liberalisation Experience
... of cointegration between FDI and exports is obvious from the Table ...the cointegration test ...no cointegration in both intercept and trend in CE and no intercept and no trend in ...no ...
6
An Application of Vector Error Correction Model Approach in Explaining the Impact of Foreign Direct Investment on Economic Growth of Asian Developing Countries
... Dickey-Fuller test (ADF), LLC and PP panel unit root tests with lag length of Schwarz Info ...Dickey-Fuller test (ADF), LLC test (LLC) and PP, accept the null hypothesis there is a unit ...
7
Export Product Diversification and the Environmental Kuznets Curve: Evidence from Turkey
... the cointegration test of Maki (2012), which considers the structural breaks in the level and regime shifts, is ...the test is “ there is no cointegrat io n among the series, ” and the alternative ...
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Whether Change in Government in India has Any Role in the Co-integration of Developed Economies and Indian Stock Market?
... "No cointegration among India, US, Germany, France and Japan" is ...Juselius cointegration test - term wise clearly indicate that There is cointegration among India, US, Germany, ...
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The Impact of Liberalization on House Price in Malaysia
... When the property liberalization was announced in 2009, Malaysia faced high demand from foreigners. Consequently the price of houses increased significantly. This paper intends to examine the impact of liberalization on ...
10
Investigate the Long Run Trade Off between Inflation and Unemployment in Egypt
... (1990) cointegration test and Vector Error Correction Model ...ADF test indicate that both series are cointegrated of order one ...For cointegration analysis, the results of both trace and ...
12
Study on the Influence of Cross border E commerce on Import and Export Trade in Shandong Province
... ADF test, granger causality test and cointegration test to analyze the cross-border e-commerce impact on import and export trade in shandong province, analysis is as follows: LY and LX time ...
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Time Series Analysis and Forecast of GDP in Ethiopia: Evidence from Ethiopian Data
... The cointegration test result of GDP, Consumption, Investments, Government expenditure and Net-export of table 4, shows that the trace statistic ...trace test result indicates two cointegrating ...
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The dynamic interrelationship between interest rate and macroeconomic policy objectives: case of the United Kingdom
... Stock-Watson cointegration test and the Granger Causality test in order to examine the dynamic short- and long-run relationships among LIBOR, the consumer price index as a proxy of price stability, ...
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Effects of Foreign Direct Investment on GDP: Empirical Evidence from Developing Country
... applies cointegration test that confirmed the existence of long-run equilibrium relationship and Granger causality test assured the presence of uni-directional causality which runs from foreign ...
6
Relationship between exports, imports, and economic growth in France (1990 2018)
... to test the effect of time on our series in the form of unit root ...ADF test are presented in below tables (Tables 1, 2 and 3) and show that GDP, exports and imports series were integrated in order ...
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Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan
... the cointegration analysis, we conduct a unit root test for the variables of the ...Johansen’s cointegration test in two forms: linear deterministic trend and no deterministic ...causality ...
11
Is Gold Investment a Safe Haven or a Hedge for the Malaysian Inflation?
... the cointegration test, if the gold price in Malaysia is characterized by linear cointegration and the linearity test, showing short term nonlinearity between those two variables, this study ...
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The Effect of Stock Prices and Exchange Rates on Economic Growth in Indonesia
... stationary test showed that all of the time series of share prices, exchange rates, and economic growth are stationary at the first difference, or integrated of order one, ...of cointegration test ...
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