Search Results - subject:"(Nonlinear) cointegration"

Oil price and industrial growth in Saudi Arabia : sectoral and asymmetry analyses

Mahmood, Haider - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 7-13

Persistent link: https://www.econbiz.de/10012617363

Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence

Grote, Claudia - 2020

Persistent link: https://www.econbiz.de/10012244029

Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020

Persistent link: https://www.econbiz.de/10012221928

Stock market and macroeconomic variables: New evidence from India

Gopinathan, R.; Durai, S. Raja Sethu - In: Financial Innovation 5 (2019) 1, pp. 1-17

Understanding the relationship between macroeconomic variables and the stock market is important because macroeconomic variables have a systematic effect on stock market returns. This study uses monthly data from India for the period from April 1994 to July 2018 to examine the long-run...

Persistent link: https://www.econbiz.de/10012602823

Stock market and macroeconomic variables : new evidence from India

Gopinathan, R.; Durai S., Raja Sethu - In: Financial innovation : FIN 5 (2019) 29, pp. 1-17

Persistent link: https://www.econbiz.de/10012267017

Social insurance coverage, economic factors and vulnerability to corruption in Nigeria : a non-linear cointegration approach

Kunle, Onafalujo Akinwunmi - In: Analele Universitătii Dunărea de Jos Galaţi 25 (2019) 2, pp. 27-33

Persistent link: https://www.econbiz.de/10012285663

Multivariate Markov-switching score-driven models : an application to the global crude oil market

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 313-335

Persistent link: https://www.econbiz.de/10013334746

Price convergence in the UK supermarket chains : evidence from nonlinear cointegration approach

Woo, Kai-yin; Lee, Shu-kam - In: Economics and Business Letters : EBL 7 (2018) 3, pp. 115-125

Persistent link: https://www.econbiz.de/10012129127

Türkiye'de reel kur hareketlerinin i̇hracat üzerindeki asimetrik etkileri

Gül, Selçuk - Türkiye Cumhuriyet Merkez Bankası - 2018

Persistent link: https://www.econbiz.de/10011911299

Some new insights on financialization and income inequality : evidence for the US economy : 1947-2013

Dávila-Fernández, Marwil J.; Punzo, Lionello F. - In: International review of applied economics 35 (2021) 3/4, pp. 520-539

Persistent link: https://www.econbiz.de/10012590080