Search Results - subject:"Time varying cointegration"

Weak exogeneity, cointegration and stability tests

Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025

Persistent link: https://www.econbiz.de/10015191531

The long-run validity of PPP in some major advanced and emerging countries using alternative models

Kyei-Mensah, Justice - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-26

study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology …

Persistent link: https://www.econbiz.de/10015074790

The long-run validity of PPP in some major advanced and emerging countries using alternative models

Kyei-Mensah, Justice - In: Cogent economics & finance 11 (2023) 1, pp. 1-26

study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology …

Persistent link: https://www.econbiz.de/10014500904

Strategizing export promotion in Indian telecom sector : empirical evidence using time and frequency analysis

Mishra, Brajesh; Ghosh, Sajal; Kanjilal, Kakali - In: Macroeconomics and finance in emerging market economies 16 (2023) 3, pp. 545-568

Persistent link: https://www.econbiz.de/10014422144

Impacts of inflation on gold price and exchange rate in Vietnam : time-varying vs fixed coefficient cointegrations

Pham Dinh Long; Bui Quang Hien; Pham Thi Bich Ngoc - In: Asian journal of economics and banking : AJEB 6 (2022) 1, pp. 88-96

time-varying cointegration. Design/methodology/approach – Using cointegration techniques with fixed coefficient and time … - A significant inflation impacts are found with the time-varying cointegration but not with the fixed coefficient …/value - To the best of our knowledge, this paper is the first to use time-varying cointegration to analyze the impact of …

Persistent link: https://www.econbiz.de/10012939054

A VECM analysis of Bitcoin price using time-varying cointegration approach

Lee, Yong; Rhee, Joon Hee - In: Journal of derivatives and quantitative studies : … 30 (2022) 3, pp. 197-218

-invariant cointegration)-based VECM to develop a time-varying cointegration (TVC) VECM. The authors estimated the TVC VECM using the Chebyshev …

Persistent link: https://www.econbiz.de/10013411582

Unveiling the relationship between oil price and exchange rate : new insight from time-varying versus fixed coefficient cointegration

Sharma, Akhil; Gupta, Sanjeev; Rishad, Abdul - In: The Indian economic journal 72 (2024) 3, pp. 477-493

Persistent link: https://www.econbiz.de/10014632310

The sustainability of Swedish fiscal policy : a re-examination

Ndoricimpa, Arcade - In: Journal of economics & development : JED 23 (2021) 1, pp. 2-18

Persistent link: https://www.econbiz.de/10012618126

Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis

Lee, Chien-Chiang; Olasehinde-Williams, Godwin; … - In: Finance a úvěr 72 (2022) 4, pp. 328-355

Persistent link: https://www.econbiz.de/10013474448

A time-varying impact of ageing population on the economy of Malaysia

Ong, Hway-boon; Sajiah Husna - In: International journal of social economics 49 (2022) 11, pp. 1643-1651

Persistent link: https://www.econbiz.de/10013389599