Search Results - subject:"hidden cointegration"

Impact of unemployment and governance on poverty in Pakistan : a fresh insight from non-linear ARDL co-integration approach

Meo, Muhammad Saeed; Kumar, Bezon; Chughtai, Sumayya; … - In: Global business review 24 (2023) 5, pp. 1007-1024

Persistent link: https://www.econbiz.de/10014432587

Hidden cointegration among Borsa Istanbul sector indices

Eyuboglu, Kemal; Eyuboglu, Sinem - In: Iranian economic review : journal of University of Tehran 25 (2021) 2, pp. 337-347

Persistent link: https://www.econbiz.de/10012664015

Does oil price asymmetrically pass-through banking stock index in Iran?

Viliani, Shima Haj Ghanbar; Ghaffari, Farhad; Kiani, … - In: Iranian economic review : journal of University of Tehran 23 (2019) 3, pp. 659-674

Persistent link: https://www.econbiz.de/10012153280

Oil prices and the US effective exchange rate : a hidden cointegration analysis

Rafailidis, Panagiotis; Katrakilides, K. - In: Economics and Business Letters : EBL 5 (2016) 4, pp. 134-144

Persistent link: https://www.econbiz.de/10011715968

Reassessing the Asymmetries and Rigidities in the Interest Rate Pass-Through Process: A Hidden Co-Integration Approach

Panagopoulos, Yannis; Spiliotis, Aristotelis - In: Credit and Capital Markets – Kredit und Kapital 48 (2015) 3, pp. 477-500

This paper reassesses the existing asymmetries and rigidities in the interest rate pass-through transmission channels, applied in the advanced economies of the US, the UK, Canada, Japan and the Eurozone. A Crouching Error Correction Model econometric methodology is implemented. The accurate...

Persistent link: https://www.econbiz.de/10014524339

Long run asymmetric relationships between Islamic and conventional equity indices

Alexakis, Christos; Pappas, Vasileios; Tsikouras, Alexandros - Department of Economics, Management School - 2015

hidden co-integration and granger causality analysis, while we examine the impact of market conditions. We find that the …

Persistent link: https://www.econbiz.de/10011165905

Long run asymmetric relationships between Islamic and conventional equity indices

Alexakis, Christos A.; Pappas, Vasileios; Tsikou, Alexandros - 2015

Persistent link: https://www.econbiz.de/10012174651

Hidden Cointegration

Granger, Clive W.J.; YOON, GAWON - Department of Economics, University of California-San … - 2002

the components are cointegrated, the data are said to ahve hidden cointegration. The implication of hidden cointegration … hidden cointegration is a simple example of nonlinear cointegration. Economic examples are provided with U.S. short-term and …

Persistent link: https://www.econbiz.de/10010536436