Search Results - subject:"nonparametric cointegration"

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International Equity Diversification Between the United States and Brics Countries

Zhong, Ming; Chang, Tsangyao; Tzeng, Han-Wen - In: Journal for Economic Forecasting (2014) 1, pp. 123-138

This study uses an enhanced powerful nonparametric cointegration test developed by Bierens (1997) to re …

Persistent link: https://www.econbiz.de/10010765775

Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account

Holmes, Mark J.; Panagiotidis, Theodore - 2009

) and Breitung and Taylor (2003) nonparametric cointegration test procedures that do not assume linear short-run dynamics …

Persistent link: https://www.econbiz.de/10004991487

COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT

Holmes, Mark J.; Panagiotidis, Theodore - Rimini Centre for Economic Analysis (RCEA) - 2009

cointegrated. We also consider the Breitung (2002) and Breitung and Taylor (2003) nonparametric cointegration test procedures that …

Persistent link: https://www.econbiz.de/10008498047

The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests

Panagiotidis, Theodore; Holmes, Mark J.; Sharma, Abhijit - Rimini Centre for Economic Analysis (RCEA) - 2007

This study conducts an investigation into the sustainability of the Indian current account over the study period 1950-2003. It is argued that a necessary condition for current account sustainability is that exports and imports are cointegrated. After testing for unit roots that allow for a...

Persistent link: https://www.econbiz.de/10005091091