Search Results - subject:"nonparametric cointegration"

Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account

Holmes, Mark; Panagiotidis, Theodore - In: Topics in Macroeconomics 9 (2009) 1, pp. 1665-1665

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

Persistent link: https://www.econbiz.de/10005046433

OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH

Panagiotidis, Theodore; Rutledge, Emilie - EconWPA - 2005

The paper examines the relationship between UK wholesale gas prices and the Brent oil price over the period 1996-2003. Tests for Unit Roots and Cointegration are carried out and it is discovered that a long run equilibrium relationship between UK gas and oil prices predates the opening of the...

Persistent link: https://www.econbiz.de/10005556400

Oil and gas market in the UK: evidence from a cointegration approach

Panagiotidis, Theodore; Rutledge, Emilie - School of Business and Economics, Loughborough University - 2004

Persistent link: https://www.econbiz.de/10005422988