co-integration, Vector Autoregressive Model and Vector Error Correction Model are employed to identify the long-run and …

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-2017). The study found unit root, cointegration, and a long-run relationship between dividend and share price series for Indian …

and (co)integration orders. The detailed analysis of the topological properties of the parameterization - based on the …

exchange rate in a logarithm, while in the second phase, the cointegration of nominal exchange rate, domestic and foreign price … authors' knowledge, and taking into account Liu (1992), who states that it is more important to check the presence of co-integration … results suggest that all the real exchange rate time series are stationary, additionally, cointegration exists among all the …

; foreign private R&D has a positive time trend. Cross-section dependence and cointegration tests support only triples of …

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

financial development and economic growth. The results of panel cointegration analysis suggest that there is two …-way cointegration relationship from GDP to GCF and BM in short-run as well as in long-run however, the relationship is one-way, that is …

methodology of Gregory-Hansen to avoid such issue, but we found that there was no evidence of cointegration with breakpoint, so …