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approach to cointegration is employed to compute the long-run elasticities of longevity with respect to the selected economic … expectancy in Turkey on the basis of time series data and cointegration framework. Empirical results suggest that nutrition and …
Persistent link: https://www.econbiz.de/10009021717
Persistent link: https://www.econbiz.de/10009769831
This review discusses methods of testing for a cointegration in a time series in thepresence of structural breaks. The … presented. In addition, nonlinear cointegration methods with regime swithingsare considered …
Persistent link: https://www.econbiz.de/10013214656
This study aims to provide time series evidence of the economic growth pattern of Greece and explains the hidden impacts of its financial liberalization process since 1960, in terms of the links between trade and gross domestic output. Using time series data covering the period 1960-2009, the...
Persistent link: https://www.econbiz.de/10013007547
to March 2009. We test the cointegration and causality between the two variables. The results of Engle-Granger, Johansen … and cointegration tests are ambiguous while the Breitung test infirmed the hypothesis of cointegration between exports and …
Persistent link: https://www.econbiz.de/10011260679
The paper investigates the role of global supply chains in explaining the trade collapse of 2008-2009 and the long-term variations observed in trade elasticity. Building on the empirical results obtained from a subset of input-output matrices and the exploratory analysis of a large and...
Persistent link: https://www.econbiz.de/10008699207
to March 2009. We test the cointegration and causality between the two variables. The results of Engle-Granger, Johansen … and cointegration tests are ambiguous while the Breitung test infirmed the hypothesis of cointegration between exports and …
Persistent link: https://www.econbiz.de/10013099062
may have been overestimated in previous studies due to application of inappropriate first generation panel cointegration …
Persistent link: https://www.econbiz.de/10009730392
In this paper we use multivariate cointegration analysis to estimate electricity demand elasticities at the subsectoral … structural breaks we find cointegration relationships for five of the eight subsectors studied. The long-run elasticities range …-run elasticities are estimated by single-equation error-correction modeling and found to be between 0.17 to 1.02 for economic activity …
Persistent link: https://www.econbiz.de/10008725718
Persistent link: https://www.econbiz.de/10011416448