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Fractional integration and cointegration in US financial time series data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410

Persistent link: https://www.econbiz.de/10010461103

Economic policy uncertainty in G7 countries : evidence of long-range dependence and cointegration

Yaya, OlaOluwa S.; Abu, Nurudeen; Ogundunmade, Tayo P. - In: Economic change & restructuring 54 (2021) 2, pp. 541-556

Persistent link: https://www.econbiz.de/10012543593

Fractional integration and cointegration

Haulde, Javier; Nielsen, Morten Ørregaard - 2021

Persistent link: https://www.econbiz.de/10012816374

Estimation of a dynamic multi-level factor model with possible long-range dependence

Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - In: International journal of forecasting 39 (2023) 1, pp. 405-430

Persistent link: https://www.econbiz.de/10014462789

Does remittances inflow in India have dutch disease effects ARDL cointegration approach

Das, Manisha; Chakraborty, Deb Kumar - In: Iranian economic review : journal of University of Tehran 28 (2024) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10015401923

Opa! : did EU entry contribute to the Greek crisis?

Thompson, Alexi; Yamaura, Koichi - In: Modern economy 4 (2013) 10, pp. 659-661

Persistent link: https://www.econbiz.de/10010257449

Foreign direct investment, workers' remittances and private saving in Pakistan : an ARDL bound testing approach

Raza, Syed Ali - In: Journal of business economics and management 16 (2015) 6, pp. 1216-1234

Persistent link: https://www.econbiz.de/10011421781

Business cycle and Markov switching models with distributed lags : a comparison between US and euro area

Billio, Monica; Cavicchioli, Maddalena - In: Rivista italiana degli economisti : the journal of the … 19 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010407958

On the impact of financial development on income distribution : time-series evidence

Bahmani-Oskooee, Mohsen; Zhang, Ruixin - In: Applied economics 47 (2015) 10/12, pp. 1248-1271

Persistent link: https://www.econbiz.de/10010486252

A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices

Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016

This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing crude oil spot and futures prices. The use of grains for the creation of bio-fuels has sparked fears that these demands are inflating food prices. We analyse approximately 10...

Persistent link: https://www.econbiz.de/10011479769