Using the Johansen cointegration technique, we find empirical evidence of long run co-movements between five national … and to changes in the macroeconomic variables. Further, the constraints implied by the cointegration results yield some …

.1 to 2001.4. The preferred model features seasonal cointegration and was estimated following a structural time series …

with sophisticated econometric techniques powered us to conduct this study. The underlying study employs cointegration … cointegration results confirm money as an important factor input in the production function in the long run. The variance …

this lack of cointegration could be caused by missing variables or structural breaks, we are unable to 'salvage' the rule …

The paper addresses the empirical application of cointegration analysis to four important macroeconomic variables …

monthly observations of the chosen macroeconomic variables. The outcomes of the cointegration analysis illuminate a robust and … the cointegration test affirm a lasting nexus between stock returns and crucial economic indicators, namely Gross Domestic … techniques, such as cointegration analysis and the VECM Granger causality test, the research elucidates a significant long …