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 …

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 …

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 …

This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing … cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which …

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …