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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
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
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