, using an error correction model. The estimation of trade equations shows that long-run price elasticities for imports and … adjustment being almost complete after one quarter. Finally, the evolution of import prices and non-fuel export prices of Russia …

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 …

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

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

area M3. We nd that the elasticities in the money demand and the real wealth relations identi ed previously in Beyer (2009 …

Nigeria using the framework of single equation error correction mechanism. The unit root and cointegration tests were …

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention …

cointegration are provided. As a first application, we give analyticalcorroboration of the conjecture that the finite sample … coefficient. Hence, the notionof near cointegration helps to bridge the gap between the polar cases ofspurious regression and … cointegration. Secondly, we characterize theproperties of conventional cointegration methods under near cointegration …