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Market integration of cold and warmwater shrimp in Europe

Ankamah-Yeboah, Isaac; Ståhl, Lisa; Nielsen, Max - In: Marine resource economics 32 (2017) 4, pp. 371-390

Persistent link: https://www.econbiz.de/10011761802

Multivariate causal relationship between stock prices and exchange rates in the Middle East

Parsva, Parham; Hooi Hooi Lean - In: Journal of Asian finance, economics and business : JAFEB 4 (2017) 1, pp. 25-38

Persistent link: https://www.econbiz.de/10011690370

The current account deficit sustainability : an empirical investigation for Pakistan

Mukhtar, Tahir; Khan, Aliya Hashmi - In: The Pakistan development review : PDR 55 (2016) 4, pp. 397-419

Persistent link: https://www.econbiz.de/10011670171

Study on spatial difference of the relationship between regional tourism and economic growth : comparative study of Guangzhou, Shenzhen and Zhuhai in light of VAR model

Huang, Yu; Mu, Zhang - In: Inventi impact: service sector (2016) 3, pp. 135-145

Persistent link: https://www.econbiz.de/10011625609

The impact of oil price shocks on inflation : do asymmetries matter?

Turan, Taner; Özer, Hüseyin A. - In: Acta oeconomica : periodical of the Hungarian Academy … 72 (2022) 3, pp. 271-288

Persistent link: https://www.econbiz.de/10014022738

Chapter 6 Forecasting with VARMA Models

Lütkepohl, Helmut - 2006

Vector autoregressive moving-average (VARMA) processes are suitable models for producing linear forecasts of sets of time series variables. They provide parsimonious representations of linear data generation processes. The setup for these processes in the presence of stationary and cointegrated...

Persistent link: https://www.econbiz.de/10014023700

Engle & Granger cointegration test for gdp and public consumption in the Republic of North Macedonia

Ivanovski, Zoran; Ivanovska, Nadica; Korunovska, Vesna - In: UTMS journal of economics / University of Tourism and … 13 (2022) 2, pp. 214-220

In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …

Persistent link: https://www.econbiz.de/10013489691

Effect of trade shock on inequality, unemployment and inflation in Sub-Saharan Africa

Okoyeuzu, Chinwe; Kalu, Ebere Ume; Ukemenam, Angela Ifeanyi - In: International journal of business and globalisation : IJBG 33 (2023) 4, pp. 514-529

Persistent link: https://www.econbiz.de/10014232830

Are bitcoin prices isolated or co-integrated?

Vyas, Vishal; Mehta, Kiran; Sharma, Renuka - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 5-19

Persistent link: https://www.econbiz.de/10014388694

Empirical evidence on market structure in selected agricultural commodity markets pre- and post-"great recession"

Cartwright, Phillip A. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 3, pp. 1-37

Persistent link: https://www.econbiz.de/10015196958