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Persistent link: https://www.econbiz.de/10009769831
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
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/10011260679
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
In this paper we use multivariate cointegration analysis to estimate electricity demand elasticities at the subsectoral … structural breaks we find cointegration relationships for five of the eight subsectors studied. The long-run elasticities range …-run elasticities are estimated by single-equation error-correction modeling and found to be between 0.17 to 1.02 for economic activity …
Persistent link: https://www.econbiz.de/10008725718
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