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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 …
Persistent link: https://www.econbiz.de/10009021717
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
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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 …
Persistent link: https://www.econbiz.de/10011479769
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011499608
testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …
Persistent link: https://www.econbiz.de/10011523113
1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …
Persistent link: https://www.econbiz.de/10011523134
The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are designed to influence the age groups...
Persistent link: https://www.econbiz.de/10012025646