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

The paper compares the cointegration methods of Johansen and Bierens by means of simulations and a real world example …

This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and … Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined. Based upon these … employed for cointegration analysis. By means of detailing the cases most relevant for empirical applications, the I(1), MFI(1 …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

The method for estimation and testing for cointegration put forward by Johansen assumes that the data are described by … derive their implications for the structure theory of cointegration. Specifically we show that the cointegrating space is …

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

and (co)integration orders. The detailed analysis of the topological properties of the parameterization - based on the …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …