Revistas
Artículos
Publicaciones
Documentos
REVISTA
Econometrics
TODAS
Redirigiendo al acceso original de articulo en
20
segundos...
Inicio
/
Econometrics
/
Vol: 5 Núm: 3 Par: Septemb (2017)
/
Artículo
ARTÍCULO
TITULO
Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models
Søren Johansen and Morten Nyboe Tabor
Resumen
s-
Acceso
PÁGINAS
NÚMERO
Volumen: 5 Número: 3 Parte: Septemb (2017)
MATERIAS
ECONOMÍA
REVISTAS SIMILARES
Facta Universitatis. Series: Economics and Organization
International Journal of Economics and Financial Issues
Forecasting
DOI
https://doi.org/10.3390/econometrics5030036
Artículos similares
The Determinants of Economic Growth: An Empirical Investigation of North Carolina
Acceso
Kingsley Nwala
Pág. 26 - 34
This paper examines the determinants of economic growth in North Carolina using Autoregressive Distributed lag (ARDL) model approach, Co-integration, and Bounds tests. The state?s gross domestic product, gross investment, labor force, literac...
ver más
Revista:
International Journal of Economics and Financial Issues
Exchange Rate and Turkish Tourism Trade
Acceso
Ferhat Citak
Pág. 206 - 213
The aim of this paper is to analyze the relationship between the exchange rate and tourism trade in Turkey from 1970 to 2016 by applying three Vector autoregression (VAR) models. The main findings of this paper can be documented as follows: (i) there is ...
ver más
Revista:
International Journal of Economics and Financial Issues
Price Dynamics of Crude Oil in the Short and Long Term
Acceso
Saâd Benbachir,Sihame Lembarki
Pág. 103 - 114
The drop in the price of crude oil in 2014 left no one indifferent, and motivated several researchers to analyse the nature of the relationship between the physical and the financial market of this commodity. This article discusses the issue of Spot and ...
ver más
Revista:
International Journal of Economics and Financial Issues
Causality between Stock Prices and Exchange Rates in Turkey: Empirical Evidence from the ARDL Bounds Test and a Combined Cointegration Approach
Acceso
Turgut Türsoy
This paper investigates the interaction between stock prices and real exchange rates by applying monthly data from Turkey for the period between January 2001 and September 2016. This study uses the autoregressive distributed lag (ARDL) model and the Erro...
ver más
Revista:
International Journal of Financial Studies
The Relationship between Institutional Structure and Economic Growth: A Comparative Analysis for Selected Countries
Acceso
Ali Acaravci,Sinan Erdogan
Pág. 141 - 146
This study explores the long-run relationship between institutional structure and economic growth for selected countries for 1993-2012 period by using dynamic panel data analysis. The results can be summarized as follows: i) There exists a cross-sectiona...
ver más
Revista:
International Journal of Economics and Financial Issues
Revistas destacadas
Infrastructures
Informed Infraestructure
BiT
Revista de la Construcción
Ver todas las revistas