51 results
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2. Many-to-Many Pair Trading
3. A Topological Analysis of Cointegrated Data: A Z24 Bridge Case Study
4. Assessing the Pandemic’s Impact: Ensuring Adequate Food Supply in the MENA Area
5. Nature-Inspired Portfolio Diversification Using Ant Brood Clustering
6. On Quantifying Data Normalisation via Cointegration with Topological Methods
7. Vibration-Based Structural Health Monitoring of a Historic Arch Bridge
8. Global Economic Policy Uncertainty and Ethereum Price—A Time-Series Analysis from 2015 to 2022
9. The Working of Monetary Policy Transmission Mechanisms in Rwanda: An Econometric Analysis Using the Equilibrium Model
10. Influence of Signal to Noise Ratio on the Effectiveness of Cointegration Analysis for Vibration Signal
11. Handling Environmental and Operational Variations in Structural Health Monitoring
12. Analysis and Forecasting of Crude Oil Price Based on Univariate and Multivariate Time Series Approaches
13. Cointegration for Structural Damage Detection Under Environmental Variabilities: An Experimental Study
14. Testing the Evidence of Purchasing Power Parity for Southeast Asia Countries
15. Cointegration for Detecting Structural Blade Damage in an Operating Wind Turbine: An Experimental Study
16. Investigating the Multivariate Granger Causality Between Residential CO2 Emissions, Population and Economic Growth in Morocco
17. Investigating Aid Effectiveness in Developing Countries: The Case of Nepal
18. Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy
19. A Markov-switching vector equilibrium correction model of the UK labour market
20. Stability of Vietnam Money Demand Function: An Empirical Application of Multiple Testing with a Structural Break
21. A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets
22. Broad money demand and financial liberalization in Greece
23. Empirical modeling of money demand
24. Futures Hedge Ratios: A Review
25. Operational Condition Monitoring of Wind Turbines Using Cointegration Method
26. Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors
27. Analysing the Relationship Between Oil Prices and Basic Petrochemical Feedstocks
28. Impacts of Monetary Policy on Prices in a Country without Own Currency
29. In-Process Monitoring of Automated Carbon Fibre Tape Layup Using Ultrasonic Guided Waves
30. Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utility
31. Interest Rate Sensitivity of Non-maturing Bank Products
32. Short and Long Run Armington Elasticities for the Mexican Economy
33. Money demand stability: Evidence from Spain
34. The demand for broad money in Norway, 1969–1993
35. Relationship Between Foreign Direct Investment and Financial Development : Empirical Evidence from ASEAN-5
36. VAR Models: Estimation, Inferences, and Applications
37. Market and Economic Development in Bulgaria
38. Test of Causality Between Oil Price and GDP Growth in Algeria
39. Energy Consumption and Economic Growth: Cointegration and Granger Causality Test
40. The Drivers of Energy Consumption in Developing Countries
41. Influence of FDI on the Total Export of Shanxi Province
42. A Demonstrational Analysis of Relationship between FDI and Industrial Structure Upgrading in China
43. Nonlinear cointegration in financial time series
44. An Assessment of Housing and Financial Wealth Effects in Spain: Aggregate Evidence on Durable and Non-durable Consumption
45. Eurobond Market Integration
46. Long-Run Relationships in the Transition Economy of Poland: An Application of SVEqCM
47. Debt, growth and inflation in large European economies: a vector auto-regression analysis
48. Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
49. Changing monetary transmission mechanisms within the EU
50. Stability of money demand in Switzerland: A comparison of the M2 and M3 cases
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