162 results on '"Cointegration"'
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2. Assessing the Pandemic’s Impact: Ensuring Adequate Food Supply in the MENA Area
3. Nature-Inspired Portfolio Diversification Using Ant Brood Clustering
4. Aggregate Output Measurements: A Common Trend Approach
5. Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies
6. Transformation Models with Cointegrated and Deterministically Trending Regressors
7. Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio
8. Functional-Coefficient Cointegrating Regression with Endogeneity
9. On Quantifying Data Normalisation via Cointegration with Topological Methods
10. VAT Elasticities on Imports as a Lever to Forecast Collection: Mexico 2010–2021
11. Impact of Foreign Trade and COVID-19 Pandemic on Sri Lankan and Indian Economy: A Comparative Study
12. Examining the Relationship Between COVID-19 and Different Macroeconomic Variables of the Indian Economy: A Cointegration Analysis
13. COVID-19 Incidence and Economic Confidence: Any Relationships So Far for the world’s Highly Affected Countries?
14. Exploring the Linkage Between GDP and its Major Determinants with a Special Focus on the New Economic Reforms of 1991
15. Does Sustainability Really Lower Economic Growth? In Search of Empirical Evidence from Tonga
16. Does Vaccination Influence COVID Cases? An Empirical Investigation for India and Its States
17. Vibration-Based Structural Health Monitoring of a Historic Arch Bridge
18. CO2 Discharges, Consumption of Energy, and Growth of GDP in KSA: A Pragmatic Analysis
19. Foreign Capital-Growth Nexus in India: Cointegration and Causality
20. Foreign Aid-Growth Nexus in India: Cointegration and Causality
21. Summary and Conclusions
22. Macrodeterminants of FDI in India: Cointegration and Causality
23. PCY, Foreign Aid and FDI: A Test of Complementarity
24. The South Korean Export Benchmark: Validity of the Export-Led Growth Hypothesis
25. Many-to-Many Pair Trading
26. Financial Sustainability, Cost-Saving Strategies and Contingency Plans in Higher Educational Institutions During the COVID-19 Pandemic
27. Global Economic Policy Uncertainty and Ethereum Price—A Time-Series Analysis from 2015 to 2022
28. A Topological Analysis of Cointegrated Data: A Z24 Bridge Case Study
29. The Impact of Long-term Cross-currency Basis Swap on Japanese Government Bonds: Analysis of Different Non-traditional Monetary Policy Regimes
30. Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems
31. Three Alternative Methods for Estimating Hedge Ratios
32. Testing the Validity of Wagner’s Law in the Czech Republic
33. Bullionist Periods
34. Purchasing Power Parity in Economic History
35. Statistical Arbitrage Using Cointegration and Principal Component Analysis Approach
36. An Econometric Assessment of the Effects of Electricity Market Reform on Bangladesh Economy
37. Global Financial Crisis and Demand for the US Dollar as an International Currency
38. Examining the Nexus Between Cost Overrun of Central Projects and N2O Emissions: An Analysis for India
39. Analysis and Forecasting of Crude Oil Price Based on Univariate and Multivariate Time Series Approaches
40. Exchange Rate Volatility and Tax Revenue Performance in Sub-Saharan Africa
41. What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics
42. Credit Spreads, Leverage and Volatility: A Cointegration Approach
43. The Importance of Public Expenditure on Crop Production and Exports in India: An Econometric Analysis in the Pandemic Trapped Era
44. Return Dynamics and Volatility Spill Over Effects of Stock Markets in G20 Countries
45. The Joint Tests of the Parity Conditions: Evidence from a Small Open Economy
46. Mean-Reverting Portfolio Optimization via a Surrogate Risk Measure - Conditional Desirability Value at Risk
47. Cointegration for Structural Damage Detection Under Environmental Variabilities: An Experimental Study
48. Granger Causality and Cointegration During Stock Bubbles and Market Crashes
49. Financial Development and House Prices in Turkey
50. Long-term Determinants of Healthcare Expenditure in Hong Kong
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