Search Results - "Cointegration"

Cointegration and Economic Adjustment in Agriculture: A VECM Approach to Coffee Price Shocks and Macroeconomic Dynamics.

Authors: Aliaga-Miranda, Augusto Flores-Vilcapoma, Luis Ricardo Callupe-Cueva, Paulo César et al.

Source: Economies. May2026, Vol. 14 Issue 5, p156. 28p.

Examining the Cointegrating and Causality Relationship between Foreign Portfolio Investments and the Securities Market Returns at the Botswana Stock Exchange.

Authors: Ntshole, Thabang Chiwira, Oscar

Source: International Journal of Economics & Financial Issues (IJEFI). 2026, Vol. 16 Issue 3, p73-82. 10p.

Nexus of Access to Electricity and Financial Development in Namibia: Application of Fourier Cointegration and Frequency Domain Causality.

Authors: Mosikari, Teboho Jeremiah¹ tebohomosikari@gmail.com

Source: International Journal of Energy Economics & Policy (IJEEP). 2026, Vol. 16 Issue 3, p93-100. 8p.

Multiple Structural Breaks in Vector Error Correction Models.

Authors: Franjic, Domenic Mößler, Markus Schweikert, Karsten

Source: Studies in Nonlinear Dynamics & Econometrics. Jun2026, Vol. 30 Issue 3, p409-430. 22p.

Dynamics of Interactions between the Stock Markets of Southeast Europe.

Authors: Arsov, Sasho¹ (AUTHOR) sarsov@eccf.ukim.edu.mk

Source: ZIREB Zagreb International Review of Economics & Business. May2026, Vol. 29 Issue 1, p199-233. 35p.

Mozambican Tomato Markets: Structural Breaks and Their Impact on Price Transmission and Integration.

Alternate Title: Mercado de Tomate em Moçambique: Quebras Estruturais e Seus Impactos Sobre a Transmissão e Integração de Preços.

Authors: Bazo, Amir Ernesto Tonin, Julyerme Matheus Alves, Alexandre Florindo

Source: Revista Portuguesa de Estudos Regionais (RPER). 2026, Issue 74, p57-72. 16p.

تقدير وتحليل مستويات تكامل الاسواق المالية دراسة تطبيقية من سوق العراق للأوراق المالية والأسواق العالمية.

Authors: نوار كنعان الدبا خليل محمد شهاب بشار احمد العراق

Source: REMAH Journal. 2026, Vol. 2 Issue 151, Part 4, p346-364. 19p.

CO-INTEGRATION AND LONG-TERM EQUILIBRIUM RELATIONSHIPS BETWEEN FINANCIAL RATIOS AND MACROECONOMIC VARIABLES.

Authors: Hassan, Morsheda Nassar, Raja Bradford, Terence P.

Source: Journal of International Business Disciplines. May2026, Vol. 21 Issue 1, p1-12. 12p.

IS THE EXCHANGE RATE PASS-THROUGH EFFECT VALID IN SERBIA? EMPIRICAL EVIDENCE USING COINTEGRATION TECHNIQUES.

Alternate Title: DA LI JE EFEKAT PRENOSA DEVIZNOG KURSA VALIDAN U SRBIJI? EMPIRIJSKO TESTIRANJE PRIMENOM TEHNIKA KOINTEGRACIJE.

Authors: Lojanica, Nemanja Janković, Nenad Tubić Ćurčić, Tijana

Source: European Journal of Applied Economics. Apr2026, Vol. 23 Issue 1, p18-35. 18p.

I(2) Cointegration in Macroeconometric Modelling: Tourism Price and Inflation Dynamics.

Authors: Gričar, Sergej Bojnec, Štefan Kivedal, Bjørnar Karlsen

Source: Econometrics (2225-1146). Mar2026, Vol. 14 Issue 1, p2. 15p.

Two-Step Optimal Prediction Under Phillips Triangular Cointegrated System.

Authors: Kim, Yun-Yeong¹ (AUTHOR) yunyeongkim@dankook.ac.kr

Source: Studies in Nonlinear Dynamics & Econometrics. Apr2026, Vol. 30 Issue 2, p265-294. 30p.

WHEN STABILITY MATTERS: LONG-RUN AND DYNAMIC EFFECTS OF PUBLIC AND PRIVATE FIXED-CAPITAL INVESTMENTS ON ECONOMIC GROWTH IN TURKEY.

Authors: Güler, Aslı Al, İbrahim

Source: Economic Studies. 2026, Vol. 35 Issue 2, p3-26. 24p.

Looking Back to 1991 Economic Forecasting: Introducing Cointegration.

Authors: Hendry, David F.¹ (AUTHOR) david.hendry@nuffield.ox.ac.uk

Source: Oxford Bulletin of Economics & Statistics. Feb2026, Vol. 88 Issue 1, p1-21. 21p.

The Inflation-Growth Nexus in Morocco: Evidence from Cointegration and Causality Analysis.

Authors: El Fakir, Rachid Kchikeche, Ahmed Sadok, Hicham

Source: African Journal of Business & Economic Research. Mar2026, Vol. 21 Issue 1, p349-371. 23p.

A Cointegration Relationship Analysis of Austrian and German Economy (1960-2019).

Authors: You, Ya¹

Source: Journal of Applied Business & Economics. 2026, Vol. 28 Issue 2, p30-34. 5p.

TÜRKİYE’DE BEKLENEN ENFLASYON İLE GERÇEKLEŞEN ENFLASYON ARASINDAKİ EŞBÜTÜNLEŞME VE NEDENSELLİK İLİŞKİSİ.

Alternate Title: THE COINTEGRATION AND CAUSALITY RELATIONSHIP BETWEEN EXPECTED AND ACTUAL INFLATION IN TÜRKİYE.

Authors: ÖZKURT, İsmail Cem¹ icozkurt@gmail.com

Source: Journal of Administrative Sciences / Yonetim Bilimleri Dergisi. 2026, Vol. 24 Issue 60, p684-710. 27p.

An Empirical Analysis of the Equilibrium Between Islamic Finance and the Economy: An Insight from the Johansen Cointegration Test.

Alternate Title: İslami Finansman ile Ekonomi Arasındaki Dengeye İlişkin Ampirik Bir Analiz: Johansen Eşbütünleşme Testi'nden Çıkarılan Sonuçlar.

Authors: Yussuf, Yussuf Charles¹ chemyuss@gmail.com

Source: International Journal of Islamic Economics & Finance Studies. Mar2026, Vol. 12 Issue 1, p36-67. 32p.

Interconnected economies: Exploring financial and economic dependencies between GCC and Turkey.

Authors: Ahmed, Haseen¹ (AUTHOR) Ahmedhaseen210@gmail.com

Source: Communications in Statistics: Case Studies & Data Analysis. Mar2026, p1-31. 31p. 10 Illustrations.

Long-range dependent mortality modeling with cointegration.

Authors: Chiu, Mei Choi Wang, Ling Wong, Hoi Ying

Source: Scandinavian Actuarial Journal. Feb2026, Vol. 2026 Issue 1, p60-93. 34p.

Tourism and financial development: evidence from nonlinear ARDL approach.

Authors: Ahamad, Kazi Mezbah Uddin Chowdhury, Noushin Farjana Huda

Source: Journal of Policy Research in Tourism, Leisure & Events. Apr2026, Vol. 18 Issue 2, p593-613. 21p.