Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

S∅ren Johansen; Katarina Juselius

doi:10.1016/0304-4076(92)90086-7

Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

Journal of Econometrics ◽

10.1016/0304-4076(92)90086-7 ◽

1992 ◽

Vol 53 (1-3) ◽

pp. 211-244 ◽

Cited By ~ 828

Author(s):

S∅ren Johansen ◽

Katarina Juselius

Keyword(s):

Cointegration Analysis ◽

Multivariate Cointegration

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Government Expenditures and Revenues in Jordan, What Cause What? Multivariate Cointegration Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.523882 ◽

2004 ◽

Author(s):

Aktham Issa Maghyereh ◽

Osama Daifalla Sweidan

Keyword(s):

Cointegration Analysis ◽

Government Expenditures ◽

Multivariate Cointegration

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Multivariate cointegration analysis of the Finnish–Japanese stock markets

European Journal of Operational Research ◽

10.1016/s0377-2217(00)00272-1 ◽

2001 ◽

Vol 134 (3) ◽

pp. 498-507 ◽

Cited By ~ 9

Author(s):

Ralf Östermark

Keyword(s):

Stock Markets ◽

Cointegration Analysis ◽

Multivariate Cointegration

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Oil Consumption and Economic Growth in Nigeria: A Multivariate Cointegration Analysis

International and Public Affairs ◽

10.11648/j.ipa.20180201.12 ◽

2018 ◽

Vol 2 (1) ◽

pp. 11

Author(s):

Alexander Abraham Anfofum

Keyword(s):

Economic Growth ◽

Cointegration Analysis ◽

Oil Consumption ◽

Multivariate Cointegration

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Gauging Stock Price Volatility during the Financial Crisis using a Multivariate Cointegration Analysis

Proceedings of the 2nd Economics and Business International Conference ◽

10.5220/0009327005850590 ◽

2019 ◽

Author(s):

Zuriyati Ahmad ◽

Tuan Nadiah Tuan Razilah

Keyword(s):

Financial Crisis ◽

Stock Price ◽

Price Volatility ◽

Cointegration Analysis ◽

Stock Price Volatility ◽

Multivariate Cointegration

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Financial Integration of Stock Markets in the Gulf: A Multivariate Cointegration Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.420246 ◽

2003 ◽

Cited By ~ 3

Author(s):

Aqil Mohammed Hadi Hassan

Keyword(s):

Stock Markets ◽

Financial Integration ◽

Cointegration Analysis ◽

Multivariate Cointegration

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Global Determinants of the Gold Price: A Multivariate Cointegration Analysis

Scottish Journal of Political Economy ◽

10.1111/sjpe.12190 ◽

2019 ◽

Vol 66 (1) ◽

pp. 198-214 ◽

Cited By ~ 2

Author(s):

Michael Murach

Keyword(s):

Cointegration Analysis ◽

Gold Price ◽

Multivariate Cointegration

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95/05837 Competition, prices and efficiency in the deregulated gas pipelline network: A multivariate cointegration analysis

Fuel and Energy Abstracts ◽

10.1016/0140-6701(95)97483-z ◽

1995 ◽

Vol 36 (6) ◽

pp. 416

Keyword(s):

Cointegration Analysis ◽

Multivariate Cointegration

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Carbon Dioxide Emissions, Energy Consumption and Economic Growth in Saudi Arabia: A Multivariate Cointegration Analysis

British Journal of Economics Management & Trade ◽

10.9734/bjemt/2012/1673 ◽

2012 ◽

Vol 2 (4) ◽

pp. 327-339 ◽

Cited By ~ 15

Author(s):

Khalid Alkhathlan

Keyword(s):

Economic Growth ◽

Carbon Dioxide ◽

Saudi Arabia ◽

Energy Consumption ◽

Carbon Dioxide Emissions ◽

Cointegration Analysis ◽

Multivariate Cointegration

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Energy use and output growth in Canada: a multivariate cointegration analysis

Energy Economics ◽

10.1016/s0140-9883(03)00056-2 ◽

2004 ◽

Vol 26 (2) ◽

pp. 225-238 ◽

Cited By ~ 302

Author(s):

Khalifa H. Ghali ◽

M.I.T. El-Sakka

Keyword(s):

Energy Use ◽

Output Growth ◽

Cointegration Analysis ◽

Multivariate Cointegration

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Multivariate Cointegration Analysis of the Relationship between Electricity Consumption and Economic Growth in China

2007 International Conference on Management Science and Engineering ◽

10.1109/icmse.2007.4422151 ◽

2007 ◽

Author(s):

Zhang Xing-ping ◽

Niu Yu-qin ◽

Ji Jian-jun

Keyword(s):

Economic Growth ◽

Electricity Consumption ◽

Cointegration Analysis ◽

The Relationship ◽

Multivariate Cointegration

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