Search Results for cointegration

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This paper uses cointegration analysis to investigate the empirical relationship among money,...

In the context of the U.K. government's EMU entry condition of cyclical convergence, this paper...

This paper analyzes broad money demand (M2) in Guyana from January 1990 to September 1999; a...

The paper uses a simple analytical framework to estimate relationships between prices, money the...

Imposing cointegration on a forecasting system, if cointegration is present, is believed to...

Several authors have recently investigated the predictability of exchange rates by fitting a...