IDEAS home Printed from https://ideas.repec.org/a/eee/dyncon/v20y1996i5p963-966.html
   My bibliography  Save this article

A note on cointegration and control

Author

Listed:
  • Ferreira, Eva
  • Regulez, Marta

Abstract

No abstract is available for this item.

Suggested Citation

  • Ferreira, Eva & Regulez, Marta, 1996. "A note on cointegration and control," Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 963-966, May.
  • Handle: RePEc:eee:dyncon:v:20:y:1996:i:5:p:963-966
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0165-1889(95)00884-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Granger, C. W. J., 1988. "Causality, cointegration, and control," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 551-559.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. R. Santos Alimi, 2014. "ARDL Bounds Testing Approach to Cointegration: A Re-Examination of Augmented Fisher Hypothesis in an Open Economy," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 2(2), pages 103-114, June.
    2. Malik, Zahra & Zaman, Khalid, 2013. "Macroeconomic consequences of terrorism in Pakistan," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 1103-1123.
    3. Zapata, Hector O. & Gil, Jose M., 1999. "Cointegration and causality in international agricultural economics research," Agricultural Economics, Blackwell, vol. 20(1), pages 1-9, January.
    4. jose ramos pires manso, 2004. "Economical Versus Political Cycles In An Iberian Manufacturing Sector," Industrial Organization 0404003, University Library of Munich, Germany.
    5. Eda BALIKÇIOĞLU & Kutay OKTAY, 2015. "Türkiye’de Turizm Gelirleri ve Ekonomik Büyüme İlişkisinin Kamu Politikaları Doğrultusunda Değerlendirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(25).
    6. Wu, Gang & Zhang, Yue-Jun, 2014. "Does China factor matter? An econometric analysis of international crude oil prices," Energy Policy, Elsevier, vol. 72(C), pages 78-86.
    7. Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, vol. 18(4), pages 397-417, August.
    8. Misheck Mutize & Sean J. Gossel, 2019. "Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa," Journal of African Business, Taylor & Francis Journals, vol. 20(1), pages 135-152, January.
    9. Zhang, Yue-Jun, 2011. "The impact of financial development on carbon emissions: An empirical analysis in China," Energy Policy, Elsevier, vol. 39(4), pages 2197-2203, April.
    10. Sanu, Md Sahnewaz, 2018. "The Contribution of MSMEs in India’s Total Exports and GDP Growth: Evidence from Cointegration and Causality Tests," MPRA Paper 107892, University Library of Munich, Germany, revised Jan 2019.
    11. Esther Stroe-Kunold & Joachim Werner, 2009. "A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(6), pages 913-940, November.
    12. White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
    13. Zhang, Yue-Jun & Wei, Yi-Ming, 2010. "The crude oil market and the gold market: Evidence for cointegration, causality and price discovery," Resources Policy, Elsevier, vol. 35(3), pages 168-177, September.
    14. Bamidele P. Abalaba & Matthew Abiodun Dada, 2013. "Energy Consumption and Economic Growth Nexus: New Empirical Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 412-423.
    15. Zhang, Yue-Jun, 2013. "Speculative trading and WTI crude oil futures price movement: An empirical analysis," Applied Energy, Elsevier, vol. 107(C), pages 394-402.
    16. Halkos, George E. & Tzeremes, Nickolaos G., 2014. "The effect of electricity consumption from renewable sources on countries׳ economic growth levels: Evidence from advanced, emerging and developing economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 39(C), pages 166-173.
    17. Othman, Redzuan & Salleh, Norlida Hanim Mohd, 2008. "Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN [Relationship Between Tourism Industry Development and Economic Growth in Major ASEAN Countries]," MPRA Paper 22457, University Library of Munich, Germany, revised 20 Feb 2010.
    18. Brida, Juan Gabriel & Pereyra, Juan Sebastián & Such, María Jesús & Pulina, Manuela, 2011. "Causalidad entre turismo y crecimiento económico de largo plazo: una revisión crítica de la literatura econométrica [Causality between tourism and long-term economic growth: a critical review of th," MPRA Paper 37332, University Library of Munich, Germany, revised 2011.
    19. Lira P. Sekantsi & Sayed Timuno, 2017. "Electricity Consumption In Botswana: The Role Of Financial Development, Industrialisation And Urbanization," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 75-102, June.
    20. Kristen Corrie & Natalie Stoeckl & Taha Chaiechi, 2013. "Tourism and Economic Growth in Australia: An Empirical Investigation of Causal Links," Tourism Economics, , vol. 19(6), pages 1317-1344, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:20:y:1996:i:5:p:963-966. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.