IDEAS home Printed from https://ideas.repec.org/r/bla/jecsur/v13y1999i1p1-35.html
   My bibliography  Save this item

Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Wolde-Rufael, Yemane, 2009. "Energy consumption and economic growth: The experience of African countries revisited," Energy Economics, Elsevier, vol. 31(2), pages 217-224.
  2. Costas Karfakis, 2003. "Exchange rate determination during hyperinflation: the case of the Romanian lei," Applied Financial Economics, Taylor & Francis Journals, vol. 13(6), pages 473-476.
  3. Salah A. Nusair, 2017. "The J-Curve phenomenon in European transition economies: A nonlinear ARDL approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 1-27, January.
  4. Michael Haliassos, 2003. "Stockholding: Recent Lessons from Theory and Computations," Palgrave Macmillan Books, in: Luigi Guiso & Michael Haliassos & Tullio Jappelli (ed.), Stockholding in Europe, chapter 2, pages 30-49, Palgrave Macmillan.
  5. Menyah, Kojo & Wolde-Rufael, Yemane, 2010. "Energy consumption, pollutant emissions and economic growth in South Africa," Energy Economics, Elsevier, vol. 32(6), pages 1374-1382, November.
  6. Jianhong Zhang & Désirée van Gorp & Haico Ebbers, 2019. "What Determines Trade Between China And India During The Recession Of 2008–2012?," Contemporary Economic Policy, Western Economic Association International, vol. 37(2), pages 389-406, April.
  7. Segun Thompson Bolarinwa & Olufemi B. Obembe, 2017. "Empirical Analysis of the Nexus between Saving and Economic Growth in Selected African Countries (1981–2014)," Journal of Development Policy and Practice, , vol. 2(1), pages 110-129, January.
  8. M. Kabir Hassan & Benito Sanchez & Jung-Suk Yu, 2011. "Financial Development and Economic Growth in the Organization of Islamic Conference Countries التطور المالي والنمو الاقتصادي في دول منظمة المؤتمر الإسلامي," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 24(1), pages 145-172, January.
  9. Wolde-Rufael, Yemane, 2005. "Energy demand and economic growth: The African experience," Journal of Policy Modeling, Elsevier, vol. 27(8), pages 891-903, November.
  10. Panos Pashardes & Soteroula Hajispyrou, 2002. "Consumer Demand and Welfare under Increasing Block Pricing," University of Cyprus Working Papers in Economics 0207, University of Cyprus Department of Economics.
  11. Michieka, Nyakundi M. & Fletcher, Jerald & Burnett, Wesley, 2013. "An empirical analysis of the role of China’s exports on CO2 emissions," Applied Energy, Elsevier, vol. 104(C), pages 258-267.
  12. Nusair, Salah A., 2016. "The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis," Energy Policy, Elsevier, vol. 91(C), pages 256-267.
  13. Mulas-Granados, Carlos & Sanz, Ismael, 2008. "The dispersion of technology and income in Europe: Evolution and mutual relationship across regions," Research Policy, Elsevier, vol. 37(5), pages 836-848, June.
  14. Thomas Barnebeck Andersen & Finn Tarp, 2003. "Financial liberalization, financial development and economic growth in LDCs," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(2), pages 189-209.
  15. Tari Moses Karimo & Oliver Ejike Ogbonna, 2017. "Financial Deepening and Economic Growth Nexus in Nigeria: Supply-Leading or Demand-Following?," Economies, MDPI, vol. 5(1), pages 1-18, January.
  16. Yemane Wolde-Rufael, 2009. "Does Public R&D Crowd Out Private R&D? A Note From Taiwan, Roc," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(1), pages 59-69, June.
  17. Herzer, Dierk, 2013. "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, vol. 44(C), pages 194-211.
  18. Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013. "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
  19. Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis, 2002. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence," Southern Economic Journal, John Wiley & Sons, vol. 68(3), pages 703-711, January.
  20. 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.
  21. Adalmir Marquetti, 2004. "Do Rising Real Wages Increase The Rate Of Labor‐Saving Technical Change? Some Econometric Evidence," Metroeconomica, Wiley Blackwell, vol. 55(4), pages 432-441, November.
  22. Nusair, Salah A., 2019. "Oil price and inflation dynamics in the Gulf Cooperation Council countries," Energy, Elsevier, vol. 181(C), pages 997-1011.
  23. Cosimo Magazzino, 2016. "The relationship between real GDP, CO2 emissions, and energy use in the GCC countries: A time series approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1152729-115, December.
  24. Wolde-Rufael, Yemane, 2009. "Re-examining the financial development and economic growth nexus in Kenya," Economic Modelling, Elsevier, vol. 26(6), pages 1140-1146, November.
  25. Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria.
  26. Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004. "Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 981-989.
  27. Nyakundi M. Michieka, 2015. "Short- and Long-Run Analysis of Factors Affecting Electricity Consumption in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 639-646.
  28. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(4), pages 397-412, November.
  29. Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,, 2003. "Endogenous growth and Stock Market Development," Working Papers 0302, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  30. repec:kap:iaecre:v:17:y:2011:i:4:p:397-412 is not listed on IDEAS
  31. M. Shahe Emran & M. Imam Alam & Forhad Shilpi, 2003. "After the "License Raj": Economic Liberalization and Aggregate Private Investment in India," Development and Comp Systems 0305002, University Library of Munich, Germany, revised 30 Aug 2003.
  32. Salah A Nusair, 2017. "On the Nominal and Real Currency Devaluation Nexus in European Transition Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(4), pages 677-698, September.
  33. Yemane Wolde-Rufael, 2009. "The Defence Spending-External Debt Nexus In Ethiopia," Defence and Peace Economics, Taylor & Francis Journals, vol. 20(5), pages 423-436, October.
  34. Jaganath BEHERA, 2023. "Sectoral Electricity Consumption And Economic Growth In India: An Empirical Study From 1970 To 2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(2), pages 127-152.
  35. Panos Hatzipanayotou & Sajal Lahiri & Michael S. Michael, 2002. "Reforms of Environmental Policies in the Presence of Cross-border Pollution and two Stage Clean Up," University of Cyprus Working Papers in Economics 0203, University of Cyprus Department of Economics.
  36. Menyah, Kojo & Wolde-Rufael, Yemane, 2010. "CO2 emissions, nuclear energy, renewable energy and economic growth in the US," Energy Policy, Elsevier, vol. 38(6), pages 2911-2915, June.
  37. Wolde-Rufael, Yemane, 2010. "Coal consumption and economic growth revisited," Applied Energy, Elsevier, vol. 87(1), pages 160-167, January.
  38. Ghali, Khalifa H. & Trabelsi, Hédi, 2006. "Capital Ownership And Its Impact On International Trade And Economic Growth: The Tunisian Experience," MPRA Paper 78974, University Library of Munich, Germany.
  39. Rahman, Md. Saifur & Noman, Abu Hanifa Md. & Shahari, Farihana, 2017. "Does economic growth in Malaysia depend on disaggregate energy?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 78(C), pages 640-647.
  40. repec:zbw:rwirep:0350 is not listed on IDEAS
  41. Bosupeng, Mpho, 2016. "The Effects of Chinese Interest Rates and Inflation: A Decomposition of The Fisher Effect," MPRA Paper 78160, University Library of Munich, Germany, revised 2016.
  42. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
  43. Yue-Jun Zhang & Zhao Liu & Huan Zhang & Tai-De Tan, 2014. "The impact of economic growth, industrial structure and urbanization on carbon emission intensity in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 73(2), pages 579-595, September.
  44. M. Shahe Emran & Forhad Shilpi, 2010. "Estimating an Import Demand Function in Developing Countries: A Structural Econometric Approach with Applications to India and Sri Lanka," Review of International Economics, Wiley Blackwell, vol. 18(2), pages 307-319, May.
  45. Oyeyinka OMOSHORO-JONES, 2020. "Investigating The Government Revenue–Expenditure Nexus: Empirical Evidence For The Free State Province In A Multivariate Model," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 11(2), pages 138-156.
  46. Jean-Yves Pitarakis & George Tridimas, 2003. "Joint Dynamics of Legal and Economic Integration in the European Union," European Journal of Law and Economics, Springer, vol. 16(3), pages 357-368, November.
  47. Hassan, M. Kabir & Sanchez, Benito & Yu, Jung-Suk, 2011. "Financial development and economic growth: New evidence from panel data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 88-104, February.
  48. M. Shahe Emran & Forhad Shilpi, 2001. "Foreign Trade Regimes and Import Demand Function: Evidence from Sri Lanka," International Trade 0012002, University Library of Munich, Germany, revised 04 Apr 2002.
  49. Christos Kollias & Suzanna-Maria Paleologou & Panayiotis Tzeremes & Nickolaos Tzeremes, 2017. "Defence expenditure and economic growth in Latin American countries: evidence from linear and nonlinear causality tests," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-25, December.
  50. Zhang, Wei & Yang, Shuyun, 2013. "The influence of energy consumption of China on its real GDP from aggregated and disaggregated viewpoints," Energy Policy, Elsevier, vol. 57(C), pages 76-81.
  51. Wolde-Rufael, Yemane, 2010. "Bounds test approach to cointegration and causality between nuclear energy consumption and economic growth in India," Energy Policy, Elsevier, vol. 38(1), pages 52-58, January.
  52. Wolde-Rufael, Yemane & Menyah, Kojo, 2010. "Nuclear energy consumption and economic growth in nine developed countries," Energy Economics, Elsevier, vol. 32(3), pages 550-556, May.
  53. Bosupeng, Mpho, 2017. "On the Effects of the BRICS on World Economic Growth," MPRA Paper 81757, University Library of Munich, Germany, revised 2017.
  54. 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.
  55. Nusair, Salah A., 2020. "The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  56. Wolde-Rufael, Yemane, 2004. "Disaggregated industrial energy consumption and GDP: the case of Shanghai, 1952-1999," Energy Economics, Elsevier, vol. 26(1), pages 69-75, January.
  57. Alam, Mohammad Jahangir & Begum, Ismat Ara & Buysse, Jeroen & Rahman, Sanzidur & Van Huylenbroeck, Guido, 2011. "Dynamic modeling of causal relationship between energy consumption, CO2 emissions and economic growth in India," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(6), pages 3243-3251, August.
  58. Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, vol. 132(2), pages 363-378, June.
  59. Wolde-Rufael, Yemane, 2006. "Electricity consumption and economic growth: a time series experience for 17 African countries," Energy Policy, Elsevier, vol. 34(10), pages 1106-1114, July.
  60. Zhang, Yue-Jun, 2011. "Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia," Energy Policy, Elsevier, vol. 39(5), pages 2265-2272, May.
  61. Jiménez Toribio, Ramón & García Del Hoyo, Juan José, 2018. "Tráfico portuario de contenedores: Análisis de causalidad entre los puertos de la Península Ibérica/Container Port Traffic: Analysis of Causality between the Ports of the Iberian Peninsula," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 715-742, Septiembr.
  62. Bosupeng Mpho, 2016. "The Effect of Exports on Carbon Dioxide Emissions: Policy Implications," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 51(1), pages 20-32, September.
  63. Byoungki Kim & Phouphet Kyophilavong & Kenji Nozaki & Teerawat Charoenrat, 2022. "Does the Export-led Growth Hypothesis Hold for Myanmar?," Global Business Review, International Management Institute, vol. 23(1), pages 48-60, February.
  64. Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Ruhr Economic Papers 0350, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  65. Tsani, Stela Z., 2010. "Energy consumption and economic growth: A causality analysis for Greece," Energy Economics, Elsevier, vol. 32(3), pages 582-590, May.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.