Journal ArticleDOI
Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques
Abul M. M. Masih,Rumi Masih +1 more
TLDR
In this article, the authors test for cointegration between total energy consumption and real income of six Asian economies: India, Pakistan, Malaysia, Singapore, Indonesia and the Philippines.About:
This article is published in Energy Economics.The article was published on 1996-07-01. It has received 906 citations till now. The article focuses on the topics: Granger causality & Cointegration.read more
Citations
More filters
Journal ArticleDOI
A literature survey on energy–growth nexus
TL;DR: A survey of the recent progress in the literature of energy consumption and economic growth causality nexus can be found in this paper, which highlights that most empirical studies focus on either testing the role of energy (electricity) in stimulating economic growth or examining the direction of causality between these two variables.
Journal ArticleDOI
An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey
TL;DR: In this paper, the authors empirically examined the dynamic causal relationships between carbon emissions, energy consumption, income, and foreign trade in the case of Turkey using the time-series data for the period 1960-2005.
Posted Content
An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey
TL;DR: In this article, the authors examined empirically dynamic causal relationships between carbon emissions, energy consumption, income, and foreign trade in the case of Turkey using the time series data for the period 1960-2005.
Journal ArticleDOI
CO2 emissions, energy consumption, and output in France
TL;DR: The authors examined the dynamic causal relationships between pollutant emissions, energy consumption, and output for France using cointegration and vector error-correction modelling techniques and provided evidence for the existence of a fairly robust long-run relationship between these variables for the period 1960-2000.
Journal ArticleDOI
Energy consumption and GDP: causality relationship in G-7 countries and emerging markets
Ugur Soytas,Ramazan Sari +1 more
TL;DR: In this article, the authors studied the time series properties of energy consumption and GDP and reexamine the causality relationship between the two series in the top 10 emerging markets and G-7 countries.
References
More filters
Journal ArticleDOI
Co-integration and Error Correction: Representation, Estimation and Testing
TL;DR: The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples.
Journal ArticleDOI
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
David A. Dickey,Wayne A. Fuller +1 more
TL;DR: In this article, the limit distributions of the estimator of p and of the regression t test are derived under the assumption that p = ± 1, where p is a fixed constant and t is a sequence of independent normal random variables.
Journal ArticleDOI
Testing for a Unit Root in Time Series Regression
TL;DR: In this article, the authors proposed new tests for detecting the presence of a unit root in quite general time series models, which accommodate models with a fitted drift and a time trend so that they may be used to discriminate between unit root nonstationarity and stationarity about a deterministic trend.
Journal ArticleDOI
Statistical analysis of cointegration vectors
TL;DR: In this paper, the authors consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors, and derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimensions.