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Cointegration

About: Cointegration is a research topic. Over the lifetime, 17130 publications have been published within this topic receiving 506215 citations.


Papers
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Journal ArticleDOI
TL;DR: The Granger causality test reveals that both Internet usage and financial development Granger-cause economic growth in South Africa is found to be robust from the application of impulse response and variance decomposition analysis.

174 citations

Journal ArticleDOI
Yuan Wang1, Li Li1, Jumpei Kubota, Rong Han1, Xiaodong Zhu1, Genfa Lu1 
TL;DR: In this article, the authors investigated the relationship between urbanization and carbon emission in BRICS countries within the period 1985-2014 and found that in the long term, urbanization causes carbon emission.

174 citations

Journal ArticleDOI
TL;DR: In this article, the authors examined the cointegration and nonlinear causality between international gold, crude oil, and the Indian stock market and found evidence of an inverse bi-directional causality.

174 citations

Journal ArticleDOI
TL;DR: A methodological critique of Land's (1985) approach to the time series analysis of the crime-unemployment relationship is developed in this paper, where error correction models for U.S. homicide and robbery rates for the years 1946-1997 are presented to illustrate procedures for analyzing nonstationary time series data.
Abstract: A methodological critique of Cantor and Land's (1985) approach to the time series analysis of the crime–unemployment relationship is developed. Error correction models for U.S. homicide and robbery rates for the years 1946–1997 are presented to illustrate procedures for analyzing nonstationary time series data. The critique is followed by a discussion of methodological problems in work by Devine et al. (1988), Smith et al. (1992), and Britt (1994, 1997) that builds on Cantor and Land's approach.

174 citations

Journal ArticleDOI
TL;DR: In this article, the authors examined the residential demand for electricity in the US economy as a function of the per capita income, the price of electricity, the prices of oil for heating purposes, the weather conditions and the stock of occupied housing over the period 1965-2006.

174 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023757
20221,583
2021645
2020755
2019752
2018720