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