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
More filters
TL;DR: In this paper, the authors investigated the pollution haven hypothesis (PHH) in Ghana utilizing CO 2 emission as an indicator of air pollution for the period of 1980-2012, using different time series models utilizing the autoregressive distributed lag (ARDL) method.
438 citations
TL;DR: In this article, the cointegration theory was applied to examine the causal relationship between electricity consumption and real GDP (Gross Demostic Product) for China during 1978-2004 and the estimation results indicated that real GDP and electricity consumption for China are cointegrated and there is only unidirectional Granger causality running from electricity consumption to real GDP but not the vice versa.
434 citations
TL;DR: In this article, the authors test for cointegration between total energy consumption, real income, and price level of two highly energy dependent East-Asian NICs: Korea and Taiwan.
432 citations
TL;DR: In this paper, the authors investigated the causality issue of income-emission relationship based on time series econometric techniques of unit root test, cointegration and related error correction model for a panel data set.
432 citations
TL;DR: In this paper, the causal relationship between per capita energy consumption (PCEC) and per capita gross domestic product (PCGDP) for Tunisia during the 1971-2004 period was examined.
429 citations