Threshold Cointegration and Price Transmission in Commodity Marketsof India by A. Mishra, P. R. Kumar

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Exports in Mexico: an Analysis of Cointegration and Causality (1980-2012) by Miguel Heras Villanueva, Carlos Gómez Chiñas

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Causality and cointegration analysis between macroeconomic variables and the Bovespa. by Fabiano Mello da Silva, Daniel Arruda Coronel, Kelmara Mendes Vieira

“…The results of the long-term normalized vector for the Bovespa variable showed that most signals of the cointegration equation parameters are in accordance with what is suggested by the economic theory. …”
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Is China Growing Dirty? A Cointegration Analysis with Structural Breaks by Mustafa Naimoğlu, Sefa Özbek

“…The presence of long-term relationships among the variables was investigated using the Gregory and Hansen (1996) cointegration test, which includes structural breaks in the model. …”
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The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration by Søren Johansen

“…We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference using the cointegrated vector autoregressive model. Finally we analyse some monthly data from US on interest rates as an illustration of the methods.…”
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Price adjustment in world wine markets: A cointegration analysis by Juan Sebastián Castillo-Valero, Mª Carmen García-Cortijo

Subjects: “…Cointegration…”
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Economic Determinants of Gasoline Prices: A Cointegration Analysis for Czechia by Jiří Alina, Jiří Nožička

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Determinants of Food Prices in Türkiye: Fourier Engle-Granger Cointegration Test by Veysel İnal, Şerif Canbay, Mustafa Kırca

Subjects: “…fourier engle-granger cointegration test…”
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In Turkey, The Relationship of Agricultural Sector and Economic Variables: Panel Cointegration Analysis by Ayşe Esra Peker

“…In order to identify the effects of macroeconomic variables (inflation, exchange rate, interest, monetary supply), selected in the direction of the aim of the study, panel cointegration test was utilized. Setting off from this point, when the analysis made in the study is examined for all sectors, it was identified that the variable affecting the sector the most was interest rate. …”
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DETERMINING KEY DETERMINANTS OF DEMAND FOR INTERNATIONAL RESERVES IN UKRAINE: COINTEGRATION ANALYSIS by M. I. Makarenko, D. V. Gordieieva

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ENERGY DEMAND FORECAST FOR TURKISH AGRICULTURE SECTOR: GRANGER CAUSALITY AND COINTEGRATION TEST by Mehmet Arif ŞAHİNLİ, Ahmet ÖZÇELİK

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COINTEGRATION RELATIONSHIP AMONG ELECTRICITY CONSUMPTION, GDP, and ELECTRICITY PRICE VARIABLES in TURKEY by Hüseyin Tatlıdil, Fatih Çemrek, Hülya Şen

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Cointegration analysis of fundamental drivers affecting carbon price dynamics in the EU ETS by Adnane Moulim, Sid'Ahmed Soumbara, Ahmed El Ghini

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Selecting Single Model in Combination Forecasting Based on Cointegration Test and Encompassing Test by Chuanjin Jiang, Jing Zhang, Fugen Song

“…After discussing the function of cointegration test and encompassing test in the selection of single model, supplemented by empirical analysis, the paper gives the single model selection guidance: no more than five suitable single models can be selected from many alternative single models for a certain forecasting target, which increases accuracy and stability.…”
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Long-memory and the sea level-temperature relationship: a fractional cointegration approach. by Daniel Ventosa-Santaulària, David R Heres, L Catalina Martínez-Hernández

“…Nevertheless, we find that these variables are fractionally cointegrated when sea-ice extent is incorporated as an instrumental variable for temperature which in our estimations has a statistically significant positive impact on global sea level.…”
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Bayesian Tapered Narrowband Least Squares for Fractional Cointegration Testing in Panel Data by Oyebayo Ridwan Olaniran, Saidat Fehintola Olaniran, Ali Rashash R. Alzahrani, Nada MohammedSaeed Alharbi, Asma Ahmad Alzahrani

Subjects: “…fractional cointegration…”
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A Python Module for Implementing Cointegration Tests with Multiple Endogenous Structural Breaks by Abdulnasser Hatemi-J, Alan Mustafa

Subjects: “…cointegration…”
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COINTEGRATION RELATIONSHIP AMONG ELECTRICITY CONSUMPTION, GDP, and ELECTRICITY PRICE VARIABLES in TURKEY by Hüseyin TATLIDİL, Fatih ÇEMREK, Hülya ŞEN

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Forecasting China’s CO2 Emissions for Energy Consumption Based on Cointegration Approach by Xiangmei Li, Yan Song, Zhishuang Yao, Renbin Xiao

“…The paper attempts to implement empirically the long-term forecast of CO2 emissions based on cointegration theory under the business-as-usual scenario, by using statistical data from China over the period 1953 to 2016. …”
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Cointegration Analysis of Exchange Rate Volatility and Agricultural Exports in Turkey: an Ardl Approch by Turgut Orman, İlkay Dellal

“…The research findings showed that agricultural export is cointegrated with exchange rate volatility, producer price index and real effective exchange rate. …”
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