... encompasses daily time series data spanning from 2019 to 2022. To assess the interconnectedness among these stock indices, advanced statistical techniques, including Johansen cointegration methods and vector autoregressive (VAR) models, have been applied. Findings The research outcomes reveal both...

... assessment. Firstly, we employ Johansen’s cointegration test on rolling subsamples to determine the number of statistically significant cointegrating vectors among the prices of 12 major commodity groups. Under this approach, an increase in the number of significant cointegrating vectors indicates...

... Limited 2022 Emerald Publishing Limited Licensed re-use rights only Tax reforms Tax revenue mobilisation ARDL Cointegration Ghana E60 E62 H20 The primary goal of every government is to deliver economic prosperity or high standards of living to its populace by pursuing...

...Arcade Ndoricimpa Purpose This study reexamines fiscal deficit sustainability in South Africa. Design/methodology/approach The study applies three cointegration testing approaches, namely testing for multiple structural changes in a cointegrated regression model, time-varying cointegration...

... Energy Energy consumption Jordan Cointegration Stock Journal of Economic & Administrative Sciences Vol. 20, No. 1, June 2004 (71 - 82 ) Estimation of Total Energy Consumption in Jordan 1980-1999: Evidence From Cointegration and Stock Dr. Afaf Abdul Jabbar Saed Ajman University Abstract The purpose...