This paper analyzes possible cointegration relations among the sub-indexes of the Istanbul Stock Exchange series services sector, industry sector and financial sector for the period from February 1, 1997 to September 24, 2003. The data is analyzed by using various methods initiated by Engle and Granger (1987), Johansen (1988) and Akdi (1995). The basic finding of this study is that none of thes...

1 Vinten-Johansen P, Brody H, Paneth N, et al. Cholera, chloroform, and the science of medicine: a life of John Snow. Oxford: Oxford University Press, 2003. 2 Nissani M. Fruits, salads and smoothies: a working definition of interdisciplinarity. Journal of Educational Thought 1995;29:119–26. 3 Crossick G. Internal briefing paper for participants in an AHRB workshop. London: King’s Fund Institute...

this study aims to estimate the function of copper consumption using the johansen approach in time series data, between 1991-2011 in iran. the literature review of specialized consumption and demand functions shows factors influencing the consumption of copper including copper price variables, aluminum price as a substitute commodity, oil price as a complementary commodity, and industrializatio...

We extend the study of the algebraic structure of the V ARd,b(k) model defined from the fractional lag operator in Johansen (2005) and derive conditions under which its solution is fractional of order d and displays linear combinations that are fractional of order d− b, d− 2b, · · · , d− cb ≥ 0, for integer c. We then find the corresponding moving average representation and the cofractional rel...

Citation: Wasmund N, Kownacka J, Göbel J, Jaanus A, Johansen M, Jurgensone I, Lehtinen S and Powilleit M (2017) The Diatom/Dinoflagellate Index as an Indicator of Ecosystem Changes in the Baltic Sea 1. Principle and Handling Instruction. Front. Mar. Sci. 4:22. doi: 10.3389/fmars.2017.00022 The Diatom/Dinoflagellate Index as an Indicator of Ecosystem Changes in the Baltic Sea 1. Principle and Ha...

Anders Johansen and Didier Sornette 1 Institute of Geophysics and Planetary Physics University of California, Los Angeles, California 90095 e-mail: [email protected]. 2 Department of Earth and Space Science University of California, Los Angeles, California 90095 3 Laboratoire de Physique de la Matière Condensée CNRS UMR6622 and Université de Nice-Sophia Antipolis B.P. 71, Parc Valrose, 0...

This paper applies alternative time series techniques such as General to Specific (GETS) and Johansen Maximum Likelihood (JML) to estimate the long run income and price elasticities of demand for energy for Fiji. We also test for the causal relationship between energy consumption, GDP and energy prices using the Granger causality tests. Our results imply that there is a uni-directional causalit...

The Covid-19 pandemic is putting the world into some very hard times and labor market currently experiencing a significant shock. In Morocco, unemployment rate has increased since beginning of crisis. other hand, engaged in sustainable path Morocco started years ago deployment renewable energy sources. After 2008 crisis, emergence concept “Green New Deal” demonstrated impact environmental measu...

The study investigated the efficacy of monetary policy measures on price and exchange stability in Nigeria using Ordinary Lease Square (OLS), Johansen Co-integration approach Error Correction Technique time series data collected from 1981 to 2021. unit root tests Augmented Dickey-Fuller (ADF) found that consumer index rate are integrated order zero I(0) money supply, lending rate, interest exte...