cointegration

Examples

• All

• The estimated cointegration equations can be used to assess the long-run equilibrium relationships among the three variables in each model.

  Academic text (2004)

• In 1987-88, 87 (46%) of the 190 market pairs showed evidence of cointegration at a marginal significance level of 5%.

  Academic text (1993)

• The increased cointegration of prices is evidence that open access has made gas markets more competitive.

  Academic text (1993)

• The cointegration results provide support for two of the hypotheses developed in the previous section.

  Academic text (2004)

• By the end of the sample in 1991, the degree of cointegration between distant market pairs approaches the cointegration of near pairs.

  Academic text (1993)

• There are no clear explanations for AN's lack of cointegration with other regions.

  Academic text (1993)

• Cointegration, therefore, is the natural test for market integration of stochastically varying prices.

  Academic text (1993)

• The finding of a long-run cointegration relationship among drug-induced deaths and the two policy variables would be a reasonable outcome to expect.

  Academic text (2004)

• Economists often look for cointegration as it indicates a long-term relationship between economic indicators.

• Statistical analysis revealed a clear cointegration among multiple time series, suggesting they move together in the long run.

Surface Forms

Morphology

Etymology