A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.07.024
Abstract: Abstract This study seeks to test for inflation persistence in Nigeria using the recently developed fractional cointegration VAR model by Johansen and Nielsen (2012) and complemented with univariate fractional integration techniques. The empirical results suggest… read more here.
Keywords: persistence nigeria; inflation persistence; fractional cointegration; inflation ... See more keywords
On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis
Sign Up to like & getrecommendations! Published in 2022 at "Resources Policy"
DOI: 10.1016/j.resourpol.2022.102682
Abstract: This article tries to investigate the connectedness between Bitcoin and Crude Oil, S&P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period… read more here.
Keywords: fractional cointegration; cointegration analysis; relationship; cointegration ... See more keywords