What is Cointegration

1.

An econometric technique for testing the correlation between non-stationary time series variables. Learn more in: The Relationship Between Stock Prices and Exchange Rates: Evidence From MENA Countries

2.

Means that series have a common trend. If a pair of variables is cointegrated then it is likely that, they have a common factor and that one of the variables causes the other variable. Learn more in: Empirical Verification of the Performance Measurement System

3.

Is an econometric technique for testing the correlation between non-stationary time series variables. Learn more in: The Impact of Exchange Rate on Tourism Industry: The Case of Turkey

4.

An econometric property of time series variables. If two or more series are themselves nonstationary, but a linear combination of them is stationary, then the series are said to be cointegrated. Learn more in: Artificial Intelligence Applications in Tourism

5.

Cointegration is a concept whereby time series have a fixed relationship in the long run. Learn more in: Re-Examining the Impact of Financial System on Economic Growth: New Evidence From Heterogeneous Regional Panels

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It is a time series econometric method of testing association between two time series. Learn more in: The Relationship Among Military Expenditure, High Technological Product Exports, and Economic Growth: An Econometric Analysis for Selected Economies

7.

It refers to the econometric method used to estimate long-run relationships, based on the linear combination of two or more variables integrated of the same order. Learn more in: Foreign Direct Investment, Financial Development and Economic Growth: The Case of Turkey

8.

It is an econometric tool applying in time series data sets for examining long run associations among the variables of concern. It is tested upon two or more variables which are non-stationary at levels but stationary at their first differences. Learn more in: Depression Rate, GDP Growth Rate, Health Expenditure, and Voice and Accountability: Are There Co-Movements?

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State’s long-term relationship between two variables that are stationary at the same level. Learn more in: Effect of Migration Fear on Sectors: Case of Developed European Markets

10.

It is a technique developed to examine the correlation between two non-stationary time series. Learn more in: Stock Market Responses to Monetary and Fiscal Policies: Case Studing China, India, Indonesia, and Malaysia

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Cointegration is a statistical property possessed by some time series data that is defined by the concepts of stationarity and the order of integration of the series. A stationary series is one with a mean value which will not vary with the sampling period. Learn more in: Financial Infrastructure and Economic Growth

12.

Cointegration is a statistical property about the relationship between a group of integrated series. If there is a linear combination of several I(d) series which results in an I(b) series where b<d , the series are cointegrated. For instance, when there are two I(1) series, while a linear combination of these series gives a stationary variable, then there is cointegration. This linear combination is generally normalized to one of the cointegrating variables to define the cointegration relation. The coefficients of the cointegration relation are included in a cointegrating vector. Learn more in: Dynamics of the Relation Between Producer and Consumer Price Indices: A Comparative Analysis in the U.S. Market

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The method that is used to whether the dependent and independent variables move together in the long-run or not. Learn more in: Environmental Policy and FDI Inflows: Evidence From OECD Countries

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The notion that a linear combination of two I(1) variables is integrated of order zero. Learn more in: Analysis of Non-Stationary Time-Series Business Data

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It point outs whether two variables have long-run relationship or not. Learn more in: The Impact of Foreign Direct Investment on CO2 Emission: Evidence From Selected G-20 Countries

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If two or more than two series have a linear combination with each other at the same time period, then these series are said to be cointegrated, implying some underlying long-term equilibrium relationship. Learn more in: International Portfolio Diversification Benefits among Developed and Emerging Markets within the Context of the Recent Global Financial Crisis

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See the methodology section. Learn more in: Military Expenditures and Income Inequality: Empirical Evidence From North American Countries

18.

Means that series have a common trend. If a pair of variables is cointegrated then it is likely that, they have a common factor and that one of the variables causes the other variable. Learn more in: Empirical Verification of the Performance Measurement System