Nonlinear cointegration and time series analysis represent a dynamic area of research that extends the classical framework of cointegration by allowing the long-run equilibrium relationships among ...

Executive Summary.This study investigates the causal relationship between inflation and property returns and the short- and long-term inflation hedging effectiveness of property assets in Hong Kong.

This paper tests the validity of the proposition that there is a causal relationship between government expenditure and government revenue for Greece over the period 19571993. The empirical analysis ...