An Empirical Investigation of Budget and Trade Deficits: The Case of Bangladesh by Asrafuzzaman ., Amit Roy, Sanat Das Gupta

“…Applying the VAR and Granger Causality after successfully running ADF and PP unit root test and cointegration rank test this paper reveals that budget deficit Granger cause trade deficit and vice versa but the relationship does not stand for the long-run dynamics. …”
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The effect of macro variables on the Jakarta Islamic Index by Thoha Yahya

“…Long-term and short-term analysis using the classic assumption test and unit root test, co-integration test, and Granger causality test in the context of the ECM framework. …”
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Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council by Salem Alshihab

“…This paper also attempts to capture that impact of those macroeconomic factors on the stock market, using a panel set of data by implying several tests on the data, which include unit root tests, cointegration test, and error correction model (ECM). …”
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AN ECONOMIC STUDY TO MEASURE INFLUENCE OF THE MAIN VARIABLES IN RURAL POVERTY IN IRAQ DURING 1990 – 2019 by A. R. H. Al- Shipway, R. T. Al- Wasity

“…The research reaches throw results of unit root test that all the variables were un stable in the level, but all of them were stabled after first difference. …”
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Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council by Salem Alshihab

“…This paper also attempts to capture that impact of those macroeconomic factors on the stock market, using a panel set of data by implying several tests on the data, which include unit root tests, cointegration test, and error correction model (ECM). …”
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Cross-Sectional ARDL Analysis to Access the Impact of Stressful Living Environment and Extreme Weather Events on Youth’s Education by Pedro Neves Mata, Shahzad Ali, João Luis Lucas, Jéssica Nunes Martins, Mahwish Zafar

“…For the fulfillment of this objective, the unique and latest methodology, such as second-generation unit root, cross-sectional ARDL, and the Westerlund approach are used on panel data taken from India and Pakistan. …”
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Does External Debt Affect Economic Growth: Evidence from South Asian Countries by Sonia Afrin Ale, Md Shafiqul Islam, Hazera Tun-Nessa

“…The findings of Cross-sectionally Augmented Panel Unit Root Test by Pesaran's (2007) confirms that all variables are integrated in order I (1). …”
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The Determinants of Foreign Direct Investment in Somalia by Mohamed Isse Ibrahim, Zahir Mohamed Omar, Ali Yassin Sheikh Ali

“…Augmented Dickey-Fuller (ADF) test was used for the unit root test and ordinary Least Square statistical technique was used to assess the degree of influence the variables have on each other. …”
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Is stock market development sensitive to macroeconomic indicators? A fresh evidence using ARDL bounds testing approach. by Abdullah Bin Omar, Anis Ali, Salma Mouneer, Robina Kouser, Mamdouh Abdulaziz Saleh Al-Faryan

“…By applying Ng-Perron and Zivot-Andrews unit root tests (to determine the integrating orders of variables) and Autoregressive Distributed Lag (ARDL) bounds testing approach, our results confirm cointegration among variables and exhibit the significant positive impact of economic growth and banking sector development on stock market development and negative affect of inflation, foreign direct investment and trade openness on it in long run. …”
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An Empirical Investigation of Budget and Trade Deficits: The Case of Bangladesh by Asrafuzzaman ., Amit Roy, Sanat Das Gupta

“…Applying the VAR and Granger Causality after successfully running ADF and PP unit root test and cointegration rank test this paper reveals that budget deficit Granger cause trade deficit and vice versa but the relationship does not stand for the long-run dynamics. …”
Get full text

Macroeconomic Determinants of Stock Market Returns in the Gulf Cooperation Council by Salem Alshihab

“…This paper also attempts to capture that impact of those macroeconomic factors on the stock market, using a panel set of data by implying several tests on the data, which include unit root tests, cointegration test, and error correction model (ECM). …”
Get full text

Dezenflasyon Sürecinde Türkiye’de Enflasyonun Uzun ve Kısa Dönem Dinamiklerinin Modellenmesi(Modelling The Long Run and The Short Run Dynamics of Inflation In The Disinflation Proc... by Macide ÇİÇEK

“…The methodology employed in this paper uses unit root test, Johansen Cointegration Test to examine the existence of possible long run relationships among the variables included in the model and a single equation error correction model for the inflation equation estimated by OLS to examine the short run dynamics of inflation, respectively. …”
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An Empirical Investigation of Budget and Trade Deficits: The Case of Bangladesh by Asrafuzzaman ., Amit Roy, Sanat Das Gupta

“…Applying the VAR and Granger Causality after successfully running ADF and PP unit root test and cointegration rank test this paper reveals that budget deficit Granger cause trade deficit and vice versa but the relationship does not stand for the long-run dynamics. …”
Get full text

An empirical analysis of globalization, oil receipts and health expenditure in Nigeria by T. Akintunde, M. Adagunodo

“…The study used annual time series data spanning from 1980 to 2018. Unit root test was used to check the stationary level of the variables and Unrestricted Error Correction Model (UECM) and Dynamic Ordinary Least Square (DOLS) were used to estimate the model. …”
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Lease Financing and Profitability: Evidence from Nigerian Quoted Conglomerates by Fidelis Anake Atseye, Helen Walter Mboto, Suleiman Gbenga Lawal

“…Data were analysed using descriptive and pooled OLS multiple regression statistics. Unit Root Test was conducted using Augmented Dickey –Fuller.. …”
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Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies by Samih Antoine Azar

“…However, all currencies have a unit root. There is overwhelming evidence for significant positive serial correlation and ARCH effects in the logged series and in the changes of the logs. …”
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Is stock market development sensitive to macroeconomic indicators? A fresh evidence using ARDL bounds testing approach by Abdullah Bin Omar, Anis Ali, Salma Mouneer, Robina Kouser, Mamdouh Abdulaziz Saleh Al-Faryan

“…By applying Ng-Perron and Zivot-Andrews unit root tests (to determine the integrating orders of variables) and Autoregressive Distributed Lag (ARDL) bounds testing approach, our results confirm cointegration among variables and exhibit the significant positive impact of economic growth and banking sector development on stock market development and negative affect of inflation, foreign direct investment and trade openness on it in long run. …”
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The effect of the financial crisis on macroeconomic variables in Iraq, Iran, and Turkey by Younis Ali Ahmed, Biaban Nwri Rostam, Burhan Ali Mohammed

“…In doing so, it performed unit root and cointegration tests and employed generalized least square and panel dynamic least squares estimating methods. …”
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An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013) by Trust Kganyago, Victor Gumbo

“…All the variables were tested for unit root using ADF Test before Johansen cointegration tests. …”
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Market Efficiency Based on Unconventional Technical Trading Strategies in Malaysian Stock Market by Ling Pick Soon, Ruzita Abdul-Rahim

“…This conclusion is supported with results of unit root tests on daily returns of the 173 shares over the same study period. …”
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