Wagner's hypothesis
作者： Hassan Mohammadi , Murat Cak , Demet Cak
DOI: 10.1108/01443580810844442
关键词: Cointegration 、 Economics 、 Econometrics 、 General Economics, Econometrics and Finance
摘要: Purpose – The aim of this paper is to prove the validity Wagner's hypothesis.Design/methodology/approach examines hypothesis with annual data for Turkey over 1950‐2005 period.Findings empirical results using ARDL bounds tests cointegration provide strong support hypothesis. Also, are robust across six alternative specifications as well four lag length selection criterions.Originality/value provides useful information on
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