In the empirical section, I apply the Johansen cointegration test and error correction model.

Journal of Applied Econometrics Vol. 24, No. 5, Aug., 2009 Testing for Cointegration Using the Johansen Approach: Are We Using the Correct Critical Values? This is the metadata section. Skip to ...

We investigate the properties of Johansen's (1988, 1991) maximum eigenvalue and trace tests for cointegration under the empirically relevant situation of near-integrated variables. Using Monte Carlo ...

We apply the fundamentals equilibrium exchange rate (FEER) approach and the Johansen cointegration methodology to investigate the behavior of the real effective exchange rates of the two monetary ...

This study uses EngleGranger and Johansen cointegration tests and a compilation of historical stock price measurements each month to determine the level of cointegration. Johansen’s correlation ...

C++ Johansen's Cointegration test You can find the johansen_test.cpp and johansen_test.hpp files in the root of the project which you can just drag and drop into your project which uses Eigen.

Victor Ukpolo, Wage Growth and Inflation in the United States: Further Evidence from Johansen's Cointegration Approach, The American Economist, Vol. 41, No. 1 (Spring, 1997), pp. 53-58 ...