Title: Testing For Cointegration, Estimations and Interpretations

Abstract:

Workshop on Economic Modeling and its Application. Over the past few decades, economic modeling experienced great developments. These developments have strong implications for academic research in the field of economics. To share the knowledge about new developments, the focus of this session of workshop on “Economic Modeling and its Application” is concerned with the Testing For Cointegration including the tests such as The Engle-Granger cointegration, Drawbacks of the E-G Approach, Cointegration in multiple equations and the Johansen Approach, Canonical Cointegration Regression, ARDL cointegration test, ARDL cointegration test with structural break, Bayer and Hanck, (2013) cointegration approach, Asymmetric Non-linear ARDL (2014) and finally how to report the results from these tests while writing project report or SCI paper.

Lecturer: Mehmet Balcilar

Date/Time: 9:30 – 11:30AM, 12 Dec, 2019

Location: Room 702, CEM Building, Jiangjun Rd. Campus

Brief introduction of the lecturer:

Mehmet Balcilar is Professor and Chair, Eastern Mediterranean University (EMU), Faculty of Business and Economics, Department of Economics, Famagusta, Turkish Republic of Northern Cyprus. Prior to joining EMU, he served as extraordinary Professor, University of Pretoria, Pretoria, South Africa. He received Ph.D., Economics (Econometrics), from Wayne State University, Detroit, Michigan, US. His areas of specialization include time series analysis, econometrics, macroeconomics, financial economics, risk analysis, applied statistics and field survey. He has published in various journals of international repute including top ranked journals. His previous researches have featured in journals such as Journal of Economic Asymmetries, Applied Economics, Energy Economics, Quarterly Review of Economics and Finance, International Review of Economics & Finance, Resources Policy, and many others. He has been conferred the Best Research and Contribution Award, Manas University, Bishkek, Kyrgyzstan 2004, Research Recognition Award, Cukurova University, Adana Turkey 2005, Dean’s List, Wayne State University, Graduate School, Detroit, Michigan, US 1996.