Mohammad Ghahramanzadeh

[ 1 ] - Periodic Cointegration Analysis on the Relationship between the GNP Sectors of the Iran’s Economy

T his paper analyses the relation between GNP sectors of Iran’s economy. The different sectors of the economy directly or indirectly affect each other and can complement or follow each other. Using a number of empirical tests, the paper finds evidence of seasonal or periodic integration in the underlying data. This means that the conventional cointegration tests may not be robust and in re...