Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

A Multivariate Cointegration Analysis of the Role of Energy in the U.S. Macroeconomy

Simple item page
dc.contributor.authorStern, David
dc.contributor.authorStern, Daviden_AU
dc.date.accessioned2003-01-14en_US
dc.date.accessioned2004-05-19T10:05:34Zen_US
dc.date.accessioned2011-01-05T08:26:24Z
dc.date.available2004-05-19T10:05:34Zen_US
dc.date.available2011-01-05T08:26:24Z
dc.date.created1998en_AU
dc.date.updated2015-12-12T08:54:07Z
dc.description.abstractThis paper extends my previous analysis of the causal relationship of GDP and energy use in the USA in the post-war period to a cointegration analysis of that relationship. It is found that the majority of the relevant variables are integrated justifying a cointegration analysis. The results show that cointegration does occur and that energy input cannot be excluded from the cointegration space. The results are plausible in terms of macroeconomic dynamics. The results are similar to my previous Granger Causality results and contradict claims in the literature (based on bivariate models) that there is no cointegration between energy and output.en_AU
dc.format.extent77551 bytesen_AU
dc.format.mimetypeapplication/pdfen_AU
dc.identifier.issn0140-9883en_AU
dc.identifier.urihttp://hdl.handle.net/1885/40554
dc.language.isoen_AUen_AU
dc.publisherElsevieren_AU
dc.sourceWorking Papers in Ecological Economics; No. 9803en_AU
dc.subjectenergy useen_AU
dc.subjectGDPen_AU
dc.subjectmacroeconomic dynamicsen_AU
dc.subjectmultivariate cointegration analysisen_AU
dc.subjectUSAen_AU
dc.titleA Multivariate Cointegration Analysis of the Role of Energy in the U.S. Macroeconomyen_AU
dc.typeWorking/Technical Paper
local.bibliographicCitation.lastpage283
local.bibliographicCitation.startpage267
local.contributor.affiliationANUen_US
local.contributor.affiliationEEP, CRESen_US
local.contributor.authoruidStern, David, u9615459
local.description.refereednoen_US
local.identifier.absfor090702 - Environmental Engineering Modelling
local.identifier.ariespublicationMigratedxPub20060
local.identifier.citationmonthapren_US
local.identifier.citationvolume22
local.identifier.citationyear1998en_US
local.identifier.eprintid767en_US
local.rights.ispublishedyesen_US
local.type.statusPublished Versionen_AU

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
eep9803.pdf
Size:
75.73 KB
Format:
Adobe Portable Document Format
Download

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS