메뉴 건너뛰기




Volumn 2, Issue 1, 2012, Pages 1-9

Modeling gasoline demand with structural breaks: New evidence from Nigeria

Author keywords

Cointegration; Gasoline demand modeling; Parameter stability; Structural breaks

Indexed keywords


EID: 84892154170     PISSN: None     EISSN: 21464553     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)

References (40)
  • 1
    • 52049125019 scopus 로고    scopus 로고
    • The demand for gasoline in South Africa: An empirical analysis using co-integration techniques
    • Akinboade, O., Ziramba, E. and Kumo, W. (2008), The demand for gasoline in South Africa: An empirical analysis using co-integration techniques. Energy Economics, 30(6), 3222-3229.
    • (2008) Energy Economics , vol.30 , Issue.6 , pp. 3222-3229
    • Akinboade, O.1    Ziramba, E.2    Kumo, W.3
  • 2
    • 0037367421 scopus 로고    scopus 로고
    • Short-run, long-run and cross elasticities of gasoline demand in Brazil
    • Alves C. and Rodrigo. (2003), Short-run, long-run and cross elasticities of gasoline demand in Brazil. Energy Economics, 25(2), 191-199.
    • (2003) Energy Economics , vol.25 , Issue.2 , pp. 191-199
    • Alves, C.1
  • 3
    • 0001162133 scopus 로고
    • Tests for parameter instability and structural change with unknown change point
    • Andrews, D. (1993), Tests for parameter instability and structural change with unknown change point. Econometrica. 61, 821-56.
    • (1993) Econometrica , vol.61 , pp. 821-856
    • Andrews, D.1
  • 4
    • 0000209591 scopus 로고
    • Optimal tests when a nuisance parameter is present only under the alternative
    • Andrews, D. and Ploberger, W. (1994), Optimal tests when a nuisance parameter is present only under the alternative. Econometrica. 62, 1383-1414.
    • (1994) Econometrica , vol.62 , pp. 1383-1414
    • Andrews, D.1    Ploberger, W.2
  • 5
    • 84881847928 scopus 로고
    • Recursive and sequential tests of the unit-root and trend-break hypotheses: Theory and international evidence
    • Banerjee, A., Lumsdaine, R. and Stock, J. (1992), Recursive and sequential tests of the unit-root and trend-break hypotheses: Theory and international evidence. Journal of Business and Economic Statistics, 10(3), 271-287.
    • (1992) Journal of Business and Economic Statistics , vol.10 , Issue.3 , pp. 271-287
    • Banerjee, A.1    Lumsdaine, R.2    Stock, J.3
  • 6
    • 33748127770 scopus 로고    scopus 로고
    • Study on cointegration with structural changes
    • Baochen, Y. and Shiying, Z. (2002), Study on cointegration with structural changes. Journal of Systems Engineering. 17(1), 26-31.
    • (2002) Journal of Systems Engineering , vol.17 , Issue.1 , pp. 26-31
    • Baochen, Y.1    Shiying, Z.2
  • 7
    • 0035048736 scopus 로고    scopus 로고
    • A revival of the autoregressive distributed lag model in estimating energy demand relationships
    • Bentzen, J. and Engsted, T. (2001), A revival of the autoregressive distributed lag model in estimating energy demand relationships. Energy, 26(1), 45-55.
    • (2001) Energy , vol.26 , Issue.1 , pp. 45-55
    • Bentzen, J.1    Engsted, T.2
  • 8
    • 84892150001 scopus 로고    scopus 로고
    • Central Bank of Nigeria, Central Bank of Nigeria Statistical Bulletin
    • Central Bank of Nigeria, Central Bank of Nigeria Statistical Bulletin. 2008.
    • (2008)
  • 9
    • 35648933651 scopus 로고    scopus 로고
    • Domestic demand for petroleum in OPEC countries
    • Chakravorty, U., Fesharaki, F. and Zhou, S. (2000), Domestic demand for petroleum in OPEC countries. OPEC Review, 24(1), 23-53.
    • (2000) OPEC Review , vol.24 , Issue.1 , pp. 23-53
    • Chakravorty, U.1    Fesharaki, F.2    Zhou, S.3
  • 10
    • 3442901608 scopus 로고    scopus 로고
    • The demand for gasoline in china: A co-integration analysis
    • Cheung, K. and Elspeth, T. (2004), The demand for gasoline in china: a co-integration analysis. Journal of Applied Statistics. 31(5), 533-544.
    • (2004) Journal of Applied Statistics , vol.31 , Issue.5 , pp. 533-544
    • Cheung, K.1    Elspeth, T.2
  • 11
    • 34447289196 scopus 로고    scopus 로고
    • Estimating oil product demand in Indonesia using a cointegrating error correction
    • Dahl, C. and Kurtubi. (2001), Estimating oil product demand in Indonesia using a cointegrating error correction. OPEC Review, 25(1), 1-25.
    • (2001) OPEC Review , vol.25 , Issue.1 , pp. 1-25
    • Dahl, C.1
  • 12
    • 0002646739 scopus 로고
    • A survey of energy demand elasticities for the developing world
    • Dahl, C. (1994), A survey of energy demand elasticities for the developing world. The Journal of Energy and Development, 17(1), 1-47.
    • (1994) The Journal of Energy and Development , vol.17 , Issue.1 , pp. 1-47
    • Dahl, C.1
  • 13
    • 84892181248 scopus 로고    scopus 로고
    • Survey of econometric energy demand elasticities
    • Golden, Colorado
    • Dahl, C. (2006) Survey of econometric energy demand elasticities. Colorado School of Mines, Golden, Colorado.
    • (2006) Colorado School of Mines
    • Dahl, C.1
  • 14
    • 72249097834 scopus 로고
    • Oil demand elasticities in Nigeria
    • Dayo, F. and Adegbulugbe, A.(1987), Oil demand elasticities in Nigeria. Energy Journal, 8(2), 31-41.
    • (1987) Energy Journal , vol.8 , Issue.2 , pp. 31-41
    • Dayo, F.1    Adegbulugbe, A.2
  • 15
    • 33749986741 scopus 로고    scopus 로고
    • An empirical analysis of energy demand In Namibia
    • De Vita, G., K. Endresen, and L.C. Hunt. (2006), An empirical analysis of energy demand In Namibia. Energy Policy, 34(18), 3447-3463.
    • (2006) Energy Policy , vol.34 , Issue.18 , pp. 3447-3463
    • de Vita, G.1    Endresen, K.2    Hunt, L.C.3
  • 16
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, D., Fuller, W. (1979), Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association. 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.1    Fuller, W.2
  • 17
    • 84892166062 scopus 로고    scopus 로고
    • Transportation demand for energy: The case of Kuwait
    • Eltony, M. (2003), Transportation demand for energy: the case of Kuwait. The Journal of Energy and Development, 28(2), 207-220.
    • (2003) The Journal of Energy and Development , vol.28 , Issue.2 , pp. 207-220
    • Eltony, M.1
  • 18
    • 84855950047 scopus 로고    scopus 로고
    • A model for forecasting and planning: The case for energy demand in Kuwait
    • Eltony, M. (2004), A model for forecasting and planning: the case for energy demand in Kuwait. The Journal of Energy and Development, 30(1), 91-108.
    • (2004) The Journal of Energy and Development , vol.30 , Issue.1 , pp. 91-108
    • Eltony, M.1
  • 19
    • 0000013567 scopus 로고
    • Cointegration and error correction: Representation, estimation, testing
    • Engle, R., and Granger, C. (1987), Cointegration and error correction: representation, estimation, testing. Econometrica, 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.2
  • 20
    • 33748065484 scopus 로고
    • Spurious regressions in econometrics
    • Granger, C., and Newbold. (1974), Spurious regressions in econometrics. Journal of Econometrics, 111-120.
    • (1974) Journal of Econometrics , pp. 111-120
    • Granger, C.1
  • 21
    • 0008312427 scopus 로고    scopus 로고
    • Residual-based tests for cointegration in models with regime shifts
    • Gregory, A. and Hansen, B. (1996), Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70, 99-126
    • (1996) Journal of Econometrics , vol.70 , pp. 99-126
    • Gregory, A.1    Hansen, B.2
  • 22
    • 0000343255 scopus 로고    scopus 로고
    • Testing for structural breaks in cointegrated relationship
    • Gregory, A., Nason, J. and Watt, D. (1996), Testing for structural breaks in cointegrated relationship, Journal of Econometrics, 71, 321-341.
    • (1996) Journal of Econometrics , vol.71 , pp. 321-341
    • Gregory, A.1    Nason, J.2    Watt, D.3
  • 23
    • 84952494734 scopus 로고
    • Tests for parameter instability in regressions with I(1) processes
    • Hansen, B. (1992), Tests for parameter instability in regressions with I(1) processes. Journal of Business and Economics Statistics, 10, 321-335
    • (1992) Journal of Business and Economics Statistics , vol.10 , pp. 321-335
    • Hansen, B.1
  • 24
    • 0033907251 scopus 로고    scopus 로고
    • Explaining co-integration analysis: Part I
    • Hendry, D. and Juselius, K. (2000), Explaining co-integration analysis: Part I. Energy Journal, 21(3), 1-42.
    • (2000) Energy Journal , vol.21 , Issue.3 , pp. 1-42
    • Hendry, D.1    Juselius, K.2
  • 25
    • 0035728262 scopus 로고    scopus 로고
    • Explaining co-integration Analysis: Part II
    • Hendry, D. and Juselius, K. (2001), Explaining co-integration Analysis: Part II. Energy Journal, 22(1), 75-120.
    • (2001) Energy Journal , vol.22 , Issue.1 , pp. 75-120
    • Hendry, D.1    Juselius, K.2
  • 27
    • 72249111516 scopus 로고    scopus 로고
    • Estimating petroleum products demand elasticities in Nigeria: A multivariate cointegration approach
    • Iwayemi, A., Adenikinju, A. and Babatunde, A. (2010), Estimating petroleum products demand elasticities in Nigeria: A multivariate cointegration approach. Energy Economics, 32, 73-85
    • (2010) Energy Economics , vol.32 , pp. 73-85
    • Iwayemi, A.1    Adenikinju, A.2    Babatunde, A.3
  • 28
    • 0000158117 scopus 로고
    • Estimating and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen, S. (1991), Estimating and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models, Econometrica, 59(6), 1551-1580.
    • (1991) Econometrica , vol.59 , Issue.6 , pp. 1551-1580
    • Johansen, S.1
  • 29
    • 28444474822 scopus 로고    scopus 로고
    • Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan
    • Lee, C.C. and C.P. Chang (2005), Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan. Energy Economics, 27(6), 857-872.
    • (2005) Energy Economics , vol.27 , Issue.6 , pp. 857-872
    • Lee, C.C.1    Chang, C.P.2
  • 30
    • 0037972210 scopus 로고    scopus 로고
    • Spurious rejections by cointegration tests induced by structural breaks
    • Leybourne, S. and Newbold, P. (2003), Spurious rejections by cointegration tests induced by structural breaks. Applied Economics, 35, 1117-1121.
    • (2003) Applied Economics , vol.35 , pp. 1117-1121
    • Leybourne, S.1    Newbold, P.2
  • 31
    • 0033444729 scopus 로고    scopus 로고
    • Numerical distribution functions of likelihood ratio tests for cointegration
    • MacKinnon, J., Haug, A. and Michelis, L. (1999), Numerical distribution functions of likelihood ratio tests for cointegration. Journal of Applied Econometrics, 14, 563-577.
    • (1999) Journal of Applied Econometrics , vol.14 , pp. 563-577
    • Mackinnon, J.1    Haug, A.2    Michelis, L.3
  • 32
    • 33646790699 scopus 로고
    • Nonstationarity and level shifts with an application to purchasing power parity
    • Perron, P. and Vogelsang, T. (1992), Nonstationarity and level shifts with an application to purchasing power parity. Journal of Business and Economic Statistics. 10(3), 301-320.
    • (1992) Journal of Business and Economic Statistics , vol.10 , Issue.3 , pp. 301-320
    • Perron, P.1    Vogelsang, T.2
  • 34
    • 33745248740 scopus 로고
    • Understanding spurious regression in econometrics
    • Philips, P. (1986), Understanding spurious regression in econometrics. Journal of Econometrics, 33, 311-340.
    • (1986) Journal of Econometrics , vol.33 , pp. 311-340
    • Philips, P.1
  • 35
    • 0000784320 scopus 로고
    • Asymptotic properties of residual-based test for cointegration
    • Phillips, P. and Ouliaris, S. (1990), Asymptotic properties of residual-based test for cointegration. Econometrica, 58, 165-193.
    • (1990) Econometrica , vol.58 , pp. 165-193
    • Phillips, P.1    Ouliaris, S.2
  • 36
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • Phillips, P. and Perron, P. (1988), Testing for a unit root in time series regression. Biometrika, 75, 335-346.
    • (1988) Biometrika , vol.75 , pp. 335-346
    • Phillips, P.1    Perron, P.2
  • 37
    • 33646164888 scopus 로고    scopus 로고
    • Empirical assessment of the determinants of road energy demand in Greece
    • Polemis, L. (2006), Empirical assessment of the determinants of road energy demand in Greece. Energy Economics, 28(3), 385-403.
    • (2006) Energy Economics , vol.28 , Issue.3 , pp. 385-403
    • Polemis, L.1
  • 38
    • 0001527764 scopus 로고
    • A simple estimator of cointegrating vectors in higher order integrated systems
    • Stock, J. and Watson, M. (1993), A simple estimator of cointegrating vectors in higher order integrated systems, Econometrica, 61(4):783-820.
    • (1993) Econometrica , vol.61 , Issue.4 , pp. 783-820
    • Stock, J.1    Watson, M.2
  • 40
    • 28444488750 scopus 로고
    • Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
    • Zivot, E. and Andrews, D (1992), Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis, Journal of Business and Economic Statistics, 10(3), 251-270.
    • (1992) Journal of Business and Economic Statistics , vol.10 , Issue.3 , pp. 251-270
    • Zivot, E.1    Andrews, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.