Causality and Cointegration Analysis between Macroeconomic Variables and the Bovespa
نویسندگان
چکیده
منابع مشابه
Causality and Cointegration Analysis between Macroeconomic Variables and the Bovespa
The aim of this study is to analyze the causality relationship among a set of macroeconomic variables, represented by the exchange rate, interest rate, inflation (CPI), industrial production index as a proxy for gross domestic product in relation to the index of the São Paulo Stock Exchange (Bovespa). The period of analysis corresponded to the months from January 1995 to December 2010, making a...
متن کاملcointegration relation among tepix and some of the macroeconomic variables
this paper is about cointegration relation among price index in tehran stock exchange (tepix) and some of the macroeconomic variables, including consumer price index (cpi), exchange rate, housing starts and industrial utilization starts. we are looking for a relation and also the direction of the causal effects among above mentioned variables, using quarterly data from 1369 to 1377. avoiding sp...
متن کاملTrivariate causality between economic growth, urbanisation and electricity consumption in Angola: Cointegration and causality analysis
This paper investigates the causal relationship between economic growth, urbanisation and electricity consumption in the case of Angola, while utilizing the data over the period of 1971–2009. We have applied Lee and Strazicich (2003. The Review of Economics and Statistics 63, 1082–1089; 2004. Working Paper. Department of Economics, Appalachian State University) unit root tests to examine the st...
متن کاملcohesion and cohesive devices in a contrastive analysis between ge and esp texts
the present study was an attempt to conduct a contrastive analysis between general english (ge) and english for specific purposes (esp) texts in terms of cohesion and cohesive devices. to this end, thirty texts from different esp and ge textbooks were randomly selected. then they were analyzed manually to find the frequency of cohesive devices. cohesive devices include reference, substitution, ...
15 صفحه اولthe relationship between learners critical thinking ability and their performance in the reading sections of the tofel and ielts test
the study reflected in this thesis aims at finding out relationships between critical thinking (ct), and the reading sections of tofel and ielts tests. the study tries to find any relationships between the ct ability of students and their performance on reading tests of tofel and academic ielts. however, no research has ever been conducted to investigate the relationship between ct and the read...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: PLoS ONE
سال: 2014
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0089765