العلاقــة بین التعلیم والبطالة فى مصر باستخدام التکامل المشترک وإختبار السببیة Causality Test Cointegration
نویسندگان
چکیده
منابع مشابه
A weighted symmetric cointegration test
Weighted symmetric estimation is employed to develop a new test for cointegration. Using Monte Carlo simulation, the resulting test is shown to possess greater power than alternative existing tests.
متن کاملCausality and Cointegration between Consumption and Gdp in 25 Oecd Countries: Limitations of the Cointegration Approach
A critical review of cointegration is presented in this paper, emphasizing some limitations of this approach to testing causal relations in Econometrics. We present an application of cointegration tests to the relation between Private Consumption and Gross Domestic Product in 25 OECD countries, during the period 1960-97, and the results confirm those limitations and the convenience of giving mo...
متن کاملIs OPEC a Cartel? Evidence from Cointegration and Causality Tests
The energy shocks of the 1970's had significant effects on the global economy. Were they engineered by an effective cartel of OPEC members acting to share the market by controlling output and influencing market prices? If OPEC was an effective cartel sharing the market among its members, there would be a long-run relationship between each member's individual production and total OPEC output. On...
متن کاملMeasuring the strength of cointegration and Granger- causality
This paper proposes a methodology that combines the use of Schwarz’s BIC in subset autoregression and subset transfer function identification along with the posterior odds ratio test developed by Poskitt & Tremayne (1987) in the context of testing for Granger-causality and cointegration tests. This approach provides a measure for the strength (decisiveness) of causality and cointegration betwee...
متن کاملCausality 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 کاملذخیره 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: مجلة الدراسات التجاریة المعاصرة
سال: 2017
ISSN: 2356-9263
DOI: 10.21608/csj.2017.90433