The basic aim of the study is to examine both the short run and long run relationship between fiscal deficit and economic growth in India by covering the time period from 1970-71 to 201112. Johansen Cointegration test, Granger Causality test, And Vector Error correction Model (VECM) technique are adopted in order to examine the objectives of this study. The Johansen methodology confirms the exi...

This study examined the effect of demographic bonuses, unemployment, and inflation on economic growth in Jambi Province. used secondary data from Central Bureau Statistics Province during 2000-2021. The were analyzed using Vector Error Correction Method (VECM). All tests this Stationarity Test, Lag Length Criteria VAR Stability Cointegration Granger Causality VECM Estimation. results showed tha...

The objective of this study is to analyze the effects trade openness on economic growth in Republic Congo over a period from 1986 2016. Following estimation Vector Error Correction Model (VECM), result shows that short and long term, negatively affects Congo. That means, does not benefit policy. This explained by strong dependence Congolese economy exports raw materials (natural resources). has...

Tax compliance is an important indicator for the proper functioning of tax authority, influencing budget revenue level. In this study, a Vector Error Correction Model (VECM) analysis was developed to identify long-term relationships between in individual income taxation (taxpayer’s behavior), public trust politicians (trust authorities), and rule law (power using unbalanced panel data European ...

This study evaluated factors influencing export performance of ginger (Zinbiger officinale) in Nigeria. Specifically, the research was designed to achieve following objectives: examine short run equilibrium relationships between test variables; evaluate long and determine linear – interdependence ginger. The variables under considerations were quantity officinale), exchange rate, interest ratio...

Abstract Forecasting time series commonly shows non-stationer behavior and involves interrelated variables, so a method that able to obtain good forecasting result from non-stationary multivariate data is needed. Vector Error Correction Model (VECM) as one of model vector form restricted Autoregressive (VAR) for which has Cointegrity relationship. Prices agricultural commodities futures usually...

Beaudry and Portier (2006) propose an identification scheme to study the effects of news shocks about future productivity in Vector Error Correction Models (VECM). This comment shows that their methodology does not have a unique solution, when applied to their VECMs with more than two variables. The problem arises from the interplay of cointegration assumptions and long-run restrictions imposed...

In the face of pandemics like COVID-19 today, environmental issues such as green innovation become very important, because companies with high levels social and awareness indicate that are more resilient. This study aims to analyze impact on financial performance. uses Vector Error Correction Model (VECM) a data analysis method purposive sampling get 48 samples 336 observations. The results thi...

exchange rate volatility is one of the effective and ambiguous factors in agricultural product export. considering the importance of agricultural trade to avoid single-product economy, the main aim of this study was to investigate the impact of exchange rate volatility on the raisin export of iran during the years1959-2011. for this purpose, exchange rate volatility index was estimated using mo...

The paper examined how the growth of foreign grants and gross fixed capital formation impact GDP in Bangladesh. We studied relationships between those variables for a period spanning 1983 2017. Johansen cointegration test indicated that there is long-run relationship variables. Therefore, by employing vector error correction model (VECM), we found previous year’s divergence adjusted 69% followi...