in this paper, nonlinear adjustments and price transmission mechanism between the two levels of wholesale and retail for the egg market has been examined under the threshold vector error correction model (tvecm) framework using hansen and seo (2002)’s two-regimes). the unit root test showed that both wholesale and retail egg price series were integrated of order one . the johansen co-integratio...

Purpose The purpose of this paper is to assess the impacts on production five fruit crops from 1961 2018 energy use, CO 2 emissions, farming areas and labor force in China. Design/methodology/approach This analysis applied autoregressive distributed lag-bound testing (ARDL) approach, Granger causality method Johansen co-integration test predict long-term relation between variables. Four machine...

abstract consensus in the international community has grown over the past two years that hiv/aids poses a threat to development, security, and economic growth. a few studies over the last ten years have looked at the impact on workers and their employers. with momentum building to prevent new infections and treat those already afflicted, more information is needed to assess economic impacts and...

Price discovery function analyses the dynamics of futures and spot price behavior in an asset’s intertemporal dimensions. The present study examines bullion, metal, energy commodity prices through Granger causality Johansen–Juselius cointegration tests. test results show bidirectional between returns for gold, silver, aluminum, lead, nickel, zinc. Johansen shows that are long-run equilibrium pa...

An empirical study of peach supply response to own-price and yield in Colombia using time series data from 2000 2018 was undertaken. A quantitative, correlational non-experimental research design selected the Johansen´s co-integration as well vector error correction framework were employed. The Augmented Dickey-Fuller test showed that integrated order one confirmed existence a long-term relatio...

The study is devoted to assessing the causal relationship between financial development and economic growth in manufacturing sector of Azerbaijan, a country rich oil gas resources. covers quarterly data from 2005-2021. Johansen co-integration test Toda-Yamamota are used analyze temporal characteristics indicators. results showed that there no long run. Along with this, evidence was found indica...

Purpose: This study uses time series data ranging from 1981 to 2021 analyze the impact of crop production on gross domestic product (GDP) in Nigerian economy. The adopted ordinary least square techniques for regression analysis. Approach/Methodology/Design: variables were subjected unit root tests and found be stationary at first difference. Johansen co-integration was result posits a short-run...

This study analysed the impact of psychological and macroeconomic factors on share market returns its volatility in ASEAN countries. specifically investors’ sentiment inflation analyses by using Consumer Confidence Index Price indices. The data this is based 117 set from four countries over a 10 years period. uses Johansen cointegration test to evaluate long-run cointegrating relationship among...