نتایج جستجو برای: vecm vector error correction model

تعداد نتایج: 2542127  

2013
Manjari Srivastava Samveg Patel

The study investigates the effect of macroeconomic determinants on the performance of the Indian Stock Market using monthly data over the period January 1991 to December 2011 for eight macroeconomic variables, namely, Interest Rate, Inflation, Exchange Rate, Index of Industrial Production, Money Supply, Gold Price, Silver Price & Oil Price, and two stock market indices namely Sensex and S&P CNX...

2008
Mete Feridun

This study aims at investigating the nature of the causal relationship between immigration and two macroeconomic indicators, GDP per capita and unemployment, in Sweden using autoregressive distributed lag (ARDL) bounds testing procedure and Granger-causality within vector error correction model (VECM) based on annual data spanning the period between 1980 and 2004. Results of the ARDL bounds tes...

Journal: :Energies 2023

This empirical study investigates the dynamic interconnection between fossil fuel consumption, alternative energy economic growth and carbon emissions in China over 1981 to 2020 time period within a multivariate framework. The long-term relationships sequences are determined through application of Autoregressive Distributed Lag (ARDL) bounds test augmented by Johansen maximum likelihood procedu...

Journal: :journal of mining and environment 2015
m. j. babaei m. a. molaei a. dehghani

this study aims to estimate the function of copper consumption using the johansen approach in time series data, between 1991-2011 in iran. the literature review of specialized consumption and demand functions shows factors influencing the consumption of copper including copper price variables, aluminum price as a substitute commodity, oil price as a complementary commodity, and industrializatio...

Journal: :Theoretical Economics Letters 2022

This paper examines the effect of FDI on Congolese exports. study highlights analysis existing relationship between and Indeed, this has been carried out theoretically empirically by several authors who did not find unanimous results. Thus, some have found a substitution (negative effect) others, complementarity (positive effect). In our study, empirical was using vector error correction model ...

2013
Muhamad Abduh Said Brahim Mohd Azmi Omar

This study is aimed at examining the long run and short run relationships between both Islamic and conventional financial development with the economic growth in the Bahrain dual financial system. Using quarterly data (2000:1-2010:4) retrieved from Monthly Statistical Bulletin of Central bank of Bahrain (CBB) and International Financial Statistics (IFS) of International Monetary Funds (IMF), th...

Journal: : 2023

Although there have been trout subsidies in Türkiye for many years, the fact that production has below expectations, especially recent led to need investigate effects of subsidies. Thus, present study was conducted estimate long-run relationship among production, producer price, and subsidy Türkiye. The time-series data covering 1984-2016 regarding sales prices, were used. Vector Error Correcti...

Journal: :Jurnalku 2023

Community welfare is the main goal of economic development. Concrete efforts made by Provincial Government Banten continue to be improve in region. This study aims determine short-term relationship and long-term variables community indicators between districts/cities Province 2017-2021. type research quantitative with a descriptive approach, which systematically arranged numbers processed from ...

Journal: :Finansy: teoriâ i praktika 2022

The aim of this research is to assess the impact GST on India’s foreign trade. Bill implemented simplify complex tax system, allow commodities move effortlessly across state borders, reduce evasion, enhance compliance, raise revenues, encourage growth, boost exports, and attract investors by making it easier conduct business in India. author uses following methods scientific research: Augmented...

Journal: :Journal of Islamic Accounting and Business Research 2021

Purpose The purpose of this study is to develop, test and examine econometric methodology for Sharīʿah-compliant duration models Islamic banks. Design/methodology/approach research evaluates all existing from Sharīʿah’s perspective develops a four-stage framework testing models. consists multiple regression, Johansen co-integration, error correction model, vector model (VECM) threshold (TVECM)....

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