نتایج جستجو برای: markov switching vector error correction model ms vecm

تعداد نتایج: 2728484  

Journal: :International Journal of Economic, Business, Accounting, Agriculture Management and Sharia Administration 2022

This study aims to determine the effect of Inflation, Investment, Government Expenditure and Poverty on Economic Growth in Indonesia 1999 - 2020. uses secondary data for 1999-2020 obtained from Indonesian Central Statistics Agency, NSWI BKPM, APBN KEMENKEU. The is analyzed using Vector Error Correction Model (VECM). results showed that, short run, inflation did not significantly affect economic...

2013
Mohd Tahir Ismail Abdul Rahman

It is well known that many countries around the world depend on the US as their major trade partner. As a result, if something does happen to US economy it surely will affect the economy of all these countries. In this study, we investigate the relationship between the US and four Asian emerging stock markets namely Hong Kong, India, South Korea and Malaysia using monthly data between 1996 and ...

Journal: :International Journal of Enviornment and Climate Change 2022

This study attempted to explore the interactive relations among agricultural labour wage rates in five neighbouring Indian states viz., Andhra Pradesh, Karnataka, Tamilnadu Telangana and Chhattisgarh using monthly time series data of 2005-2020. The objective this was examine degree integration labourers states. Integration with outside markets may partly mitigate costs climate change, as indivi...

Journal: :Media Trend 2022

The inflows of Foreign Direct Investment (FDI) to a country depend on many factorszzne the crucial factors is corruption index, which represents pivotal aspect in Global Competitiveness (GIC). This research analyzes impact perception index FDI Indonesia. Other variables affecting are Gross Domestic Product (GDP), inflation rate, and population. Vector Error Correction Model (VECM) used estimate...

Journal: :Journal of International Financial Markets, Institutions and Money 2019

Journal: :تحقیقات اقتصاد و توسعه کشاورزی ایران 0
حبیب اله سلامی استاد دانشکده اقتصاد و توسعه کشاورزی دانشگاه تهران حلیمه جهانگرد کارشناس ارشد اقتصاد کشاورزی دانشگاه تهران

the main objective of this study was to evaluate the response of consumers to changes in income and prices of chicken meat in the short run and long run. in order to achieve this goal, vector auto regression (var) and vector error correction model (vecm) have been applied to data since 1974 to 2007. impulse response function (irf) calculation indicated that past and present consumption of chick...

Countries typically use government fiscal and central bank monetary policy tools to achieve economic growth and development goals. On the other hand, due to the growing importance of international trade and interdependence of economies and also due to the importance of housing in the country's economy, this study will pay to examin the effects of monetary and fiscal policy variables and the imp...

2017
Mohamed Kadria

This paper aims to investigate the links between exchange rate pass-through (ERPT) and monetary policy. We examine the degree of ERPT to consumer prices for 11 emerging markets (6 inflation targeters and 5 non-inflation targeters) using both multivariate cointegrated VAR (CVAR) and impulse responses derived from the vector error correction model (VECM). Results of cointegration analyses suggest...

2013
Azra Khan

This present study empiricallyanalyzes the impact of fossil fuel energy consumption on CO2 emission for Pakistan using data from 1980-2010. Our broad objective is to test the environmental Kuznets curve (EKC) hypothesis and factors that affect the energy consumption. We have used Johansen Cointegrationapproach and a Vector Error Correction Model (VECM) to test the long run as well as short run ...

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