نتایج جستجو برای: vecm vector error correction model

تعداد نتایج: 2542127  

Journal: :SAGE Open 2023

This study investigates the dynamics of fiscal policy and economic stabilization using a panel dataset from Sub-Saharan Africa (SSA) sourced World Development Indicators (WDI) between 1985 2019. The utilized vector error correction model (VECM) rather than autoregression (PVAR) after ascertaining presence cointegrating equations (existence long-run relationships). Also, both homogenous heteroge...

Journal: :Transekonomika Akuntansi Bisnis dan Keuangan 2022

Economic growth is a goal that every country wants to achieve. in Indonesia influenced by many factors. This study aims analyze the effect of exchange rate, population and inflation on economic for period 1990-2019. The method used this research Vector Error Correction Model (VECM) after it known there cointegration VAR model testing. From results, stated Consumer Price Index (CPI) variable has...

Journal: :Journal of innovation in business and economics 2022

This study investigates the short and long-term relationships between monetary policy economic growth in Indonesia. The vector error correction model (VECM) applies to tackle research objective use quarterly data from 2004 2019. result shows a significant negative effect of inflation term, other variables are insignificant. Inflation exchange rate have positive impact long money supply has coef...

Journal: :تحقیقات اقتصاد و توسعه کشاورزی ایران 0
حمید امیرنژاد دانشیار گروه اقتصاد کشاورزی، دانشگاه علوم کشاورزی و منابع طبیعی ساری فاطمه مزرعه دانشجوی کارشناسی ارشد اقتصاد کشاورزی، دانشگاه تربیت مدرس حامد نویدی کارشناس ارشد اقتصاد کشاورزی، دانشگاه تربیت مدرس

the dependence of iran's economy to oil revenues and affecting the political and economic issues on income have caused the vulnerability of the economy. one way to meet these challenges is expanding such products, on the one hand improving the domestic economy and on the other hand increasing the exports. among the agricultural products, medicinal plants have a special role in the domestic...

2013
Zsófia Komuves Miguel D. Ramirez Zsofia Komuves

This paper investigates the important question of what relationship, if any, exists between economic infrastructure, gross fixed capital formation, and FDI inflows to Hungary during the 1995-2012 period. Although this question has great significance from an economic policy standpoint, there has been little to no empirical analysis undertaken so far in the case of transition economies such as Hu...

Journal: :Asian Journal of Economics and Banking 2022

Purpose This paper investigates the relationship between domestic gold prices and inflation in Vietnam based on monthly series of price index consumer over period December 2001–July 2020. Design/methodology/approach The co-integration is examined within autoregressive distributed lag-error correction (ARDL bounds testing) framework. also applies vector error model (VECM) impulse response functi...

2012
Wooyoung Park Ufuk Devrim Demirel

Applying Johansen cointegration test to U.S. annual data constructed from the EU KLEMS database, the paper documents that the productivities of consumption-goods and equipmentgoods sector are cointegrated. It confirms further, using the non-linear cointegration test framework developed by Kapetanios et al. (2006), that the cointegrating relation is non-linear. The cointegration of sectoral prod...

Journal: :INTERNATIONAL JOURNAL OF MANAGEMENT, FINANCE AND ACCOUNTING 2021

Since 2000, the ratio of debt to income among Malaysian households has been showing an upward trend. This paper examines factors affecting accumulation household loansinto two main categories, housing loans and consumption loans. The purpose this separation is study impact savings on individually, which not researched in a context prior this. By adopting Vector Error Correction Model (VECM), we...

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