This study intends to examine the effects of political unrest and government infrastructure spending on economic growth in Democratic Republic Congo between 1980 2020. is being done assess relationship public DRC as well impact that instability has relationship. According findings an econometric regression employed estimation techniques ranging from most basic reliable, such ordinary least squa...

Sukuk Retail SR008 was issued in 2016 as one of instrument to finance government deficit spending . reported have the largest number investors and total issuance history retail sukuk Indonesia. This study investigates effect internal external variables on trading volume short long term. Using a montly data from June February 2019 use Vector Error Correction Model (VECM), independent used this a...

This study aims to analyze the impact of Indonesia-Japan Economic Partnership Agreement (IJEPA) bilateral trade agreement on Indonesia's export value in long term. The secondary data time series used for research is from 2005Q1 2019Q4, and method employed VECM (Vector Error Correction Model). results analysis show that IJEP has a significant negative effect, inflation variable positive FDI exch...

We analyze the dynamic interaction of Japan’s total factor productivity (TFP), GDP, stocks domestic and foreign private public as well mission-oriented R&D, called GBARD in OECD statistics, a vector-error-correction model (VECM) for Japan with stock data period 1987–2016. Permanent policy changes show following main results: (i) R&D each encourage growth rates other TFP (ii) all have high inter...

Indonesia has had the critical issue of economic growth in last ten years which trend was declining year by year, 2011 GDP YoY 6.5% then declined become 5% 2019 (before Covid-19 pandemic) and worst Pandemic Era -5.3%. This research aims to provide an understanding effect short term long Financial Innovation, Stock Market Cryptocurrency on Indonesia's using Vector Error Correction Model (VECM) m...

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...

This paper analyses the shortand long-term relationships between hedge funds and traditional financial assets for the main emerging market regions of Asia, Latin America, and Eastern Europe by using multivariate cointegration analysis. Because cointegrated assets are tied together over the long term, a portfolio consisting of these assets lowers uncertainty and should therefore be preferred by ...

This study examined the relationship between public expenditure and economic development in Sub-Saharan African nations using time series data from 1970 to 2021. The employed Vector Error Correction Model (VECM) Granger Causality approaches, leveraging variables such as real GDP per capita aggregate expenditure. short long run outcomes show that government has a negative impact on development. ...

China has adopted a gradualism principle in establishing its carbon emission trading system from the regional pilot markets to national one. In view of huge market potential and large differences across China, this paper applies cointegration test VECM (Vector Error Correction Model) investigate long-run trends price dynamics markets. The results show that prices form three exhibit mean-reversi...

This study examined oil price influence on the Nigeria exchange rate volatility spanning retro of thirty five (35) years. The Simultaneous equation modeling Granger causality test and Vector Error Correction Model (VECM) techniques were adopted, to analyzed data stream from 1983 – 2019. A dynamic framework analysis that includes unit root, descriptive statistics co-integration preliminary carri...