نتایج جستجو برای: vecm vector error correction model
تعداد نتایج: 2542127 فیلتر نتایج به سال:
Penelitian ini bertujuan untuk menganalisis pengaruh harga emas, minyak dunia, dan nilai kurs rupiah terhadap saham sektoral BEI pada saat sebelum sesudah merebaknya pandemi Covid-19 di Indonesia. Data penelitian menggunakan data sekunder berupa mingguan Brent, dolar AS, serta variabel dummy periode Covid 19 Indonesia sebagai eksogen. Analisis dilakukan dengan menerapkan metode analisis Vector ...
Abstract The Covid-19 pandemic can affect the movement and prices of agricultural commodities, including red chili peppers as a result restrictions on community activities or lock-down. This study aims to empirically examine spatial integration four main markets for cayenne pepper in West Nusa Tenggara, namely Mandalika (Mataram City), Aikmel (East Lombok), Seketeng (Sumbawa), Amahami (Bima Cit...
This paper examines the effects of selected macroeconomic variables on the stock market index in Iran. Using quarterly data, we examine the relationships between the Tehran Stock Index (TSI) and five macroeconomic variables which consist of gross domestic product, nominal effective exchange rate, money supply, gold coin price and investment in housing sector from 1996:1 to 2008:1.Various e...
The Russian invasion of Ukraine on 24 February 2022 accelerated agricultural commodity prices and raised food insecurities worldwide. Russia are the leading global suppliers wheat, corn, barley sunflower oil. For this purpose, we investigated relationship among these four commodities and, at same time, predicted their future performance. series covers period from 1 January 1990 to August 2022, ...
This paper investigates the relationship between electricity consumption and economic growth by using Autoregressive Distributed Lag (ARDL) bounds testing approach and vector error-correction models (VECM) in Cameroon, Cote D'Ivoire, Congo, Ethiopia, Gabon, Ghana, Guatemala, Kenya, Senegal, Togo and Zambia for period 1970-2010. The ARDL results show that there is cointegration relation between ...
Profitability (ROA) study of the Indian pharmaceutical industry has been studied under dynamic conditions to avoid endogeneity issues. Vector Error Correction Mode (VECM) results suggest short-run and long-run dependency profitability on working capital intensity, research & development physical intensity. Physical intensity exhibited a negative impact ROA. Auto Regressive Distributed Lag (...
This study intends to analyze the impact of macroeconomic variables on indonesian sharia stock index. using vector error correction modeling (vecm) and variable money supply, industrial production index, consumer price exchange rate, bank interest rates, certificates as independent variables. findings / originality: results show that rate has a significant positive effect indonesia certificate ...
Recognizing the effective factors in the formation and fluctuations of the exchange rate in the long run, as well as knowing how the exchange rate influents from economic policies to align with the desired goals are among the necessities of a successful economic plan. Accordingly, this study investigates the long-term and short-term factors affecting the real exchange rate of Iran and estimates...
In economics, the investigation of association between government revenues (GR) and expenditures (GE) remains an essential discussion because its vital role in policy implication concerning Budget deficit. This paper aims to conduct a causal analysis these two fiscal variables (government revenue expenditure) using financial time-series data covering period from 1990 2019 Malaysia. The analyses...
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