نتایج جستجو برای: johansen co
تعداد نتایج: 333820 فیلتر نتایج به سال:
This study aims to evaluate the link between economic growth and consumer price index (CPI) in Japan for the period of 1980-2014. Initial series were adjusted for stationarity using the Augmented Dickey- Fuller (ADF) test for unit root followed by the application of Johansen Co-integration Test in order to examine the long-run relationship among the variables, while the causalities were evaluat...
This paper examines the causal relationship between energy use and real GDP for the period 1967-2002 in Iran. The results of Phillips- Perron test indicate that the real GDP and the four categories of energy, i.e. coal, oil, gas, and hydroelectric energy are integrated of order one. Besides, the Johansen — Juselius maximum likelihood co- integration tests imply the existence of Granger causalit...
Currently, no approved therapeutics exist to treat or prevent infections induced by Ebola viruses, and recent events have demonstrated an urgent need for rapid discovery of new treatments. Repurposing approved drugs for emerging infections remains a critical resource for potential antiviral therapies. We tested ~2600 approved drugs and molecular probes in an in vitro infection assay using the t...
the focal objective of this study is to analyze and explore the co-movement of pakistan stock market (kse-100) with the stock market of developed countries (us, uk, canada, australia, germany, japan, france and neither land) which have portfolio investment in pakistan by applying co-integration approach using johansen and juselius multivariate and bi variate co-integration. secondary data of st...
In a series of papers based on analogies with statistical physics models, we have proposed that most financial crashes are the climax of so-called log-periodic power law signatures (LPPS) associated with speculative bubbles [Sornette and Johansen, 1998, Johansen and Sornette, 1999, Johansen et al., 1999, Johansen et al., 1999, Sornette and Johansen, 2001]. In addition, a large body of empirical...
Seasonal co-integration: An extention of the Johansen and Schaumburg approach with an exclusion test
Impacts of Foreign Direct Investment on Economic Growth of Nepal: A Johansen Co-integration Analysis
This research study analysed the impacts of FDI on Nepalese economy using data over period 1995- 2020. The descriptive and analytical design has been used. To quantify effects independent variables dependent variable, are taken from secondary sources Nepal Rastra Bank ministry finance were employed to measure variables. In order interpret data, acquired by E-views Statistical Package version 10...
this paper examines the causal relationship between energy use and real gdp for the period 1967-2002 in iran. the results of phillips- perron test indicate that the real gdp and the four categories of energy, i.e. coal, oil, gas, and hydroelectric energy are integrated of order one. besides, the johansen — juselius maximum likelihood co- integration tests imply the existence of granger causalit...
the impact of price changes (at a level of market) on the other market levels (transfer of prices) will affect welfare of producers, marketing agents as well as consumers. in this study, asymmetric tea market is investigated through an application of johansen co-integration analysis and error correction model (ecm model) to time series of 1976-2009. co integration method used in the import mark...
The present paper is aimed at studying the nature of the causal relationship between stock prices and macroeconomic variables in India, if any such relationship exists. For this purpose the techniques of unit– root tests, cointegration and the Granger causality test have been applied between the NSE Index ‘Nifty’ and the macroeconomic variables, viz., Real effective economic rate (REER), Foreig...
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