This research study examined the effect of foreign remittances and economic growth on poverty in Pakistan. Annual time series data was analyzed for the time period 1978 to 2010. Augmented Dickey-Fuller and Philips-Perron confirmed the problem of non-stationarity at level. This problem was eliminated by taking first difference of all variables. Johansen-juselius co-integration test was applied f...

Abstract Research background: The aim of this paper is to examine the long run relationship among oil prices and Algerian Dinar exchange rate over period January 1995–February 2020 in Algeria as one most important oil-exporting countries OPEC members. Purpose: This study investigated co-integration between by testing long-run two variables their positive negative shocks. methodology: applied bo...

health can affects human abilities, functions and even his life quality, and hence has important role in determination of human capital through production processes. the aim of this study is to examine the effect of income inequality on selected health indices in iran during 1976-2007. in this study an attempt has been made to analyze the relationship between income inequality and the both of l...

This paper investigates the existence of trade-off relationship between unemployment and inflation in the Jordanian economy between 1984 and 2011. Each of Granger-causality test is adopted to check relationship between variables and the direction of causation. Since these techniques are sensitive to stationary, integration and co-integration of the variables ADF and PP tests is applied to test ...

The aim of this research is to assess the impact GST on India’s foreign trade. Bill implemented simplify complex tax system, allow commodities move effortlessly across state borders, reduce evasion, enhance compliance, raise revenues, encourage growth, boost exports, and attract investors by making it easier conduct business in India. author uses following methods scientific research: Augmented...

• Macroeconomic background – Sims (1980) – Stock and Watson (1988) • Vector Autoregressions 1. Stationarity vs. nonstationarity 2. Structural models 3. Dynamic experiments 4. Estimation – Lütkepohl (1991), chapter 2 – Hamilton (1994), chapter 11 – Sims (1980) – Cooley and LeRoy (1985) – Runkle (1987) • Cointegration and Common Trends – Johansen and Juselius (1990) – King, Plosser, Stock, and Wa...

This paper investigates the relationships between stock market indices and four macroeconomics variables, namely crude oil price (COP), money supply (M2), industrial production (IP) and inflation rate (IR) in China and India. The period covers in this study is between January 1999 to January 2009. Using the Augmented Dickey-Fuller unit root test, the underlying series are tested as non-stationa...

The purpose of this study is to contribute further on the twin deficits debate in a developing economy. The data for Malaysia over four decades is used as a case study. Empirical result obtained from the Johansen-Juselius (1990) cointegration test indicates that budget deficit and current account deficit do not contain common stochastic trend in the long run. However, the findings from the Gran...