نتایج جستجو برای: johansen model
تعداد نتایج: 2104922 فیلتر نتایج به سال:
This study primarily focuses on the analysis of contributions foreign exchange reserve to economic growth Nepal by using time series data obtained from year 1975 2018 A.D. In order assess a relationship between these variables, statistical procedure unit root test, cointegration and Vector Error Correction Model (VECM) are applied. addition t-statistics, Wald-test for joint significance coeffic...
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...
in this thesis, we consider a mathematical model of cancer with completely unknown parameters. we study the stability of critical points which are biologically admissible. then we consider a control on the system and introduce situations at which solutions are attracted to critical points and so the cancer disease has auto healing. the lyapunov stability method is used for estimating the un...
We examine the nexus between oil price and exchange rate for Bangladesh economy by using annual data covering from 1980 to 2018. Given stationarity properties, Johansen cointegration ARDL bounds tests find a long-run cointegrating relationship variables. that granger causes in but not short-run. According DOLS DARDL model, an increase appreciates 0.40% 0.30%. argue central bank's proper monitor...
The present research is an effort to diagnose the exigent determinants of exports in Finland by using time series data from 1993-2020. study employs a vector-error correction model (VECM) Johansen technique for co-integration. empirical findings co-integration indicate existence significant relationship between and its various long run. results VECM revealed that exchange rate remittances are p...
This study examines the impact of government expenditure on economic growth in Nigeria using time series data spanning from 1980-2020. Variables used includes real gdp, final consumption and population rate. Augmented Dickey Fuller Philips-Perron unit root test for stationary variable, Johansen Co integration, Vector Error Correction Granger Causality tests were estimated. co integration result...
since its introduction in 1959, translation quality assessment (tqa) has been among the most addressed research topics in translation studies. during recent years, there has been a crucial increase on the study of tqa. various methods have come on scene. although these methods are based on scientific theories, most of them have remained at the level of theory. juliane house’s model is among tho...
Multivariate tests due to Johansen (1988, 1991) as implemented by Baillie and Bollerslev (1989a) and Diebold, Gardeazabal, and Yilmaz (1994) reveal mixed evidence on whether a group of exchange rates are cointegrated. Further analysis of the deviations from the cointegrating relationship suggests that it possesses long memory and may possibly be well described as a fractionally integrated proce...
We showcase the impact of Katarina Juselius and Søren Johansen’s contribution to econometrics using bibliometric data on citations from 1989 2017, extracted Web Science (WoS) database. Our purpose is analyze KJ SJ’s ideas applied methodological research in econometrics. To this aim, starting WoS data, we derived two composite indices whose disentangle authors’ their research. As number citing p...
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