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...

In structural vector autoregressive (SVAR) analysis a Markov regime switching (MS) property can be exploited to identify shocks if the reduced form error covariance matrix varies across regimes. Unfortunately, these shocks may not have a meaningful structural economic interpretation. It is discussed how statistical and conventional identifying information can be combined. The discussion is base...

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 ...

In this article we present a novel method for automatic pronunciation error detection of children’s speech. A phone graph is generated from the audio segment and augmented if necessary with alignments of phonetic transcriptions of the word to score. This graph is used for extracting phone-level features using conventional HMM/GMM acoustic scores and Support Vector Machine (SVM) classifiers acti...

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...

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...