نتایج جستجو برای: vecm vector error correction model

تعداد نتایج: 2542127  

Journal: :Economic Modelling 2021

A credit guarantee scheme is a method for promoting lending to small and medium-sized enterprises (SMEs) by formal financial institutions. It reduces information asymmetry SMEs’ collateral burden, but at cost of fee. The paper provides theoretical model calculating the optimal In empirical part, this study examines whether selected macroeconomic variables health SMEs have statistically signific...

Journal: : 2022

From the 1990s to this day, taking into account increasing volume of international trade around world, a large number studies have emerged with relationship between economic growth and foreign as their research subject. Most these shown that liberalization positively correlates productivity in developing countries. The aim is determine interdependence changes gross domestic product Serbia perio...

Journal: :Jurnal ecodemica 2022

Developing countries such as Indonesia have the ambition to carry out structural transformations in order increase their economic growth. The transformation of economy from low-productivity agriculture high-productivity industrialization is seen a prerequisite for achieving sustainable growth, but there are concerns about impact on environment, especially context carbon emissions and climate ch...

Journal: :Journal of economics and international finance 2021

The main objective of this paper is to examine the effects interest rate on economic growth in Gambia over period 1993 2017. Vector E rror Correction Model (VECM) used check relationships between dependent variable (Gross Domestic Product) and independent variables (Real Effective Exchange Rate Real Interest Rate), both short-run long-run. Post estimation tests, including Lagrange Multiplier te...

Journal: :Studies in Business and Economics 2023

Abstract The study explores the most powerful between Bitcoin and Gold in boosting Shariah Equity Index Malaysia, United Arab Emirates, China, Indonesia, States of America (USA), Japan, Oman, Saudi Arabia short long term. uses analysis first second stages Granger Causality Test Vector Error Correction Model (VECM), then Impulse Response Function (IRF) Variance Decomposition (VDC) over period 20...

Journal: :Global Financial Accounting Journal 2022

Purpose- This study uses a VECM model that aims to see the short-run and long-term effects of managerial ownership, sales growth, free cash flow, asset structure against debt policy. Vector Error Correction Model (VECM) is can be used for time series data not stationary but has cointegration relationship where in included exogenous variables as additional regressors.
 Research Method- The ...

2012
ZUOQUAN ZHANG

Changes in stock price will be influenced by many aspects of factors. When we are predicting stock price, it is difficult to build a determined mathematical model between stock prices and these complex factors. This paper first utilizes ε − SVM (ε − support vector machine) to build a stock price prediction model. By fitting the prediction error sequence, we find the law factors, which the predi...

Journal: :Applied Ergonomics 2021

Advancements in sensing and network technologies have increased the amount of data being collected to monitor worker conditions. In this study, we consider use time series methods forecast physical fatigue using subjective ratings perceived exertion (RPE) gait from wearable sensors captured during a simulated in-lab manual material handling task (Lab Study 1) fatiguing squatting with intermitte...

Journal: :Journal of risk and financial management 2023

Fiscal policy is one of the most crucial areas government economic policy, and it has potential to influence growth any nation. According traditional Keynesian Ricardian theories, fiscal should not be pro-cyclical, counter-cyclical effective alternative. Furthermore, periodicity also heavily influenced by quality political institutions democracies. Thus, this paper examines relationship between...

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