نتایج جستجو برای: vecm vector error correction model
تعداد نتایج: 2542127 فیلتر نتایج به سال:
one of the import indices of food security evaluation is food import capacity index. ratio of total exports to food imports is often thought to be a measure of the capacity of a country to finance its food imports using revenues from exports of goods and services. this study investigates food import capacity effects on rural households food security by calculated ahfci (aggregate household food...
رابطه مبادله میزان بهرهمندی از تجارت خارجی هر کشور را نشان میدهد. در این مقاله اثر جهانیشدن روی رابطه مبادله ایران بررسی شده است. بدین منظور، هر سه نوع رابطه مبادله خالص، ناخالص و درآمدی ایران در دوره 1340-1386 با استفاده از مدل خودرگرسیون برداری[1] بررسی شده است. از ویژگیهای مدل خودرگرسیون برداری داشتن ابزارهای مناسب مانند توابع ضربه-پاسخ و امکان تجزیه واریانس می باشد. در ادامه با استفاده ...
The purpose of this research is to analyze the causality and long-term relationship between economic growth, labor force inflation in Indonesia. This study uses secondary data obtained from World Bank form annual with a quantitative descriptive approach using Vector Error Correction Model (VECM). results showed that there was no causal growth but one-way labour inflation, namely affects force. ...
In pursuit to sketch the Pakistan USA Exchange Rate patterns for the duration of 1991M3 to 2010M5 using the CHEERS model, the role of Goods Market and Financial Market is implied through the Purchasing Power Parity (PPP) and Uncovered Interest Parity (UIP) respectively. The results using Vector Error Correction Model (VECM) revealed that both Parities work in combination with near unity elastic...
Sugarcane plays an important role in the government of Tanzania’s aim becoming sugar-sufficient; however, sugar production remains low country despite numerous interventions undertaken by successive governments. The study adopted vector error correction model (VECM) to examine acreage supply response sugarcane out-growers changes price and non-price factors using time-series data spanning 30 ye...
This study looks at the dynamic relationship between the Pakistani equity market and equity markets of Group of Eight countries (G8) which includes Canada, France, Germany, Italy, Japan, Russia, UK and USA by using weekly time series data starting from June 2004 to May 2009. Multivariate Co-integration approach by Johnson and Julius (1990) shows there exists no long-term relationship between th...
Abstract The maritime industry is significant to the growth and development of nations. relationship between shipping trade economic in Nigeria acknowledged literature. Still, need emphasise role import export volume exchange rate volatility Nigeria’s remains. level that a nation will derive from its ocean depends on volumes face volatility. Using Vector Error Correction Model, this study analy...
Asymptotic inference in nonlinear vector error correction models (VECM) that exhibit regime-specific short-run dynamics is nonstandard and complicated. This paper contributes the literature in several important ways. First, we establish the consistency of the least squares estimator of the cointegrating vector allowing for both smooth and discontinuous transition between regimes. This is a nonr...
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