iran is one of the most concentrated areas of afghan migrants and refugees. most afghans dispersed throughout the country mixed with iranian households. the majority of afghan immigrants are typically unskilled and illegal workers. this study aims at investigating the nature of the causal relationship between afghan immigrants and two main labor market indicators, average wages and unemployment...

this study uses vector error correction model to examine the effects of oilseeds, crude oil and vegetable oil tariffs on vegetable oil consumer price. monthly data sets for the years 2004-2013 and var and vecm models were applied for this study. research findings indicates only a long term equilibrium relation between the study variables .the effect of vegetable oil tariffs on consumer and prod...

abstract main objective of this paper is to investigate the impact of exchange rate misalignment on wheat’s producer estimates (pse), using the 1989-2007 period’s data. for this purpose, vector error correction model (vecm) along with the use of real exchange rate based on purchasing power party (ppp) was applied to estimate nominal equilibrium exchange rates. then, by using market price suppor...

Vector error -correction models (VECMs) have become increasingly popular in their applications to financial markets. Standard VECM models assume that the cointegrating vectors are of full rank such that they contain no zero elements. However, applications of VECM models to financial market data have revealed that zero entries are indeed possible. The existence of zero entries has not been fully...

The purpose of this study is to investigate the effect non-cash payment transactions on economic growth in Indonesia and see responses from supporting variables, such as velocity money price transactions. This involves a Vector Error Correction Model (VECM) analysis tool, using monthly time series data during 2009: 1 – 2017: 12. results show that instrument affects growth, especially Card-Based...

Penelitian ini bertujuan untuk mengetahui pengaruh luas lahan karet alam dan produksi terhadap ekspor di Indonesia tahun 1981-2020. menggunakan data sekunder 1981-2020 yang diperoleh dari Badan Pusat Statistik Indonesia. Metode analisis pendekatan Vector Error Correction Model (VECM). Hasil penelitian menunjukkan bahwa pada jangka pendek berpengaruh negatif Indonesia, sedangkan positif Sedangka...

Abstract This paper aims to model the joint dynamics of cryptocurrencies in a nonstationary setting. In particular, we analyze role cointegration relationships within large system vector error correction (VECM) framework. To enable analysis dynamic setting, propose COINtensity VECM, nonlinear VECM specification accounting for varying systemwide exposure. Our results show that are indeed cointeg...

Cocoa unrelentingly is a valuable crop and key foreign exchange earner in Ghana regarding other agricultural commodity exports. The focal drive of this study was to examine the impact macroeconomic variables including cocoa price bank specific characteristics on profitability during period 2010 2020. extends analysis cointegration, Vector Error Correction Model (VECM) with that impulse response...