نتایج جستجو برای: vecm vector error correction model

تعداد نتایج: 2542127  

Journal: :Al-Kharaj : Jurnal Ekonomi, Keuangan dan Bisnis Syariah 2022

The purpose of this study was to determine and analyze the impact contribution non-bank financial industry (IKNB) non-Islamic banking on Indonesia's economic growth before during pandemic. variables used in are data total assets Sharia IKNB, Industrial Production Index (IPI) as a measure growth. research method is Vector Error Correction Model (VECM) using monthly time series from 2015 2021. re...

یکی از دغدغه­های اغلب کشورها، روبرو بودن با برخی فعالیت­های اقتصادی است که عموماً از دید ناظران رسمی به دور می­ماند. این فعالیت‌ها به نسبت حجمی که دارند می‌توانند موجب انحراف از تشخیص صحیح وضعیت و تجویز سیاست­های نادرست شوند. در این مطالعه پس از مروری کوتاه بر مفاهیم و ابعاد مختلف اقتصاد سایه‌ای سعی می‌شود تأثیر اندازه اقتصاد سایه‌ای بر رشد اقتصادی ایران طی دوره زمانی86-1351 با استفاده از تکنیک ...

Journal: :Journal of management and development studies 2021

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...

Journal: :Jurnal Agribisnis Terpadu 2022

The instability of rice prices in Banten Province is relatively large, the factor causing price fluctuations because production still depends on season. distribution information reference market often experiences a large difference from at follower level. This study aims to analyze pattern movements retail level, wholesaler level and producer province Banten; integration that occurs between use...

Journal: :Journal of economics, finance and management studies 2022

Global economic conditions are in turmoil due to the COVID-19 pandemic since 2019. Many policies implemented suppress spread of virus, which then has an impact on activity. It influences investors' attitudes and changes choices investing. This study aims analyze causal relationship between Indonesia Composite Index (ICI) gold prices, oil prices exchange rate (USD/IDR). used monthly data for per...

2017
Mehmet Eryiğit

Throughout history, investors have attempted to determine the future states and prices of instruments that they consider to invest in. Thus, various econometric models have been developed in order to determine the variables influencing the prices of investment instruments, as well as the relationships between such variables. The main aim of the present study was to examine the variables that ma...

Journal: :International journal of research in finance and management 2021

The present paper deals with the relationship between FDI, GDP, and DI using a vector error-correction model (VECM). empirical is based on quarterly data for period 2010-2019 in Uzbekistan. Granger causality test indicates positive significant bidirectional GDP causes FDI change indicate advance level of variance decomposition that fluctuations are explained by shocks (55.0 percent) Uzbekistan’...

2012
Ranjan Kumar Mohanty

The basic aim of the study is to examine both the short run and long run relationship between fiscal deficit and economic growth in India by covering the time period from 1970-71 to 201112. Johansen Cointegration test, Granger Causality test, And Vector Error correction Model (VECM) technique are adopted in order to examine the objectives of this study. The Johansen methodology confirms the exi...

Journal: :Jurnal Ekonomika Indonesia 2022

This study examined the effect of demographic bonuses, unemployment, and inflation on economic growth in Jambi Province. used secondary data from Central Bureau Statistics Province during 2000-2021. The were analyzed using Vector Error Correction Method (VECM). All tests this Stationarity Test, Lag Length Criteria VAR Stability Cointegration Granger Causality VECM Estimation. results showed tha...

Journal: :Theoretical Economics Letters 2021

The objective of this study is to analyze the effects trade openness on economic growth in Republic Congo over a period from 1986 2016. Following estimation Vector Error Correction Model (VECM), result shows that short and long term, negatively affects Congo. That means, does not benefit policy. This explained by strong dependence Congolese economy exports raw materials (natural resources). has...

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