نتایج جستجو برای: johansens co integration technique
تعداد نتایج: 1131831 فیلتر نتایج به سال:
in view of the importance of the meat imports and the exports of meat in iran, this study focuses on the status of the global market of meat imports the unit price test in these markets between the years 1961 and 2011 using the market cointegration approach. the results of this study are indicative of prices co-integration in the international market of meat as well as among such major importer...
we develop and apply the product integration method to a large class of linear weakly singular volterra systems. we show that under certain sufficient conditions this method converges. numerical implementation of the method is illustrated by a benchmark problem originated from heat conduction.
this article uses seasonal integration and co integration techniques to test the hypothesis of neutrality of money, using data from the iranian economy. seasonal data for the three variables of money supply, output and prices show that (increase in) money supply and the price level are co integrated at zero frequency, but one does not see such a relationship between (increase in) money supply a...
In this paper, a co-design method and a wafer-level packaging technique of a flexible antenna and a CMOS rectifier chip for use in a small-sized implantable system on the brain surface are proposed. The proposed co-design method optimizes the system architecture, and can help avoid the use of external matching components, resulting in the realization of a small-size system. In addition, the tec...
the computational method based on using the operational matrix of anorthogonal function for solving variational problems is computeroriented. in this approach, a truncated hartley series together withthe operational matrix of integration and integration of the crossproduct of two cas vectors are used for finding the solution ofvariational problems. two illustrative examples are included todemon...
the impact of price changes (at a level of market) on the other market levels (transfer of prices) will affect welfare of producers, marketing agents as well as consumers. in this study, asymmetric tea market is investigated through an application of johansen co-integration analysis and error correction model (ecm model) to time series of 1976-2009. co integration method used in the import mark...
we develop and apply the product integration method to a large class of linear weakly singular volterra systems. we show that under certain sufficient conditions this method converges. numerical implementation of the method is illustrated by a benchmark problem originated from heat conduction.
Based on Luttinger’s formulation the complex optical conductivity tensor is calculated within the framework of the spin–polarized relativistic screened Korringa–Kohn–Rostoker method for layered systems by means of a contour integration technique. For polar geometry and normal incidence ab–initio Kerr spectra of multilayer systems are then obtained by including via a 2× 2 matrix technique all mu...
The Indian Banking landscape is vast and complex. monolithic public sector banks single unit co-operative comprise two distinct ends of the spectrum, with private banks, regional rural foreign populating intermediate space. complexity banking system can be assessed from its pure bandwidth, straddling 21 SBI seven associates, 25 29 around 100 1800 urban banks. Between them, these have deposits R...
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