Abstract—The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statist...

Attainment of 70 years life expectancy by 2020 is one of the millennium development goals in Nigeria. This study examined the socio-economic determinants of life expectancy in Nigeria using data from 1980-2011. Judging from the endogeneity feature of the variables, A VAR and VECM frameworks were employed. Socio-economic features were proxy by secondary school enrolment, government expenditure o...

In this paper, for the first time, we investigate relationship between infrastructure and sectoral distribution of FDI inflow in China. We use Estimating Autoregressive Distributed Lag (ARDL) bound testing Vector Error Correction Model (VECM) procedures estimation. To unmask shortcomings previous literature, a composite index with more than 30 indicators. The results show that there is long-run...

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...

This paper investigates the relationship between natural gas consumption, price, crude oil Foreign direct Investment and per capita GDP in Nigeria to ascertain their causal effects dependencies by using time series data from 1990 2020 an econometric platform Vector Error Correction model (VECM). The result of VECM estimate, Granger causality test Variance decomposition all suggest presence a st...

This study aims to analyze in depth the influence of Third Party Funds (DPK), Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Deposit (FDR), and Inflation Rate on Profit Sharing at Islamic Commercial Banks Indonesia . uses secondary data. a quantitative descriptive approach using Vector Error Correction Model (VECM). The results this research data processing indicate that Granger ...

This study aims to analyze the influence of macroeconomic factors on Indonesia's international trade. The variables in this are trade values, exchange rates, exports, imports, Gross Fixed Capital Formation (GFCF), Domestic Income (GDP), and foreign investment (FDI). method used is Vector Error Correction Model (VECM). VECM analysis long- short-term relationships. relationship studied between in...