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A Vector Autoregressive (VAR) Cointegration and Vector Error Correction Model (VECM) Approach for Financial Deepening Indicators AND Economic Growth in Nigeria
by H. A. Chamalwa and H. R. Bakari
American Journal of Mathematical Analysis. 2016, 4(1), 1-6. DOI: 10.12691/ajma-4-1-1
Pub. Date: March 29, 2016Views: 18704Downloads: 15111
cointegation differencing growth money relationship
Abstract Full Text PDF (221 KB) Full Text HTML Full Text ePUB (193 KB)
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