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10 results for co-integration.

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Keyword    co-integration

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Cointegration Analysis of Major African Stock Markets
by Jimbo Henri Claver, Bruno Dinga, Fono Louis, Shu Felix and Andjiga Gabriel
International Journal of Econometrics and Financial Management. 2019, 7(1), 37-45. DOI: 10.12691/ijefm-7-1-5
Pub. Date: September 20, 2019Views: 15779Downloads: 18152
Co-integration Johansen test Engle-Granger test Dickey-Fuller test Granger causality time series analysis stock markets econometric.
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Application of Co-integration and Causality Analysis for Expenditure of International Tourists’ Arrival in Nepal
by Basanta Dhakal
American Journal of Applied Mathematics and Statistics. 2016, 4(5), 149-153. DOI: 10.12691/ajams-4-5-2
Pub. Date: October 12, 2016Views: 24166Downloads: 23490
co-integration dickey fuller test granger causality length of stay
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Estimation of Short and Long Run Equilibrium Coefficients in Error Correction Model: An Empirical Evidence from Nepal
by Kamal Raj Dhungel
International Journal of Econometrics and Financial Management. 2014, 2(6), 214-219. DOI: 10.12691/ijefm-2-6-1
Pub. Date: October 26, 2014Views: 58012Downloads: 34004Citations: 3
electricity consumption foreign aid co-integration short run long run error correction
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Factors Affecting Tax Collection in Pakistan: An Empirical Investigation
by Azka Amin, Abdul Majeed Nadeem, Sadia Parveen, Muhammad Asif Kamran and Sofia Anwar
Journal of Finance and Economics. 2014, 2(5), 149-155. DOI: 10.12691/jfe-2-5-3
Pub. Date: June 13, 2014Views: 57758Downloads: 47551Citations: 2
corruption political instability direct tax indirect tax ARDL co-integration
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Effect of Budget Deficit on Trade Deficit in Pakistan (A Time Series Analysis)
by Muhammad Kashif Tufail, Dr. Sofia Anwar, Syed Hassan raza and Khawar Abbas
Journal of Finance and Economics. 2014, 2(5), 145-148. DOI: 10.12691/jfe-2-5-2
Pub. Date: May 12, 2014Views: 35081Downloads: 29464Citations: 4
budget deficit trade deficit ADF johansen co-integration error correction model granger casualty
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Monetary Transmission Mechanism: Empirical Evidence from Eurozone
by Nahid Kalbasi Anaraki
Journal of Finance and Economics. 2019, 7(3), 88-92. DOI: 10.12691/jfe-7-3-2
Pub. Date: July 22, 2019Views: 12602Downloads: 12884
Federal Funds Rate (FFR) London Interbank Offered Rate (LIBOR) pass-through effect monetary policy transmission channel Vector Error Correction (VEC) Model Co-integration Structural VAR
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Assessing Rice Market Competitiveness in the Greater Accra Region of Ghana
by Kofi Kyei and Kenichi Matsui
Journal of Food Security. 2019, 7(2), 33-35. DOI: 10.12691/jfs-7-2-1
Pub. Date: March 10, 2019Views: 11854Downloads: 12784
rice market granger causality Johansen co-integration Greater Accra Ghana
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An Econometric Analysis on the Relationship between Tourism and Economic Growth: Empirical Evidence from Nepal
by Kamal Raj Dhungel
International Journal of Econometrics and Financial Management. 2015, 3(2), 84-90. DOI: 10.12691/ijefm-3-2-5
Pub. Date: February 15, 2015Views: 29427Downloads: 26890Citations: 2
Tourism earning tourism income elasticity co-integration error correction
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Does Remittance in Nepal Cause Gross Domestic Product? An Empirical Evidence Using Vector Error Correction Model
by Kamal Raj Dhungel
International Journal of Econometrics and Financial Management. 2014, 2(5), 168-174. DOI: 10.12691/ijefm-2-5-1
Pub. Date: September 05, 2014Views: 29577Downloads: 25106Citations: 6
short and long run causality remittance co-integration stationary
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Econometric Analysis of Retail Prices of Major Agricultural Food Commodities in Dire Dawa City Administration, Ethiopia
by Dufera Tejjeba Kebede and Desa Daba Fufa
World Journal of Agricultural Research. 2020, 8(1), 6-11. DOI: 10.12691/wjar-8-1-2
Pub. Date: January 08, 2020Views: 11099Downloads: 11421
co-integration retail price stationarity vector error correction
Abstract Full Text PDF (267 KB) Full Text HTML Full Text ePUB (153 KB)
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