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16 results for cointegration.

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Keyword    cointegration

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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: 1622Downloads: 1210
Co-integration Johansen test Engle-Granger test Dickey-Fuller test Granger causality time series analysis stock markets econometric.
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Estimation of Import Demand Function Using ARDL Method: Evidence from Nepal
by Kamal Raj Dhungel
International Journal of Econometrics and Financial Management. 2018, 6(2), 45-52. DOI: 10.12691/ijefm-6-2-3
Pub. Date: January 06, 2019Views: 4635Downloads: 3652
bound test cointegration long and short run elasticity coefficient equilibrium
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Effects of Interest Rate and Exchange Rate on the Stock Market Performance of Pakistan: A Cointegration Approach
by Waqar Khalid
Journal of Finance and Economics. 2017, 5(5), 219-232. DOI: 10.12691/jfe-5-5-4
Pub. Date: September 19, 2017Views: 12210Downloads: 7949
interest rate exchange rate market capitalization short-run long-run johansen approach error correction granger causality stock market Pakistan
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An Empirical Study of Inter-Sectoral Linkages and Economic Growth in India
by M. R. Singariya and S. C. Naval
American Journal of Rural Development. 2016, 4(4), 78-84. DOI: 10.12691/ajrd-4-4-1
Pub. Date: September 01, 2016Views: 10735Downloads: 8374
GDP agriculture industry services sector Cointegration and Vector Error Correction Model Impulse Response Function and Variance decomposition analysis
Abstract Full Text PDF (221 KB) Full Text HTML Full Text ePUB (441 KB)
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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: 20954Downloads: 16859
cointegation differencing growth money relationship
Abstract Full Text PDF (221 KB) Full Text HTML Full Text ePUB (193 KB)
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A Dynamic Panel Data Analysis for Relationship between Structural Policy and Economic Growth
by Wajdi Bardi, Tarek Sadraoui and Anouar Bardi
International Journal of Econometrics and Financial Management. 2016, 4(1), 1-10. DOI: 10.12691/ijefm-4-1-1
Pub. Date: January 22, 2016Views: 8990Downloads: 5762
structural policy economic growth dynamic panel data technological externality cointegration unit root test
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Relationships among Per Capita GDP, Agriculture and Manufacturing Sectors in India
by M. R. Singariya and Narain Sinha
Journal of Finance and Economics. 2015, 3(2), 36-43. DOI: 10.12691/jfe-3-2-2
Pub. Date: April 28, 2015Views: 22363Downloads: 16544Citations: 2
agriculture manufacturing sector Cointegration and Vector Error Correction Model Impulse Response Function and Variance decomposition analysis
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Cointegration and Price Discovery Mechanism of Major Spices in India
by P. K. Sahu, Soumik Dey, Kanchan Sinha, Herojit Singh and L. Narsimaiaha
American Journal of Applied Mathematics and Statistics. 2019, 7(1), 18-24. DOI: 10.12691/ajams-7-1-3
Pub. Date: December 28, 2018Views: 3118Downloads: 2365
agriculture commodity market cointegration econometrics price discovery VECM
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Why Segregating Cointegration Test?
by Alayande Semiu Ayinla
American Journal of Applied Mathematics and Statistics. 2018, 6(4), 121-125. DOI: 10.12691/ajams-6-4-1
Pub. Date: July 19, 2018Views: 2986Downloads: 2098
unit root cointegation
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Current Account Deficit Sustainability in CEMAC: A Threshold Cointegration Approach
by DIAKITE Ouei Karim and DRAMA Bédi Guy Hervé
Journal of Finance and Economics. 2017, 5(4), 171-178. DOI: 10.12691/jfe-5-4-3
Pub. Date: July 24, 2017Views: 5128Downloads: 3422
current account sustainability CEMAC threshold cointegration
Abstract Full Text PDF (211 KB) Full Text HTML Full Text ePUB (206 KB)
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