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18 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: 9139Downloads: 9542
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: 12879Downloads: 12502
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: 22345Downloads: 17701
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: 20609Downloads: 18975
GDP agriculture industry services sector Cointegration and Vector Error Correction Model Impulse Response Function and Variance decomposition analysis
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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: 30818Downloads: 27151
cointegation differencing growth money relationship
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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: 13880Downloads: 10976
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: 32745Downloads: 27398Citations: 2
agriculture manufacturing sector Cointegration and Vector Error Correction Model Impulse Response Function and Variance decomposition analysis
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The Impact of Subprime Crisis on Conventional and Islamic Stock Market
by Majoul Neila
International Journal of Business and Risk Management. 2020, 3(1), 1-8. DOI: 10.12691/ijbrm-3-1-1
Pub. Date: October 29, 2020Views: 2264Downloads: 3329
cointegration Granger causality VECM Islamic indices subprime crisis
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Dynamic Linkages of Stock Market Sectors: Evidence from the Kenyan Stock Market
by Eddie Simiyu, Julius Korir and Gabriel Laiboni
Journal of Finance and Economics. 2020, 8(1), 33-39. DOI: 10.12691/jfe-8-1-5
Pub. Date: March 02, 2020Views: 3764Downloads: 3987
dynamic linkages sectoral indexes cointegration impulse response analysis forecast error variance decomposition
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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: 8666Downloads: 8134
agriculture commodity market cointegration econometrics price discovery VECM
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