Journals A-Z
All Subjects
Free Journals
sciepub.com

20 results for cointegration.

Parameters for your search query:
Keyword    cointegration

Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 11919Downloads: 12654
Co-integration Johansen test Engle-Granger test Dickey-Fuller test Granger causality time series analysis stock markets econometric.
Abstract Full Text PDF (282 KB) Full Text HTML Full Text ePUB (433 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 16262Downloads: 15989
bound test cointegration long and short run elasticity coefficient equilibrium
Abstract Full Text PDF (410 KB) Full Text HTML Full Text ePUB (333 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 25744Downloads: 21238
interest rate exchange rate market capitalization short-run long-run johansen approach error correction granger causality stock market Pakistan
Abstract Full Text PDF (333 KB) Full Text HTML Full Text ePUB (303 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
Financial Integration of African and Asian Capital Markets During Pre- and Post-Global Financial Crisis
by Amalendu Bhunia
Journal of Finance and Economics. 2025, 13(1), 57-62. DOI: 10.12691/jfe-13-1-5
Pub. Date: March 05, 2025Views: 17Downloads: 103
Financial Integration African Markets Asian Markets Global Financial Crisis Cointegration Vector Autoregression (VAR)
Abstract Full Text PDF (172 KB) Full Text HTML Full Text ePUB (97 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 24024Downloads: 22681
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)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 35099Downloads: 31641
cointegation differencing growth money relationship
Abstract Full Text PDF (221 KB) Full Text HTML Full Text ePUB (193 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 16138Downloads: 13408
structural policy economic growth dynamic panel data technological externality cointegration unit root test
Abstract Full Text PDF (201 KB) Full Text HTML Full Text ePUB (161 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 36860Downloads: 31980Citations: 2
agriculture manufacturing sector Cointegration and Vector Error Correction Model Impulse Response Function and Variance decomposition analysis
Abstract Full Text PDF (360 KB) Full Text HTML Full Text ePUB (245 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
Investigating the Impact of Taxation Revenue Management and Its Implications on the Sustainability of Nigerian Economic Growth
by R. T. Temerigha, J. Iworiso and B. Idiko
International Journal of Business and Risk Management. 2021, 4(1), 25-41. DOI: 10.12691/ijbrm-4-1-4
Pub. Date: September 27, 2023Views: 1835Downloads: 4097
taxation regression time series cointegration ADF economic growth
Abstract Full Text PDF (480 KB) Full Text HTML Full Text ePUB (360 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
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: 3983Downloads: 5438
cointegration Granger causality VECM Islamic indices subprime crisis
Abstract Full Text PDF (269 KB) Full Text HTML Full Text ePUB (184 KB)
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types