Results 11 to 20 of about 23,114,135 (294)
Banks’ Performance and Economic Growth in India: A Panel Cointegration Analysis
Economies, 2021 The banking sector plays a crucial role in the economic growth of a nation. The purpose of this study is to examine the long-term association between banks’ performance and the economic growth of a developing economy: India.
Md. Shabbir Alam +3 more
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Numerically stable cointegration analysis [PDF]
Computational Statistics & Data Analysis, 2002 The authors discuss the cointegration in non-stationary time series and their statistical analysis using vector autoregression. Restricting on a reduced rank situation the analysis can be performed using maximum likelihood methods that require the solution of a generalized eigenproblem.
Jurgen, A. Doornik, O'Brien, R.J.
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Government Spending and Economic Growth: A Cointegration Analysis on Romania
Sustainability, 2021 The purpose of our study is to identify the nature of the link between government spending and economic growth, in order to test the two theories of Wagner and Keynes, in the case of Romania.
C. Popescu, Laura Diaconu (Maxim)
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Explaining Cointegration Analysis: Part II [PDF]
The Energy Journal, 2001 We describe the concept of cointegration, its implications in modelling and forecasting, and discuss inference procedures appropriate in integrated-cointegrated vector autoregressive processes (VARs). Particular attention is paid to the properties of VARs, to the modelling of deterministic terms, and to the determination of the number of cointegration
Hendry, David F., Juselius, Katarina
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Explaining Cointegration Analysis: Part 1 [PDF]
The Energy Journal, 2000 'Classical' econometric theory assumes that observed data come from a stationary process, where means and variances are constant over time. Graphs of economic time series, and the historical record of economic forecasting, reveal the invalidity of such an assumption.
Hendry, D, Juselius, K
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The Analysis of the Impact of Depreciation on External Debt in Long Run: Evidence From Croatia [PDF]
Interdisciplinary Description of Complex Systems, 2018 The impact of exchange rate changes in small open economies has been a widely researched topic for decades. According to economic theory and relevant research, depreciation can have a positive impact on the economy through an increase in exports, and a ...
Irena Palić, Frane Banić, Laura Matić
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Likelihood analysis of seasonal cointegration [PDF]
Journal of Econometrics, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Johansen, Søren, Schaumburg, Ernst
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The Effect of Uncertains in European Economic Policies on the BIST 100 Index
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2021 Uncertainties are one of the factors affecting investors' investment decisions. In accordance with the wait-and-see policy, which is the best option for investors in an uncertain environment, investors can postpone their investment and consumption ...
Hakan Yıldırım, Saffet Akdağ
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Variations in male height during the epidemiological transition in Italy: A cointegration approach
Demographic Research, 2023 Background: The historical demography literature has a longstanding interest in establishing a connection between human body development and the living conditions experienced during infancy and childhood.
Francesca Tosi +2 more
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Exogeneity, Cointegration, and Economic Policy Analysis [PDF]
International Finance Discussion Papers, 1998 This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to the use of econometric models in policy analysis when the ...
Neil R. Ericsson +2 more
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