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Seasonal co-integration: An extention of the Johansen and Schaumburg approach with an exclusion test [PDF]
Panoeconomicus, 2009 In this paper, the Johansen and Schaumburg method for seasonal cointegration has been tried to be applied for testing an a priori hypothesized cointegrating money demand variable space.
Tasseven Ozlem
doaj +4 more sources
Cogent Economics and Finance, 2023 AbstractDevaluation of the currency has been stipulated and utilized increasingly as a stabilization device in developing countries. The Ethiopian government employed a devaluation policy to improve the export performance of the country. However, various literature demonstrates that the devaluation of the Ethiopian Birr (ETB) has an ambiguous effect on
Amsalu Dachito Chigeto
exaly +4 more sources
IMPACT OF FEMALE LABOR FORCE PARTICIPATION IN ECONOMIC DEVELOPMENT OF PAKISTAN
Reviews of Management Sciences, 2023 Purpose This paper tries to examine whether the labor force participation of the female population affects the growth of the economy. Methodology The sampling data was collected from the World Bank’s website from 1971 to 2018.
Amber Hasan
doaj +3 more sources
Finance and economic growth nexus: evidence from Gansu province in China [PDF]
E3S Web of Conferences, 2021 This study investigates the association between financial development and economic growth in the long run using the time series data from 1985 to 2018 in financially undeveloped Gansu province in China.
Zhang Changchuan
doaj +1 more source
Economies, 2023 The present study examines the relationship between FDI inflows and export performance in Bangladesh by considering the issue of structural breaks utilizing annual time-series data from 1972 to 2019.
Sayed Farrukh Ahmed +2 more
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Effect of climate change on fruit by co-integration and machine learning [PDF]
International Journal of Climate Change Strategies and Management, 2021 Purpose – The purpose of this paper is to assess the impacts on production of five fruit crops from 1961 to 2018 of energy use, CO2 emissions, farming areas and the labor force in China.
Tamoor Khan +5 more
doaj +1 more source
TESTING THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICE IN THE ASEAN COUNTRIES
Economic Journal of Emerging Markets, 2011 The aim of this paper is to investigate the statistical relationship between stock prices and exchange rates in ASEAN from 1993–2006. Using Engle-Granger test, it finds that the re-lationship between stock prices and exchange rates is characterized by a ...
Dwipraptono Agus Harjito
doaj +7 more sources
MESUEARING THE IMPACT OF RENEWABLE ENERGY CONSUMPTION ON ECONOMIC GROWTH IN EGYPT [PDF]
Journal of Environmental Science, 2019 This research aims to examine the Impact of Renewable Energy Eonsumption on Economic Growth in Egypt. It depended on using quantitative method. Vector Auto Regressive (VAR) analysis was adopted based on yearly data for the period (1990-2017).
M. A. M. Selim Noha +3 more
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The cyclicality of government expenditure in developing country: the case of Indonesia
Economic Journal of Emerging Markets, 2014 This paper analyzes the cyclicality and the relationship between government expenditure and output of Indonesia, 1999-2012 using Johansen co-integration test and the error correction model.
Haryo Kuncoro
doaj +13 more sources
The Role of Tourism in Economic Growth: Empirical Evidence from Saudi Arabia
Economies, 2021 Tourism is vital to the success of many economies worldwide and has been a widely researched area for many years. Unfortunately, an insufficient number of studies have been conducted on this subject in the context of Saudi Arabia.
Sana Naseem
doaj +1 more source