Results 11 to 20 of about 4,666 (253)

Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation [PDF]

open access: yesRevista Română de Statistică, 2017
This paper investigates the finite sample performance of power and size properties of several major co-integration tests using simulation analysis. These tests include; the co-integration Regression Durbin-Watson test (CRDW), Eagle-Granger test, Dicky ...
Osabuohien-Irabor Osarumwense   +1 more
doaj   +1 more source

The Determinants of Foreign Direct Investment Inflows in South Africa: An Application of the Johansen Co-integration Test and VECM

open access: yesJournal of Economics, 2016
This study attempts to identify the determinants of FDI inflows into South Africa using quarterly data for the period from 1980 to 2012.
A. Majavu, F. M. Kapingura
openaire   +1 more source

Integration of prices in major markets of onion and potato in India

open access: yesThe Indian Journal of Agricultural Sciences, 2021
Among the vegetable crops, onion and potato prices are more unstable due to seasonality of production, perishable nature, production uncertainty etc.
NANDINI SAHA   +5 more
doaj   +1 more source

The Relationship Between Public Expenditure and Economic Growth In Kosovo: Findings from a Johansen Co-Integrated Test and a Granger Causality Test

open access: yesEkonomika, 2018
In the scientific literature, there are two opposing views on the relationship between public expenditure and economic growth. The Keynesian view states that public expenditure is an exogenous factor that influences economic growth and can be used as a policy instrument.
Leke Pula, Alban Elshani
openaire   +3 more sources

Spatial Market Integration of Shallot in Indonesia

open access: yesJurnal Manajemen & Agribisnis, 2018
Shallot is a horticultural commodity which has high economic and strategic values. Unbalanced supply and demand of shallot each province in Indonesia cause trade flows from surplus areas to deficit areas and indicate there is a market integration.
Astuti Rahmawati   +2 more
doaj   +1 more source

Nexus of Foreign Direct Investment, Domestic Investment, Trade on Economic Growth: A Cointegration Analysis

open access: yesJournal of Accounting and Finance in Emerging Economies, 2022
Objective: As Malaysia is an upper-middle-income country since 1992, it aspires to achieve high-income nation status by 2028. This paper aims to examine the interrelation of foreign direct investment inflows (FDI), domestic investment (GFCF), trade ...
Nor Amyra Shazzyra Zaharudin   +1 more
doaj   +1 more source

Analisis Hubungan Kausalitas antara PDB, Impor, FDI dan Utang Luar Negeri di Indonesia

open access: yesEksis: Jurnal Riset Ekonomi dan Bisnis, 2018
Tujuan dari penelitian ini adalah untuk menguji hubungan kausalitas dan kointegrasi antara PDB, impor, penanaman modal asing, serta utang luar negeri di Indonesia dengan menggunakan data sekunder berbentuk time series periode tahun 2004-2015.
Taufik Akbar
doaj   +1 more source

The Interactive Relationship of Transnational Technology Transfer & Diffusion and National Innovation Capability ——The Johansen Co-integration and Granger-Causality Relationship Test Based on China’s Open Innovation System Construction

open access: yesInternational Journal of Business and Management, 2013
With the strengthen of the world's economic and social linkage, the traditional closed innovation system isoutdated, and we must accelerate global innovation network construction and build an open national innovationsystem in order to enhance the national innovation capability more effectively.
Yan Chang, Xinjian Cui
openaire   +2 more sources

Testing long-run relationship between agricultural gross domestic product and fruits production: evidence from Pakistan

open access: yesCiência Rural, 2018
: This paper analyses the long-run relationship between agricultural gross domestic product (GDP) and fruits production of Pakistan’s economy over a period of 1961-2015 by employing Johansen and autoregressive distributed lag (ARDL) modern econometric ...
Arif Ullah, Dilawar Khan, Shaofeng Zheng
doaj   +1 more source

Price variation and transmission in beans consuming market of Southwest, Nigeria

open access: yesJurnal Perspektif Pembiayaan dan Pembangunan Daerah, 2021
Nigeria's bean market is still characterized by inefficient and weak integration due to inadequate price information and market infrastructure. Therefore, the study investigates the price variation and transmission of beans markets in Nigeria's Southwest
Olanrewaju Omosehin   +3 more
doaj   +1 more source

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