Results 101 to 110 of about 31,779 (216)
Energy consumption, CO2 emissions and the economic growth nexus in Bangladesh: cointegration and dynamic causality analysis [PDF]
, 2011 The paper investigates the existence of dynamic causality between the energy consumption, environmental pollutions and economic growth using cointegration analysis for Bangladesh. First, we tested whether any long run relationship exist using Johansen bi-
Alam, Mohammad Jahangir +1 more
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LONG-TERM EQUILIBRIUM RELATIONSHIPS BETWEEN THE STOCK AND CRYPTOCURRENCIES MARKETS
Економіка та суспільствоThis study investigates the long-term equilibrium relationships between the stock market, represented by the Dow Jones Industrial Average (DJIA), and a comprehensive range of 401 cryptocurrencies traded on Binance. Employing Johansen cointegration tests
Кирило Троян
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Cogent Economics & Finance, 2019 The paper attempts to empirically test the contribution of unprocessed and processed agriculture of exports to economic growth in South Africa. The study used time series data which spanned from 1986 to 2012. A Johansen cointegration approach was used to
Courage Mlambo +2 more
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Cointegration and conditional correlations among German and Eastern Europe equity markets [PDF]
This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these ...
Guidi, Francesco, Gupta, Rakesh
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Politická ekonomieThis study examines the long-run relationship between the unemployment rate and labour force participation rate in South Korea from June 1999 to January 2023. The study utilizes the traditional Johansen cointegration test and augments it with Fourier terms to control for an unknown number of breaks in the cointegration system.
Veli Yilanci, Onder Ozgur
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Devaluation and trade balance in Latin American countries [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2009 The aim of this paper is to examine effectiveness of devaluation on the trade balance in four countries: Argentina, Brazil, Mexico and Peru. We use the Johansen-Juselius cointegration test and impulse response function to estimate the long-run and ...
Kahraman Kalyoncu +3 more
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Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu DergisiBanks are among the most important actors in the economy due to their role as market makers. The banking sector stands out as one of the sectors with the highest liquidity. Borsa Istanbul (BIST) Bank Index represents the index of banks whose shares are traded on the stock exchange in Turkey.
Mesut Fenkli +2 more
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Inflation convergence after the introduction of the Euro [PDF]
Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged after the introduction of a single currency.
Markus Mentz,, Steffen P. Sebastian
core
Investigating the Bank-Lending Channel in South Africa: A VAR Approach [PDF]
The monetary policy transmission mechanism can broadly be categorised into three separate channels: the interest rate channel, the credit channel and the other asset price channel.
Kirsten L. Ludi, Marc Ground
core
, 2012 This thesis examines the rural-urban linkage in Indonesia by investigating the degree of integration between the rural labor market and the urban labor market in Indonesia. It focuses on finding the determinants of rural wage rates in Indonesia, which from policy perspective is especially important since most Indonesian poor work as agricultural ...
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