Results 111 to 120 of about 31,779 (216)
, 2017 The purpose of this study to investigate the relationship in the long term and mutual relationship between the exchange rate of currency IDR (Indonesia) with BATH (Thailand). Study method used in this study, namely the Johansen cointegration and Granger causality. The data used in this study is the currency exchange rate IDR and BATH against the USD on
Teguh Sugiarto, Subagyo, Ahmad
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The Integration Order of Vector Autoregressive Processes [PDF]
We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial.
Massimo Franchi
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The Causal Relationship between Institutions and Economic Growth: An Empirical Investigation for Pakistan Economy [PDF]
This paper investigates relationship between institutional quality and economic performance in Pakistan using the Johansen-Juselius cointegration technique and the Granger causality test.
Ahmed, Qazi Masood +1 more
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Price Dynamics in the North American Wheat Market [PDF]
This study examines price dynamics in the U.S. and Canadian hard red spring (HRS) and durum wheat markets. Using monthly prices for 1979-2002, we adopt Johansen cointegration tests and a vector error-correction (VEC) model.
Baek, Jungho, Koo, Won W.
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Linkage among the U.S. Energy Futures Markets [PDF]
This study tests the price linkage among the U.S. major energy sources, considering structural breaks in time series. We use the Johansen cointegration method and find that only weak linkage sustains among the NYMEX WTI crude oil, Brent crude oil ...
Aruga, Kentaka, Managi, Shunsuke
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Testing for international financial markets integration [PDF]
, 2005 This paper examines the extent to which financial markets across the main international financial centres integrated between 1988 and 2001 in the face of technological change and capital market liberalisation.
Figueira, Catarina +2 more
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Asymmetric and non linear adjustment in the revenue expenditure models [PDF]
, 2002 The purpose of this paper is to empirically analyse the revenue-expenditure models of public finance by considering the possibility of non-linear and asymmetric adjustment.
Legrenzi, G, Milas, C
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A DYNAMIC IMPORT DEMAND ANALYSIS OF HONDURAN COFFEE [PDF]
The responsiveness of import demand for Honduran coffee to changing economic environments in its main trading partners was studied. Estimation included Johansen cointegration analysis and VAR models with Monte Carlo simulated error bands.
Andino, Jose, Kennedy, P. Lynn
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Oil and gas market in the UK: evidence from a cointegration approach [PDF]
The paper examines the relationship between UK wholesale gas prices and the Brent oil price over the period 1996-2003. Tests for Unit Roots and Cointegration are carried out and it is discovered that a long run equilibrium relationship between UK gas and
Emilie Rutledge, Theodore Panagiotidis
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The relationship between government revenue and expenditure in Malaysia [PDF]
, 2005 The study examines the relationship between government revenue and expenditure in Malaysia. The results of the Dickey and Fuller (1979) and Phillips and Perron (1988) unit root test statistics show that government revenue and expenditure are integrated ...
Lim, Kian Ping, Wong, Hock Tsen
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