Results 111 to 120 of about 32,224 (224)
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
core
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
doaj +1 more source
Canadian Money Demand Functions Cointegration¨CRank Stability [PDF]
This paper applies conventional tests (Johansen, 1995) and new tests (Chao and Phillips, 1999) for cointegration to long¨Crun money demand functions using historical Canadian data back to 1872.
Alfred A. Haug
core
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
doaj
Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test [PDF]
This study is able to uncover long-run cointegration relationship for Singapore and South Korea, based on the Breitung (2001) rank test procedures. Breitung (2001) rank test can detect both linear and nonlinear cointegration relationships, added value to
Chong Mun Ho +2 more
core
The Causality Analysis of External Debt Service and GNP : The Case of Turkey [PDF]
It is argued that debt service burden has a negative impact on investment and capital accumulation. The main reason is that the greater percentage of reserves (foreign currency) goes to meet debt service and there will be a reduction in external capital ...
Erdal Karagol
core
Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation [PDF]
This paper examined the long run and short run interactions between stock prices and exchange rate in Nigeria based on a sample from 1st February, 2001 to 31st December, 2008. Three models were derived from the sample, albeit pre-crisis, crisis and basic
Aliyu, Shehu Usman Rano
core +1 more source
, 2014 Cointegration analysis is used to estimate the long-run equilibrium relations between several time series. The coefficients of these long-run equilibrium relations are the cointegrating vectors.
Croux, Christophe, Wilms, Ines
core
Abstract This study is examined the validity of the Phillips curve hypothesis using the Johansen cointegration and artificial intelligence methods for the period of 2010-2022 in Türkiye and it is also compared the forecasting performance of these methods using coefficient of determination values and error values. Results of the study an 1% increase in
TUNÇSİPER, Bedriye +1 more
openaire +5 more sources
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