Results 121 to 130 of about 31,779 (216)
Generalized VECM formulation and cointegrating rank determination by Johansen method
, 2011 This paper discusses the issues on what representation can be formulated based on vector autoregressions and how the cointegrating rank can be determined by the well-known Johansen method when the valid derivation of the conventional VECM is not possible.
openaire +2 more sources
Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia [PDF]
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding ...
Baharom, A.H. +2 more
core +1 more source
Exports as an engine for the economic growth: the case of Romania [PDF]
This paper explores the dynamic relation between the exports and the gross domestic product from Romania. We employ the Johansen cointegration procedure and the Granger causality test to identify the interactions between the two variables.
Dumitriu, Ramona +2 more
core +1 more source
Stability of the Nigerian M2 Money Demand Function in the SAP Period [PDF]
This paper explores the stability of the M2 money demand function in Nigeria in the Structural Adjustment Program (SAP) period. The results from the Johansen and Juselius cointegration test suggest that real discount rate, economic activity and real M2 ...
Emmanuel Anoruo
core
Integración e transmisión de prezos entre os mercados de millo e do polo de engorde en Brasil
Revista Galega de Economía, 2013 The objective of this paper is to evaluate the dynamics of price transmission between corn and poultry markets in Brazil from 2000 to 2010. The Dickey-Fuller Generalized Least Square (DF-GLS) unit root test, the Granger causality (1969), the Johansen ...
Carlos Eduardo Caldarelli
doaj
Financial Integration for India Stock Market, a Fractional Cointegration Approach [PDF]
The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation
Aman Agarwal, Jun Du, Wing-Keung Wong
core
OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING 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
core
Climate resilience of public health preventive and adaptive measures against diarrhea in Northern Ghana; a case study of the Tamale Metropolitan Area. [PDF]
BMC Public HealthAbdul-Ganiu Z, Shamsu-Deen Z, Yakubu A.
europepmc +1 more source
This paper investigates the impact of equity markets and top incomes on art prices. Using a newly constructed art market index, we demonstrate that equity market returns have had a significant impact on the price level in the art market over the last two
Goetzmann, W. +2 more
core +1 more source