Results 21 to 30 of about 31,779 (216)
Determinants of Economic Growth in Nepal: A Johansen Cointegration Analysis
International Research Journal of MMC, 2022 This research study investigates the determinants of Economic Growth in Nepal. GDP growth is the dependent variable and import, export, exchange rate, foreign exchange reserve, gross capital formation and broad money supply are the explanatory variables.
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A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis* [PDF]
Oxford Bulletin of Economics and Statistics, 2004 AbstractThe methods listed in the title are compared by means of a simulation study and a real world application. The aspects compared via simulations are the performance of the tests for the cointegrating rank and thequalityof the estimated cointegrating space.
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Does Indian Commodity Futures Markets Exhibit Price Discovery? An Empirical Analysis
Discrete Dynamics in Nature and Society, 2022 Price discovery function analyses the dynamics of futures and spot price behavior in an asset’s intertemporal dimensions. The present study examines the price discovery function of the bullion, metal, and energy commodity futures and spot prices through ...
Upananda Pani +4 more
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Import price and activity elasticities for the MONASH Model: Johansen FIML estimation of cointegration vectors [PDF]
, 1993 This study investigates the relationship between manufactured import flows to Australia and relative prices and domestic economic activity over the period 1981Q3 to 1992Q2. This is done through the estimation of import demand functions for total manufactured imports and 29 import product categories defined at the 2-digit level of the AICC by employing ...
Menon, Jayant, Menon, Jayant
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Cogent Business & Management, 2018 The objective of this study is to investigate evidence of cointegration and causality between the market price of the live cattle in Brazil and the prices of the respective derivatives traded on BM&FBOVESPA – São Paulo, Brazil. The Johansen test was used
Janaina Gabrielle Moreira Campos da Cunha Amarante +5 more
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An Assessment of Purchasing Power Parity in the Long-Run: Evidence from India and its four Major Trading Partners [PDF]
Eurasian Journal of Business and EconomicsThe present study focuses on evaluating the validity of the Relative Purchasing Power Parity (RPPP) theory for India and its four major trading partner nations namely the United States, China, the United Arab Emirates, and Saudi Arabia using monthly time
Manjinder KAUR, Navpreet KULAAR
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On the Meaning of Certain Cointegration Test [PDF]
, 1994 In this paper we examine (some of) the cointegration test suggested in Engle and Granger (1987), henceforth EG, those suggested by Johansen (1988), (1991), henceforth J, and those suggested in Dhrymes (1994b), henceforth D.
Dhrymes, Phoebus J.
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Agribusiness, EarlyView.ABSTRACT The US hemp market is a new and nascent industry that has been devoid of research for about half a century. This study examined the effects of exogenous shock on price at each phase of the value chain—Farm (hemp biomass), and its impact on prices at other phases of the value chain—Intermediary Processor (crude cannabidiol hemp) and Final ...
Solomon Odiase +2 more
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Children’s Quality and Quantity in Nigeria: A Granger Causality Analysis
Humaniora, 2017 This research investigated the cointegration and causal relationships between children’s quality and quantity in Nigeria. The research was based on secondary data obtained from the World Development Indicator database (1980-2014), United Nations ...
Olabiyi K. A., Awe O.O.
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Business Strategy and the Environment, EarlyView.ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
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