Results 21 to 30 of about 7,993 (229)
China'S Imports: An Empirical Analysis Using Johansen'S Cointegration Approach
IMF Working Papers, 1994 In this paper, the behavior of China’s imports during the period 1980-92 is studied. The estimation of cointegration and error correction mechanisms enables the separation of the long-run and short-run determinants of imports in China. The estimated cointegrating vector using Johansen’s cointegration approach shows that, in the long run, China’s ...
Mingwei Yuan, Kalpana Kochhar
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The impact of macroeconomic factors on the capital market of the Republic of Serbia [PDF]
Ekonomija: teorija i praksa, 2023 In the study, the impact of five macroeconomic factors on the capital market of the Republic of Serbia was explored. The focus was on factors that have been identified as significant for the development of the capital market but with differing opinions ...
Marić Vesna, Ignjatović Svetlana
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Raw sensor data fusion using Johansen cointegration for condition assessment of concrete poles
Journal of Sound and VibrationMohsen Mousavi +2 more
exaly +2 more sources
Frontiers in Environmental Science, 2022 Recently, it has been observed that fossil fuel utilization increased to manage the issue of food insecurity; however, it has increased the risk of environmental degradation and land availability.
Yu Huan +4 more
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IMF Working Papers, 1993 An aggregate production function is estimated using recent cointegrating techniques particularly appropriate for estimating long-run relationships. The empirical results suggest that the growth of output in France has been spurred by increased trade integration within the European Community and by the accumulation not only of business sector capital ...
David T. Coe, Reza Moghadam
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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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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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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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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
wiley +1 more source
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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