Results 21 to 30 of about 32,224 (224)
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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The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model [PDF]
Journal of Economics Finance and Administrative Science, 2020 Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016.
Tarek Eldomiaty +3 more
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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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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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Raw sensor data fusion using Johansen cointegration for condition assessment of concrete poles
Journal of Sound and VibrationMohsen Mousavi +2 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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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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