Results 21 to 30 of about 5,155 (224)
Johansen cointegration test results for each given variable.
, 2021 Johansen cointegration test results for each given variable.
Chen Wang (88408) +3 more
core +1 more source
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
doaj +1 more source
A Johansen Cointegration Test for the Relationship between Remittances and Economic Growth of Japan
Modern Applied Science, 2017 Remittance inflows have been a key stimulus to economic growth of many developing countries. There is scant literature available on the impact of remittance inflows and outflows on the economic growth of the large developed countries. For instance, there is little literature on the impact of remittance inflows and outflows on the economic growth rate ...
Suwastika Naidu +2 more
openaire +2 more sources
Performance of Johansen Cointegration test, TTR/DTR/ITR-to-GDP.
, 2023 Performance of Johansen Cointegration test, TTR/DTR/ITR-to-GDP.
Yu kun Wang (14992293), Li Zhang (8200)
core +1 more source
The cointegration analysis in hypothesis of heteroschedasticity: the wild bootstrap test
Statistica, 2007 We consider the problem of comparing, by simulations, the robustness as regards heteroschedasticity GARCH (1,1) of some of the most important procedures proposed in literature for the cointegration analysis.
Margherita Gerolimetto +1 more
doaj +1 more source
Business and Finance Journal, 2023 This research examines the long-term relationships between imports, inflation, and Foreign Direct Investment (FDI) influx in Ghana and their impact on productivity expansion.
Alexander Amo Baffour, Evans Yeboah
doaj +1 more source
Drivers of agricultural productivity: Evidence from transforming economies
Agricultura Tropica et Subtropica, 2021 This study empirically investigates the drivers of agricultural productivity in transforming economy. The study used a 35-year period (1980–2014) panel data sourced from World Development Indicators, Penn World Table, United States Department of ...
Osinowo Olatokunbo Hammed +2 more
doaj +1 more source
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
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
doaj +1 more source
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source