Results 11 to 20 of about 196,071 (311)
The Behavior of Indonesian Stock Market: Structural Breaks and Nonlinearity
Gadjah Mada International Journal of Business, 2011 This study empirically examines the behaviour of Indonesian stock market under the efficient market hypothesis framework by emphasizing on the random walk behaviour and nonlinearity over the period of April 1983 - December 2010.
Rahmat Heru Setianto +1 more
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The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
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TOURISM DEMAND FOR BALI-THE HEGY APPROACH FOR SEASONAL UNIT ROOT TEST
Manajemen dan Bisnis, 2012 Tourism plays an important economic role for a destination. This study aims to investigate the behavior of seasonal direct tourist arrivals to Bali. To achieve the aforementioned objective archival data of direct tourist arrivals to Bali from 2001 to ...
Ida Bagus Made Wiyasha
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Interrelation of Bitcoin and Some Traditional Assets
Scientific Annals of Economics and Business, 2022 In the research, the causal relationships between Bitcoin, gold and oil prices were examined. The data of the research covers the period from 2015 to July 2020 and consists of daily price values.
Ekrem Tufan +2 more
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Energies, 2022 Renewable energy has emerged as a key to attain higher economic growth without any detrimental impact on the environment. Therefore, the entire world is in the transition phase from non-renewables to renewables.
Muhammad Jamil +3 more
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Orta Gelir Tuzağı, Ticari Açıklık ve Yakınsama İlişkisi: Türkiye Örneği
İzmir İktisat Dergisi, 2022 Dünya Bankası’nın kişi başına GSYH ülke sınıflandırmasına göre Türkiye 1955 yılından araştırmanın yapıldığı 2021’e kadar geçen dönemde orta gelirli ülkeler grubunda yer almıştır.
Haşmet Sarıgül +2 more
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ARE THE REAL GDP SERIES IN ASIAN COUNTRIES NONSTATIONARY OR NONLINEAR STATIONARY? [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2013 This paper checks whether per capita real gross domestic product (GDP) series in 16 Asian countries are nonstationary or nonlinear and globally stationary during the period from 1970 to 2009, by applying the nonlinear unit root tests developed by ...
Nurun Nahar Jannati +2 more
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Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series
Econometrics, 2016 In cointegration analysis, it is customary to test the hypothesis of unit roots separately for each single time series. In this note, we point out that this procedure may imply large size distortion of the unit root tests if the DGP is a VAR.
Nunzio Cappuccio, Diego Lubian
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A PANEL COINTEGRATION ANALYSIS: AN APPLICATION TO INTERNATIONAL TOURISM DEMAND OF THAILAND [PDF]
Annals of the University of Petrosani: Economics, 2010 This paper sought to find the long-run relationships between international tourist arrivals in Thailand and economic variables such as GDP, transportation cost and exchange rates during period of 1986 to 2007.
CHUKIAT CHAIBOONSRI +4 more
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A Simple Encompassing Test for the Deterministic and Bilinear Unit Root Models
Austrian Journal of Statistics, 2016 A new parameters’ encompassing test is proposed for deciding between the deterministic unit root processes with a structural break and the bilinear unit root model without such break.
Wojciech W. Charemza, Svetlana Makarova
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