Results 1 to 10 of about 38,619 (254)
VECM and Bayesian VECM for Overparameterization Problem
Journal of Physics: Conference Series, 2021 Abstract Overparameterization is the amount of data used in the study is less than the number of estimated parameters. Overparameterization problems can cause the forecasting ability to be weak because the model is not suitable. This problem often occurs in complex models such as Vector Error Correction Model (VECM). This study discusses
Meilina Retno Hapsari +2 more
openaire +2 more sources
Energy, technology, and economic growth in Saudi Arabia: An ARDL and VECM analysis approach. [PDF]
HeliyonDerouez F +6 more
europepmc +2 more sources
A VECM Model of Stockmarket Returns [PDF]
, 2004 Observations of security prices and other financial time series usually include not only the close (C), but also an open, a high and a low (O,H,L) price for a specified interval.
Nagaratnam J Sreedharan
core +1 more source
The relationship between agricultural raw materials and oil price: An empirical analysis [PDF]
Ekonomika Poljoprivrede (1979), 2022 The motivation of this study is to investigate the relationship between the price of agricultural raw materials and the real exchange rate of the USA and the price of crude oil. For this purpose, annual data from 1990 to 2020 were used. In the study, the
Govdeli Tuncer
doaj +1 more source
Nexus Between Economic Growth, Renewable Energy, Industry Value Added and CO2 Emissions in ASEAN
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan, 2023 This study aims to identify the relationship between economic growth, renewable energy, and industrial value added to CO2 emissions in ASEAN. The data used is panel data of 10 ASEAN countries from 2001-2020.
M. Silahul Mu’min +6 more
doaj +1 more source
Journal of Economics, Business & Accountancy Ventura, 2022 This study examines the relationship between financial inclusion and monetary policy in nine selected ASEAN (Association of Southeast Asian Nations) countries during 2010-2019.
Messayu Dara Komala, Wahyu Widodo
doaj +1 more source
Reviews of Management Sciences, 2023 Purpose This study aims to examine the connection between foreign direct investment, non-renewable energy, and economic growth in South Africa. Methodology The data was collected from the World Bank’s website from 1990 to 2020. The VECM and Granger
Ahmed ADEKUNLE
doaj +1 more source
Barekeng, 2022 One of the problems in modelling multivariate time series is stationary. Stationary test results do not always produce all stationary variables; mixed stationary and non-stationary variables are possible.
Embay Rohaeti +3 more
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How far does the central bank influence its economies? The example of Algeria [PDF]
SocioEconomic Challenges, 2023 This study focused on Algeria and it looked at how education quality affected the knowledge economy. The theoretical anchor was the endogenous or new growth hypothesis.
Abdelkrim Messaoudi +3 more
doaj +1 more source
Volatility and Stability of ESG Equity in Indonesia toward Internal and External Shocks
International Journal of Islamic Economics and Finance, 2022 The Environmental, Social and Governance (ESG) index is rising in popularity globally especially in Indonesia. This study attempts to prove that ESG equity is less volatile than non-ESG equity, since specific components of ESG are essentially parts of ...
Indra Gunawan +3 more
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