Results 91 to 100 of about 29,155 (211)

RESPONSIVENESS OF SOCIAL VALUES AND REAL GROSS DOMESTIC BRUTO ON MONEY DEMAND IN INDONESIA

Journal of Islamic Monetary Economics and Finance, 2018
The purpose of this study was to determine the effect, estimates shocks and determine the contribution of , social values, real GDP  currency, demand deposits wadi'ah, Mudaraba savings, deposits mudaraba and Islamic Bank  Returns to money demand  in ...
Maulana Rifki Aditia, Eko Fajar Cahyono
doaj   +1 more source

Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates [PDF]

To date the cointegrating properties and the regime-switching behavior of the term structure are two separate strands of the literature. This paper integrates these lines of research and introduces regime shifts into a cointegrated VAR model.
Peter Tillmann
core   +3 more sources

Relationships between different Macroeconomic Variables using VECM

, 2019
15 ...
openaire   +2 more sources

Economic Growth - Unemployment Nexus in South Africa: VECM Approach

Mediterranean Journal of Social Sciences, 2014
This study analyses unemployment – economic growth relationships and tests for any long-run relationship for the period 1967Q1 to 2013Q4. Due to the dynamic nature of the inter-relationships, the error correction is performed in order to find the speed at which growth of gdp adjusts to shocks in employment/unemployment in South Africa.
Oatlhotse Madito, John Khumalo
openaire   +2 more sources

The impact of inflation and interest rates on real estate indices in the US and EU [PDF]

Anali Ekonomskog fakulteta u Subotici
This paper investigates the relationship between real estate indices, inflation and interest rates in both Europe and the USA. The main objective is to examine the impact of inflation and interest rates on the respective real estate indices and test ...
Cicmil Danica
doaj   +1 more source

On the robustness of cointegration tests when series are fractionally integrated [PDF]

, 1996
This paper shows, analytically and numerically, the effects of a misspecification in the degree of integration on testing for cointegration. Johansen LR tests tend to find too much spurious cointegration while the Engle-Granger test shows a more robust ...
Gonzalo, Jesús, Lee, Tae-Hwy
core   +1 more source

Cointegration between carbon spot and futures prices: from linear to nonlinear modeling [PDF]

This paper develops two nonlinear cointegration models - a VECM with structural shift and a threshold cointegration model - applied to carbon spot and futures prices.
Julien Chevallier
core  

A Survey of the Causality Relation between Energy Consumption and Economic Growth in Iran [PDF]

International Journal of Management, Accounting and Economics, 2014
The study of the reasons of economic growth is of great importance and it is always considered by many economists. Improving life quality of people and increasing public welfare are the goals of various governments in the world and economic growth is one
Masoud Nonejad, Sarvoldin Fathi
doaj  

Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets [PDF]

This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of ...
Pandey, Ajay
core