Results 91 to 100 of about 28,910 (183)
Determinants of Inflation in Vietnam: A VECM Approach
Journal of Asian Business and Economic Studies, 2015 This paper aims to examine the main determinants of inflation in Vietnam during the period from 2002Q1 to 2013Q2. The cointegration theory and the Vector Error Correction Model (VECM) approach are used to examine the impact of domestic credit, interest rate, budget deficit, and crude oil prices on inflation in both long and short terms.
TRAN THI BICH NGOC, PHAM HOANG CAM HUONG
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Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT Since the seminal contributions of Friedman and Schwartz and of Hendry and Ericsson, instability in money demand has remained a central issue in the literature. This study broadens and generalizes the first evidence for the United Kingdom of stable long‐ and short‐run broad money demand extending back to the nineteenth century. Using nonlinear
Álvaro Escribano +2 more
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International Journal of Sustainable Energy, 2018 This document investigates the causal relationship between nuclear energy (NE), pollutant emissions (CO2 emissions), gross domestic product (GDP) and renewable energy (RE) using dynamic panel data models for a global panel consisting of 18 countries ...
Mounir Ben Mbarek +2 more
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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
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Cointegration in a MIDAS Regression
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
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Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
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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
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Relationships between different Macroeconomic Variables using VECM
, 2019 15 ...
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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
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Remittance Income and Crime in Mexico
Review of Development Economics, Volume 30, Issue 2, Page 1299-1316, May 2026.ABSTRACT This study examines the relationship between remittance inflows and criminal activity in Mexico, a country with persistently high crime rates and among the world's top remittance recipients. Using a 41‐quarter panel dataset of municipalities covering 2013–2023, the analysis estimates elasticity parameters linking remittance income to different
Diego De la Fuente Stevens
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