Results 91 to 100 of about 13,809 (179)
A VECM Model of Stockmarket Returns [PDF]
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
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, 2016 Peramalan curah hujan diperlukan untuk memprediksi curah hujan pada periode berikutnya. Penelitian ini menggunakan 2 (dua) model peramalan yaitu model ARIMA (Autoregressive Integrated Moving Average) dan VECM (Vector Error Correction Model).
Ningtyas, Dian Irma
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Bargaining Models of the Iranian Natural Gas Exports to Western Europe: A VECM Approach [PDF]
پژوهشهای اقتصادی, 2008 Iran plans to export natural gas (NG) to Western Europe using a system of pipelines running through Iran, Turkey, and Western Europe. International gas pricing is usually undertaken through negotiations between buyers and sellers on a bilateral basis ...
Behnam Shahreaar +2 more
doaj
“PEMODELAN HUBUNGAN ANTARA IHSG, NILAI TUKAR DOLAR AMERIKA SERIKAT TERHADAP RUPIAH (KURS) DAN INFLASI DENGAN VECTOR ERROR CORRECTION MODEL (VECM)” [PDF]
, 2017 Pengendalian terhadap IHSG, Kurs, dan Inflasi merupakan hal penting demi terciptanya stabilitas moneter dan perekonomian di Indonesia. Kajian ini bertujuan untuk memodelkan, menganalisis, dan melakukan peramalan antara IHSG, Kurs, dan Inflasi.
Hutabarat, Magdaniar
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Safeguarding Stability and Enhancing Profitability: The Case of Islamic Banking in Indonesia
International Journal of Islamic Economics and FinanceThis study examines the impact of crises, non-performing financing variables, exchange rates, inflation, and interest rates on Islamic banks' short-term and long-term profitability in Indonesia.
Faizul Mubarok +2 more
doaj +1 more source
ENERGY CONSUMPTION, TRADE OPENNESS AND GROWTH NEXUS IN TURKEY: EVIDENCE FROM VECM
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2019 Thisresearch investigates the relationship between energy consumption (ENE), tradeopenness (TI) and economic growth (GDP) in the case of Turkey in the period1970-2015. VECM is employed.
Elma Satrovic
doaj
The Relationships Among Monetry Policy, Stock Prices and the Exchange Rate
, 2005 In this dissertation, we are interested in the relationships among monetary policy, stock prices and exchange rates. This thesis argues that on the one hand, monetary policy affects both stock prices and the exchange rate, on the other hand, stock prices
Ivrendi, Mehmet
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RATS program to demonstrate bootstrapping with a VECM
Does a parametric bootstrap (to get error bands for an IRF) of a VECM with known cointegrating vector.Cointegration, bootstrapping ...
Tom Doan
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, 2009 Kebijakan harga pangan yang terkini beserta peramalannya untuk beberapa periode ke depan menjadi kebutnhan bagi para pengambil kebijakan disisi pemerintah. Dalam melakukan peramalan diperlukan pemodelan data kebijakan harga pangan. Kebijakan harga pangan
Khairunnisa, Yuyun
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