Results 111 to 120 of about 38,619 (254)
Public investment and growth: the VECM results for Ukraine
Problemi Ekonomiki, 2018 The article examines public investment impact on the economic growth in Ukraine applying VECM instruments. The aim of the study is to reexamine the influence of public investment on GDP dynamics in Ukraine in the short- and long-run using VAR modeling.
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VECM Analysis to House Price Index. Case of Tirana
European Journal of Marketing and Economics, 2020 This paper analyzes long-run equilibrium of “house price index” in Tirana (the capital city of Albania) achieved by the long-run performance of macroeconomic factors.We have used the techniques and analysis of linear multiple regression by VECM (vector error correction model), to identify endogenous factors, that effect the stability of “house price ...
Arjana Lleshaj +2 more
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions [PDF]
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria.
Farshid Vahid +3 more
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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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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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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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