Results 131 to 140 of about 28,910 (183)
Canadian Money Demand Functions Cointegration¨CRank Stability [PDF]
This paper applies conventional tests (Johansen, 1995) and new tests (Chao and Phillips, 1999) for cointegration to long¨Crun money demand functions using historical Canadian data back to 1872.
Alfred A. Haug
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VECM approach for default rate forecasting
This research explores the application of a Vector Error Correction Model (VECM) in forecasting Default Rates, using key macroeconomic indicators such as Gross Domestic Product, inflation and unemployment rates. The VECM was selected due to its ability to deal with non-stationary cointegrated variables, allowing it to capture both the short-term ...
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Hedging effectiveness in Greek stock index futures market, 1999-2001 [PDF]
, 2006 Floros, Christos, Vougas, D.
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The Determinants of Financial Development in Jordan: VECM
The International Journal of Humanities & Social Studies, 2019 openaire +2 more sources
The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach [PDF]
Kyungho Jang, Masao Ogaki
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Housing Price and House Hold Expenses: VECM Analysis
Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology, 2016 openaire +1 more source
The Term Structure Of Euromarket Interest Rates: Some New Evidence [PDF]
Giorgio Valente +3 more
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Common Cycles and the Importance of Transitory Shocks to Macroeconomic Aggregates (Revised Version) [PDF]
Issler, João Victor, Vahid, Farshid
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