Results 161 to 170 of about 2,203 (191)
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2018
The VARs that we looked at in the last chapter were very well suited for describing the short-run relationship between variables, especially if they are stationary. Most economic variables are not stationary, however. This required us to transform the variables, taking first differences, so that they are stationary.
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The VARs that we looked at in the last chapter were very well suited for describing the short-run relationship between variables, especially if they are stationary. Most economic variables are not stationary, however. This required us to transform the variables, taking first differences, so that they are stationary.
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A VECM evaluation of monetary transmission in Uzbekistan
Economic Change and Restructuring, 2012This paper presents a VAR/VECM analysis of the monetary transmission process in Uzbekistan for the available data from 2000 to 2009. The general findings obtained support the hypothesis that the interest rate channel in Uzbekistan is relatively weak.
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Trade (exports) as an opportunity for Bangladesh: A VECM analysis
The International Trade Journal, 2018This article examines the effects of trade (exports) on the economic growth of Bangladesh from 1986 to 2016, using the application of a Johansen cointegration and vector error correction model.
Sultanuzzaman Md Reza +4 more
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Food Security Dynamics in Oman: VECM Approach
Advances in Dynamical Systems and Applications, 2020The paper examines the determinants of food security in Oman during the period 1980-2019. It investigates the influence of population growth rate and GDP per capita on food security. Cointegration and vector error correction model (VECM) approach are used to identify the long term and short term relationship of food security determinants.
Devesh, Sonal +1 more
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A VECM Model of Stockmarket Returns [PDF]
, 2004 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. The multivariate vector of values (H,L,O,C) is obviously more informative than just the open or close (O, C) for modelling volatilities and volatility predictions.
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Forecasting bunker prices using a VECM approach
2020H παρούσα πτυχιακή εργασία, προτείνει μια μεθοδολογική προσέγγιση για την πρόβλεψη των τιμών των θαλάσσιων καυσίμων. Η πρόβλεψη των τιμών των θαλάσσιων καυσίμων έχει εξαιρετική σημασία για τη ναυτιλία, καθώς οι τιμές των καυσίμων επηρεάζουν σε μεγάλο βαθμό τον οικονομικό προϋπολογισμό των εμπορικών συναλλαγών.
Nikolitsi, Christina +1 more
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A cointegrated VECM demand system for meat in Italy
Applied Economics, 2002This article applies cointegration techniques to estimate a monthly demand system for meat in Italy. In contrast to existing studies where Engle and Granger's two step procedure and Triangular Vector Error Correction Model (TVECM) representations are usually exploited, it applies a cointegrated Vector Error Correction Model (VECM) where also prices and
Fanelli L., Mazzocchi M.
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Liquidity and asset prices: a VECM approach [PDF]
, 2012 The recent financial and economic crisis highlighted the importance to better understand the relationship between liquidity developments and asset price movements. Central banks with focus on inflation targeting allowed asset price inflation, following burst, with its devastating consequences for the financial system and real economy. Equilibrium price
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Forecasting Inflation with the M1-VECM: Part Two
1998La banque centrale se préoccupe essentiellement de l'orientation générale que prendra l'inflation à l'avenir et non des fluctuations passagères qu'elle affiche. Les auteurs de l'étude ont donc choisi de se pencher sur la prévision d'une mesure simple de la tendance de l'inflation, le taux d'augmentation de l'IPC sur huit trimestres.
Engert, Walter, Hendry, Scott
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Economic Dynamics of Tourism in Nepal: A VECM Approach [PDF]
, 2014 Tourism has been growing in Nepal. Tourism creates various direct, indirect and induced effects in the economy. This paper is designed to examine the role of tourism development on economic growth in Nepal. The study is based on annual data of gross domestic product, foreign exchange earnings from tourism and real effective exchange rate for the period
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