Results 11 to 20 of about 29,155 (211)
VECM and Bayesian VECM for Overparameterization Problem
Journal of Physics: Conference Series, 2021 Abstract Overparameterization is the amount of data used in the study is less than the number of estimated parameters. Overparameterization problems can cause the forecasting ability to be weak because the model is not suitable. This problem often occurs in complex models such as Vector Error Correction Model (VECM). This study discusses
Meilina Retno Hapsari +2 more
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G20 Economic Growth Analysis Using VECM
Jurnal Ilmu Ekonomi Terapan, 2023 This study analyzes the effect of Gross Fixed Capital Formation (GFCF), Imports, Exports, and Government Expenditure of selected G20 member countries on Gross Domestic Product (GDP) using historical data from 1981 to 2021. The detailed analysis aims to explore the relationship between short-term and long-term causality that begins with examining and ...
Nancy Nikentary Dominique +3 more
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Effect of bank credit on agricultural gross domestic product
Agricultural and Resource Economics, 2023 Purpose. This study aimed to provide the central bank of Bangladesh with some empirical data on the impact of bank agricultural credit on agricultural output as a priority sector lending. Methodology / approach.
Md. Sazzad Hossain Patwary +2 more
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OIL PRICE AND EXCHANGE RATE VOLATILITY IN NIGERIA [PDF]
Oradea Journal of Business and Economics, 2021 This study examined oil price influence on the Nigeria exchange rate volatility spanning the retro of thirty five (35) years. The Simultaneous equation modeling of Granger causality test and Vector Error Correction Model (VECM) techniques were adopted ...
Lawson E. Igbinovia +1 more
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The Stability of the Indonesian Sharia Stock Index to Economic Shocks
Iqtishadia, 2020 The stock market has a strategic role in the development of a country's economy in the era of globalization, including the Islamic stock market. The rapid growth of the Islamic stock market, especially in developing countries, is a historical record in ...
Faizul Mubarok +2 more
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Analysis of Integration of the Indonesian Sharia Stock Index with Developing Countries
Equilibrium: Jurnal Ekonomi Syariah, 2021 Globalization is rapidly causing an integration of economic and financial systems worldwide, resulting in shocks to the Islamic stock index and reducing the benefits of diversification for investors.
Budiandru Budiandru +2 more
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Employment growth, inflation and output growth: Was phillips right? Evidence from a dynamic panel [PDF]
, 2011 Copyright @ 2011 Brunel UniversityIn this paper we analyse the short- and long-run relationship between employment growth, inflation and output growth in Phillips’ tradition.
Caporale, GM, Skare, M
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Are EU Members’ Economies an “Engine” of the EU Candidates’ Economies?
Folia Oeconomica Stetinensia, 2021 Research background: Economic relations between countries members of the EU and EU candidates are very strong. Germany and France have the leading economies of the EU, are in the top ten economies worldwide, and drivers of EU development.
Radulović Marija, Kostić Milan
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Analisis Faktor-Faktor yang Memengaruhi Output Sektor Industri Pengolahan di Provinsi Jawa Tengah
Tataloka, 2021 Industrial manufacturing sektor has the biggest contribution to regional economic development of Central Java Province but in the last few years the output of industrial sector experienced a slowing down growth.
Selviana Raharjo +2 more
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Analisis Utang Luar Negeri Indonesia: Pendekatan VECM
Journal of Business Economics and Agribusiness, 2023 Abstrak: Utang luar negeri yaitu salah satu instrumen yang penting bagi negara berkembang. Faktor yang berpengaruh terhadap utang luar negeri di Indonesia adalah tingkat ekspor, tingkat impor, tingkat inflasi, dan nilai kurs. Untuk meningkatkan pendapatan nasional pada negara berkembang, banyak negara berkembang yang mengandalkan utang luar negeri ...
Fitri Agustina +1 more
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