Results 231 to 240 of about 38,619 (254)

Cointegration and VECMs

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.
openaire   +1 more source

The Relative Performance of VAR and VECM Model

2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering, 2010
Two models are examined in this study: Vector Autoregressive Model (VAR) and Vector Error Correction Model (VECM). Based on three indices: S&P 500, Nikkei 225 (NIKKEI), and Morgan Stanley EAFE (MSCIEAFE or MSCI EAFE) Index, we implement VAR and VECM models, including the pre-estimation diagnostics, model estimation and interpretation and post ...
Jianfeng Zhang, Wenxiu Hu, Xin Zhang
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Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland

Jahrbücher für Nationalökonomie und Statistik, 2004
Summary This paper explores the existence of the credit channel in the transmission of monetary policy in Germany on the basis of a structural analysis of aggregate bank loan data. The empirical analysis is carried out in a vector error correction model (VECM), which allows to identify long-run cointegration relationships that can be ...
Oliver Hülsewig, Peter Winker, Andreas Worms   +2 more
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Unleashing the effect of energy efficiency, knowledge spillover, and globalization on environmental sustainability: an VECM analysis for policy empirics

Environment, Development and Sustainability, 2023
Nabila Khurshid, Asma Fiaz, K. Ali, Mudassar Rashid   +3 more
semanticscholar   +1 more source

Moderating factors of the Van Egmond Coaching Model (VECM)

International Coaching Psychology Review, 2012
Objectives:Identifying those (moderating) factors that are instrumental in the successful completion of a coaching trajectory that is based on the Van Egmond Coaching Model (VECM).Design:Qualitative.Methods:Data were collected by means of three questionnaires: a semi-structured questionnaire for the clients; a semi-structured questionnaire for the ...
Johan Bouwer, Jacoba van Egmond
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Forecasting Inflation with the M1-VECM: Part Two

1998
La 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
openaire   +1 more source

The Effect of Oil Price Shocks on Saudi Arabia’s Economic Growth in the Light of Vision 2030 “A Combination of VECM and ARDL Models”

Journal of the Knowledge Economy, 2022
F. Elneel, Abdullah Fahad AlMulhim‎
semanticscholar   +1 more source

Green growth of cereal food production under the constraints of agricultural carbon emissions: A new insights from ARDL and VECM models

, 2021
Mansoor Ahmed Koondhar, Noshaba Aziz, Zhixiong Tan, Shaoxiong Yang, K. Abbasi, R. Kong   +5 more
semanticscholar   +1 more source

A VECM evaluation of monetary transmission in Uzbekistan

Economic Change and Restructuring, 2012
This 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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Short and long-run causal effects of agriculture, forestry, and other land use on greenhouse gas emissions: evidence from China using VECM approach

Environmental science and pollution research international, 2021
Ruishi Si, Noshaba Aziz, A. Raza
semanticscholar   +1 more source