Results 21 to 30 of about 29,155 (211)
Tüketim ve Kamu Harcamaları: VECM Modeli [PDF]
İktisat İşletme ve Finans, 2007 Consumption expenditure is an important component of aggregate demand. Recent theoretical and empirical studies search for possible Keynesian / Non Keynesian fiscal impacts on household consumption decisions. Besides providing insight to determinants of consumption decisions, these studies also provide guide to policy solutions to high and risky ...
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Modeling tourism: A fully identified VECM approach
International Journal of Forecasting, 2009 System-based cointegration methods have become popular tools for economic analysis and forecasting. However, the identification of structural relationships is often problematic. Using a theory-directed sequential reduction method suggested by Hall, Henry and Greenslade [Hall, S. G., Henry, S., & Greenslade, J. (2002).
Bonham, Carl, Gangnes, Byron, Zhou, Ting
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Pitfalls in testing for long run relationships [PDF]
, 1998 This paper analyzes the robustness of the two most commonly used cointegration tests: the single equation based test of Engle and Granger (EG) and the system based test of Johansen.
Gonzalo, Jesús, Lee, Tae-Hwy
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Arbitragem Estatística: Uma Abordagem por VECM
Brazilian Review of Finance, 2018 Neste trabalho foi construído um modelo de arbitragem estatística, aplicado e testado no mercado brasileiro de ações. As séries de preços foram modeladas usando a técnica de VECM (Vector Error Correction Models) para aplicar uma estratégia de compra e venda de ações long-short, autofinanciável e neutra ao mercado.
Paula Andrea Soto +1 more
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Control of human endometrial stromal cell motility by PDGF-BB, HB-EGF and trophoblast-secreted factors [PDF]
, 2013 Human implantation involves extensive tissue remodeling at the fetal-maternal interface. It is becoming increasingly evident that not only trophoblast, but also decidualizing endometrial stromal cells are inherently motile and invasive, and likely ...
A Brar +85 more
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Agraris: Journal of Agribusiness and Rural Development Research, 2022 As a major share expenditure for the poor, rice is attributed as a strategic food commodity in the Indonesian economy. For many decades, the Indonesian rice market has been intervened by the price regulation.
Bayu Krisnamurthi, Anisa Dwi Utami
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A systematic framework for analyzing the dynamic effects of permanent and transitory shocks [PDF]
, 2001 This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of n economic variables. We consider a two-step orthogonolization on the residuals of a VECM with r cointegrating vectors.
Gonzalo, Jesús, Ng, Serena
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TESTING PPP BY MEANS OF ZNZ PATTERNED VECM
International Journal of Theoretical and Applied Finance, 2008 Vector error-correction models (VECM) are increasingly being used to capture dynamic relationships between financial variables. Estimation and interpretation of such models can be enhanced if zero restrictions are allowed in the coefficient matrices.
Brailsford, Timothy John +2 more
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DETERMINANTS OF GOVERNMENT SECURITIES YIELD USING VECM
Jurnal Bisnis dan Manajemen, 2021 This study aims to uncover the determinants’ effect on the return rate of government securities (GS). This study's data uses the government bonds that can be traded with the ten-year tenor, and the time-horizon of the collected data spans from 2009:M1 to 2018:M6. The study methodology utilizes the vector error correction model (VECM) model to determine
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AGRISE, 2022 Red chilli (Capsicum annumm L.) is a commodity with high price fluctuations. Market participants use red chilli price fluctuations to manipulate price information and cause information asymmetry. So that, the price information is not transmitted properly
Ridayati Ridayati +2 more
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