Results 31 to 40 of about 38,619 (254)
, 2021 Vector Error Correction Model is a cointegrated VAR model. This idea of Vector Error Correction Model (VECM), which consists of a VAR model of the order p - 1 on the differences of the variables, and an error-correction term derived from the known ...
S. Winarno +4 more
semanticscholar +1 more source
Seminar Nasional Official Statistics, 2021 Provinsi Kepulauan Riau (Kepri) menjadi salah satu pintu gerbang bagi para wisatawan mancanegara (wisman) untuk masuk ke Indonesia. Kondisi pandemi Covid-19 yang terjadi saat ini membuat sektor pariwisata di Provinsi Kepri mengalami keterpurukan. Di lain
Dion Dwi Saputra, Afifah Sukmawati
semanticscholar +1 more source
Climate, 2021 Recently, awareness about the significance of water management has risen as population growth and global warming increase, and economic activities and land use continue to stress our water resources.
Harleen Kaur +6 more
semanticscholar +1 more source
Analysis of the Tax Compliance in the EU: VECM and SEM
Mathematics, 2021 Tax compliance is an important indicator for the proper functioning of the tax authority, influencing the budget revenue level. In this study, a Vector Error Correction Model (VECM) analysis was developed to identify the long-term relationships between ...
Marius-Răzvan Surugiu +2 more
semanticscholar +1 more source
International Journal of Economics Development Research (IJEDR), 2021 This paper studied the effect of labor force, government expenditure and FDI on GDP of Indonesia (2005-2019) by cointegration analysis and VECM. In the short-term, GDP, labor force and government expenditure significantly affect GDP of Indonesia, while ...
Danang Indrajaya
semanticscholar +1 more source
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
core +3 more sources
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 ...
openaire +1 more source
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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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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AIMS Energy, 2021 Electricity usage plays a vital role in raising the massive growth in the economy; also, the industrial sector is the key factor of overall energy demand closely related to the economy. The study aims to contribute in two ways.
Kashif Raza Abbasi +6 more
doaj +1 more source