Results 41 to 50 of about 38,619 (254)
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
core +5 more sources
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
openaire +3 more sources
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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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
doaj +1 more source
Sustainability, 2019 As one of the largest energy consumers and the greatest emitter of CO2 in the world, China now confronts the dual challenge of reducing energy use while continuing to foster economic growth.
Jianhui Jian +4 more
semanticscholar +1 more source
, 2021 Time series analysis (time series) is one method with the aim to find out events that will occur in the future based on data and past circumstances. Time series are widely used in economics, business, environmental science, and finance.
L. Loves +4 more
semanticscholar +1 more source
The Impact of Macroeconomic Indicators on Indian Stock Prices: An Empirical Analysis
Studies in Business and Economics, 2017 The purpose of the present study is to examine the long run and the short run relationship between stock price and a set of macroeconomic variables for Indian economy using annual data from 1979 to 2014.
Giri A. K., Joshi Pooja
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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
doaj +1 more source
Investigating Exchange Rate Pass-through to Consumer Prices in Nigeria
Folia Oeconomica Stetinensia, 2021 Research background: There have been several studies on the degree of exchange rate pass-through (ERPT) to consumer prices, as well as macroeconomic environment with yet no clear direction.
Ugwu Ephraim +2 more
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The evidence of asymmetric price adjustments
Agricultural Economics (AGRICECON), 2015 The paper provides insights into the price transmission of dairy sector in Slovakia and examined the nature of price adjustments and market efficiency along the vertical chain.
Zuzana LAJDOVÁ, Peter BIELIK
doaj +1 more source