Results 41 to 50 of about 29,155 (211)
Tourism Demand in Tunisia: A VECM Approach
Naše gospodarstvo/Our economy, 2023 Abstract This research aimed to study the determinants of tourism demand in Tunisia from 1995 to 2019 with four independent variables: gross domestic product, consumer price index, the real exchange rate, and air transport passengers carried. The research employed the Unit root test, Co-integration test, and Vector Error Correction model
openaire +4 more sources
Misconceptions in Application of Time series Models: The Abuse of ARDL Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 Studies in applied econometrics and related disciplines are widely using time series techniques. Sound application of these techniques requires the satisfaction of their underlying assumptions. One of these techniques is ARDL Model.
Teimur Mohammadi
doaj
A partially linear approach to modelling the dynamics of spot and futures prices [PDF]
, 2008 In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference.
Gaul, Jürgen, Theissen, Erik
core +1 more source
Journal of Forecasting, EarlyView.ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
wiley +1 more source
Determinants of Economic Growth: The Case of The United States of America
JDE (Journal of Developing Economies), 2022 The purpose of this article is to find long- and short-term determinants of U.S. economic growth over the period 1970-2016. By using cointegration analysis and vector error correction models, we compensated for many variables that were not previously ...
Sayef Bakari, Sofien Tiba
doaj +1 more source
Testing for Codependence of Non-Stationary Variables [PDF]
, 2010 We analyze non-stationary time series that do not only trend together in the long run, but restore the equilibrium immediately in the period following a deviation.
Trenkler, Carsten, Weber, Enzo
core
Geological Journal, EarlyView.ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley +1 more source
MEASURING THE IMPACT OF INFLATIONARY PRESSURES ON FOREIGN TRADE IN AGRICULTURAL COMMODITIES AND LIVE ANIMALS: A CASE STUDY OF IRAQ [PDF]
مجلة الأنبار للعلوم الزراعيةThis paper investigated the impact of inflationary pressures on foreign trade in agricultural commodities and live animals for the Iraqi economy for 2004-2022.
N. M. Kokaz, S. A. Hammad
doaj +1 more source
The impact of some macroeconomic factors on stock price Index in Vietnam
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2020 This study aims to measure the impact of six macroeconomic factors including oil price, consumer price index (representing inflation), M2 money supply, interest rate, exchange rate and gold price on Vietnamese stock market (via VN-Index stock price index)
Nguyễn Thị Như Quỳnh +1 more
doaj +1 more source
Testing the Validity of the Long Run Neutrality of Money in Nigeria
Folia Oeconomica Stetinensia, 2021 Research background: There is no consensus among scholars on the interaction effect between money supply, price, and wages despite various studies conducted to that effect.
Ugwu Ephraim +3 more
doaj +1 more source