Results 81 to 90 of about 29,155 (211)
Effect of Macroeconomic Factors on Economic Growth in Indonesia
JDE (Journal of Developing Economies)Indonesia’s GDP growth from 2007 to 2022 shows a significant trend, reflecting the positive dynamics of a growing economy. This growth is influenced by macroeconomic factors such as inflation, interest rates, unemployment, fiscal and monetary policies ...
Hafidz Zainul Mustofa, Moh. Faizin
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Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium
Review of Development Economics, EarlyView.ABSTRACT Fiscal disequilibrium arises when permanent expenditures (PEXP) exceed permanent revenue (PREV), a frequent risk in energy‐exporting economies reliant on volatile windfall revenues. However, existing research lacks a clear measure of these concepts and an empirical test for fiscal equilibrium.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley +1 more source
Public investment and growth: the VECM results for Ukraine
Problemi Ekonomiki, 2018 The article examines public investment impact on the economic growth in Ukraine applying VECM instruments. The aim of the study is to reexamine the influence of public investment on GDP dynamics in Ukraine in the short- and long-run using VAR modeling.
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VECM Analysis to House Price Index. Case of Tirana
European Journal of Marketing and Economics, 2020 This paper analyzes long-run equilibrium of “house price index” in Tirana (the capital city of Albania) achieved by the long-run performance of macroeconomic factors.We have used the techniques and analysis of linear multiple regression by VECM (vector error correction model), to identify endogenous factors, that effect the stability of “house price ...
Arjana Lleshaj +2 more
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Journal of Forecasting, Volume 45, Issue 3, Page 1110-1128, April 2026.ABSTRACT Pairs trading, a popular algorithmic trading strategy, exploits the short‐term price difference (spread) between two comoving assets. Empirically, the spread distribution of most assets in pairs trading has a fat‐tail characteristic that does not follow a normal distribution.
Yuhee Kwon, Youngsoo Choi
wiley +1 more source
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored [PDF]
, 2011 Cheung et al. (2004) use a vector error correction model (VECM) for the current float nominal exchange rate and the relative price data and claim that the sluggish Purchasing Power Parity (PPP) reversion is primarily driven by the nominal exchange rate ...
Kim, Hyeongwoo
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions [PDF]
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria.
Farshid Vahid +3 more
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Determinants of Inflation in Vietnam: A VECM Approach
Journal of Asian Business and Economic Studies, 2015 This paper aims to examine the main determinants of inflation in Vietnam during the period from 2002Q1 to 2013Q2. The cointegration theory and the Vector Error Correction Model (VECM) approach are used to examine the impact of domestic credit, interest rate, budget deficit, and crude oil prices on inflation in both long and short terms.
TRAN THI BICH NGOC, PHAM HOANG CAM HUONG
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International Journal of Sustainable Energy, 2018 This document investigates the causal relationship between nuclear energy (NE), pollutant emissions (CO2 emissions), gross domestic product (GDP) and renewable energy (RE) using dynamic panel data models for a global panel consisting of 18 countries ...
Mounir Ben Mbarek +2 more
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