Co-Integration
Economic and policy foundations of agricultural exports from Ghana: A co Integration analysis
... By this expression, any increment for the share of cocoa beans in total agricultural exports could lead to a decline in the index, with entirely the opposite being anticipated for a decline in share of cocoa beans in ...
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CO-INTEGRATION OF INDIAN STOCK MARKET WITH US STOCK MARKET
... causation”. Co-integration analysis helps in establishing genuine co-movement where the cause and effect of variables is clearly ...check co-integration of Indian stock market US ...
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Financial deepening and economic growth in ghana: (a co integration analysis)
... for co- integration based on Johansen and Juselius (1990). Co integration allows for the testing of the long-run equilibrium relationships (cointegration) among the ...two ...
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The induced innovation test (co integration analysis) of Iranian agriculture
... r co-integration vector so stationary linear combinations of X t ...of co integrating vector representing the long-run relationship, and α is the matrix of adjustment pa- rameter Johansen suggested ...
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Efficiency in the forward exchange market an application of co integration a comment
... Efficiency in the Forward Exchange Market: A n Application of Co-Integration: A Comment ANTHONY LEDDIN National Institute for Higher Education,.. One hundred observations were used start[r] ...
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Exports and Nigerians Economic Growth: A Co-Integration Analysis
... Johansen Co- integration Approach will be undertaken by the researcher in the course of the ...Johansen Co-integrating Normalized coefficients to ascertain the nature of the long run relationship ...
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Estimation of fractional co integration with unknown integration orders
... nonstationary integration orders (and indeed of param eters corresponding to 6 in nonstationary fractional models), based on scalar series was established by Velasco and Robinson (2000), for Type I processes (see ...
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Co Integration in Write Offs ratios of the world
... association/ co-integration between the write off ratios of microfinance establishments of the ...the co movements among the risks/ write offs ratios of different countries or ...are Co ...
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FDI and Employment by Industry: A Co Integration Study
... EG co-integration method and Granger causality test is applied to identify the long-run rela- tions and short-run linkages between FDI and employment in each of the industry via distributed lag model; ...
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Co-Integration Testing, Using the Johansen Method, Between General Indicators of Some Arab Financial Markets in Asia
... the integration of some of the financial markets However, the results of this study were different in addition to the difference in the study sample as follows The main financial markets in the Arab countries in ...
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Exchange rate determination of TL/US$: a co integration approach
... multivariate co-integration and vector error correction (VEC) techniques proposed by Johansen (1988) and Johansen and Juselius ...a co-integrating relationship for an n-dimensioned vector does not ...
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Has Oil Revenue Enhanced Non-Oil Export in Nigeria? A Co-integration Approach
... and co-integration technique to examine the long run relationship, while the Vector Error Correction Model (VECM) was used to analyze the short-run behavior of the ...Johansen co-integration ...
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An Assessment of the Economic Impact of Globalization In Ethiopia: A Co Integration Analysis
... financial integration to estimate the impact of globalization on the economic growth of ...financial integration, human resources development public and private investment and all those variables are found ...
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The electricity growth nexus in South Africa: Evidence from asymmetric co integration and co feature analysis
... asymmetric integration, cointegration and threshold error correction effects between electricity consumption and economic growth and then in view of significant asymmetric cointegration effects, the paper proceeds ...
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Yield Response of Rice in Nigeria: A Co-Integration Analysis
... By estimates for the current study, bridging of the demand-supply gap through improvement in yields can be realized through initiation of measures to address inef[r] ...
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Long run demand for money in India: A co integration approach
... Specification of the Model The general specification begins with the following functional relationship for the demand for money: M =fs,oc,x The demand for nominal balances M is a functio[r] ...
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Aggregate import demand function for Pakistan: a co integration approach
... Additionally, since real imports and its major determinants such as real output, relative prices and exchange rate volatility are non stationary, any evidence without considering the co-[r] ...
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Demand for Foreign Exchange Reserves in India: A Co integration Approach
... Empirical Framework Following IMF 2003, the determinants of reserve holdings can be grouped into five categories, namely economic size, current account vulnerability, capital account vul[r] ...
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The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach
... run relationship between the dependent variables and the economic growth. If, however, the calculated F-statistics is below lower critical values, then the null hypothesis of no co integration cannot be ...
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VOLATILITY OF AGGREGATE MARKET INDICES
... of co-integration between the stock index (Sensex) and other sector ...indices. Co-integration is a well accepted indicator of a long term relationship between more than one time series ...of ...
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