Co-integration and Error Correction Model
Analysis of industrial investment efficiency based on co integration theory and error correction model
... DEA method to analyze the industrial structure of China's investment, considered that there is a big gap between the input-output efficiencies of China's secondary and tertiary industries, and thought that improving ...
7
Determinants of Foreign Direct Investment in Tanzania: Co-integration and Error Correction Model Analysis
... factors in host country. Thus, any host country which fails to tape advantages of FDI due to any reasons more likely the economy will be affected negatively with FDI inflows. Tanzania in particular, FDI inflows become ...
9
Market integration of arecanut in Karnataka state: An error correction model approach
... market integration, which is ...market integration becomes ...market integration in arecanut, data on monthly modal prices of arecanut was collected through Agmarknet from seven representative ...
7
Disposable income and actual sports consumption expenditures correlation research based on co integration theory and error correction model
... utilize co-integration theory and error correction model as well as other econometrics methods to analyze relationships between Dinc and ...exists co-integration ...
6
Monetary Policy, Exchange Rate and Inflation Rate in Nigeria A Co-integration and Multi-Variate Vector Error Correction Model Approach
... a Co-integration and Multi-Variate Vector Error Correction Model approach to examine both the long run and the short run nexus among monetary policy, exchange rate and inflation ...a ...
9
The Drivers of International Financial Integration and their Implications on the Nigerian Economy: An Error Correction Model Approach
... financial integration (IFI) and how they impact on the Nigerian economy over the period 1986– ...The error correction model was employed to regress the key determinants of IFI against GDP ...
5
Impact of Trade Openness on Output Growth: Co integration and Error Correction Model Approach
... are co- integrated, that is, there is a long-run relationship between these ...this co-integration relationship by employing the error correction models (Equation 6) to explain both ...
7
The Determinants of Unemployment in Sudan: A Co-integration and Error Correction Model Analysis (1981-2011)
... 2011. Co integration and VECM techniques were applied to carry out the ...have co integrating relationships implying that they have long- run ...
28
Integration Rice Price And Farmers Welfare With Error Correction Model Analysis
... Nakelse, Dalton, Hendricks, & Hodjo (2018) analyze the implications of world cereal price shocks on the welfare of rural households in Burkina Faso. The causal relationship between the world and domestic cereal ...
8
Electricity consumption and economic activity in Malaysia: co-integration, causality and assessing the forecasting ability of the vector error correction model
... forecasting model needs to be emphasized since the consequences of under or over forecasting are very ...the co-integration approach and the VECM should be ...
8
Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach
... There are several advantages of adopting the DF-ECM approach in the present context. Primarily, the DFM enables us to extract the common movement in the price disparities among a fairly large number of economies by ...
41
External Debt and Economic Growth in Ghana: A Co integration and a Vector Error Correction Analysis
... Johansen co-integration analysis and an error correction methodology on annual data from ...a co-integration and an Error Correction ...
18
Imports-Exports Demand Functions and Balance of Payments Stability in Nigeria: A Co-integration and Error Correction Modeling
... Bayero University Kano Abstract This paper assesses the determinants of import and export demand functions. The object is to empirically measure the relative strengths and weaknesses of the determinants import and ...
26
Imports-Exports Demand Functions and Balance of Payments Stability in Nigeria: A Co-integration and Error Correction Modeling
... Bayero University Kano Abstract This paper assesses the determinants of import and export demand functions. The object is to empirically measure the relative strengths and weaknesses of the determinants import and ...
26
Imports Exports Demand Functions and Balance of Payments Stability in Nigeria: A Co integration and Error Correction Modeling
... Bayero University Kano Abstract This paper assesses the determinants of import and export demand functions. The object is to empirically measure the relative strengths and weaknesses of the determinants import and ...
26
Estimating the error correction model for Sudanese exchange rate
... by co integration tests namely Johansen and Juselius which are trace test and maximum eigen value test ...five co integration equations at the 5% level of confidence while unrestricted ...
6
Dynamics of Inflation and Unemployment in a Vector Error Correction Model
... multivariate co-integration test results are given in Appendix ...are co- integrated and their linear combination is stationary thereby portraying long-run ...Johansen’s co-integration ...
11
An Estimation of Residential Water Demand Using Co Integration and Error Correction Techniques
... The Engle-Granger procedure described above enjoys important attractive asymptotic properties but it also suffers weaknesses. In finite samples, the parameter estimates are biased. The extent of this bias can be severe, ...
44
Public Expenditure and Economic Growth in Nigeria: An Application of Co-Integration and Error Correction Modeling
... Johansen co-integration analysis and Granger causality tests, the study found that, in both the short run and long run estimations, public expenditure Granger causes growth in national income in all the ...
24
Agricultural sector and economic growth in Tunisia: Evidence from co integration and error correction mechanism
... Historically, Tunisia followed a socialist economic model with close state control of the economy. The government's economic policies had limited success during the early years of independence. During the 1960s, a ...
17