Cointegration and Error Correction
A cointegration and error correction approach to the determinants of inflation in India
... Johansen-juselius cointegration methodology to test for the existence of a long run relationship between the ...the error correction from the long run determinants of inflation is then used as a ...
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A cointegration and error correction approach to the determinants of inflation in India
... Johansen-juselius cointegration methodology to test for the existence of a long run relationship between the ...the error correction from the long run determinants of inflation is then used as a ...
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Government Expenditure and Economic Growth in Nigeria: A Cointegration and Error Correction Modeling
... Page | 4 Therefore, this study applies cointegration and error correction model to examine the relationship between public expenditure and economic growth in Nigeria. To achieve this, the study is ...
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Government Expenditure and Economic Growth in Nigeria: A Cointegration and Error Correction Modelling
... Page | 4 applies cointegration and error correction model to examine the relationship between public expenditure and economic growth in Nigeria. To achieve this, the study is structured into the ...
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Remittances and the Dutch Disease: Evidence from Cointegration and Error-Correction Modeling
... Thus, it appears that remittance inflows do lead to a real exchange rate appreciation. However, because of data constraints, many of these studies, of necessity, happen to be panel studies. While panel studies have their ...
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The Determinate of Agricultural Export in Ethiopia: An Error Correction Modle and Cointegration Approach
... diversification; cointegration and error correction approaches in the regression analysis were ...the cointegration and error correction models revealed that real GDP, fertilizer ...
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Exports and Imports in Qatar: Evidence from Cointegration and Error Correction Model
... ABSTRACT This paper investigates the existence of long-run relationship between exports and imports in Qatar’s economy using Johansen cointegration approach. Qatar is a small open economy that depends on the ...
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MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy
... considers cointegration among ...the cointegration equilibrium relationship and the error correction short run dynamics, thereby retaining information for the long ...
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MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy
... considers cointegration among ...the cointegration equilibrium relationship and the error correction short run dynamics, thereby retaining information for the long ...
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Velocity of Money Income and Economic Growth in Sudan: Cointegration and Error Correction Analysis
... and error correction methods in the context of the quantity theory of money (QTM) without inclusion of institutional ...factors. Cointegration analysis confirms existence of a long run equilibrium ...
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Stability of demand for money function in Nepal: A cointegration and error correction modeling approach
... of cointegration and consequent application of error correction models ...multivariate cointegration technique, Phillips and Hansen technique, etc in case of annual data and/or small number of ...
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The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis
... apply cointegration tests and error correction models when testing for ...apply cointegration tests to detect long-run relationship between exports and economic ...adopted cointegration ...
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The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis
... apply cointegration tests and error correction models when testing for ...apply cointegration tests to detect long-run relationship between exports and economic ...adopted cointegration ...
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Stability of demand for money function in Nepal: A cointegration and error correction modeling approach
... of cointegration and consequent application of error correction models ...multivariate cointegration technique, Phillips and Hansen technique, etc in case of annual data and/or small number of ...
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Testing Augmented Wagner’s Law for Nigeria Based on Cointegration and Error Correction Modelling Techniques
... ABSTRACT Wagner’s Law is the first model of public spending in the history of public finance. The study tests the validity of Wagner’s Law that there is a long-run tendency for public expenditure to grow relative to ...
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What caused the equity withdrawal mechanism? An investigation using threshold cointegration and error correction
... Our article is organized as follows. Section II describes the MEW equation that we estimated and the threshold cointegration technique. Section III presents the empirical results. In particular, after the data ...
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COINTEGRATION AND ERROR CORRECTION MODEL OF AGRICULTURAL FUTURES IN THAILAND: THE CASE OF RSS3 FUTURES. Abstract
... using cointegration and error correction, which is widely acclaimed to be more suitable for time-series modeling on answering the questions about efficiency of RSS3 futures market in ...
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Financial development and economic growth: a cointegration and error-correction modeling approach for south Asian countries
... multivariate cointegration technique proposed by Joha nsen (1988, 1991, 1992, and 1995) and Johansen and Juselius (1990, and ...This cointegration methodology tests the long-run equilibrium relationship ...
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ON AUTOREGRESSIVE DISTRIBUTED LAG, COINTEGRATION AND ERROR CORRECTION MODEL: An Application to Some Nigeria Macroeconomic Variables
... Keywords: Autoregressive distributed lag, Cointegration, Error correction, Inflation, Gross domestic product (GDP), Time Series Econometrics. 1. INTRODUCTION The future uncertainty of monetary ...
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Budget deficit and inflation nexus in Uganda 1980–2016: a cointegration and error correction modeling approach
... Abstract Background: One of the principal goals of monetary policy pursued by Central Banks worldwide is virtually price stability. Understanding inflationary dispositions and its determinants is therefore a critical ...
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