Correlation with Other Macroeconomic Variables
Correlation and Causality between Inflation and Selected Macroeconomic Variables: Empirical Evidence from Pakistan (1990 2012)
... various macroeconomic variables on in- flation in Pakistan and to find their correlation and causal relationship with eco- nomic and econometric criterion by using time series data over the period of ...
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Relationship among Economic Growth and other Macroeconomic Variables: A Study of Pakistan
... all other studies conducted, one; the study is taking 40 years of data into consideration which will enable to evaluate the significance of variables over long run, two; monetary variables like money ...
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The Dependence Structure of Macroeconomic Variables in the US
... by correlation complexity, when different dependence measures give con- flicting or inaccurate ...traditional correlation and ...economic variables’ distributions are heavy tailed, they may suggest a ...
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Effects of Investment on Macroeconomic Variables in the Sudanese Economy
... direct correlation with the capital accumulation process that increases the productivity capacity for the national economy and creating job opportunities and achieving economic ...
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Macroeconomic Variables and Stock Price Volatility in Ghana
... pairwise correlation of the variables also presented in Table 2 ascertains the degree of collinearity of ...which variables can cause multicollinearity in the estimated models to be presented ...
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Macroeconomic variables and stock market: US review
... for correlation coefficients confirm the positive correlation between interest rates, oil prices, producer price index and industrial production ...negative correlation for unemployment, which ...
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The Impact of Macroeconomic Variables on Stock Prices in Pakistan
... between macroeconomic indicators and growth through capital accumulation in ...financial variables and to establish link between these variables, assuming that financial variables were ...
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Dynamics of Indian Stock Indices with Macroeconomic Variables
... consider macroeconomic variables as Index of Industrial production (IIP), wholesale price index (WPI), , Foreign Institutional Investment (FII), and National Stock Exchanges indices in the form of NSE - ...
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INFLUENCE OF MACROECONOMIC VARIABLES ON ECONOMIC GROWTH IN KENYA
... key variables were not normally distributed from the descriptive statistic ...The correlation results revealed that inflation rate, stock market performance, exchange rate and remittance variables ...
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The Effectiveness of Macroeconomic Variables on Foreign Exchange Market
... and macroeconomic variables is well illustrated by Maysami (2000) Dividend Discount Model (DDM) than any other theoretical stock valuation ...positive correlation between common stock returns ...
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The Effect of Macroeconomic Variables On the Saudi Stock Market
... between macroeconomic variables and stock market volatility in ...specific macroeconomic variables: interest rates, inflation rate, foreign exchange rate, GDP, and stock market ...direct ...
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Correlation in Random Variables
... Linear Estimation The task is to construct a rule for the prediction ˆ Y of Y based on an observation of X. If the random variables are correlated then this should yield a better result, on the average, than just ...
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BUDGET DEFICITS AND OTHER MACROECONOMIC VARIABLES IN INDIA VUYYURI, Srivyal SESHAIAH, S. Venkata * Abstract
... and other variables, we explore existence of any significant long-run relationships among the variables in our ...the variables that we are using in the study are found to be cointegrated, it ...
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Macroeconomic Variables and Unemployment: The Case of Turkey
... dummy variables for the mean shift occurring at times TB 1 =2002:Q4 and TB 2 =2008:Q2, ...dummy variables have the following values: for i = 1 and 2, DU t (TB i ) = 1 and DT t (TB i ) = 0 if t > TB 1 ; 0 ...
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The influence of macroeconomic variables on stock performance
... Furthermore, this all will have both direct and indirect influence on the financial markets. Huang, Masulis and Stoll (1996) describe the theoretical linkage between crude oil and stock returns using economic linkages at ...
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Accuracy in forecasting macroeconomic variables in Iceland
... known earlier and it would therefore have been possible to improve the forecasts by including an estimate of these investments, possibly with a wheight indicating the probability that they are approved by the authorities ...
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The role of macroeconomic variables in sovereign risk
... Which variables have greatest impact on default probabilities? This study presents an empirical investigation of these questions by using an affine term structure model with macroeconomic variables ...
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Petroleum Subsidies and Macroeconomic Variables in India
... However, the issue is not that simple at least for two simple reasons. One, different petroleum products are important for different sections of the economy. For example, petrol may be a product for the rich, but ...
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Influence of Macroeconomic Variables on Exchange Rates
... many variables show the opposite ...independent variables have complex interrelationships and interactions among themselves which may not be captured by a weak traditional regression ...
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The Influence of Macroeconomic Variables on the Hungarian Agriculture
... Other streams of research address the broader macroeconomic environment. Arising from Dornbusch’s (1976) overshooting models of exchange rate determination, these studies establish the linkages among ...
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