Error-Correction (Co-Integration) Method
Inter-Linkage between FDI, Imports and Exchange Rate: An Empirical Evidence from Pakistan
... testing method of ...the error correction model showed that FDI had a positive influence on real imports and negative effect on the real short- term ...of co-integration suggested that ...
9
A STUDY OF THE DETERMINANTS OF MORTGAGE INTEREST RATES IN NAMIBIA THROUGH CO-INTEGRATION AND ERROR CORRECTION MECHANISMS
... Also, contributing to the literature, Gathungu, Matanga and Joshua (2012:) used Ordinary Least Squares (OLS) method to probe into the determinants of mortgage interest rates in Kenya. The Researchers made use of ...
13
Electricity consumption and economic activity in Malaysia: co-integration, causality and assessing the forecasting ability of the vector error correction model
... between co-integrated variables received a great deal of attention over the recent ...system method suggested by Johansen (1988) enables us to determine the number of co-integration relations ...
8
Disposable income and actual sports consumption expenditures correlation research based on co integration theory and error correction model
... out co-integration analysis of these data, it first carries out stationary test, judge data stability method normally is with the help of unit root ...
6
Appraisal of Trade Potency on Economic Growth in Sudan: New Empirical and Policy Analysis
... Johansen co-integration analysis of the Vector Auto Regression Model and the Granger-Causality ...using co integration analysis of Vector Error Correction Model and the ...
13
The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach
... squares method investigated the relationship between exports and economic growth for Jordan over the period ...Johansen co integration approach, Vector Autoregressive Model (VAR), Vector Error ...
13
BEHAVIOURAL RELATIONSHIP BETWEEN FISCAL POLICY ADJUSTMENT AND STOCK PRICES IN NIGERIA: A CO-INTEGRATION AND ERROR CORRECTION APPROACH
... Licensed under Creative Common Page 25 In a two-country study, Razin (1987) used a stochastic general equilibrium model to address the issues concerning the effects of government tax and spending policies on private ...
15
An Estimation of Residential Water Demand Using Co Integration and Error Correction Techniques
... former do not reject the null of nonstationarity. For example, Andrews and Zivot (1992) propose a method that allows for a single structural break in the intercept and/or the trend of the series, as determined by ...
44
Impact of Trade Openness on Output Growth: Co integration and Error Correction Model Approach
... Yanikkaya (2003) analyzed the impact of trade liberalization on per capita income growth for 120 countries for the time period 1970 to 1997. His study used two types of trade openness measures. The first openness measure ...
7
Analyzing the Effect of Real Exchange Rate on Petrochemicals Exporting
... Johansen-Juselius co-integration method and the error correction model, the present study purports to investigate the effects of the real foreign exchange rate and the total value of ...
17
A Robust and Efficient Method For Error Detection And Correction In Memories
... high integration densities, lower operating voltages ...used error detecting techniques are Triple Modular Redundancy (TMR) and Error Correction Codes ...
6
Implementation of an Algorithm Used For Error Detection and Correction by Modular Correcting Codes
... Developed method provides error correction of two characters using a single check ...proposed method provides increased coding rate by ...
5
Appraisal of Trade Potency on Economic Growth in Sudan: New Empirical and Policy Analysis
... Vector Error Correction Model, exports have a positive effect on economic growth. However, imports have a negative effect on economic growth. On the other hand, and according to the Granger-Causality tests, ...
20
Research on the Relationship between Foreign Trade and the GDP Growth of East China—Empirical Analysis Based on Causality
... on co-integration ...of co-integration analyses [6]; Improved me- thods with error correction model were adopted by some Chinese scholars for doing a lot of empirical studies on ...
7
A study of dynamic econometric relationship between urbanization and service industries growth in china
... makes co-integration test for the two ...the co-integration test, so one can consider that whether co- integration relationship exists in them (Wang, ...testing method), ...
8
Integration Rice Price And Farmers Welfare With Error Correction Model Analysis
... This research analyzes the short- and long-term influence of rice prices on the welfare of Indonesian farmers using an error correction model. Drawing upon data from Indonesia's Central Bureau of ...
8
An Evaluation Of A Multigrid Algorithm Error Spike Correction Method
... 16 17 of trials error was decreased or increased per error spike direction 23 8.2 Average percentage change 8.3 Average change 8.4 Average percentage change 8.5 Number of correction in i[r] ...
84
Estimating the Services Sector Impact on Economic Growth of Bangladesh: An Econometric Investigation
... in co-integrated ...(1990) co- integration procedure are not applied (Mah, ...no co-integration relationship during variable I (1) in small sample size time series (Kremers et ...con- ...
11
Effect of external debt on Nigerian Economy: Further evidences
... Mbah 2016 investigated the impact of external debt on economic growth of Nigeria using the ARDL bound testing approach to co-integration and error correction models for the periods 1970 [r] ...
21
Analysis of the simultaneous effects of renewable energy consumption and GDP, using Dynamic Panel Data
... In the recent years, renewable energy sources are an important component of world energy consumption. GDP is one of the main measures of a country’s economic activity . Most of the studies examine the impact of renewable ...
14