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Error Correction Model

Exports and Imports in Qatar: Evidence from Cointegration and Error Correction Model

Exports and Imports in Qatar: Evidence from Cointegration and Error Correction Model

... 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 outside world for ...

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Business cycle transmission between the USA and Indonesia: A vector error correction model

Business cycle transmission between the USA and Indonesia: A vector error correction model

... There are several mechanisms that can account for short-run business cycle transmission. International trade is probably the major vehicle, and it forms a direct channel through which income and price shocks may be ...

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Estimating the error correction model for Sudanese exchange rate

Estimating the error correction model for Sudanese exchange rate

... suggested model variables more over to inquire uilibrium relationship or not and consequently estimating the such relation via namely, error correction model such technique can be justifiable ...

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Impact of Liberalization on Indonesian Food Security: An Error Correction Model Approach

Impact of Liberalization on Indonesian Food Security: An Error Correction Model Approach

... Abstract— This study aims to examine the impact of trade liberalization i n South East Asia on Indonesia's food security and to analyze the factor that determines food security in Indonesia. Error ...

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Bayesian Analysis of Markov Switching Vector Error Correction Model

Bayesian Analysis of Markov Switching Vector Error Correction Model

... cointegration model in order to investigate the model in which there is discontinuous adjustment to a long-run equilib- rium, based on the idea that only when the deviation from the equilibrium exceeds a ...

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Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model

Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model

... This article is designed to investigate the existence of relationship between daily per capita demand for nutrients (calorie, protein, and animal fat intake) and economic growth indicator measured by per capita real ...

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Determinants of Ethiopian Trade Balance: Vector Error Correction Model (VECM) Approach

Determinants of Ethiopian Trade Balance: Vector Error Correction Model (VECM) Approach

... Implication behind this series of tests is that if each time series variable is non-stationary, linear combinations of such time series variables that are stationary might exist. In that case, multiple times series ...

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Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model

Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model

... short-run and long-run interest rate is found to be positive and negative respectively. This is because long-run interest rate serves to be a better proxy for nominal risk-free component which is used in the discount ...

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Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries

Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries

... vector error correction model (VECM) model combines long-term cointegration modeling with short-term dynamics to determine equilibrium return ...

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The Error Correction Model as a Test for Cointegration

The Error Correction Model as a Test for Cointegration

... The use of the error correction model in applied econometrics goes back to Sargan (1964). However, its integration into modern time series econometrics began with the publication of two important ...

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Determinants of Economic Growth in Nigeria: Evidence from Error Correction Model Approach.

Determinants of Economic Growth in Nigeria: Evidence from Error Correction Model Approach.

... Granger Error Correction Model (ECM) while Babatunde and Adefabi employed a Vector ...an error correction model to analyse the effects of our variables of interest on economic ...

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An Error Correction Model for Forecasting Philippine Aggregate Electricity Consumption

An Error Correction Model for Forecasting Philippine Aggregate Electricity Consumption

... the error correction ...elasticity-based model (where elasticity is the elasticity of electricity consumption with respect to real ...developed model because it is simple, can be done quickly, ...

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Human Capital Investment and Economic Growth in Saudi Arabia: Error Correction Model

Human Capital Investment and Economic Growth in Saudi Arabia: Error Correction Model

... To examine the relationship between investment in human capital and economic growth in the Kingdom of Saudi Arabia for the period 1970-2014. Quantitative research design has been implemented. Granger Causality approach ...

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Integration Rice Price And Farmers Welfare With Error Correction Model Analysis

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 ...

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Determinant Analysis Of Indonesian Foreign Debt (Error Correction Model Approach)

Determinant Analysis Of Indonesian Foreign Debt (Error Correction Model Approach)

... models Error Correction Model Engle Granger, in the short term inflation and interest rates have a significant influence, whereas in the long term GDP, budget deficits, exchange rates and inflation ...

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Turkish Twin Effects: An Error Correction Model of Trade Balance

Turkish Twin Effects: An Error Correction Model of Trade Balance

... Twin deficit hypothesis mainly states that government budget deficits will cause trade deficits. However, this is not the only theoretically possible relationship between the budget deficit and the trade deficit. On the ...

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Biased Estimation in a Simple Extension of a Standard Error Correction Model

Biased Estimation in a Simple Extension of a Standard Error Correction Model

... econometric model, the expectations are replaced by current inflation which is viewed as a predictor of unobservable inflation ...specific model, the null hypothesis that inflation does not adjust to ...

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The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis

The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis

... economic growth. The distinction between a general and a particular approach can be crucial in designing policy schemes aimed at fostering growth. To our knowledge, only a few studies have made such a distinction in ...

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Determining the number of factors in a multivariate error correction–volatility factor model

Determining the number of factors in a multivariate error correction–volatility factor model

... the error correction model ignores the characteristics of time-varying volatility, which plays an important role in various financial areas such as portfolio selection, option evaluation, and risk ...

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Performance Modeling using a Genetic Programming Based Model Error Correction Procedure

Performance Modeling using a Genetic Programming Based Model Error Correction Procedure

... a model will result in a systematic error in modeled predictions ...The model error correction procedure is designed to improve capabilities of mechanistic models through simultaneous ...

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