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Error Correction Model (ECM)

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

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

... the model, first perform data analysis such as testing unit root tests Augmented Dickey Fuller (ADF), test the degree of integration, the determination of lag length optimal, using the Akaike Information Criterion ...

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

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

... implements error correction model to analyze a time series data from 1981-2011, collected from World ...vector error correction model of the short-run regression shows that the ...

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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

... This paper attempts to examine the short-run and long-run causal relationship between Kuala Lumpur Composite Index (KLCI) and selected macroeconomic variables namely inflation, money supply and nominal effective exchange ...

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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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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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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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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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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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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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The Error Correction Model as a Test for Cointegration

The Error Correction Model as a Test for Cointegration

... The focus of this paper is on testing for a single cointegrating vector. In section II we derive critical values for an alternative test based on the joint significance of the levels terms in an error ...

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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 (ECM) of Engle and Granger (1987), the common trends form of Stock and Watson (1988), and the triangular model of Phillips ...The error correc- tion ...

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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

... series analyses. Most of the studies on the MENA economies failed to pre-test for unit roots, to determine the optimal length of lags and/or to apply cointegration tests and error correction models when ...

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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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"Technological Exports and the Dynamics of Ukraine’s Economic Growth"

"Technological Exports and the Dynamics of Ukraine’s Economic Growth"

... the error correction model (ECM) and vector- error correction (VEC), this articles examines the principal relation- ship between the export volumes of metal products (raw materials ...

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AN ECONOMETRIC STUDY OF THE LONG-RUN RELATIONSHIP BETWEEN DEFENCE EXPENDITURE AND ECONOMIC GROWTH: EVIDENCE FROM A DEVELOPING COUNTRY

AN ECONOMETRIC STUDY OF THE LONG-RUN RELATIONSHIP BETWEEN DEFENCE EXPENDITURE AND ECONOMIC GROWTH: EVIDENCE FROM A DEVELOPING COUNTRY

... the model as a whole is ...the model, since it is very close to ...the error correction ...the error correction model are not good predictors of economic growth in ...

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Does Domestic Investment Contribute to Economic Growth in Uruguay? What did the Empirical Facts Say?

Does Domestic Investment Contribute to Economic Growth in Uruguay? What did the Empirical Facts Say?

... For all these reasons, it is brought to us that domestic investments are among the best needful settlements for saving and reducing most of these disasters of this country. For this purpose, we attempt to treat the ...

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Demonstrating The Use Of Vector Error Correction Models Using Simulated Data

Demonstrating The Use Of Vector Error Correction Models Using Simulated Data

... VEC model. The VEC model can be run with no trend in the VEC but with an intercept included or ...VEC model can be run with a trend in the VEC and an intercept and/or a trend in the cointegration ...

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