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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Assessment of the Effect of Inflation on Nigeria’s Economic Growth: Vector Error Correction Model Approach
... test, vector error correction model (VECM) and Granger causality test in the ...The vector error correction model (VECM) is employed to estimate the short run ...
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The Linkage Between Population Growth, Gdp And Food Security In Oman: Vector Error Correction Model Analysis
... and vector error correction model (VECM) approach have been used to identify the long term and short-term relationship of food security ...The error correction term suggests that ...
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Exchange Rate Pass through in Nigeria: Evidence from a Vector Error Correction Model
... This paper investigates the pattern of exchange rate pass-through to import and consumer prices in Nigeria between 1986Q1 and 2007Q4 based on vector error correction model. It was recognized ...
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Implications of Oil Price Shocks for Monetary Policy in Ghana: A Vector Error Correction Model
... a Vector Error Correction Model to explore the long run and short run linkages between the world crude oil price and economic activity in Ghana for the period 1970:1 to ...
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Government spending in education and economic growth in Cameroon:a Vector error Correction Model approach
... a vector error correction model ...estimated error correction model shows that an increase of 1% of the growth rate of private gross fixed capital formation and government ...
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Property crime and macroeconomic variables in Malaysia: Some empirical evidence from a vector error correction model
... Our vector-error-correction model and the variance decomposition results suggest that the property crime rate in Malaysia cannot be explained properly by the macro-financial economic ...
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Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach
... The empirical study highlights importance of usage of sector indices which provides insight for sector specific investment strategies and direction for suitable policy formulation. It investigates long run and short run ...
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Export Performance and Economic Growth in East Asian Economies – Application of Cointegration and Vector Error Correction Model
... In order to observe the relationship between exports and economic growth for East Asian economies during 1980-2012, this study constructed multivariate framework using the variables GDP per capita, exports, imports, ...
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Credit Supply and Rice Output in Nigeria: Empirical Insight from Vector Error Correction Model Approach
... This study investigated the effect of credit supply on rice output (RO) in Nigeria within the periods 1981–2016 by employing the vector error correction model approach. Findings from the ...
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Survey of Money- Output Causality: Case Study of Iran, Based on Vector Error Correction Model (VECM)
... as error-correction terms ...estimated vector error-correction model (VECM).Error- correction terms (ECTs), can be represented as exogenous variables in ...
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The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/ Vector Autoregressive Approach
... the vector error correction model (VECM)/vector autoregressive model (VAR), in context to the equity market timing ...basic model used in the ...
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Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach
... Since the adoption of inflation rate targeting policy, there has been a great concern on the effectiveness of monetary policy to curb inflation in South Africa. The effectiveness of the repo rate as a policy instrument ...
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Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia
... Fixed investment, household consumption, and economic growth : a structural vector error correction model SVECM study of Malaysia Abdul Karim, Zulkefly and Abdul Karim, Bakri and Ahmad, [r] ...
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Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries
... The vector error correction model (VECM) model combines long-term cointegration modeling with short-term dynamics to determine equilibrium return ...
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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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Vector Error Correction Model for Forecasting Real Output Using Monetary Policy Transmission Channel Variables for Nigeria
... a vector error correction model VECM that establishes the relationship between real output between (GDP) and monetary policy transmission channel variables (credit, exchange rate and interest ...
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Bayesian Analysis of Markov Switching Vector Error Correction Model
... a vector error correction model using an uniform prior for the coin- tegrating ...of model selection with a proper diffuse prior on the cointegrating ...cointegration model, ...
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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 ...The vector error correction model of the short-run regression shows ...
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The Dynamics between Government Capital Expenditure and Revenue in Ghana: A Vector Error Correction Model Approach
... VECM model, with lag 2 and also indicates the long run Granger causality test with the direction of ...the model result ECM (-1) is the error correction term using Eviews, the error ...
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