Search Results - subject:"Engle-Granger cointegration test"

Assessing equity based mutual funds and stock market indices in India using the Engle-Granger cointegration technique

Gupta, Neha; Mathur, Pooja; Singh, Satyendra P. - In: DLSU business & economics review 31 (2021) 1, pp. 112-123

Persistent link: https://www.econbiz.de/10013472284

Examining the relationship between foreign direct investment and economic growth : evidence from Croatia

Bilas, Vlatka - In: Montenegrin journal of economics 16 (2020) 2, pp. 117-129

Persistent link: https://www.econbiz.de/10012265464

Crude oil price and exchange rates : the case of Malaysia and Brunei

Abdul Razak Abdul Hadi; Hafezali Iqbal Hussain; Zalina … - In: International journal of financial research 10 (2019) 5, pp. 1-10

Persistent link: https://www.econbiz.de/10012392203

Did conventional interest rate influence Islamic total deposits? : evidence from January 2007 till January 2019

Abdul Razak Abdul Hadi; Hafezali Iqbal Hussain; Zalina … - In: International journal of financial research 10 (2019) 5, pp. 11-18

Persistent link: https://www.econbiz.de/10012392211

Cointegration analysis of purchasing power parity in Republic of Croatia

Kozul, Ivan - In: UTMS Journal of Economics 4 (2013) 3, pp. 253-268

This paper examines the validity of purchasing power parity (PPP) hypothesis in the Republic of Croatia. The main aim is to test whether the PPP Theory holds in the case of the Republic of Croatia and whether the PPP Theory is an appropriate method on which monetary policy makers can rely in...

Persistent link: https://www.econbiz.de/10010435926

COINTEGRATION ANALYSIS OF PURCHASING POWER PARITY IN REPUBLIC OF CROATIA

Kozul, Ivan - In: UTMS Journal of Economics 4 (2013) 3, pp. 253-268

Persistent link: https://www.econbiz.de/10010840577

INVESTIGATING RELATIONSHIP BETWEEN CRUDE PALM OIL AND CRUDE OIL PRICES – COINTEGRATION APPROACH

Abdul Razak Abdul Hadi Author_Email: … - 2011

Persistent link: https://www.econbiz.de/10010535857

Cointegration analysis of purchasing power parity in Republic of Croatia

Kozul, Ivan - In: UTMS journal of economics / University of Tourism and … 4 (2013) 3, pp. 253-268

Persistent link: https://www.econbiz.de/10010222876

Exchange rate determination: market models and empirical evidence for the 1990-2000 period from emerging financial markets -- the case of Indonesia

Rusydi, M.; Islam, Sardar M.N. - In: International Journal of Monetary Economics and Finance 3 (2010) 2, pp. 159-176

In order to test, empirically, the well known financial and economic exchange rate models to examine the exchange rate behaviour and its determinants in Indonesia, a number of econometric methods are used. Univariate time series models like exponential smoothing and autoregressive integrated...

Persistent link: https://www.econbiz.de/10008592738

Exchange rate determination: market models and empirical evidence for the 1990-2000 period from emerging financial markets – the case of Indonesia

Rusydi, M.; Islam, Sardar M.N. - In: International Journal of Monetary Economics and Finance 3 (2010) 2, pp. 159-176

Persistent link: https://www.econbiz.de/10008538668