Showing 1 - 10 of 47
, we applied ARDL bounds testing approach to cointegration and robustness of ARDL approach is examined through Johansen and … consumers’ prices and inflation. This gives an indication to the Indian policy analysts to control for factors affecting WPI in …
Persistent link: https://www.econbiz.de/10008765652
This study empirically examines the relation between the domestic fuel prices with the ten disaggregated economic sectors in Malaysia with the spanning of data from 1990:Q1 to 2007:Q4. We found that only three sectors (agriculture, trade and other services sectors) are cointegrated with the fuel...
Persistent link: https://www.econbiz.de/10008536065
.3353 at one lag. Unit root test showed that CPI and average real wage are I (1) variables. Johansen’s test of cointegration …
Persistent link: https://www.econbiz.de/10011257693
This paper investigates the effect of changes in exchange rate on consumer price level, in Fiji, known as exchange rate pass-through during a thirty year period (1982-2009). Specifically, three time periods are focused on: the pre-coup years (1982-1986); post coup years (1987-2009); and full...
Persistent link: https://www.econbiz.de/10009325628
The paper examines the export-led growth (ELG) hypothesis for nine Middle East and North Africa (MENA) countries in three-variable vector autoregressive and error correction models. When considering total exports, our results reject the ELG hypothesis in almost all of these countries. When we...
Persistent link: https://www.econbiz.de/10005837297
This paper investigates the nature of the causal relationships among stock prices and effective exchange rates in four old EU member countries (Austria, France, Germany, and the UK), four new EU member countries (Czech Republic, Hungary, Poland, and Slovakia), and in the United States. Both the...
Persistent link: https://www.econbiz.de/10005837357
This paper investigates causal links between economic growth, oil consumption and natural gas usage in Poland on the basis of quarterly data for the period Q1 2000 – Q4 2009. The application of the Toda–Yamamoto procedure, a nonlinear Granger causality test, bootstrap techniques and an...
Persistent link: https://www.econbiz.de/10011259721
framework, the cointegration and Granger Causality tests between real tourism receipts, real effective exchange rate and …
Persistent link: https://www.econbiz.de/10011108862
This paper employs the Autoregressive Distributed Lag (ARDL) bounds methodological approach to investigate the relationship between economic growth, combustible renewables and waste consumption, carbon dioxide (CO2) emissions and international tourism for the case of Tunisia spanning the period...
Persistent link: https://www.econbiz.de/10011111414
perspective of FDI and GDP. The cointegration and vector error correlation estimate test results showed that there is a …
Persistent link: https://www.econbiz.de/10005619581