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The present study focuses on the cointegration between Export and Gross Domestic Product and its components at current … and constant prices. Time series data for Export and Gross Domestic Product and its components has been taken for the … period 1950-51 to 2001-02. In the long run export and GDP reveal that export and GDP at constant prices are not cointegrable …
Persistent link: https://www.econbiz.de/10005034977
returns and exchange rate are integrated of order one. The Engle–Granger Cointegration test is then performed, suggesting that …
Persistent link: https://www.econbiz.de/10005020500
comparatively consistent and less volatile. The relationship between exchange rate volatility and growth of export for India and … volatility and it impacts on export growth between Bangladesh and Iran and other s Gulf countries. …This is an empirically study to investigate the exchange rate volatility and it impacts on bilateral exports growth …
Persistent link: https://www.econbiz.de/10008567669
This article is focused on the effect and implication of a change in the money supply for US capital market. This market was chosen according to his part on the global market capitalization. Namely it is the Dow Jones Industrial Average (DJIA), which was chosen according to his long history,...
Persistent link: https://www.econbiz.de/10011112960
conventional and Islamic markets (as evidenced in the Cointegration and LRSM tests) (ii) the Shariah China Index is Granger …
Persistent link: https://www.econbiz.de/10011113686
of cointegration is sufficient to testify the existence of a long-run relationship among the variables of a particular …. In order to achieve the objective of the study, modern econometric methodologies such as unit root tests; cointegration …
Persistent link: https://www.econbiz.de/10009401344
Using nonlinear testing procedures relevant to the recent literature, this study provides evidence of nonlinear adjustment of nominal exchange rate towards monetary fundamentals in the context of ASEAN-5 countries. While it supports earlier findings supportive of monetary exchange rate model in...
Persistent link: https://www.econbiz.de/10005619526
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005789941
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005622096
In this paper, we use a wavelet filtering based approach to study the econometric relationship between exports, imports, and economic growth for Tunisia, using quarterly data for the period 1961:1-2007:4. GDP is used as a proxy for economic growth. We explore the interactions between these...
Persistent link: https://www.econbiz.de/10011108527