Showing 1 - 10 of 544
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
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
The present study focuses on the cointegration between Export and Gross Domestic Product and its components at current …
Persistent link: https://www.econbiz.de/10005034977
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 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
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
Persistent link: https://www.econbiz.de/10013459233
aggregates; for estimating the net benefits of seigniorage earnings of the Federal Reserve; for forecasting changes in output and …
Persistent link: https://www.econbiz.de/10011259369
1980-2011. We estimate the Mankiw’s (1987) optimal seigniorage model for Turkish Economy with the cointegration and vector …The goal of this study is to test the implication of optimal seigniorage theory that in the long run higher tax rates …
Persistent link: https://www.econbiz.de/10011260525