. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China and Indonesia. Johansen and Juselius (1990 …) multivariate cointegration test, Granger causality/Block exogeneity Wald test based on VECM approach and Variance Decomposition … Analysis was employed to investigate the dynamic linkages between markets. Cointegration test confirmed a well defined long …

econometric techniques namely Unit root test, cointegration test, vector auto correction model (VECM), Granger-Causality test and …

cointegration and causality among foreign direct investment(FDI) in tourism sector, overall GDP, and exchange rate volatility (EX …). According to the ECM technique, the hypothesis that “no cointegration” was rejected for all three variables. The GC results …

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 …

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 …

Public financial management by the government is very important in view of the level of welfare in Indonesia is still … Indonesia, the approach to history and historical analysis is able to provide solutions to the existing problems. Reviewing …