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with quarterly data for the above variables from 1991.1 to 2006.4 using Johansen's multivariate cointegration test and … innovation accounting techniques. We established that there is cointegration between macroeconomic variables identified and Stock …
Persistent link: https://www.econbiz.de/10005616920
Causality after testing for cointegration using Johansen techniques. The empirical results obtained by the Johansen method …
Persistent link: https://www.econbiz.de/10011259193
The paper empirically investigates the relationship between bank competition, stock market and economic growth in Ghana using time series data for the period between 1992 and 2009. Short and long run relationship were established within the frameworks of Granger causality and the Autoregressive...
Persistent link: https://www.econbiz.de/10011267101
macroeconomic variables. We analyse quarterly data for the above variables from 1991.1 to 2007.4. employing cointegration test … stock market index and the economic variables. The paper established that there is cointegration between macroeconomic …
Persistent link: https://www.econbiz.de/10005623389
macroeconomic variables. We analyse quarterly data for the above variables from 1991.1 to 2007.4. employing cointegration test … stock market index and the economic variables. The paper established that there is cointegration between macroeconomic …
Persistent link: https://www.econbiz.de/10005789384