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returns and exchange rate are integrated of order one. The Engle–Granger Cointegration test is then performed, suggesting that …
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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 …
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period from 1997(Q1)-2005(Q2). Both the Cointegration techniques based on Johansen and Juselius (1990) and Error Correction … impact on international visitor arrivals to Thailand. The findings were consistent with economic theory and the implications …
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The present study focuses on the cointegration between Export and Gross Domestic Product and its components at current …
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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,...
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conventional and Islamic markets (as evidenced in the Cointegration and LRSM tests) (ii) the Shariah China Index is Granger …
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