Showing 1 - 10 of 113
considers three issues. First, we examine the long-run relationship between the three markets, using cointegration techniques …
Persistent link: https://www.econbiz.de/10009430129
This study applied cointegration analysis and the vector errorcorrection model (VCE) to analyze the magnitude and …, which was supported by the magnitude of the coefficients ofvector cointegration and the speed of adjustment coefficients …
Persistent link: https://www.econbiz.de/10009455262
In North Carolina, where soybeans and corn are the two primary crops, the recent increase in the demand for U.S. corn has triggered a shift of farm acreage from soybeans to corn, leading to a rapid rise in prices of both commodities. However, the rate of the price changes, as well as the price...
Persistent link: https://www.econbiz.de/10009444704
price of CPO and domestic price of CPO and cooking oil are related through cointegration tests, (2) To test the causal …
Persistent link: https://www.econbiz.de/10009444792
The recent financial and economic turmoil driven by housing market has led the economists to refocus on the issue about monetary policy and asset price, especially housing price. In this dissertation I investigate the various relationships between monetary policy and asset prices in U.S. economy...
Persistent link: https://www.econbiz.de/10009464975
The paper develops an approach for analyzing the dynamics of a nonlinear time series that is represented by a nonparametric estimate of its one-step ahead conditional density. The approach entails examination of conditional moment profiles corresponding to certain shocks; a conditional moment...
Persistent link: https://www.econbiz.de/10009475493
using quantitative analyses including Johansen cointegration test, Granger causality test, impulse response and Chow …
Persistent link: https://www.econbiz.de/10009483722
The present study has analysed the long term relationship between spot and future prices of currency (dollar) for the period of study between 01/06/2009 and 10/07/2013. The spot and future prices of the currency is found to have long term relationship which is supported by the existence of an...
Persistent link: https://www.econbiz.de/10011315657
The present study has analysed the long term relationship between spot and future prices of currency (dollar) for the period of study between 01/06/2009 and 10/07/2013. The spot and future prices of the currency is found to have long term relationship which is supported by the existence of an...
Persistent link: https://www.econbiz.de/10011374977
economies of Asia. Based on cointegration and vector error correction modeling the empirical results show that there exists …
Persistent link: https://www.econbiz.de/10009434881