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Australia for the period 1950-2005. Cointegration and a vector error-correction model are used along with Granger causality … the cointegration analysis of production in Australia and should be included in the long-run production relationship along …
Persistent link: https://www.econbiz.de/10009434976
Australia for the period 1950-2005. Cointegration and a vector error-correction model are used along with Granger causality … the cointegration analysis of production in Australia and should be included in the long-run production relationship along …
Persistent link: https://www.econbiz.de/10009479429
Šis magistro baigiamasis darbas skirtas gamtinių dujų rinkos ekonominio reguliavimo analizei. Liberalizuojamoje gamtinių dujų rinkoje ekonominiu reguliavimu siekiama užtikrinti saugų, patikimą gamtinių dujų tiekimą vartotojams, efektyvią dujų įmonių veiklą bei finansinį...
Persistent link: https://www.econbiz.de/10009478403
In this paper, using the cash-in-advance model, we estimate Indonesia's money demand function for the period 1970–2005. We find the real M1 and real M2 are cointegrated with their determinants, namely real income, real exchange rate and short-term domestic and foreign interest rates. The...
Persistent link: https://www.econbiz.de/10009483710
2004:IV. Johansen's cointegration method and vector error correction (VEC) model based Granger causality test were used in …
Persistent link: https://www.econbiz.de/10009442904
, Guyana, Jamaica and Trinidad, during the 1985-1993 period using cointegration, Granger causality, and reduced form methods …
Persistent link: https://www.econbiz.de/10009444160
Analysts often use a single average or otherwise aggregated price series to represent several geographic or product markets even when disaggregate data are available. We hypothesize that such an approach may not be appropriate under some circumstances, such as when only long-term relationships...
Persistent link: https://www.econbiz.de/10009444946
between 1990:I and 2004:IV. Johansen’s(1991, 1995) cointegration method and vector error correction (VEC) model …
Persistent link: https://www.econbiz.de/10009446054
The paper assesses the relationship between export growth of Bangladesh and trade liberalisation, the latter being proxied by the reduction of anti-export bias. In the empirical analysis, separate supply equations for total exports, (total) manufacturing exports, and textiles and readymade...
Persistent link: https://www.econbiz.de/10009447979
time-series data used for modelling the rival paradigms were processed using unit root and cointegration econometrics to …
Persistent link: https://www.econbiz.de/10009447982