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Financial Integration for India Stock Market, a Fractional Cointegration Approach
Wong, Wing-Keung; Agarwal, Aman; Du, Jun - Department of Economics, National University of Singapore - 2005
with a common fractional, nonstationary component and find that the Johansen method is the best reveal their cointegration …
Persistent link: https://www.econbiz.de/10005292519
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Effects of government expenditure on private investment: Canadian empirical evidence
Wang, Baotai - In: Empirical Economics 30 (2005) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10005382292
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Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India
Kumar, Sundaram - Volkswirtschaftliche Fakultät, … - 2009
returns and exchange rate are integrated of order one. The Engle–Granger Cointegration test is then performed, suggesting that …
Persistent link: https://www.econbiz.de/10005020500
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Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
Chang, Yoosoon; Song, Wonho - International Conferences on Panel Data - 2002
-sectional dependencies of innovations, but also for the presence of cointegration across cross sectional levels. Unbalanced panels and panels …
Persistent link: https://www.econbiz.de/10005345805
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Growth and openness: empirical evidence from Bangladesh
Haq, Munshi Masudul - Volkswirtschaftliche Fakultät, … - 2008
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 …
Persistent link: https://www.econbiz.de/10009401344
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Modelling International Tourism Demand in Thailand
Chaiboonsri, Chukiat; Chaitip, Prasert; Rangaswamy, N. - In: Annals of the University of Petrosani, Economics 9 (2009) 3, pp. 125-146
period from 1997(Q1)-2005(Q2). Both the Cointegration techniques based on Johansen and Juselius (1990) and Error Correction …
Persistent link: https://www.econbiz.de/10008470146
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Export and Economic Growth in India: Causal Interpretation
Pandey, Alok Kumar - Volkswirtschaftliche Fakultät, … - 2006
The present study focuses on the cointegration between Export and Gross Domestic Product and its components at current …
Persistent link: https://www.econbiz.de/10005034977
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Complementarity between private and public investment in R&D: A Dynamic Panel Data analysis
Tarek, Sadraoui; Zina, Naceur Ben - HAL - 2009
This paper investigates the relationship between private and public investment in R&D, while taking into account the effect of several instruments policies such as subsidies and taxes. We design a new look of knowledge spillovers and R&D cooperation to explain the contribution of public and...
Persistent link: https://www.econbiz.de/10008791563
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The impact of money supply on stock prices and stock bubbles
Sirucek, Martin - Volkswirtschaftliche Fakultät, … - 2012
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,...
Persistent link: https://www.econbiz.de/10011112960
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The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
Saiti, Buerhan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
conventional and Islamic markets (as evidenced in the Cointegration and LRSM tests) (ii) the Shariah China Index is Granger …
Persistent link: https://www.econbiz.de/10011113686