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approach, results reveal evidence of cointegration between broad money demand and its determinants, namely final consumption … estimation methods. The empirical investigation suggests also the stability of the broad money demand function during the sample …
Persistent link: https://www.econbiz.de/10011259415
This study examines the demand for money in Hungary using the autoregressive distributed lag (ARDL) cointegration …
Persistent link: https://www.econbiz.de/10010927778
) approach to cointegration analysis. The empirical results show that there is a unique cointegrated and stable long …
Persistent link: https://www.econbiz.de/10005619866
) approach to cointegration analysis. The empirical results show that there is a unique cointegrated and stable long …
Persistent link: https://www.econbiz.de/10005619931
Persistent link: https://www.econbiz.de/10012250223
Bu calismada reel para talebinin, reel gelir, faiz orani, enflas yon ve doviz kuru degiskenleri ile etkilesimleri ampirik olarak incelenmek suretiyle Turkiye ekonomisi icin 1989Q1-2010Q4 doneminde uzun donem reel para talebi fonksiyonu tahmin edilmeye calisilmistir. Analiz donemi icerisinde...
Persistent link: https://www.econbiz.de/10010936723
In this paper we investigate both the long and short run relationship between real money balances, real income, inflation rate,foreign interest rate and real effective exchange rate with reference to Pakistan over the period 1982Q2-2002Q4 using ARDL apporach which is a newly developed...
Persistent link: https://www.econbiz.de/10005616705
Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …
Persistent link: https://www.econbiz.de/10012107815
Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …
Persistent link: https://www.econbiz.de/10012389122
Turkey's financial markets for the period of 2001 M1 - 2017 M4. Cointegration analysis is investigated using the … autoregressive-distributed lag bounds (ARDL Bounds) test and vector autoregressive cointegration. Additionally, cointegrating … Cointegration test results show that, dynamically, both prices are significantly related to each other. The cointegrating equation …
Persistent link: https://www.econbiz.de/10012602804