causality and cointegration techniques to a Swedish time series data set on energy and economic growth spanning 150 years to …

-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and … Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …

expenditure and economic growth by employing the Error Correction Mechanism (ECM) and Johansen co-integration test respectively … increases real output level. -- economic development ; co-integration ; Granger causality ; deficit financing …

Using VAR analysis on US data, we show that unanticipated fiscal expansions boost private consumption and business … crowding-in of both consumption and entry can be generated only under very specific assumptions. In a static model with full … such that future profits are high enough to generate entry. However, consumption falls for conventional parameter values …

pandemic to analyze the response of consumption spending to unemployment risk. We find that earlier in the pandemic, higher …

We empirically assess whether a usually expected negative response of private consumption and private investment to a … HP-based; and iii) the Hamilton (2018)-based. We find that: i) increases in government consumption have a Keynesian … effect on real per capita private consumption; ii) there is a positive effect of tax increases on private consumption when …