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, vector autoregression, was used including causality analysis, and Gregory-Hansen cointegration, for estimating a long … to industrial GDP, and bidirectional causality between agricultural and service GDPs in terms of Sri Lanka's economy. The … effect of Gregory-Hansen co-integration affirmed a long-run nexus in agricultural growth positively with industrial and …
Persistent link: https://www.econbiz.de/10011637982
difference model approach of the Okun’s law are used even though one of them is frequently used in the literature. We utilize Var-cointegration …
Persistent link: https://www.econbiz.de/10009788571
study this paper, we adopt the recent Time-Series methodology i.e. testing unit roots, Co-Integration developed by Johanson … analysis, we find that all the variables selected for the study i.e. Private Saving, Investment and M3/GDP are integrated to … the order 1(1). Johansen Co-integration Test, LR test indicates 1 co-integrating equation at 5% and 1% level …
Persistent link: https://www.econbiz.de/10013056622
variance decomposition revealed that GDP account more for the variation in GDS while GDS account more for the variation in GDI …. In addition, GDS account more for the variation in GDP. The impulse response function showed positive influences between … the variables. The causality test however revealed that a uni-directional relationship running from GDP to GDS only exist …
Persistent link: https://www.econbiz.de/10012845749
revealed the opposite result. Studies that examined the causality between FDI and gross domestic product (GDP) also have found … between FDI and GDP in Bangladesh by employing standard time-series econometric tools, namely, augmented Dickey … stationarity, augmented autoregressive distributed lag (augmented ARDL) bounds testing approach to check cointegration, and Granger …
Persistent link: https://www.econbiz.de/10012268580
This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying … fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent …, their orders of integration being around 2, whilst the cointegration tests (using both standard and fractional techniques …
Persistent link: https://www.econbiz.de/10012119768
Persistent link: https://www.econbiz.de/10013361375
development and convergence rates based on Real GDP (application of methodology testing β and σ convergence to the set of …
Persistent link: https://www.econbiz.de/10010326590
per capita GDP. …
Persistent link: https://www.econbiz.de/10011448023
Over time, the research has played a key role in the economic development reflected by the GDP growth, the increase of …
Persistent link: https://www.econbiz.de/10011591790