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Are all movements in food and energy prices transitory? : evidence from India

Bhatt, Vipul; Kishor, N. Kundan - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 92-106

Persistent link: https://www.econbiz.de/10011332982

In the context of Okun Law, the relationship between real output and unemployment rate in OECD : a panel error correction and panel ARDL approaches

Altunöz, Utku - In: Mokslo darbai / Vilniaus Universitetas 103 (2024) 1, pp. 6-24

application of Okun's Law and unemployment hysteresis 2007-2022. For this purpose, panel error correction, panel cointegration …

Persistent link: https://www.econbiz.de/10015047670

Testing Okun’s law for Turkey : 1923-2019

Akkoyunlu, Şule - In: Journal for studies in economics and econometrics : SEE 48 (2024) 2, pp. 113-132

Persistent link: https://www.econbiz.de/10015047989

Determining the future direction and amount of tax revenue in Indonesia using an error correction model (ECM)

Yossinomita, Yossinomita; Haryadi; Hodijah, Siti - In: Mokslo darbai / Vilniaus Universitetas 103 (2024) 1, pp. 56-77

following stages: stationarity test, cointegration test, and ECM regression test. The ECM model is declared valid, if the …

Persistent link: https://www.econbiz.de/10015047674

The asymmetric effects of global energy and food prices, exchange rate dynamics, and monetary policy conduct on inflation in Indonesia

Arintoko, Arintoko; Badriah, Lilis Siti; Kadarwati, Nunik - In: Mokslo darbai / Vilniaus Universitetas 103 (2024) 2, pp. 66-89

This research analyzes the asymmetric effects of global energy and food prices and monetary variables, including the exchange rate and money supply, on the consumer price index (CPI). The model is intended to differentiate the influence of increases and decreases in global energy and food...

Persistent link: https://www.econbiz.de/10015047682

Analyzing causality and cointegration of macroeconomics and energy-related factors of Nordic and SEE European countries

Georgescu, Irina; Oprea, Simona-Vasilica; Bâra, Adela - In: Journal of business economics and management 25 (2024) 3, pp. 494-515

cointegration tests. We check the unit root tests and conclude that the analyzed time series are stationary at first difference …. Further, we estimate two models: Fully Modified and Dynamic Ordinary Least Squares and study causality and cointegration …

Persistent link: https://www.econbiz.de/10015047696