Similar Search Results

A linear model for determinants of NIFTY based on co-integrated variables

Subathra, R.; Mohideen, A. Kachi - In: International journal of economics and business research 11 (2016) 3, pp. 183-194

Persistent link: https://www.econbiz.de/10011589474

Blueprinting the equilibrium relationships between inward FDI and employment in the Malaysian economic sectors : time series models approach

Hussain Ali Bekhet; Mugableh, Mohamed Ibrahim - In: Global business & economics review 18 (2016) 2, pp. 136-150

Persistent link: https://www.econbiz.de/10011665215

Export instability, investment and economic growth in Asian countries : a time series analysis

Sinha, Dipendra - 1999

countries using time series data. The few previous time series studies in this area have not paid any attention to stationarity … and cointegration issues. We find that in most cases, the variables are non-stationary in their levels and not …

Persistent link: https://www.econbiz.de/10011608758

Analyse du multiplicateur monétaire en zone CEMAC

Ngomba Bodi, Francis G.; Onomo Betsama, Julie - 2018

Persistent link: https://www.econbiz.de/10012113084

Relationship between stock markets and foreign exchange rates in India : an empirical analysis

Aparna, A. - In: The empirical economics letters : a monthly … 17 (2018) 1, pp. 59-65

Persistent link: https://www.econbiz.de/10011910818

Causality between cash flow and earnings : evidence from Tehran (Iran) Stock Exchange

Nasseri, Ahmad; Sayyadi, Mohammad; Yazdifar, Hassan; … - In: Journal of emerging market finance 17 (2018) 2, pp. 210-228

Persistent link: https://www.econbiz.de/10011925416

Foreign direct investment: economic growth nexus : evidence from India

Babu, Abraham - In: Romanian economic and business review 14 (2019) 2, pp. 13-24

Persistent link: https://www.econbiz.de/10012167429

Debt sustainability, structural breaks and nonlinear fiscal adjustment : empirical evidence from Algeria

Chibi, Abderrahim; Chekouri, Sidi Mohammed; … - In: International review of economics : journal of civil economy 66 (2019) 4, pp. 369-397

Persistent link: https://www.econbiz.de/10012211846

Estimates and inferences in accounting panel data sets : comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: Journal of risk finance : the convergence of financial … 18 (2017) 3, pp. 268-283

Persistent link: https://www.econbiz.de/10011742782

Testing Purchasing Power Parity in Romania using standard unit root tests, with one structural break and cointegration analysis

Ghiba, Nicolae; Sadoveanu, Diana - In: Romanian Economic Journal 15 (2012) 44, pp. 225-242

exchange rate compared with traditional tests like Augmented Dickey-Fuller and Phillips-Perron and cointegration analysis in … stationarity implies that a shock it is absorbed in time and PPP holds in long-run. If nominal exchange rate and prince indices are … PPP strong form. We identify evidence of cointegration for all three models, but we don’t find any evidence to support …

Persistent link: https://www.econbiz.de/10010970425