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The long-run relationship between the stock market and main macroeconomic variables in Poland

Czapkiewicz, Anna; Stachowicz, Marta - In: Managerial economics 17 (2016) 1, pp. 7-20

affect the performance of the Warsaw Stock Exchange. The answer to this question can be obtained from a cointegration … analysis. The advantage of testing for cointegration is the identification of a stable long-run relationship between the stock … cointegration methodologies. Analysis of the response of one variable to an impulse of another variable is also performed to show …

Persistent link: https://www.econbiz.de/10011736391

Does Okun's law exist in Nigeria? : evidence from the ARDL bounds testing approach

Abu, Nurudeen - In: Contemporary economics 11 (2017) 2, pp. 131-144

This study employs the autoregressive distributed lag (ARDL) bounds testing technique to examine whether Okun’s law exists in Nigeria during 1970-2014. In addition, this study considers the role of oil prices in the Nigerian economy. The empirical results indicate that a cointegrating or long...

Persistent link: https://www.econbiz.de/10011760362

Export and import functions (empirical analysis on the example of the Czech Republic)

Obešlo, František - In: European financial and accounting journal : EFAJ 12 (2017) 3, pp. 5-16

models. Models are created by cointegration analysis. The advantage of cointegration analysis and error correction models is …

Persistent link: https://www.econbiz.de/10011818167

Is Nigerian growth trade-led?

Olayemi, Ismail Adigun; Adedeji, Lateef Olawale; … - In: International journal of business and economic sciences … 10 (2017) 3, pp. 80-89

Purpose: Nigeria is currently in recession, a situation described as induced by decreases in oil output and export, caused by the bombings of oil pipelines in its Niger Delta region, and the unanticipated decline in its value of exports and currency, resulting from the decline in oil prices....

Persistent link: https://www.econbiz.de/10011824308

Impact of foreign direct investments on unemployment in emerging market economies : a co-integration analysis

Bayar, Yılmaz; Sasmaz, Mahmut Unsal - In: International journal of business and economic sciences … 10 (2017) 3, pp. 90-96

root test. The long run relationship among the series was examined with Westerlund-Durbin-Hausman’s (2008) co-integration …

Persistent link: https://www.econbiz.de/10011824309

The impact of housing loans on economic growth in Turkey : times series analysis for 2010-2015 period

Hanişoğlu, Gülay Selvi; Azer, Ozlem Arzu - In: Emerging Markets Journal : EMAJ 7 (2017) 1, pp. 25-30

Persistent link: https://www.econbiz.de/10011857563

Study of optimal fiscal policy in Iran

Zayanderoody, Mohsen; Seyedkazemi, Mahdi; Jalaee, Abdolmajid - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 1037-1048

Persistent link: https://www.econbiz.de/10012209957

Nexus between economic growth, tourism revenue and financial development in Bangladesh : a time series analysis

Habib, Syeda Sumaiya; Sharif, Md. Shahanawaz; Hossain, … - In: Business and Economic Research : BER 9 (2019) 3, pp. 134-149

Persistent link: https://www.econbiz.de/10012220704

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...

Persistent link: https://www.econbiz.de/10012237439

Model selection procedures in bounds test of cointegration : theoretical comparison and empirical evidence

Badshah, Waqar; Bulut, Mehmet - In: Economies : open access journal 8 (2020) 2/49, pp. 1-23

cointegration for model selection. The aim of this paper was twofold; one was to evaluate the performance of these five routinely … (Brazil, Russia, India, China and South Africa) countries using Bounds cointegration test. It was found that information …

Persistent link: https://www.econbiz.de/10012238626