Showing 53,491 - 53,500 of 53,886
This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...
Persistent link: https://www.econbiz.de/10011113078
appropriate lag order and test for cointegration by means of the Bartlett corrected trace test. I estimate the long-run money … and check the stability of the resulting cointegration relationships. …
Persistent link: https://www.econbiz.de/10011113103
additional determinant of economic growth using the framework of Mankiw (1992). The results confirm cointegration among the …
Persistent link: https://www.econbiz.de/10011113113
this purpose, we apply the bounds testing approach to cointegration for long run relations between the variables. The study … properties of the series. Our results validate the presence of cointegration between CO2 emissions, financial development, energy …
Persistent link: https://www.econbiz.de/10011113240
The purpose of the study is to explore the determinants of foreign institutional investments in India through the Autoregressive Distributed Lag (ARDL) bounds testing approach. Using quarterly time series data, the empirical analysis was carried out for the period from January 2004 to December...
Persistent link: https://www.econbiz.de/10011113277
Given the strong contribution of tourism in the Moroccan economy, we propose in this paper to analyze the determinants of an empirical point of view of international tourism demand addressed to Morocco. To do this, we estimated a vector error correction (VECM) for the period 2000 - 2009 with a...
Persistent link: https://www.econbiz.de/10011113303
exchange markets are considered a wheat world market. The analysis has been conducted using a cointegration method: Johansen …
Persistent link: https://www.econbiz.de/10011113348
This research paper investigates the relevance of the dependence of Bangladesh economy on external public debt. Using some econometric tools, the study is conducted to find out the effect of external public debt on economic growth from the perspective of Bangladesh economy for the period 1974 -...
Persistent link: https://www.econbiz.de/10011113353
investigate the existence of stationary real exchange rates and cointegration between nominal exchange rates and relative prices …. The results from various unit root tests and cointegration test show that PPP does not seem to hold in Thailand. …
Persistent link: https://www.econbiz.de/10011113629
conventional and Islamic markets (as evidenced in the Cointegration and LRSM tests) (ii) the Shariah China Index is Granger …
Persistent link: https://www.econbiz.de/10011113686