cointegration analysis. Based on the estimated models, the thesis of the existence of a long-run relationship between the studied …

and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity …

stationarity at level. Johansen cointegration test result indicates that there exist a long term relationship among the select …

-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and … Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …

:Q4). Long Run Granger Causality Test, Johansen's Cointegration Test (both Bivariate & Multivariate) and Vector Error … for all the macroeconomic variables. Johansen's Cointegration results suggest presence of long run equilibrium … difference in cointegration results in pre and post crisis periods except for Inflation and Interest rate, implying that global …