Search Results - subject:"ERROR CORRECTION MODEL"

Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model

Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24

2023, we employ a Panel Vector Error Correction Model (VECM) alongside panel impulse response analysis to assess both short …

Persistent link: https://www.econbiz.de/10015410231

Macroeconomic effects of raising oil prices : insights from Morocco

Ritahi, Oussama; Echaoui, Abdellah - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 380-390

Persistent link: https://www.econbiz.de/10015416558

Inflation in transit : the freight-PPI connection

Michail, Nektarios; Melas, Konstantinos D. - In: Economics letters 256 (2025), pp. 1-3

Persistent link: https://www.econbiz.de/10015474275

Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14

rate, using high-frequency daily data from January 2009 to March 2023. By employing a Vector Error Correction Model (VECM …

Persistent link: https://www.econbiz.de/10015393621

Fourier cointegration analysis of the relationship between interest and noninterest income in banks : the case of Azer Turk bank

Orudzhev, Elshar Gurban; Burjaliyeva, Nazrin Gurban - In: Economies : open access journal 13 (2025) 10, pp. 1-25

methodological contribution, the study derives explicit Fourier-based Vector Error Correction Model (VECM) equations, enabling the …

Persistent link: https://www.econbiz.de/10015475181

Who's the boss? : exploring public and private wage growth leadership in state-level education and health industries in Australia

O'Brien, Martin; Gollan, Paul J.; Gerth, Florian - In: Applied economics letters 32 (2025) 17, pp. 2485-2489

Persistent link: https://www.econbiz.de/10015508788

Decomposition of food price inflation in Sri Lanka

Malaviarachchi, Dinithi; Korale-Gedara, Pradeepa Malkanthi - In: Journal of the Asia Pacific economy 30 (2025) 4, pp. 1506-1525

Persistent link: https://www.econbiz.de/10015515752

Can we predict the future?

Klucik, Miroslav; Miklosovic, Tomas; Radvanský, Marek - 2025

Persistent link: https://www.econbiz.de/10015467859

Estimating the effects of oil prices on trade balance in Saudi Arabia : bounds testing to cointegration approach

Elfaki, Mansour Ahmed Elmansour; Bashir, Mohamed Sharif - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 728-734

Persistent link: https://www.econbiz.de/10015417354

Banking in the negative : a vector error correction analysis of bank-specific lending and deposit rates

Agati, Alessandra; Sigmund, Michael - 2025

We analyze the impact of negative reference rates on the interest rate behavior of more than 500 Austrian banks from 2009Q1 to 2021Q4. Using panel vector error correction analysis with the Engle-Granger procedure in two steps, we establish a cointegration vector that links bank-specific lending...

Persistent link: https://www.econbiz.de/10015339711