Search Results - subject:"Johansen's cointegration technique"

The determinants of capital buffer in the macedonian banking sector

Eliskovski, Milan - In: Journal of Contemporary Economic and Business Issues 1 (2014) 2, pp. 19-33

econometric analysis in this paper is made by the use of the Johansen cointegration technique (Vector Error Correction Model …

Persistent link: https://www.econbiz.de/10011557586

The determinants of capital buffer in the macedonian banking sector

Eliskovski, Milan - In: Journal of contemporary economic and business issues 1 (2014) 2, pp. 19-33

econometric analysis in this paper is made by the use of the Johansen cointegration technique (Vector Error Correction Model …

Persistent link: https://www.econbiz.de/10011533418

The dynamic linkages among sector indices : the case of the Egyptian stock market

Ahmed, Walid M. A. - In: International journal of economics and finance 8 (2016) 4, pp. 23-38

Persistent link: https://www.econbiz.de/10011456352

Multivariate Cointegration Technique Estimation of Health Demand Function: The Case of Croatia

Tica, Josip; Smolić, Šime - Ekonomski Fakultet, Sveučilište u Zagrebu - 2007

In this paper multivariate Johansen cointegration technique is used in order to estimate health demand function in …

Persistent link: https://www.econbiz.de/10005698430

Balance of payments constrained growth model : the case of India

Razmi, Arslan - 2005

This study applies the Balance of Payments Constrained Growth (BPCG) model to India, a large developing country with a relatively low trade to GDP ratio. Rather than assuming similar elasticities of substitution between goods produced in different regions, the study extends the model to relax...

Persistent link: https://www.econbiz.de/10011527418