Search Results - subject:"Johansen cointegration"

Has the relationship between market and model CDS price changed during the EMU debt crisis?

Buzková, Petra - 2014

-robust estimates and Johansen cointegration test. The main finding of this article is that the relationship between market and model …

Persistent link: https://www.econbiz.de/10010358358

A spatial integration analysis of the regional fertilizer markets in the Philippines

Galang, Ivory Myka R. - 2014

Fertilizer, which is an important production input, holds a significant share in total cost of production for some crops. Based on the available fertilizer price data, it can be observed that price levels vary greatly across regions. To help determine whether or not this variability is...

Persistent link: https://www.econbiz.de/10010384986

Long run determinants of real exchange rate : an econometric analysis from Pakistan

Bashir, Furrukh; Luqman, Adeel - In: Pakistan journal of commerce and social sciences 8 (2014) 2, pp. 471-484

series data is collected from 1972 - 73 to 2012 - 13. Johansen co-integration test and error correction model is utilized for …

Persistent link: https://www.econbiz.de/10011926836

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

What Drives Stock Exchange Integration?

Dorodnykh, Ekaterina - In: International Journal of Economic Sciences and Applied … 6 (2013) 2, pp. 47-79

markets. Johansen cointegration test estimates the presence of multilateral long run equilibrium relationship among integrated …

Persistent link: https://www.econbiz.de/10011310247

On the Causality between Domestic Credit Aggregates and Economic Growth in a Multivariate VAR Framework: Evidence from Nigeria

Evans, Olaniyi - Volkswirtschaftliche Fakultät, … - 2013

test, Johansen cointegration test, VAR modeling, impulse response function, variance decomposition and granger causality …

Persistent link: https://www.econbiz.de/10011108574

Oil Price and Exchange Rate Volatility in Nigeria

Ogundipe, Adeyemi; Ogundipe, Oluwatomisin - Volkswirtschaftliche Fakultät, … - 2013

descriptive and econometric analyses were employed. The econometric tests adopted include the unit root tests, Johansen co-integration … stationary at first difference. The long run relationship among the variables was determined using the Johansen Co-integration …

Persistent link: https://www.econbiz.de/10011109692

What Drives Stock Exchange Integration?

Dorodnykh, Ekaterina - In: International Journal of Business and Economic Sciences … 6 (2013) 2, pp. 47-79

markets. Johansen cointegration test estimates the presence of multilateral long run equilibrium relationship among integrated …

Persistent link: https://www.econbiz.de/10011200125

Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks.

Ramirez, Miguel - Department of Economics, Trinity College - 2013

This paper investigates remittance flows to Mexico during the 1980-2010 period in absolute terms, relative to GDP, in comparison to FDI inflows, and in terms of their regional destination. Next, the paper reviews the growing literature that assesses the impact of remittances on investment...

Persistent link: https://www.econbiz.de/10010902282

An Investigation of the Relationship between Foreign Trade and Economic Growth in terms of Knowledge Transfer: The Case of Turkey

Vergil, Vergil , Hasan; Sinay, Mehmet - In: Business and Economics Research Journal 4 (2013) 1, pp. 59-59

1989-2009. Using Johansen cointegration method and VAR methodology, the effect of knowledge transfer through foreign trade …

Persistent link: https://www.econbiz.de/10010991051