Search Results - subject:"Johansen cointegration"

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

Market integration and price leadership in India's onion market

Paul, Ujjwal Kanti; Das, Gurudas; Debnath, Avijit; … - In: Review of market integration 8 (2016) 1/2, pp. 49-64

Persistent link: https://www.econbiz.de/10012160832

Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?

Mallory, Mindy L.; Lence, Sergio H. - 2010

This study highlights some problems with using the Johansen cointegration statistics on data containing a negative … the asymptotic distribution of the Johansen cointegration statistics is sensitive to the NMA parameters and that using the … performance of the Johansen cointegration statistics; however our study demonstrates that problems associated with a NMA in the …

Persistent link: https://www.econbiz.de/10009446152

The impact of real oil price on real effective exchange rate: The case of Azerbaijan

Hasanov, Fakhri - 2010

Using quarterly data from 2000-2007 and applying Error Correction Model and Johansen Co-integration Approaches I …

Persistent link: https://www.econbiz.de/10010285766

The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan

Hasanov, Fakhri - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

Using quarterly data from 2000-2007 and applying Error Correction Model and Johansen Co-integration Approaches I …

Persistent link: https://www.econbiz.de/10008490410

The impact of real oil price on real effective exchange rate: The case of Azerbaijan

Hasanov, Fakhri - Volkswirtschaftliche Fakultät, … - 2010

Using quarterly data from 2000-2007 and applying Error Correction Model and Johansen Co- integration Approaches I estimate the impact of real oil price on the real exchange rate of Azerbaijani manat. Estimation outputs derived from these approaches are very close to each other and indicate that...

Persistent link: https://www.econbiz.de/10009322649

Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?

Mallory, Mindy L.; Lence, Sergio H. - Agricultural and Applied Economics Association - AAEA - 2010

Persistent link: https://www.econbiz.de/10009020679

Export and Import Cointegration in Forestry Domain: The Case of Malaysia

Emmy, F.A.; Baharom, A.H.; Radam, Alias; Illisriyani, I. - Volkswirtschaftliche Fakultät, … - 2009

This study was undertaken to explore the relationship between the export and import in the category of Forestry domain for Malaysia which includes sub domain (1)industrial roundwood; (2)wood pulp; (3)wood fuel; (4) paper and paper board; (5) sawn wood; (6) recovered paper and (7)wood base panel....

Persistent link: https://www.econbiz.de/10005059115

Türkiye’de Büyüme ve İhracat Arasındaki Nedensellik İlişkileri

Bilgin, Cevat; Sahbaz, Ahmet - Volkswirtschaftliche Fakultät, … - 2009

found to be same degree integrated. Thus, long run relations among the variables are examined in the framework of Johansen … co-integration analysis. Provided with the long run relation, vector error correction model (VECM) is estimated. Granger …

Persistent link: https://www.econbiz.de/10008552786

Trade Sustainability in the Forestry Domain: Evidence from Malaysia using Johansen and Bound Test Method

Emmy, F.A.; Baharom, A.H.; Alias, Radam; Mohd Rusli, Yacob - Volkswirtschaftliche Fakultät, … - 2009

This study was undertaken to explore the relationship between export and import, in the category of Forestry domain for Malaysia, which includes sub domain (1) industrial roundwood;(2) wood pulp; (3) wood fuel; (4) paper and paper board; (5) sawn wood; (6) recovered paper and (7) wood base panel....

Persistent link: https://www.econbiz.de/10008528735