Search Results - subject:"Johansen cointegration"

The analysis of labor market efficiency driven by the Eastern Economic Corridor (EEC)

Siritas Kettanurak - In: Southeast Asian journal of economics 11 (2023) 1, pp. 43-71

This paper aims to study the efficiency of labor market, investigate the determinants of job employment in the Eastern Economic Corridor, and forecast the trend of job employment. The monthly data from January 2016 to September 2021 were collected to explore the long-run relationship among...

Persistent link: https://www.econbiz.de/10014280515

Short-run dynamics and long-run effects of monetary policy on residential property prices in South Africa

Mwanyepedza, Robert; Mishi, Syden - In: International Journal of Housing Markets and Analysis 17 (2023) 7, pp. 1-26

to inflation. The shifts have affected residential property market dynamics. Design/methodology/approach The Johansen … cointegration approach was used to estimate the effects of changes in monetary policy proxies on residential property prices using …

Persistent link: https://www.econbiz.de/10015345603

The impact of government expenditure in agriculture and other selected variables on the value of agricultural production in South Africa (1983-2019) : vector autoregressive approach

Ngobeni, Etian; Muchopa, Chiedza L. - In: Economies : open access journal 10 (2022) 9, pp. 1-17

production with a specific focus on government expenditure in agriculture for the period 1983 to 2019. Using the Johansen … cointegration test, the results reveal that there is a long-run relationship among the variables. The Granger causality test results …

Persistent link: https://www.econbiz.de/10013493203

Cointegration test for the long-run economic relationships of East Africa community : evidence from a meta-analysis

Yussuf, Yussuf Charles - In: Asian journal of economics and banking : AJEB 6 (2022) 3, pp. 314-336

Community (EAC). Design/methodology/approach To attain the study's purpose the authors applied the Johansen cointegration test … states' economies are cointegrated. The result was further substantiated by the tests based on Johansen cointegration and …

Persistent link: https://www.econbiz.de/10014231338

Migrants' remittances and economic growth in Egypt : an empirical analysis from 1980 to 2017

Qutb, Rasha - In: Review of economics and political science : REPS 7 (2022) 3, pp. 154-176

Purpose - Migrants' remittances to Egypt have increased considerably in both size and importance over the past 40 years. This increase has made Egypt one of the top remittance recipients in the world and the leading recipient country in the Middle East. As migrant remittances are one of Egypt's...

Persistent link: https://www.econbiz.de/10013348591

Migrants' remittances and economic growth in Egypt: An empirical analysis from 1980 to 2017

Qutb, Rasha - In: Review of Economics and Political Science (REPS) 7 (2022) 3, pp. 154-176

Persistent link: https://www.econbiz.de/10015394498

Relationship of iron ore price with other major commodity prices

Kim, Yoochan; Ghosh, Apurna; Topal, Erkan; Chang, Ping - In: Mineral economics : raw materials report 35 (2022) 2, pp. 295-307

Persistent link: https://www.econbiz.de/10013387665

Investigating the efficiency of bitcoin futures in Price discovery

Sharma, Prashant; Gupta, Prashant; Sharma, Dinesh Kumar; … - In: International journal of economics and financial issues … 12 (2022) 3, pp. 104-109

Persistent link: https://www.econbiz.de/10013259947

Are stock markets among BRICS members integrated? : a regime shift-based co-integration analysis

Siddiqui, Ayesha; Shamim, Mohd; Asif, Mohammad; … - In: Economies : open access journal 10 (2022) 4, pp. 1-25

possible regime shift behaviors into the long-run relationships from 2004 to 2018. The Johansen cointegration test, the Gregory …

Persistent link: https://www.econbiz.de/10013199105

The effects of gross domestic product and energy consumption on carbon dioxide emission in Uganda (1986-2018)

Otim, Jacob; Mutumba, Geoffrey Ssebabi; Watundu, Susan; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 427-435

Persistent link: https://www.econbiz.de/10013189402