Search Results - subject:"Johansen cointegration"

Madhavan, Vinodh - In: Cogent economics & finance 5 (2017) 1, pp. 1-16

with, the author employs static bivariate and multivariate Johansen cointegration tests to test for long-run relationship … multivariate Johansen cointegration tests to garner a better understanding of the evolution of extent of integration between MIST …

Persistent link: https://www.econbiz.de/10011884516

"What is the effect of foreign direct investment inflows on economic growth in Pakistan? : an empirical analysis in the light of religious sectarianism as catalyst for terrorism"

Serfraz, Ayesha - 2017

inflows and economic growth of Pakistan, using the techniques of Johansen Cointegration and VECM model. For testing two way … check the stationarity status of variables included in dataset. Later Johansen Cointegration test has been applied twice for …

Persistent link: https://www.econbiz.de/10011623754

Determinants of bank performance in a developing country : evidence from morocco

Ferrouhi, El Mehdi - In: Organizations and markets in emerging economies 8 (2017) 1, pp. 118-129

-2015, using the Johansen cointegration test. For this purpose, we use bank performance ratios (ROA, ROE and NIM) as dependent …

Persistent link: https://www.econbiz.de/10012195024

Determinants of bank performance in a developing country: Evidence from morocco

Ferrouhi, El Mehdi - In: Organizations and Markets in Emerging Economies 8 (2017) 1, pp. 118-129

-2015, using the Johansen cointegration test. For this purpose, we use bank performance ratios (ROA, ROE and NIM) as dependent …

Persistent link: https://www.econbiz.de/10015401343

Pollutant emissions, energy consumption and economic growth in Nigeria

Alege, Philip; Adediran, Oluwasogo S.; Ogundipe, Adeyemi A. - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 2, pp. 202-207

Persistent link: https://www.econbiz.de/10011549738

Impact assessment of the Cocoa rehabilitation project on Cocoa exports in Ghana

Kwaw-Nimeson, Enoch; Tian, Ze - In: Inventi impact: supply chain & logistics (2020) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10012314616

Linkage between global economic variables and Indian stock market

Yadav, Sachita - In: International journal of critical accounting : IJCA 11 (2020) 6, pp. 473-486

Persistent link: https://www.econbiz.de/10012507816

Information spillover in Indian agricultural commodities market

Singh, Sanjay Kumar; Jain, Mukesh Kumar; Shoeba - In: Asia-Pacific journal of management research and innovation 16 (2020) 3, pp. 179-187

Persistent link: https://www.econbiz.de/10012519534

Public and foreign investment spending in the argentine case : a cointegration analysis with structural breaks, 1960-2015

Ramírez, Miguel D. - In: Bulletin of applied economics 7 (2020) 2, pp. 49-76

Persistent link: https://www.econbiz.de/10012813834

Fuel Subsidy Reform and Environmental Quality in Nigeria

Akinyemi, Opeyemi; Alege, Philip O.; Ajayi, Oluseyi O.; … - In: International Journal of Energy Economics and Policy 5 (2015) 2, pp. 540-549

The study examines the existence of a long run effect of fuel subsidy reform on environmental quality in Nigeria for the period of 1970-2012 using the Johansen and the Engle–Granger two step co-integration procedure techniques. The study developed a three case scenarios including: (i) A case...

Persistent link: https://www.econbiz.de/10011268846