Search Results - subject:"VECM"

Interrelationships among government participation, population and growth of per capita income : inquiry on top twenty income-holding countries in the world

Das, Ramesh Chandra - In: Economies : open access journal 13 (2025) 2, pp. 1-29

The literature on growth in economics encompasses two main facets of thinking: the applicability of diminishing productivity of capital, as has been in the neoclassical growth model with exogenous technological progress, and the applicability of non-diminishing productivity of capital, as has...

Persistent link: https://www.econbiz.de/10015210217

Examining the financial development channels affecting economic growth in Turkey

Demirhan, Banu - 2025

growth in Turkey. By using data from 1974 to 2023 for Turkey, this study conducted a Granger causality test based on VECM and …

Persistent link: https://www.econbiz.de/10015359717

Are the crypto markets shock resilient to COVID-19? : a comparative investigation of trading prices and volumes

Khan, Asad ul Islam; Bwando, William - In: International econometric review 16 (2025) 2, pp. 148-171

The aim of this study is to explore and investigate empirically the impact of Covid-19 pandemic on price and volume dynamics in crypto markets. The study makes use of two data samples, but these samples are analyzed separately and independently. The first sample consists of top five crypto...

Persistent link: https://www.econbiz.de/10015375484

Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model

Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24

2023, we employ a Panel Vector Error Correction Model (VECM) alongside panel impulse response analysis to assess both short …

Persistent link: https://www.econbiz.de/10015410231

Analyzing nexus between crude oil, gold, dollar and equity markets with structural break : ARDL evidence from India

Saji, T. G.; Joshith, V. P.; Binoy, T. A.; Sravana, K. - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 572-581

Persistent link: https://www.econbiz.de/10014533474

Is there a relationship between macroeconomic variables and stock market indices in Bosnia and Herzegovina?

Abdić, Adem; Abdić, Ademir; Lazovic-Pita, Lejla; … - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 48-70

analysis was applied to model this relationship. The Vector Error Correction Model (VECM) was used to explore the short …

Persistent link: https://www.econbiz.de/10015130484

Forecasting house prices through credit conditions : a Bayesian approach

Drift, Rosa van der; Haan, Jan de; Boelhouwer, Peter J. - 2024

Persistent link: https://www.econbiz.de/10015144241

Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application

Makovský, Petr - In: Eastern European economics : EEE 62 (2024) 2, pp. 187-218

Persistent link: https://www.econbiz.de/10014551375

Mission-oriented R&D and growth of Japan 1988-2016 : a comparison with private and public R&D

Ziesemer, Thomas - In: Economics of innovation and new technology 33 (2024) 2, pp. 218-247

Persistent link: https://www.econbiz.de/10014514848

A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart

Huang, Wenyang; Wang, Huiwen; Wang, Shanshan - In: Financial innovation : FIN 10 (2024), pp. 1-29

The structural modeling of open-high-low-close (OHLC) data contained within the candlestick chart is crucial to fnancial practice. However, the inherent constraints in OHLC data pose immense challenges to its structural modeling. Models that fail to process these constraints may yield results...

Persistent link: https://www.econbiz.de/10014540309