level of convergence speed is measured by the introduction of error correction term (ECT) followed by variance decomposition … analysis. Results of the study indicated presence of long term relationship among the included variables along with …

causality, and Variance Decomposition Analysis using Cholesky technique. There was evidence of long-run equilibrium relationship …. Evidence from the Variance Decomposition Analysis shows that, almost 6% of future fluctuations in mortality rate are due to …

level of convergence speed is measured by the introduction of error correction term (ECT) followed by variance decomposition … analysis. Results of the study indicated presence of long term relationship among the included variables along with …

causality, and Variance Decomposition Analysis using Cholesky technique. There was evidence of long-run equilibrium relationship …. Evidence from the Variance Decomposition Analysis shows that, almost 6% of future fluctuations in mortality rate are due to …

Vector Autoregression in the form of Impulse response functions and Variance Decomposition analysis are also used. This study …

on VECM and Variance Decomposition Analysis revealed the stock market interdependencies and dynamic interactions among …) multivariate cointegration test, Granger causality/Block exogeneity Wald test based on VECM approach and Variance Decomposition … Analysis was employed to investigate the dynamic linkages between markets. Cointegration test confirmed a well defined long …

/Block exogeneity Wald test based on Vector Error Correction Model, variance decomposition analysis and impulse response functions. The …

of “Dutch disease” in Nigeria. The variance decomposition analysis further revealed that exchange rate, government …