Search Results - subject:"Vector errorcorrection model"

The effect of GDP and exchange rate on import of photovoltaic cells in Indonesia

Nasiha Sajida; Ajija, Shochrul Rohmatul; Haryadi, Fajar … - In: Iranian economic review : journal of University of Tehran 27 (2023) 4, pp. 1268-1284

Persistent link: https://www.econbiz.de/10015401039

Adaptive market hypothesis and cointegration : an evidence of the cryptocurrency market

Yadav, Miklesh Prasad; Kumar, Atul; Tyagi, Vidhi - In: Smart analytics, artificial intelligence and …, (pp. 27-43). 2023

Persistent link: https://www.econbiz.de/10014317806

Investice v transmisním mechanismu cílování inflace : verifikace zdrojů variability investic v České republice

Kučera, Lukáš - In: Politická ekonomie : teorie, modelování, aplikace 66 (2018) 2, pp. 201-217

Persistent link: https://www.econbiz.de/10011854535

An empirical analysis of causal relation between FDI inflows and macroeconomic variables in India

Madaan, Rachna; Chowdhry, Nidhi - In: Asian African journal of economics and econometrics 16 (2016) 1, pp. 103-118

Persistent link: https://www.econbiz.de/10011583277

The impact of a change in real estate value on private consumption in Estonia

Rosenberg, Signe - In: Research in economics and business : Central and … 7 (2015) 2, pp. 5-26

Persistent link: https://www.econbiz.de/10011625548

An Analysis of the Dynamic Relationships Between the South African Equity Market and Major World Equity Markets

Lamba, Asjeet S.; Otchere, Isaac - In: Multinational Finance Journal 5 (2001) 3, pp. 201-224

This paper provides the first comprehensive analysis of the dynamic relationships between the South African and major world equity markets during May 1988 - May 2000. Using a multivariate cointegration framework and vector error-correction modeling the results indicate that there is a long-run...

Persistent link: https://www.econbiz.de/10010937075