Search Results - subject:"cointegration technique"

Does energy consumption impact the environment? : evidence from australia using the JJ Bayer-Hanck cointegration technique and the autoregressive distributed lag test

Khanal, Avishek - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 185-194

Persistent link: https://www.econbiz.de/10012623475

The determinants of capital buffer in the macedonian banking sector

Eliskovski, Milan - In: Journal of Contemporary Economic and Business Issues 1 (2014) 2, pp. 19-33

econometric analysis in this paper is made by the use of the Johansen cointegration technique (Vector Error Correction Model …

Persistent link: https://www.econbiz.de/10011557586

The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks

Mehrara, Mohsen; Rezaei, Abbas Ali - In: International Journal of Academic Research in Business … 4 (2014) 5, pp. 288-301

(GE) and Government Revenue(TR). This cointegration technique accommodates potential structural breaks that could …

Persistent link: https://www.econbiz.de/10010783677

The determinants of capital buffer in the macedonian banking sector

Eliskovski, Milan - In: Journal of contemporary economic and business issues 1 (2014) 2, pp. 19-33

econometric analysis in this paper is made by the use of the Johansen cointegration technique (Vector Error Correction Model …

Persistent link: https://www.econbiz.de/10011533418

The dynamic linkages among sector indices : the case of the Egyptian stock market

Ahmed, Walid M. A. - In: International journal of economics and finance 8 (2016) 4, pp. 23-38

Persistent link: https://www.econbiz.de/10011456352

The U.S. Agricultural Sector and the Macroeconomy

Baek, Jungho; Koo, Won W. - In: Journal of Agricultural and Applied Economics 42 (2010) 03

The effects of the exchange rate, the U.S. agricultural price, the domestic income, and the interest rate on the U.S. net farm income are investigated in a cointegration framework. For this purpose, the Phillips-Hansen fully-modified cointegration (FM-OLS) procedure is applied to annual data for...

Persistent link: https://www.econbiz.de/10008489900

A Re-examination of Factors Affecting United States Softwood Lumber Imports from Canada

Baek, Jungho - Agricultural and Applied Economics Association - AAEA - 2010

This paper examines the effects of the lumber price, the housing starts, and the bilateral exchange rate on U.S. softwood lumber imports from Canada in a cointegration framework. To that end, the Phillips-Hansen fully-modified cointegration (FM-OLS) procedure is applied to monthly data for the...

Persistent link: https://www.econbiz.de/10009020327

Foreign direct investment inflow, volatility, and domestic investment in west Africa

Eregha, P. B. - In: Journal of Developing Areas 49 (2015) 2, pp. 273-394

recent Panel Data Cointegration technique of estimation was employed in the study given the possibilities of panel data based …

Persistent link: https://www.econbiz.de/10011213039

Foreign direct investment inflow, volatility, and domestic investment in West Africa

Eregha, P. B. - In: The journal of developing areas 49 (2015) 2, pp. 273-294

Persistent link: https://www.econbiz.de/10011381671

Multivariate Cointegration Technique Estimation of Health Demand Function: The Case of Croatia

Tica, Josip; Smolić, Šime - Ekonomski Fakultet, Sveučilište u Zagrebu - 2007

In this paper multivariate Johansen cointegration technique is used in order to estimate health demand function in …

Persistent link: https://www.econbiz.de/10005698430