Search Results - subject:"vector error correction model (VECM)"

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

The relationship between economic growth and energy consumption disaggregated by sector : the case of Morocco

Tatou, Fatima Zahraa; Yousfi, Abdellah; Rahaoui, Tawfiq - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 538-544

Persistent link: https://www.econbiz.de/10014368280

Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration

Murasawa, Yasutomo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 387-415

Persistent link: https://www.econbiz.de/10013334834

Will Southeast Asia be the next global manufacturing hub? : a multiway cointegration, causality, and dynamic connectedness analyses

Wang, Haibo; Sua, Lutfu S.; Huang, Jun; Ortiz, Jaime; … - In: Emerging markets review 63 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015178051

Is there a nexus between inflation, exchange rate and unemployment in South Africa : an econometric analysis?

Semosa, Pheto; Kanayo, Ogujiuba - In: Montenegrin journal of economics 17 (2021) 1, pp. 45-58

Persistent link: https://www.econbiz.de/10012435380

Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach

Motegi, Kaiji; Iitsuka, Yoshitaka - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014246819

Long-run relationships among financial development, financial inclusion, and economic growth: Empirical evidence from Kenya

Musembi, Gabriel Raid; Chun, Sungju - In: Global Business & Finance Review (GBFR) 25 (2020) 4, pp. 1-11

Purpose: This study aims to assess the impact of financial development and financial inclusion on economic growth in Kenya by investigating the long-run relationships among them. Design/methodology/approach: This study uses bank claims on the private sector and broad money to proxy for financial...

Persistent link: https://www.econbiz.de/10013185565

The effect of financial inclusion and financial technology on effectiveness of the Indonesian monetary policy

Saraswati, Birgitta Dian; Maskie, Ghozali; Kaluge, David; … - In: Verslas: Teorija ir praktika / Business: Theory and Practice 21 (2020) 1, pp. 230-243

the effectiveness of monetary policy. Using the Vector Error Correction Model (VECM) with the observation period of 2009 …

Persistent link: https://www.econbiz.de/10012703591

Dynamic relation between economic growth, stock market depth and macroeconomic variables of Bangladesh

Ali, Mostafa - In: Eurasian journal of business and economics : EJBE 13 (2020) 26, pp. 45-63

Persistent link: https://www.econbiz.de/10012416207

The effect of financial inclusion and financial technology on effectiveness of the Indonesian monetary policy

Saraswati, Birgitta Dian; Maskie, Ghozali; Kaluge, David; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 21 (2020) 1, pp. 230-243

the effectiveness of monetary policy. Using the Vector Error Correction Model (VECM) with the observation period of 2009 …

Persistent link: https://www.econbiz.de/10012225078

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