Academic literature on the topic 'Engle-Granger cointegration test'
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Journal articles on the topic "Engle-Granger cointegration test"
Cernohorska, Libena. "The relationship between M3 and consumer price index in the Czech Republic." New Trends and Issues Proceedings on Humanities and Social Sciences 4, no. 10 (January 12, 2018): 226–36. http://dx.doi.org/10.18844/prosoc.v4i10.3081.
Full textCernohorska, Libena. "The relationship between M3 and consumer price index in the Czech Republic." New Trends and Issues Proceedings on Humanities and Social Sciences 4, no. 10 (January 12, 2018): 23–32. http://dx.doi.org/10.18844/prosoc.v4i10.3059.
Full textRana, Surya Bahadur. "Cointegration between Stock Market and Economic Growth: Evidence From Nepal." Butwal Campus Journal 4, no. 1-2 (December 31, 2021): 1–12. http://dx.doi.org/10.3126/bcj.v4i1-2.44980.
Full textDursun, Erdal. "The Nexus among Civil Aviation, Energy Performance Efficiency and GDP in terms of Ecological Footprint: Evidence from France and Finland." International Journal of Energy Economics and Policy 12, no. 5 (September 27, 2022): 243–51. http://dx.doi.org/10.32479/ijeep.13399.
Full textTanjung, Ahmad Albar, and Annisa Anggreini Siswanto. "ANALISIS KURVA PHILLIPS DI INDONESIA." Media Ekonomi 30, no. 1 (September 5, 2022): 71–77. http://dx.doi.org/10.25105/me.v30i1.10066.
Full textKarki, Dipendra. "The Dynamic Relationship between Tourism and Economy: Evidence from Nepal." Journal of Business and Management 5 (December 1, 2018): 16–22. http://dx.doi.org/10.3126/jbm.v5i0.27384.
Full textBuhaerah, Pihri. "Pembangunan Keuangan dan Pertumbuhan Ekonomi: Studi Kasus Indonesia." Kajian Ekonomi dan Keuangan 1, no. 2 (August 31, 2017): 165–80. http://dx.doi.org/10.31685/kek.v1i2.203.
Full textAbubakar, Hussaini, M. Usman, J. Y. Falgore, S. S. Sani, I. Abubakar, and K. Adamu. "AN INVESTIGATION OF CAUSAL RELATIONSHIPS BETWEEN GOVERNMENT REVENUE AND EXPENDITURE IN NIGERIA, USING ENGLE COINTEGRATION APPROACH." FUDMA JOURNAL OF SCIENCES 5, no. 4 (January 28, 2022): 222–28. http://dx.doi.org/10.33003/fjs-2021-0504-695.
Full textYardimcioglu, Mahmut, and Ahmet Ilhan. "A Study Regarding the Advances of Political Stability and Economic Development Experienced in Turkey during the Periods of 1980-2015." International Journal of Economics and Finance 8, no. 10 (September 23, 2016): 167. http://dx.doi.org/10.5539/ijef.v8n10p167.
Full textMyszczyszyn, Janusz. "Cointegration analysis between economic growth and the number of granted patents based on the example of the German economy." Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu 64, no. 9 (2020): 87–99. http://dx.doi.org/10.15611/pn.2020.9.07.
Full textDissertations / Theses on the topic "Engle-Granger cointegration test"
Νταλιάνη, Ευθυμία. "Εμπειρική ανάλυση της σχέσης τιμών ζωοτροφών και παραγωγού καταναλωτή κρέατος : Μοσχάρι, χοιρινό, κοτόπουλο και αρνί." Thesis, 2014. http://hdl.handle.net/10889/8234.
Full textThe present paper studies the relationship among feed prices, producer prices and consumer prices of meat: beef, pork, poultry and lamb. The literature indicates that there are many factors which affect agricultural commodity prices but the feed prices are the main. This is why feed has a principal role in the production of meat and will affect producer and consumer prices. The data consists of 279 monthly observations extending from January 1990 to January 2013. Using Johansen cointegration tests, Granger causality tests and impulse response functions, the empirical findings confirm that feed prices, consumer prices and producer prices are interdependent.
Poštulková, Jitka. "Makro-fundamentální analýza CEE & SEE trhů." Master's thesis, 2016. http://www.nusl.cz/ntk/nusl-352624.
Full textBook chapters on the topic "Engle-Granger cointegration test"
Ari, Yakup. "A Statistical Analysis for the Accessibility of Electronic Data Delivery System of the Central Bank of the Turkish Republic." In Advances in Web Technologies and Engineering, 38–57. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-7998-7848-3.ch002.
Full textYüksel, Serhat, and Pınar Tuğçe Kavak. "Do Financial Investment Decisions Affect Economic Development?" In Handbook of Research on Global Issues in Financial Communication and Investment Decision Making, 168–91. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-9265-5.ch009.
Full textConference papers on the topic "Engle-Granger cointegration test"
Özmen, Mehmet, and Sera Şanlı. "Seasonal Cointegration Approach on Expenditure Based Gross Domestic Product and Its Some Sub-Components for Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.01980.
Full textChee-Yin, Yip, and Lim Hock-Eam. "The opportune time to invest in residential properties - Engle-Granger cointegration test and Granger causality test approach." In INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014): Proceedings of the 3rd International Conference on Quantitative Sciences and Its Applications. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4903696.
Full textElmas, Bekir, and Ömer Esen. "Determining a Dynamic Relationship Between Stock Prices and Exchange Rates: An Empirical Study on Eurasia." In International Conference on Eurasian Economies. Eurasian Economists Association, 2010. http://dx.doi.org/10.36880/c01.00168.
Full textGenç, Murat Can, and Osman Murat Telatar. "Is the Compensation Hypothesis Valid for Turkey?" In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01380.
Full textYılmaz, Fatih, Onur Şeker, and Eren Pektaş. "Testing The Validity of The Phillips Curve for Turkey With Vector Autoregressive and Markov Switching Models on The Basis of Inflation and Unemployment." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02349.
Full textCan, Zeynep Gizem, Ufuk Can, and Harun Bal. "Inclusive Growth and Globalization: The Case of Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02277.
Full textUstabaş, Ayfer, and Özgür Ömer Ersin. "The Effects of R&D and High Technology Exports on Economic Growth: A Comparative Cointegration Analysis for Turkey and South Korea." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01475.
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