Journal articles on the topic 'Engle-Granger cointegration test'
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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 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 textQazi, Laila Taskeen, Atta Ur Rahman ., and Saleem Gul. "Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange." Pakistan Development Review 54, no. 3 (September 1, 2015): 215–44. http://dx.doi.org/10.30541/v54i3pp.215-244.
Full textAFZAL, MOHAMMAD. "LONG-RUN RELATIONSHIP BETWEEN IMPORTS AND EXPORTS: EVIDENCE FROM ASIAN COUNTRIES." Singapore Economic Review 53, no. 02 (August 2008): 261–78. http://dx.doi.org/10.1142/s0217590808002938.
Full textde Boef, Suzanna, and Jim Granato. "Testing for Cointegrating Relationships with Near-Integrated Data." Political Analysis 8, no. 1 (1999): 99–117. http://dx.doi.org/10.1093/oxfordjournals.pan.a029807.
Full textWang, Qun Wei, Cheng Ling Cai, and Dan Lu. "Economic Growth, Energy Consumption and Carbon Emissions in China: A Cointegration Analysis." Applied Mechanics and Materials 291-294 (February 2013): 1616–19. http://dx.doi.org/10.4028/www.scientific.net/amm.291-294.1616.
Full textProrok, Vesna, and Slađana Paunović. "COINTEGRATION BETWEEN STOCK MARKET INDICES AND NOMINAL EXCHANGE RATES: EVIDENCE FROM TRANSITION COUNTRIES." ЗБОРНИК РАДОВА ЕКОНОМСКОГ ФАКУЛТЕТА У ИСТОЧНОМ САРАЈЕВУ 1, no. 10 (December 7, 2015): 35. http://dx.doi.org/10.7251/zrefis1510035p.
Full textMuhammad, Sagheer, Adnan Akhtar, and Nasir Sultan. "Shock Dependence and Volatility Transmission Between Crude Oil and Stock Markets: Evidence from Pakistan." Lahore Journal of Business 5, no. 1 (September 1, 2016): 1–14. http://dx.doi.org/10.35536/ljb.2016.v5.i1.a1.
Full textTAYYAR, Ahmet Emrah. "FOREIGN DIRECT INVESMENT OUTFLOWS AND ENVIRONMENTAL POLLUTION: HIDDEN COINTEGRATION ANALYSIS FOR TURKEY." IEDSR Association 6, no. 11 (February 24, 2021): 165–82. http://dx.doi.org/10.46872/pj.235.
Full textAmfo-Antiri, George, and Edward Quansah. "Cointegration of Stock Prices and Domestic Portfolio Diversification Opportunities: Evidence from the Ghana Stock Exchange." Applied Economics and Finance 4, no. 5 (August 28, 2017): 78. http://dx.doi.org/10.11114/aef.v4i5.2475.
Full textNatsir, Khairina, Yusbardini Yusbardini, and Nurainun Bangun. "ANALISIS KAUSALITAS ANTARA IHSG, INDEKS DOW JONES INDUSTRIAL AVERAGE DAN NILAI TUKAR RUPIAH/US$." Jurnal Muara Ilmu Ekonomi dan Bisnis 3, no. 2 (September 30, 2019): 229. http://dx.doi.org/10.24912/jmieb.v3i2.3398.
Full textTariq Islam, Qamarullah Bin. "Causal Analysis Between Liquidity and Profitability: Is There Any Difference Between Public and Private Commercial Banks in Bangladesh?" Journal of Banking and Financial Economics 2/2020, no. 14 (December 29, 2020): 38–46. http://dx.doi.org/10.7172/2353-6845.jbfe.2020.2.3.
Full textU. J., Afangideh, Garbobiya T. S., Umar F. B., and Usman N. "The Impact of Inflation on Financial Sector Development: Evidence from Nigeria." International Journal of Economics and Finance 12, no. 2 (January 29, 2020): 56. http://dx.doi.org/10.5539/ijef.v12n2p56.
Full textAlekhin, Boris I. "Oil and the Ruble: Collapse of Cointegration." Financial Journal 13, no. 1 (February 2021): 58–74. http://dx.doi.org/10.31107/2075-1990-2021-1-58-74.
Full textČernohorská, Liběna, and Darina Kubicová. "Risks and the influence of negative interest rates on economic activity: a case study of Sweden, Denmark, and Switzerland." Banks and Bank Systems 15, no. 1 (February 27, 2020): 30–41. http://dx.doi.org/10.21511/bbs.15(1).2020.04.
Full textHechmy, Badry. "Can conventional energy be replaced by renewable energy without harming economic growth in non-oil-MENA? Evidence from Granger causality in VECM." World Journal of Entrepreneurship, Management and Sustainable Development 15, no. 2 (July 5, 2019): 159–68. http://dx.doi.org/10.1108/wjemsd-11-2018-0098.
Full textAlhaj Yousef, Elham Mohammad. "The Long-Run Relationship between Disaggregated Government Expenditure and Economic Growth in Jordan." International Journal of Economics and Financial Issues 12, no. 5 (September 19, 2022): 1–9. http://dx.doi.org/10.32479/ijefi.11912.
Full textGHARNIT, SAID, Mohamed Bouzahzah, and Jihad Ait Soussane. "Foreign direct investment and pollution havens: evidence from African countries." Archives of Business Research 7, no. 12 (January 3, 2020): 244–52. http://dx.doi.org/10.14738/abr.712.7531.
Full textCastañeda Martínez, Ana Erika, and Teresa López González. "CRECIMIENTO ECONÓMICO, TIPO DE CAMBIO REAL Y EXPORTACIONES MANUFACTURERAS DE MÉXICO, 1998-2020." Investigación Económica 82, no. 323 (December 17, 2022): 53–79. http://dx.doi.org/10.22201/fe.01851667p.2023.323.83890.
Full textAlekhin, Boris Ivanovich. "Dynamics of inflation in Russia and the USA (2000–2021)." Mezhdunarodnaja jekonomika (The World Economics), no. 3 (February 18, 2022): 182–98. http://dx.doi.org/10.33920/vne-04-2203-01.
Full textShuaibu, Mohammed, and Mutiu Abimbola Oyinlola. "An Empirical Analysis of Nigeria’s Current Account Sustainability." Margin: The Journal of Applied Economic Research 11, no. 1 (February 2017): 54–76. http://dx.doi.org/10.1177/0973801016676015.
Full textShook, Steven R., Nataliya Plesha, and Darek J. Nalle. "Does cointegration of prices of North American softwood lumber species imply nearly perfectly substitutable products?" Canadian Journal of Forest Research 39, no. 3 (March 2009): 553–65. http://dx.doi.org/10.1139/x08-197.
Full textJamei, Naseem H., Mira Nurmakhanova, Shahbaz Mustafa, Alloysius Egbulonu, and Wagdi Hadidan. "The long run relationship between fish production, marine trade balance and foreign direct investment." Maritime Business Review 5, no. 3 (April 20, 2020): 271–80. http://dx.doi.org/10.1108/mabr-01-2020-0008.
Full textHadi, Abdul Razak Abdul, Hafezali Iqbal Hussain, and Zalina Zainudin. "Did Conventional Interest Rate Influence Islamic Total Deposits? Evidence From January 2007 Till January 2019." International Journal of Financial Research 10, no. 5 (June 10, 2019): 11. http://dx.doi.org/10.5430/ijfr.v10n5p11.
Full textSusilo, Ignatia Bintang Filia Dei, Dian Pujiatma Vera Subchanifa, Risna Amalia Hamzah, and Dwi Hastuti Lestari Komarlina. "Efisiensi Pasar Valuta Asing di Indonesia: Analisis Empiris." WELFARE Jurnal Ilmu Ekonomi 3, no. 1 (September 14, 2022): 81–93. http://dx.doi.org/10.37058/wlfr.v3i1.4794.
Full textKustiari, Reni, Wahyuning Kusuma Sejati, and Riva Yulmahera. "Integrasi Pasar dan Pembentukan Harga Cabai Merah di Indonesia." Jurnal Agro Ekonomi 36, no. 1 (October 30, 2018): 39. http://dx.doi.org/10.21082/jae.v36n1.2018.39-53.
Full textAmalu, Henry Ikechukwu, Thaddeus Nnaemeka Ukwueze, Loenard U. Olife, and Favour Friday Irokwe. "Product Tax Revenue and Economic Growth in Nigeria: An Engle-Granger Approach, Evidence From 1981 - 2019." Journal of Advanced Research in Economics and Administrative Sciences 1, no. 2 (November 8, 2020): 66–76. http://dx.doi.org/10.47631/jareas.v1i2.111.
Full textNirmala, Tiara. "ALAT PEMBAYARAN MENGGUNAKAN KARTU DAN PERMINTAAN UANG KARTAL DI INDONESIA." Ecosains: Jurnal Ilmiah Ekonomi dan Pembangunan 1, no. 1 (May 1, 2012): 9. http://dx.doi.org/10.24036/ecosains.346357.00.
Full textKhanom, Ms Sharmina. "Economic Transformation in Bangladesh and the Income Velocity of Broad Money: An Econometric Analysis." Journal of Social Sciences Research, no. 52 (January 25, 2019): 408–17. http://dx.doi.org/10.32861/jssr.52.408.417.
Full textHina, Hafsa, and Abdul Qayyum. "Re-estimation of Keynesian Model by Considering Critical Events and Multiple Cointegrating Vectors." Pakistan Development Review 54, no. 2 (June 1, 2015): 123–45. http://dx.doi.org/10.30541/v54i2pp.123-145.
Full textMartínez-Fernández, Valentín-Alejandro, Pablo Castellanos, and Óscar Juanatey-Boga. "Advertising investment as a tool for boosting consumption: testing Galbraith's hypothesis for Spain." Revista de Economia Contemporânea 18, no. 3 (December 2014): 435–52. http://dx.doi.org/10.1590/141598481836.
Full textAmor, Hadj, and Araj El. "Long term dynamic of real exchange rate, trade liberalization and financial integration: The case of south-east Mediterranean countries." Panoeconomicus 56, no. 1 (2009): 73–93. http://dx.doi.org/10.2298/pan0901073a.
Full textSmith, Renée M. "Error Correction, Attractors, and Cointegration: Substantive and Methodological Issues." Political Analysis 4 (1992): 249–54. http://dx.doi.org/10.1093/pan/4.1.249.
Full textDonggori, Mitha Febby R., Adi Setiawan, and Hanna Arini Parhusip. "Model Koreksi Kesalahan pada Data Runtun Waktu Indeks Harga Konsumen Kota-kota di Papua." d'CARTESIAN 3, no. 1 (March 30, 2014): 81. http://dx.doi.org/10.35799/dc.3.1.2014.4011.
Full textGonzález Velasco, María del Carmen, and Roque Brinckmann. "Análisis de la integración y dependencia de las políticas monetarias de la Unión Europea." Pecvnia : Revista de la Facultad de Ciencias Económicas y Empresariales, Universidad de León, no. 2011 (March 27, 2013): 47. http://dx.doi.org/10.18002/pec.v0i2011.752.
Full textGonzález Velasco, María del Carmen, and Roque Brinckmann. "Análisis de la integración y dependencia de las políticas monetarias de la Unión Europea." Pecvnia : Revista de la Facultad de Ciencias Económicas y Empresariales, Universidad de León, Monogr (March 27, 2013): 47. http://dx.doi.org/10.18002/pec.v0imonogr.752.
Full textAbidillah, Achmad Fadlil, and Muhamad Nafik Hadi Ryandono. "Do Macroeconomics Variables Affect Conventional and Islamic Banking Profitability?" AFEBI Islamic Finance and Economic Review 4, no. 02 (December 17, 2019): 101. http://dx.doi.org/10.47312/aifer.v4i02.363.
Full textCavenaghi, Fernanda Bojikian, Tabajara Pimenta Junior, Rafael Moreira Antônio, Fabiano Guasti Lima, and Ana Carolina Costa Corrêa. "The behavior of Brazilian companies shares return under social responsibility." Revista de Negócios 24, no. 3 (September 30, 2019): 49. http://dx.doi.org/10.7867/1980-4431.2019v24n3p49-61.
Full textOumarou, Issoufou. "Remittances and Economic Growth in Niger: An Error Correction Mechanism Approach." Journal of Social and Economic Statistics 10, no. 1-2 (December 1, 2021): 17–29. http://dx.doi.org/10.2478/jses-2021-0002.
Full textAtsu, Francis, Charles Agyei, William Phanuel Darbi, and Sussana Adjei-Mensah. "The impact of telecommunication revenue on economic growth: evidence from Ghana." African Journal of Economic and Management Studies 5, no. 2 (July 1, 2014): 195–208. http://dx.doi.org/10.1108/ajems-10-2011-0076.
Full textKożuch, Anna, and Jan Banaś. "The Dynamics of Beech Roundwood Prices in Selected Central European Markets." Forests 11, no. 9 (August 19, 2020): 902. http://dx.doi.org/10.3390/f11090902.
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