Journal articles on the topic 'VECM'
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Hapsari, Meilina Retno, Suci Astutik, and Loekito Adi Soehono. "VECM and Bayesian VECM for Overparameterization Problem." Journal of Physics: Conference Series 1811, no. 1 (March 1, 2021): 012086. http://dx.doi.org/10.1088/1742-6596/1811/1/012086.
Full textUsman, Mustofa, Luvita Loves, Edwin Russel, Muslim Ansori, Warsono Warsono, Widiarti Widiarti, and Wamiliana Wamiliana. "Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia." International Journal of Energy Economics and Policy 12, no. 2 (March 20, 2022): 91–102. http://dx.doi.org/10.32479/ijeep.11897.
Full textBRAILSFORD, T. J., JACK PENM, and R. D. TERRELL. "TESTING PPP BY MEANS OF ZNZ PATTERNED VECM." International Journal of Theoretical and Applied Finance 11, no. 04 (June 2008): 345–62. http://dx.doi.org/10.1142/s021902490800483x.
Full textMaida, Nazira, Nanda Safarida, and Iskandar. "Pengaruh Inflasi, BI Rate dan IHSG Terhadap Nilai Aktiva Bersih Reksadana Syariah di Indonesia Periode 2015-2020." JIM: Jurnal Ilmiah Mahasiswa 4, no. 1 (April 23, 2022): 57–76. http://dx.doi.org/10.32505/jim.v4i1.3921.
Full textZhou, Rui, Guangyu Xing, and Min Ji. "Changes of Relation in Multi-Population Mortality Dependence: An Application of Threshold VECM." Risks 7, no. 1 (February 1, 2019): 14. http://dx.doi.org/10.3390/risks7010014.
Full textDeng, Qi. "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model." China Finance Review International 8, no. 4 (November 19, 2018): 453–67. http://dx.doi.org/10.1108/cfri-07-2016-0095.
Full textSoto, Paula Andrea, and Juan Carlos Ruilova Teran. "Arbitragem Estatística: Uma Abordagem por VECM." Brazilian Review of Finance 15, no. 4 (June 20, 2018): 537. http://dx.doi.org/10.12660/rbfin.v15n4.2017.65761.
Full textChen, Yanhui, Jinrong Lu, and Mengmeng Ma. "How Does Oil Future Price Imply Bunker Price—Cointegration and Prediction Analysis." Energies 15, no. 10 (May 16, 2022): 3630. http://dx.doi.org/10.3390/en15103630.
Full textRussel, Edwin, Wamiliana Wamiliana, Nairobi Saibi, Warsono Warsono, Mustofa Usman, and Jamal I. Daoud. "Dynamic Modeling and Forecasting Data Energy Used and Carbon Dioxide (CO2)." Science and Technology Indonesia 7, no. 2 (April 19, 2022): 228–37. http://dx.doi.org/10.26554/sti.2022.7.2.228-237.
Full textValentika, Nina, Vivi Iswanti Nursyirwan, and Ilmadi Ilmadi. "Modeling The Relationships Between Export, Import, Inflation, Interest Rate, and Rupiah Exchange." Desimal: Jurnal Matematika 3, no. 3 (September 30, 2020): 247–62. http://dx.doi.org/10.24042/djm.v3i3.6942.
Full textLiu, Zong Jin, Yang Yang, Zheng Fang, and Yan Yan Xu. "Measuring Dynamic Sales Impacts of LBA Using Wireless Communication Technology." Advanced Materials Research 662 (February 2013): 896–901. http://dx.doi.org/10.4028/www.scientific.net/amr.662.896.
Full textBekiros, Stelios, and Christos Avdoulas. "Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis." Forecasting 2, no. 2 (May 16, 2020): 102–29. http://dx.doi.org/10.3390/forecast2020006.
Full textTsuji, Chikashi. "Dynamic Relations of Consumer Prices: A Case Study of Recent Effects on the Japanese Headline CPI." Journal of Social Science Studies 3, no. 2 (February 7, 2016): 28. http://dx.doi.org/10.5296/jsss.v3i2.8991.
Full textGani, Rahmad Abdul, Ima Amaliah, and Meidy Haviz. "Kausalitas Kebijakan Moneter Konvensional dengan Inflasi dan Pertumbuhan Ekonomi di Indonesia Periode Q1 2008 – Q4 2020." Jurnal Riset Ilmu Ekonomi dan Bisnis 1, no. 1 (October 26, 2021): 66–74. http://dx.doi.org/10.29313/jrieb.v1i1.203.
Full textMoh. Wigi Destriansyah and Dwi Agustin Nuriani Sirodj. "Analisis Hubungan Harga Saham Bank Central Asia, Inflasi, Kurs (IDR/USD) dan BI Rate dengan Metode Vector Error Correction Model (VECM)." Bandung Conference Series: Statistics 2, no. 2 (July 29, 2022): 282–90. http://dx.doi.org/10.29313/bcss.v2i2.4057.
Full textKeilbar, Georg, and Yanfen Zhang. "On cointegration and cryptocurrency dynamics." Digital Finance 3, no. 1 (February 17, 2021): 1–23. http://dx.doi.org/10.1007/s42521-021-00027-5.
Full textDevesh, Sonal, and Abdullah M. Asrul Affendi. "Food Security Dynamics in Oman: VECM Approach." Advances in Dynamical Systems and Applications 15, no. 2 (December 30, 2020): 249–63. http://dx.doi.org/10.37622/adsa/15.2.2020.249-263.
Full textMaju Simatupang, Batara. "DETERMINANTS OF GOVERNMENT SECURITIES YIELD USING VECM." Jurnal Bisnis dan Manajemen 22, no. 2 (September 2021): 127–46. http://dx.doi.org/10.24198/jbm.v22i2.689.
Full textBonham, Carl, Byron Gangnes, and Ting Zhou. "Modeling tourism: A fully identified VECM approach." International Journal of Forecasting 25, no. 3 (July 2009): 531–49. http://dx.doi.org/10.1016/j.ijforecast.2008.11.014.
Full textValentika, Nina Valentika, Vivi Iswanti Nursyirwan, and Ilmadi Ilmadi. "PERAMALAN KURS, INFLASI, IMPOR DAN EKSPOR DENGAN VECM." Jurnal Accounting Information System (AIMS) 3, no. 2 (October 12, 2020): 119–30. http://dx.doi.org/10.32627/aims.v3i2.274.
Full textMashabi, M., and Wasiaturrahma Wasiaturrahma. "ELECTRONIC BASED PAYMENT SYSTEMS AND ECONOMIC GROWTH IN INDONESIA." Jurnal Ilmu Ekonomi Terapan 6, no. 1 (June 26, 2021): 97. http://dx.doi.org/10.20473/jiet.v6i1.26287.
Full textLee, Chin, M. Azali, Zulkornain B. Yusop, and Mohammed B. Yusoff. "IS MALAYSIA EXCHANGE RATE MISALIGNMENT BEFORE THE 1997 CRISIS?" Labuan Bulletin of International Business and Finance (LBIBF) 6 (December 31, 2008): 1–18. http://dx.doi.org/10.51200/lbibf.v6i.2590.
Full textMugableh, Mohamed Ibrahim, and Mohammad Salem Oudat. "Economic Growth and Financial Development nexus in Malaysia: Dynamic Simultaneous Equations Models." Asian Journal of Finance & Accounting 10, no. 1 (April 15, 2018): 143. http://dx.doi.org/10.5296/ajfa.v10i1.12736.
Full textAhmadi, Amri, and Sri Herianingrum. "PENGARUH PERTUMBUHAN PDB DAN INFLASI TERHADAP PERTUMBUHAN PERBANKAN SYARIAH DI INDONESIA PERIODE TAHUN 2013-2015." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 4 (January 16, 2020): 763. http://dx.doi.org/10.20473/vol6iss20194pp763-773.
Full textGotama, Jefferson Indra, and Ignatius Roni Setyawan. "Relevansi Faktor Ekonomi Terhadap Kointegrasi IHSG dan KLCI." Jurnal Manajerial Dan Kewirausahaan 3, no. 1 (March 18, 2021): 245. http://dx.doi.org/10.24912/jmk.v3i1.11318.
Full textŠkare, Marinko, Justyna Franc-Dąbrowska, and Dajana Cvek. "Cointegration analysis and VECM of FDI, employment, export and GDP in Croatia (2002?2017) with particular reference to the global crisis and poor macroeconomic governance." Equilibrium 15, no. 4 (December 20, 2020): 761–83. http://dx.doi.org/10.24136/eq.2020.033.
Full textViphindrartin, Sebastiana. "Dampak Makro Ekonomi Terhadap Stabilitas Keuangan di Indonesia." Jurnal Manajemen Jayanegara 13, no. 1 (April 25, 2021): 13–19. http://dx.doi.org/10.52956/jmj.v13i1.27.
Full textKhan, Waseem, Sana Fatima, and Mohammad Jamshed. "Agricultural Credit-led Agricultural Growth: A VECM Approach." Asian Journal of Agricultural Extension, Economics & Sociology 19, no. 1 (January 10, 2017): 1–16. http://dx.doi.org/10.9734/ajaees/2017/32304.
Full textTran Thi Bich, Ngoc, and Huong Pham Hoang Cam. "Determinants of Inflation in Vietnam: A VECM Approach." Journal of Asian Business and Economic Studies 22, no. 04 (October 1, 2015): 26–50. http://dx.doi.org/10.24311/jabes/2015.22.4.02.
Full textNGOC, TRAN THI BICH, and PHAM HOANG CAM HUONG. "Determinants of Inflation in Vietnam: A VECM Approach." Journal of Economics Development 22, no. 4 (October 1, 2015): 26–50. http://dx.doi.org/10.24311/jed/2015.22.4.02.
Full textChoi, Cha-Soon. "Housing Price and House Hold Expenses: VECM Analysis." Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology 6, no. 5 (May 31, 2016): 355–65. http://dx.doi.org/10.14257/ajmahs.2016.05.34.
Full textHespeler, Frank. "A VECM evaluation of monetary transmission in Uzbekistan." Economic Change and Restructuring 46, no. 2 (July 14, 2012): 219–53. http://dx.doi.org/10.1007/s10644-012-9125-4.
Full textSutthichaimethee, Pruethsan, and Danupon Ariyasajjakorn. "Relationships between Causal Factors Affecting Future Carbon Dioxide Output from Thailand’s Transportation Sector under the Government’s Sustainability Policy: Expanding the SEM-VECM Model." Resources 7, no. 4 (December 3, 2018): 81. http://dx.doi.org/10.3390/resources7040081.
Full textPandey, Sweety, and Mrutyunjaya Mishra. "CO2 Emissions and Economic Growth of SAARC Countries: Evidence from a Panel VAR Analysis." World Journal of Applied Economics 1, no. 2 (March 7, 2016): 23. http://dx.doi.org/10.22440/econworld.j.2015.1.2.sp.0009.
Full textBouwer, Johan, and Jacoba van Egmond. "Moderating factors of the Van Egmond Coaching Model (VECM)." International Coaching Psychology Review 7, no. 1 (March 2012): 55–63. http://dx.doi.org/10.53841/bpsicpr.2012.7.1.55.
Full textSoon, Byung Min, and Jarrett Whistance. "Seasonal Soybean Price Transmission between the U.S. and Brazil Using the Seasonal Regime-Dependent Vector Error Correction Model." Sustainability 11, no. 19 (September 26, 2019): 5315. http://dx.doi.org/10.3390/su11195315.
Full textKaur, Harleen, Mohammad Afshar Alam, Saleha Mariyam, Bhavya Alankar, Ritu Chauhan, Rana Muhammad Adnan, and Ozgur Kisi. "Predicting Water Availability in Water Bodies under the Influence of Precipitation and Water Management Actions Using VAR/VECM/LSTM." Climate 9, no. 9 (September 21, 2021): 144. http://dx.doi.org/10.3390/cli9090144.
Full textA. Bashier, Al-Abdulrazag. "Electricity Consumption and Economic Growth in Jordan: Bounds Testing Cointegration Approach." European Scientific Journal, ESJ 12, no. 1 (January 29, 2016): 429. http://dx.doi.org/10.19044/esj.2016.v12n1p429.
Full textDutta, Champa Bati, Mohammed Ziaul Haider, and Debasish Kumar Das. "Dynamics of Economic Growth, Investment and Trade Openness: Evidence from Bangladesh." South Asian Journal of Macroeconomics and Public Finance 6, no. 1 (June 2017): 82–104. http://dx.doi.org/10.1177/2277978717695150.
Full textKONG, TUAN-YUEN, YUN-PENG CHU, CHIN-FU HSU, and NORDEN E. HUANG. "AN ANATOMY OF ECONOMIC GROWTH IN TAIWAN." Advances in Adaptive Data Analysis 02, no. 02 (April 2010): 217–31. http://dx.doi.org/10.1142/s179353691000046x.
Full textMarku, Egerta, Llesh Lleshaj, and Arjana Lleshaj. "VECM Analysis to House Price Index. Case of Tirana." European Journal of Marketing and Economics 3, no. 1 (January 1, 2020): 19. http://dx.doi.org/10.26417/ejme.v3i1.p19-30.
Full textCristanto, Ferdian Adi, and Prasetyo Ari Bowo. "Determinants of Indonesian Trade Balance: A Vecm Analysis Approach." Economics Development Analysis Journal 10, no. 4 (December 25, 2021): 463–74. http://dx.doi.org/10.15294/edaj.v10i4.45909.
Full textKushwah, Silky Vigg, and Manan Garg. "The determinants of foreign direct investment: a VECM approach." International Journal of Accounting and Business Finance 6, no. 2 (December 30, 2020): 55. http://dx.doi.org/10.4038/ijabf.v6i2.71.
Full textAmbarwati, Sri, Eka Sudarmaji, Herlan Masrio, and Ismiriati Nasip. "Modeling and Estimation of Cumulative Abnormal Return using VECM." Financial Risk and Management Reviews 7, no. 1 (September 21, 2021): 36–49. http://dx.doi.org/10.18488/journal.89.2021.71.36.49.
Full textPereira, Marcos Vinicius Lopes, Leonardo Carneiro De Araújo, and Robert Aldo Iquiapaza. "Cointegração e previsibilidade de abordagens VECM para o Ibovespa." Brazilian Review of Finance 18, no. 2 (July 12, 2020): 82. http://dx.doi.org/10.12660/rbfin.v18n2.2020.79162.
Full textFanelli, L., and M. Mazzocchi. "A cointegrated VECM demand system for meat in Italy." Applied Economics 34, no. 13 (September 2002): 1593–605. http://dx.doi.org/10.1080/00036840110111167.
Full textBaehaqy, Hasymi Nur, and Eko Fajar Cahyono. "Impact of conventional banking financing and Islamic banking financing on economic growth 2008-2018." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 6 (January 17, 2020): 1272. http://dx.doi.org/10.20473/vol6iss20196pp1272-1286.
Full textMa’in, Masturah, Norfaiezah Nordin, Izza Hazira Zailan, Saliza Sulaiman, and Zuraidah Ismail. "Investment and Economic Indicators in Malaysia." Journal of International Business, Economics and Entrepreneurship 3, no. 2 (December 31, 2018): 23. http://dx.doi.org/10.24191/jibe.v3i2.14429.
Full textWasiaturrahma, Wasiaturrahma, and Anita Lucky Kurniasari. "ELECTRONIC PAYMENT AND ECONOMIC GROWTH IN INDONESIA." Journal of Developing Economies 6, no. 2 (November 25, 2021): 287. http://dx.doi.org/10.20473/jde.v6i2.24923.
Full textArfah, Yenni, and Andri Soemitra. "Hubungan Dinamis Antara Volume Perdagangan Saham, Nilai Tukar, Jakarta Islamic Indeks dengan Indeks LQ45 Menggunakan Vector Autoregressive (VAR) Di Bursa Efek Indonesia Periode 2017-2020." Reslaj : Religion Education Social Laa Roiba Journal 4, no. 4 (February 25, 2022): 1011–18. http://dx.doi.org/10.47467/reslaj.v4i4.1050.
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