Co-integration and error-correction modelling of agricultural export supply in Cameroon

The Link between Unemployment and Inflation Using Johansen’s Co-Integration Approach and Vector Error Correction Modelling

In this paper bi-annual time series data on unemployment rates (from the Labour Force Survey) are expanded to quarterly rates and linked to quarterly unemployment rates (from the Quarterly Labour Force Survey). The resultant linked series and the consumer price index (CPI) series are examined using Johansen’s cointegration approach and vector error correction modeling. The study finds that both...

An Empirical Study of Export and Economic Growth in India since 1960: A Co integration Analysis

Co-Integration and Error Correction: Representation, Estimation, and Testing

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energy consumption and value added growth in different sectors of iran: co integration and multivariate panel error correction approach

this paper surveys economic growth and energy consumption relationship by new econometric methods in different sectors of iran. this study uses panel error correction model and panel co integration and causality tests to investigate short run and long run relationship between energy and value added growth in different sectors of iran’s economy with regards to energy price in the time period of ...

Market Integration: An Application of Co-integration and Error Correction Model to Rice Markets in Bangladesh

The study was conducted to investigate the degree and nature of spatial integration among district level monthly wholesale price of rice in Northwestern and greater Mymensingh region of Bangladesh. Market integration was examined by co-integration method-while price fluctuations were estimated by Error Correction Mechanism (ECM). Stationarity of data was checked with the help of Augmented Dicke...