GRANGER CAUSALITY POLA KONSUMSI IKAN DI ACEH TENGAH MENGGUNAKAN ANALISISI VECTOR ERROR CORRECTION MODEL (VECM)
نویسندگان
چکیده
منابع مشابه
Survey of Money- Output Causality: Case Study of Iran, Based on Vector Error Correction Model (VECM)
This study investigated the dynamic relationship between money, prices and output in a multivariate structure of casualty analysis in Iran for the two period of 1969 to 2012 (entire period) and 1989 to 2012 (sub-period). This statistical framework has been projected for situations where causal links may have changed over the sample period. Results of a three-variable Vector Error Correction Mod...
متن کاملsurvey of money- output causality: case study of iran, based on vector error correction model (vecm)
this study investigated the dynamic relationship between money, prices and output in a multivariate structure of casualty analysis in iran for the two period of 1969 to 2012 (entire period) and 1989 to 2012 (sub-period). this statistical framework has been projected for situations where causal links may have changed over the sample period. results of a three-variable vector error correction mod...
متن کاملThe Relationship between Education and Health: Vector Error Correction Model (VECM)
Background & objectives: Despite the importance and impact of health and education on economic growth in countries, the causal relationship between education and health is important to policymaking. This study aimed to investigate the causality relationship between education and health in the short and long runs using the Vector Error Correction Model (VECM) in Iran. Method: This was an analyt...
متن کاملSTLS / US - VECM 6 . 1 : A Vector Error - Correction Forecasting Model of the US Economy
Any research or policy analysis exercise in economics must be consistent with the timeseries properties of observed macroeconomic data. This paper discusses in detail the specification of a six-variable vector error-correction forecasting model. We test for cointegration among those variables: the CPI, the implicit price deflator for GDP, real money balances (M1), the federal funds rate, the yi...
متن کاملGranger causality
Granger causality is a statistical concept of causality that is based on prediction. According to Granger causality, if a signal X1 "Granger-causes" (or "G-causes") a signal X2, then past values of X1 should contain information that helps predict X2 above and beyond the information contained in past values of X2 alone. Its mathematical formulation is based on linear regression modeling of stoch...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: JURNAL PERIKANAN TROPIS
سال: 2019
ISSN: 2355-5572,2355-5564
DOI: 10.35308/jpt.v6i2.2185