In pursuit to sketch the Pakistan USA Exchange Rate patterns for the duration of 1991M3 to 2010M5 using the CHEERS model, the role of Goods Market and Financial Market is implied through the Purchasing Power Parity (PPP) and Uncovered Interest Parity (UIP) respectively. The results using Vector Error Correction Model (VECM) revealed that both Parities work in combination with near unity elastic...

A range of parameter changes in I(1) cointegrated time series are not reflected in econometric models thereof, in that many shifts are not easily detected by conventional tests. The breaks in question are changes that leave the unconditional expectations of the I(0) components unaltered. Thus, dynamics, adjustment speeds etc. may alter without detection. However, shifts in long-run means are ge...

The purpose of this study was to determine and analyze the impact contribution non-bank financial industry (IKNB) non-Islamic banking on Indonesia's economic growth before during pandemic. variables used in are data total assets Sharia IKNB, Industrial Production Index (IPI) as a measure growth. research method is Vector Error Correction Model (VECM) using monthly time series from 2015 2021. re...

The purpose of this paper is to identify the long-run and short-run relationship between values Macedonian Stock Exchange Index composed 10 most liquid listed stocks (MBI10), Zagreb (CROBEX) stocks, Sarajevo (SASX-10) Belgrade 15 (BELEX 15) selected macroeconomic variables. In order variables that affect stock indices, analytical-synthetic method statistical are applied. uses econometric models...

Using the Vector Error Correction Model (VECM) and Toda-Yamamoto Causality approach, this paper investigates short-run long–run relationship between export diversification, physical human capital, imports, economic growth in UAE. The study period consideration is 1975-2017. findings obtained from VECM test confirm existence of a significant long-run Besides, Toda Yamamoto Granger results reveal...

This study primarily focuses on the analysis of contributions foreign exchange reserve to economic growth Nepal by using time series data obtained from year 1975 2018 A.D. In order assess a relationship between these variables, statistical procedure unit root test, cointegration and Vector Error Correction Model (VECM) are applied. addition t-statistics, Wald-test for joint significance coeffic...

The instability of rice prices in Banten Province is relatively large, the factor causing price fluctuations because production still depends on season. distribution information reference market often experiences a large difference from at follower level. This study aims to analyze pattern movements retail level, wholesaler level and producer province Banten; integration that occurs between use...

In the face of pandemics like COVID-19 today, environmental issues such as green innovation become very important, because companies with high levels social and awareness indicate that are more resilient. This study aims to analyze impact on financial performance. uses Vector Error Correction Model (VECM) a data analysis method purposive sampling get 48 samples 336 observations. The results thi...

Farmers earn their main income from selling agricultural commodities. Stabilityas well as the level of income are determined by the amount of production and marketprices. Prices and price policies on the agricultural market could have a great impact onthe success of programmes themselves. This paper focuses on research of relationshipsbetween prices at the regional level. The ai...

Fix a manifold M , and let V be an infinite dimensional simple Lie subalgebra of the Lie algebra VecM of vector fields on M . Assume that V contains a finite dimensional simple maximal subalgebra a(V). We define an a(V)-quantization of a V-module of differential operators on M to be a decomposition of the module into irreducible a(V)-modules. In this article we survey some recent results and op...