نتایج جستجو برای: 2005 using johansen
تعداد نتایج: 3486009 فیلتر نتایج به سال:
In the amphibian heart the pattern of blood flow from the auricles through to the arterial arches is not fully understood (de Graaf, 1957; Simons, 1959; Johansen, 1963; Foxon, 1964a). The action of the single-chambered ventricle and the imperfectly divided conus arteriosus, together with the details of their relationships to one another and to the arterial system, still constitute major problem...
the prime objective of the study is to identify the long-run and short-run relationship between indian stock price viz., bse sensex (hereafter named as bse) and gold price (gold) in india. the daily closing price data were collected for the period of ten years ranging from 1st april 2004 to 31st march 2014 with 2490 observations. the study employed two models: model one used gold as dependent v...
In this paper, the upper bound limit analysis of thin plates in bending is addressed using various types of triangular finite elements for the generation of velocity fields and second order cone programming (SOCP) for the minimization problem. Three different C-discontinuous finite elements are considered : the quadratic 6 node Lagrange triangle (T6), an enhanced T6 element with a cubic bubble ...
Bangladesh, a developing economy, contains trade deficit from her very inception. This paper makes an effort to understand the time series behavior of total export and total import of Bangladesh. Unit root tests recognize the existence of random walk in total export and total import time series. Johansen cointegration test reveals long-run equilibrium relationship between these two variables. G...
This paper investigates market integration and asymmetric price transmission in the world rice export markets. Using monthly rice prices from Thailand, Vietnam, and United States, we employ the Johansen test and estimate the threshold vector error correction model (TVECM). Our main findings are that export prices in the three countries are cointegrated, with Thailand and the United States the p...
This paper documents the evidence for a fiscal model of the Yen/Dollar real exchange rate over the 1974-1994 period. Cointegrating relationships between the real exchange rate and productivity, government spending and the real price of oil are estimated using the Johansen (1988) and Stock-Watson (1993) procedures. The neoclassical fixed-factors fiscal model of Rogoff (1992) is found to have som...
We respond to Sornette and Johansen’s criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Johansen theoretical paradigm, traditional methods of identifying log-periodic precursors, the behavior of the first differences of a log-periodic price series, and the distribution of drawdowns for a securities price.
Suvi Larjavaara*, Joachim Schüz, Anthony Swerdlow, Maria Feychting, Christoffer Johansen, Susanna Lagorio, Tore Tynes, Lars Klaeboe, Sven Reidar Tonjer, Maria Blettner, Gabriele Berg-Beckhoff, Brigitte Schlehofer, Minouk Schoemaker, Juliet Britton, Riitta Mäntylä, Stefan Lönn, Anders Ahlbom, Olof Flodmark, Anders Lilja, Stefano Martini, Emanuela Rastelli, Antonello Vidiri, Veikko Kähärä, Jani R...
We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial. The equivalence with the standard I(1) and I(2) conditions (Johansen, 1996) is proved and polynomial cointegration discussed in the general setup.
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