نتایج جستجو برای: johansen cointegration test

تعداد نتایج: 814918  

Journal: :Economies 2022

This study analysed the dynamics of international soybean market using econometric techniques and economic models to impacts US–China trade war. It considered analysis “spatial” (horizontal) price transmission during an approximately ten-year period from September 2009 May 2019 monthly time-series data. The research focused on leaders in market, namely, China, USA, EU, Brazil Argentina. Several...

Journal: :journal of mining and environment 2015
m. j. babaei m. a. molaei a. dehghani

this study aims to estimate the function of copper consumption using the johansen approach in time series data, between 1991-2011 in iran. the literature review of specialized consumption and demand functions shows factors influencing the consumption of copper including copper price variables, aluminum price as a substitute commodity, oil price as a complementary commodity, and industrializatio...

Journal: :International Journal of Energy Economics and Policy 2021

Growth with sustainability has nowadays become an important thrust area of world economy. The present paper tried to examine the pollution-income relationship verify phenomenon EKC hypothesis in case India for period 1978-2014. application Johansen cointegration method reveals that there is long run between two India. study also validates thus giving signal should pursue strategy “grow now and ...

Journal: :European Journal of Business and Management Research 2023

This study investigated the factors which contributed to inflation in Bangladesh from 1986 2021. The also explored presence of a long-run relationship among (denoted by Consumer Price Index), GDP, broad money supply, and exchange rate. Johansen cointegration test confirmed no those selected variables Bangladesh. I employed Vector Auto Regression (VAR) method reveal causal them. estimated result...

2015
Guanchun Liu Lei He Yiding Yue Jiying Wang

This paper investigates the long-run and short-run linkages between insurance activity and banking credit for G-7 countries. To minimize the pretest bias and overcome the structural changes, we adopt the bootstrap Granger causality test applied to full sample and subsamples with a fixed window size. The Johansen cointegration test with GMM-IV estimator finds a long-run positive relation between...

Journal: :Frontiers in Environmental Science 2022

Considering the actual debate nuclear vs renewable that divides green transition of EU member states, this paper investigates dynamic interactions between two sources decarbonized energy (renewables and nuclear) economic growth for three distinct economies: France, Spain, Germany, all differing in their respective long-run planning. A complex methodological framework is employed to consider sta...

Journal: :Journal of Innovation and Entrepreneurship 2021

Abstract The correlation between savings and economic growth has been the subject of research for some well-known economists. This study provides further insight on such by examining case Kosovo from both a qualitative quantitative methodology. data used was 2010 to 2017 analyzed using augmented Dickey-Fuller tests, Johansen cointegration Ganger causality test. test unit root confirms stationar...

This study aims to estimate the function of copper consumption using the Johansen approach in time series data, between 1991-2011 in Iran. The literature review of specialized consumption and demand functions shows factors influencing the consumption of copper including copper price variables, aluminum price as a substitute commodity, oil price as a complementary commodity, and industrializatio...

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