The present paper analyzes the existence of a long-run relationship between the trade balance and exchange rate of Iran and South Korea by a new approach. It proposes an asymmetric co-integrating NARDL model by two positive and negative partial sum decompositions which can use mixed I (0) and I (1) variables by bounds testing approach. The proposed tests are based on calculated F –statistics an...

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...

This paper examines the determinants of international capital inflows into Malaysia in the forms of pull and push factors. The results from Johansen and Juselius cointegration test confirmed the existence of a long run stable equilibrium among the variables in the model. In addition, the Error Correction Model (ECM) has been utilized to detect the long run divergence from the equilibrium relati...

This research is the earliest attempt to understand impact of inflation and interest rate on output growth in context Pakistan using wavelet transformation approach. For this study, we used monthly data inflation, rate, industrial production from January 1991 May 2020. The COVID-19 pandemic has affected economies around world, especially view measures taken by governmental authorities regarding...

providing of food products for increasing population, enhancing food security, increasing of production and foreign incomes are among the major program purposes of each country and monetary policies are one of the methods that immediately affected on food price and on major agriculture variables. time series analysis was used for studying the impacts of monetary policies effect on food price in...

The study investigates the impacts of COVID-19 pandemic on global oil price, food price index, meat, and sugar commodity index using vector error correction (VECM) model covering sample period 1st April 2020 to 31st August 2021. Data were collected mainly from WHO, FAO, Macro Trend Websites. result VECM indicates a strong cointegration relationship among variables. In short run, meat are negati...

This paper examines the relationship between debt-GDP ratio and twin deficits during 1971-2021 in context of present economic crisis Sri Lanka using techniques cointegration error correction model. The results study indicate existence a long run among these variables. A fiscal deficit tends to increase run, whereas short there is no evidence any impact on ratio. current account expected raise r...