نتایج جستجو برای: 2010 to examine long run relationships we used johansen
تعداد نتایج: 11242289 فیلتر نتایج به سال:
Researchers must understand that naively relying on the reliability of statistical software packages may result in suboptimal, biased, or erroneous results, which affects applied economic theory and conclusions policy recommendations drawn from it. To create confidence a result, several should be to same estimation problem. This study examines results three (EViews, R, Stata) analysis time-seri...
This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009) and Yunus (2009) among others, this paper is of significant contribution to existing studies since we compare results from different cointegr...
learning a second or foreign language requires the manipulation of four main skills, namely, listening, reading, speaking, and writing which lead to effective communication. it is obvious that vocabulary is an indispensible part of any communication, so without a vocabulary, no meaningful communication can take place and meaningful communication relies heavily on vocabulary. one fundamental fac...
employees always concern about losing their job , or in other word , losing their income resources. for this purpose, every government requires strong system for covering these concerns. the unemployment insurance (ui) program’s can be used for achieving this goal. in this thesis, we price ui based on the insurance history of employee and the duration of being unemployed. we use the weibull dis...
Introduction: Each culture’s intelligence signifies that “health” is wealth, because a nation's health has an important determinant role in national economics’ performance. However, health expenditure portion is mostly higher than gross domestic income in the moredeveloped countriesthan theless ones. For example, this portion for OECD countries is often more than7 percent and for Iran it is5.7 ...
We model a long-run relationship as an infinitely repeated game played by two equally patient agents. In each period, the agents play an extensive-form game of perfect information. There is incomplete information about the type of player 1 while player 2’s type is commonly known. We show that a sufficiently patient player 1 can leverage player 2’s uncertainty about his type to secure his highes...
This study examines the relationship among price variables in Thailand stock market, foreign exchange international gold and crude oil market. Specifically, investigates whether (1) there exists a long-run equilibrium price, exchange, market index Thailand, (2) is any dynamic effect of each asset on other markets. All series have shown both upward downward trends over period. monthly four marke...
due to extraordinary large amount of information and daily sharp increasing claimant for ui benefits and because of serious constraint of financial barriers, the importance of handling fraud detection in order to discover, control and predict fraudulent claims is inevitable. we use the most appropriate data mining methodology, methods, techniques and tools to extract knowledge or insights from ...
abstract in this study, we applied recently developed panel unit root and cointegration techniques to examine the long-run real income per capita and price elasticities for demand of electricity in selected middle east and north african (mena) countries using an annual data series from 1990 to 2011.our main finding from the panel analysis is that the demand for electricity is highly price elast...
This study aims to examine the effect of investment and consumption spending on Indonesia’s economic growth. The data used is the quarterly time series data from the first quarter of year 2003 to the fourth quarter of year 2013, comprising consumption spending, investment and economic growth. For the purpose of analysis, the autoregressive distributed lag (ARDL) model is used. The result of the...
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