in this paper, i investigated the determinants of financial development with emphasis on social capital. first, i explain the relationship between financial development and its determinants, then estimate the model with gregory–hansen (1996) and johansen-juselious cointegration techniques in i.r. of iran (1971-2006). the results showed that, inflation and decline in social capital and weak prop...

Weighted symmetric estimation is employed to develop a new test for cointegration. Using Monte Carlo simulation, the resulting test is shown to possess greater power than alternative existing tests.

This study investigated wheat crop area, production, and yield in Uttar Pradesh. Wheat data from 1990-91 to 2019-20 were obtained. Compound growth rate trend analysis show that area has reduced due shift of rabi crops. The Pradesh's per-hectare boosted production 2019-20. methods calculated indicate use semi log function Johansen cointegration results, which reveal number irrigations affects pr...

The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown by simulation that the small sample distribution is not well approximated by the limiting distribution. We suggest using the bootstrap to generate small sample critical values instead of correcting the test statistics. The idea of bootstrapping the trace test of cointegration ...

The aim of this study is to determine the causality relationship between energy prices, which are among most important inputs economy, and selected stock market indices developed countries. Crude oil natural gas used as variables. G7 countries were represent Stock in Dow & Jones (USA), DAX (Germany), CAC40 (France), FTSE250 (England), FTSE Italia All Share (Italy), NIKKEI225 (Japan), S&...

With the rapid development of information technologies, coverage area internet network is also growing. The technologies has brought with it concept "big data". Those who use this data will have an advantage over their competitors. Use big data; From science to industry, from private sector public, now important in many fields. In study, causality connection course gold prices was examined by u...

As the main channel of global cargo transportation, coordinated development logistics and hinterland economy coastal ports is great significance to promote sustainable countries (regions). The improvement in port logistics’ performance lays foundation for smooth transportation goods. infrastructure facilities will also effectively reduce resource loss carbon emissions generated process handling...

We develop a test for the linear no cointegration null hypothesis in a threshold vector error correction model. We adopt a sup-Wald type test and derive its null asymptotic distribution. A residual-based bootstrap is proposed, and the first-order consistency of the bootstrap is established. A set of Monte Carlo simulations shows that the bootstrap corrects size distortion of asymptotic distribu...

This study analysed the impact of psychological and macroeconomic factors on share market returns its volatility in ASEAN countries. specifically investors’ sentiment inflation analyses by using Consumer Confidence Index Price indices. The data this is based 117 set from four countries over a 10 years period. uses Johansen cointegration test to evaluate long-run cointegrating relationship among...

The type of relationship that can link energy with economic growth plays a major role in determining the macroeconomic policy country. Therefore, several studies have been carried out to derive econometric models consumption gross domestic product (GDP). However, these has used its global term, while this includes all sectors use (residential, industry, transport, agriculture). objective work i...