نتایج جستجو برای: augmented dickey fuller
تعداد نتایج: 55551 فیلتر نتایج به سال:
The study investigated the efficacy of monetary policy measures on price and exchange stability in Nigeria using Ordinary Lease Square (OLS), Johansen Co-integration approach Error Correction Technique time series data collected from 1981 to 2021. unit root tests Augmented Dickey-Fuller (ADF) found that consumer index rate are integrated order zero I(0) money supply, lending rate, interest exte...
Our paper examines the impacts of monetary and fiscal policies on Borsa Istanbul (BIST) performance in Turkey. In established model, government expenditures, tax revenue, budget deficit, money supply (M2), interest rate, gdp growth rate included as independent variables BIST stock market capitalisation dependent variable for last 25 years (1995 to 2020). Firstly, Augmented Dickey - Fuller (ADF)...
Tourism contributes to the growth of an economy via earning foreign currencies and employment opportunities. However, tourism also greater energy consumption because various tourist activities such as hotel accommodations transportation. This study investigates long-term cointegrating relationship between international arrivals primary in Australia. In addition, roles gross domestic product, fi...
Objectives: The main objective of this study is to investigate the impact fiscal policy tools on unemployment rates in Jordan during period 1986-2019.
 Methods: estimated two models; first consists tax revenues and aggregate government expenditure as independent variables, second addition capital current expenditures explanatory variables.
 Results: variables are integrated at differe...
This empirical study is an attempt to detect speculative bubbles in different indexes of the Pakistan stock market (KSE-100, KSE-30 & KMI-30) using monthly time series data from (2005– 2020) evaluate all four Rtadf (Recursive, Right tail Augmented Dickey-Fuller) tests. includes Standard ADF, Rolling-window Supreme ADF (SADF) and Generalized SADF (GSADF) with Monte-Carlo simulation, under Ga...
Altın uzun zamandır yatırım aracı olarak kullanılan ve yatırımcıların ilgisini çeken bir finansal varlık iken gümüş son yıllarda daha fazla oranda dikkatini çekmekte portföylerinde yer almaktadır. Gerek ülke ekonomilerinde gerekse küresel finans piyasalarında araçları arasında etkileşim çok hızlı şekilde artmaktadır bu araçlar önemli ilişki mevcuttur. Bu çalışmada altın fiyat getirileri ile BİS...
The aim of this research is to assess the impact GST on India’s foreign trade. Bill implemented simplify complex tax system, allow commodities move effortlessly across state borders, reduce evasion, enhance compliance, raise revenues, encourage growth, boost exports, and attract investors by making it easier conduct business in India. author uses following methods scientific research: Augmented...
Abstract The current study extends the previous literature by exploring effects of a newly discovered driver, i.e., import taxes (as proxy for commercial policies), on consumption-based carbon emissions (CCO2e) 1990Q1-2017Q4. For empirical analysis, several tests and methods, including Augmented Dickey–Fuller unit root test, Zivot–Andrews asymmetric cointegration bound testing approach, non-lin...
The consumption of renewable energy has become a substitute for fossil fuels to mitigate environmental degradation. However, this substitution raises many questions regarding its possible impact on economic growth. In context, research aims examine the long-term relationship between growth and financial development, non-renewable energy, human capital in 16 Latin American countries. Panel data ...
This study analyzes the validity of uncovered interest rate parity for Brazil, India, Indonesia, South Africa, and Turkey, which are grouped as The Fragile Five countries within literature. econometric analysis section benefits from unit root tests, a common method that researchers have started to utilize recently. For this reason, we used Dickey Fuller (1979), Augmented (1981), Philips Perron ...
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