نتایج جستجو برای: co integration
تعداد نتایج: 547725 فیلتر نتایج به سال:
this study aims to evaluate the link between economic growth and consumer price index (cpi) in japan for the period of 1980-2014. initial series were adjusted for stationarity using the augmented dickey- fuller (adf) test for unit root followed by the application of johansen co-integration test in order to examine the long-run relationship among the variables, while the causalities were evaluat...
t his study investigates the factors affecting the demand for new residential buildings in urban areas of iran during 1976-2010. the demand function for new residential buildings in urban areas was estimated and then the existence of a long-run relationship among variables of this function was studied using the bounds testing of the autoregressive distributed lag co-integration procedure. the t...
the focal objective of this study is to analyze and explore the co-movement of pakistan stock market (kse-100) with the stock market of developed countries (us, uk, canada, australia, germany, japan, france and neither land) which have portfolio investment in pakistan by applying co-integration approach using johansen and juselius multivariate and bi variate co-integration. secondary data of st...
e d The emphasis on ‘‘open systems’’ in the past few years has led to th evelopment of interface standards in almost all areas of computing: operating . W systems, data communications, graphics, programming languages, and others hile intelligent use of standards can solve many integration problems, the s architecture of applications can significantly affect the degree of success in ystems integ...
in view of the importance of the meat imports and the exports of meat in iran, this study focuses on the status of the global market of meat imports the unit price test in these markets between the years 1961 and 2011 using the market cointegration approach. the results of this study are indicative of prices co-integration in the international market of meat as well as among such major importer...
this article uses seasonal integration and co integration techniques to test the hypothesis of neutrality of money, using data from the iranian economy. seasonal data for the three variables of money supply, output and prices show that (increase in) money supply and the price level are co integrated at zero frequency, but one does not see such a relationship between (increase in) money supply a...
the impact of price changes (at a level of market) on the other market levels (transfer of prices) will affect welfare of producers, marketing agents as well as consumers. in this study, asymmetric tea market is investigated through an application of johansen co-integration analysis and error correction model (ecm model) to time series of 1976-2009. co integration method used in the import mark...
The Indian Banking landscape is vast and complex. monolithic public sector banks single unit co-operative comprise two distinct ends of the spectrum, with private banks, regional rural foreign populating intermediate space. complexity banking system can be assessed from its pure bandwidth, straddling 21 SBI seven associates, 25 29 around 100 1800 urban banks. Between them, these have deposits R...
The focal objective of this study is to analyze and explore the Co-movement of Pakistan stock market (KSE-100) with the stock market of developed countries (US, UK, Canada, Australia, Germany, Japan, France and Neither land) which have portfolio investment in Pakistan by applying co-integration approach using Johansen and Juselius multivariate and bi variate co-integration. Secondary data of st...
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