نتایج جستجو برای: johansen co integration
تعداد نتایج: 548490 فیلتر نتایج به سال:
health can affects human abilities, functions and even his life quality, and hence has important role in determination of human capital through production processes. the aim of this study is to examine the effect of income inequality on selected health indices in iran during 1976-2007. in this study an attempt has been made to analyze the relationship between income inequality and the both of l...
This study examines the impact of government expenditure on economic growth in Nigeria using time series data spanning from 1980-2020. Variables used includes real gdp, final consumption and population rate. Augmented Dickey Fuller Philips-Perron unit root test for stationary variable, Johansen Co integration, Vector Error Correction Granger Causality tests were estimated. co integration result...
in this study, the relationship between inflation and economic growth of iran is conciliated with a perspective on uncertainty of inflation. we use a generalized autoregressive conditional heteroskedasticity (garch) model that make possible this advantage that conditional variance of error term changes along the time, also, vector error correction model (vecm) is stable. for surveying the co-in...
The paper focuses on regional trade agreements and economic co-operation and develops a new appropriate approach to study their impact on growth and trade. The approach is based on an endogenous trade-growth theory and novelly specified in an economic integration (expenditure) framework which is the conceptual foundation of regional trade agreements. Importantly, it also appropriately takes int...
The purpose of this research is to determine the relationship between stock prices index of Tehran Stock Exchange and a set of macroeco-nomic variables including exchange rate, money supply (M2), con-sumer price index (CPI), oil price and nominal interest rate. The data used in this research are monthly time series of year 1375 to 1384. Analysis of the data was done using Vector Autoregressive ...
Health can affects human abilities, functions and even his life quality, and hence has important role in determination of human capital through production processes. The aim of this study is to examine the effect of income inequality on selected health indices in Iran during 1976-2007. In this study an attempt has been made to analyze the relationship between income inequality and the both of ...
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...
This paper investigates the existence of trade-off relationship between unemployment and inflation in the Jordanian economy between 1984 and 2011. Each of Granger-causality test is adopted to check relationship between variables and the direction of causation. Since these techniques are sensitive to stationary, integration and co-integration of the variables ADF and PP tests is applied to test ...
This paper investigates the simultaneous causal relationship between investments in information and communication technology and foreign direct investment, with reference to its implications on economic growth. For the empirical analysis we use data from 23 major countries with heterogeneous economics development for the period 1976-1999. The results of unit roots and Johansen co-integration te...
This study is conducted to investigate the relationship among international trade, financial development and economic growth in Pakistan. The ADF and PP tests are used to check the order of integration of the variables and Johansen co-integration methodology is employed to investigate the long run relationship among these variables. The direction of causality between variable is tested by Grang...
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