نتایج جستجو برای: johansen model

تعداد نتایج: 2104922  

ژورنال: اقتصاد مالی 2017
رویا آل عمران, سید علی آل عمران

  هدف پژوهش حاضر، بررسی تاثیر سیاست پولی و توسعه‌ی مالی بر تراز تجاری کشور ایران در فاصله­ی زمانی فصل اول سال 1357 تا فصل چهارم سال 1394 با استفاده از روش جوهانسن- جوسیلیوس است. نتایج حاصل از پژوهش دلالت بر این دارد که اثرگذاری ضرایب متغیر­ها بر اساس مبانی نظری مورد انتظار بوده و از نظر آماری نیز معنی­دار هستند؛ به‌طوری‌که سیاست پولی انبساطی و توسعه‌ی مالی تاثیر منفی و معنی‌دار بر تراز تجاری ک...

Journal: :Oud Holland - Quarterly for Dutch Art History 1917

1999
P Colella Gerry Puckett Mark Sussman

In this paper we will present a numerical method for computing incompressible free surface ows in irregular ge ometries in three dimensions The approach we are taking is based on three ideas The rst is the second order ac curate projection method of Bell Colella and Glaz Bell et al for computing nite di erence approximations to the incompressible ow equations on rectangular grids The second is ...

2005
P. J. S. SMITH

The octopus circulatory system is atypical of the molluscs, with a medially situated ventricle generating high arterial blood pressures (Johansen & Martin, 1962; Wells, 1979). Using free-moving Octopus dofleini, Johansen & Martin (1962) demonstrated the presence of an accessory branchial pump, boosting the venous blood pressure, between the anterior vena cava and the afferent branchial vessel. ...

1999
J. Hunter Jurgen Doornik

This paper considers the importance of moving average errors for the Johansen trace test of cointegrating rank based upon approximating vector autoregressions (VARs). Two cases are emphasized and explored, both taking as their starting point the Wold decomposition. Though each case defined satisfies the same cointegrating vector, one is a case of multicointegration while the other, based on res...

2009
John M. Fry

We develop a rational expectations model of financial bubbles and study ways in which a generic risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model, namely, that the price must rise prior to a crash in order to compensate a representative investor for the level of risk. This is accompanied, in our stochastic model, by an ...

Journal: :Environmental Health Perspectives 2001
J Danneskiold

Cancer: Current Research Two prominent medical journals recently published epidemiologic studies [Inskip et al. (1) and Muscat et al. (2)] on cellular telephones and brain cancer. These papers were featured in a front-page story in The New York Times (3). The message of the story was essentially that these were definitive studies that put the question of handheld cell phone hazard to rest. The ...

2005
Xiao Qin

Johansen and Sornette proposes that the crash has fundamentally an endogenous origin and exogenous shocks only serve as triggering factors. This endogenous force is shown in price as power law log-periodicity (PLLP) signature prior to a crash. We estimate the highly nonlinear model developed by them using a hybrid approach which combines scatter search, genetic adaptor and tabu search. The mode...

Journal: Iranian Economic Review 2015
Amar Singh Shailender Singh,

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...

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