نتایج جستجو برای: Co-integration
تعداد نتایج: 547725 فیلتر نتایج به سال:
â â â â â â â â abstract: â up to now, the impact of real exchange rate on the non-oil exports of iran has been mainly on focus. however, the more important aspect of the fluctuations in exchange rate is its degree of volatility which can have profound effect on the non-oil exports. hence, the main objective of this paper is to investigate the linkage between non-oil exports and the real exc...
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...
the study examined relationship between the gross domestic product (gdp) of nigeria with the inputs of labour, capital and the output of fisheries. this is to ascertain that the fisheries contribution to the economy is more than is recorded in the sense that taking its indirect and direct economic impact into account, its overall contribution to the gdp of nigeria may be higher than that measur...
The issue of financial integration, at the country level, is a well-documented phenomenon in the area of International Portfolio Diversification (IPD). Despite the increasing degree of financial integration, it is important to investigate the global integration at industry level to capture the potential benefits of IPD. Thus, this study attempts to evaluate the potential advantages of IPD for i...
Introduction: This research follows the relationship between macro economic variable (such as inflation rate, national income percapita & unemployment rate) on sale rate of complementary insurance policies between 1369:1 until 1382:4 .with use of quarterly adjustment data Methods: In this research , VAR model has been used and the co-integration with stationary variables have been accounted and...
iran's economy dependence on oil revenues has caused some impacts in the form of commodity price fluctuations on current revenues. accordingly, in the past few years especially in the second development plan, the government included encouragements and reduced the country's dependence on oil revenues in its agenda. agricultural export, especially livestock and poultry export has a proper status ...
the prime objective of the study is to identify the long-run and short-run relationship between indian stock price viz., bse sensex (hereafter named as bse) and gold price (gold) in india. the daily closing price data were collected for the period of ten years ranging from 1st april 2004 to 31st march 2014 with 2490 observations. the study employed two models: model one used gold as dependent v...
generally, high oil prices slow economic growth, cause inflationary pressures and creates global imbalances. in addition, oil price volatility increase uncertainty and restrain the much-needed investment in the capital market. thus, this paper applies the augmented dickey fuller and johansen co-integration tests in which the effect of oil price volatility, crude oil price and stock price is ana...
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...
abstract oil export revenues have a major share in both iranian government incomes and gross domestic product (gdp). with regard to the importance of agricultural sector in economic growth, rural development and rural welfare improvement, this sector indubitably influenced by temporary and unexpected shocks in oil export. therefore we employed feder(1982) and auto-regressive distributed lag (ar...
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