from Asian developing countries. Energy economics‚ 22(6)‚ 615-625. Belke‚ A.‚ Dobnik‚ F.‚ & Dreger‚ C. (2011). Energy Consumption and Economic Growth: New Insights Into The Cointegration Relationship. Energy Economics‚ 33(5)‚ 782–789. Binh‚ P. T. (2011). Energy consumption and economic growth in Vietnam: threshold cointegration and causality analysis. International Journal of Energy Economics and Policy‚ 1(1)‚ 1-17. Cheng‚ B. S.‚ & Lai‚ T. W. (1997). An investigation of co-integration and causality
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between Pakistan and leading trade partners. The countries are selected to determine the bilateral relationship between Pakistan and the other countries under various regional economic blocks such as SAARC‚ ASEAN‚ European‚ and Asia-Pacific regions. Cointegration and Error Correction techniques are used to establish the empirical relationship between exchange rate volatility and exports growth‚ using quarterly data from 1991:3 to 2004:2. The result indicates that the volatility of exchange rate has negative
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Retrieve Jan. 20‚ 2011‚ from http://www.ft.com/cms/s/0/1d0f8752-96ee-11dc-b2da-0000779fd2ac.html Gao‚ S.‚ (2002)‚ China stock market in a global perspective‚ Research Report of DJI‚ September 2002‚ Dow Jones Indexes. Gilles C. and Leroy‚ (1990)‚ “Cointegration for market forecast in the Spanish stock market”‚ Applied Economics‚ Vol Granger‚ C. W. J. (1969)‚ Developments in the study of cointegrated economic variables. Oxford Bulletin of Economics and Statistics 48: 213-228. Gultekin‚ G. H. (1983)‚ Internationally
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Seth Hill Professor Gwinn Econometrics March 3‚ 2011 Unemployment Rate and Total New Houses Sold For decades‚ owning a home has been touted as the very heart of "the American Dream"‚ but today that dream is out of reach for an increasing number of Americans. Why? It is because there are not nearly enough jobs for everyone. Without a jobs recovery‚ there simply is not going to be a housing recovery. In this report‚ I will perform a regression analysis to determine the effect of the Unemployment
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forecasting. The analysis also uses variance decompositions (VDCs) and impulse response functions (IRFs) techniques. ADF test (unit root test)‚ PP tests and KPSS tests are carried out to test the stationary and Jonansen test is used to test the cointegration. Normality test (Jarque-Bera test)‚ serial correlation test (Portmanteau test) and ARCH (multivariate) test are used to diagnostic checking for choosing comparatively more stable VAR or VEC models. The empirical evidence demonstrates that there
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260 JOURNAL ECONOMICSAND FINANCE 9 Volume28 9 Number 2 9 Summer 2004 OF THE CAUSAL RELATION BETWEEN GOVERNMENT REVENUE AND SPENDING: EVIDENCE FROM EGYPT AND JORDAN By Bassam AbuAI-Foul and Hamid Baghestani* Abstract In investigating the causal relation between government revenue and spending‚ our empirical results support the tax-and-spend hypothesis for Egypt and the fiscal synchronization hypothesis for Jordan. Breaking away from these historical trends is essential for both countries to
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the European Union De Grauwe‚ P. (1988)‚ “Exchange rate variability and the slowdown in growth of international trade” Dornbusch‚ R. (1980)‚ ‘Real exchange rates and macroeconomics: A selected survey" Engel‚ R.F. and Granger‚ C.W.J. (1987)‚ Cointegration and Error Correction: Representation‚ estimation and Testing Elliott‚ G. (2000). “Estimating Restricted Cointegrating”‚ Journal of Business and Economic Statistics‚ 18‚ 91-99 FAO (2002)‚ Consultation on Agricultural Commodity Price Problems
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A Computational Methodology for Modelling the Dynamics of Statistical Arbitrage Andrew Neil Burgess Decision Technology Centre Department of Decision Sciences A thesis submitted to the University of London for the degree of Doctor of Philosophy UNIVERSITY OF LONDON LONDON BUSINESS SCHOOL 1 October 1999 To my parents‚ Arnold and Carol. © A. N. Burgess‚ 1999 2 3 Acknowledgements Thanks to my supervisor‚ Paul Refenes‚ for bringing me to LBS‚ keeping me in bread and
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Unemployment and Crime: An analysis of the Cointegration and the Socio-economic Impacts of Unemployment on Crime Marvin A. Cole Strayer University Economics 405‚ Section 004016 Professor Stradtner March 28‚ 2010 Unemployment and Crime: An analysis of the Cointegration and the Socio-economic Impacts of Unemployment on Crime In today’s society‚ we are faced with an alarming situation with tends to plaque us and have made it on many of our chief economist and researchers list. Evidence
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Inbound international tourism to Canary Islands: a dynamic panel data model Narayan‚ P.K. (2004). Fiji tourism demand: the ARDL approach to cointegration. Pesaran‚ M.H.‚ and Shin‚ Y. (1995). Autoregressive distributed lag modeling approach to cointegration analysis Pesaran‚ M.H.‚ and Shin‚ Y. (1999). An autoregressive distributed lag modeling approach to cointegration analysis‚ in storm‚ S.‚ ed‚ Econometrics and Economic Pesaran‚ M.H.‚ Shin‚ Y.‚ and Smith‚ R.J. (1996). Testing the existence of long-run
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