"Cointegration eviews" Essays and Research Papers

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    Vietnam‚” Research in Interna-tional Business and Finance‚ Vol. 25‚ No. 1‚ 2011‚ pp. 39-52. http: //www.elsevier.com/locate/ribaf [2] L [3] P. Srinivasan‚ M. Kalaivani and P. Ibrahim‚ “FDI and Eco-nomic Growth in the ASEAN Countries: Evidence from Cointegration Approach and Causality Test‚” Journal of Management Research‚ Vol. 9‚ No. 1‚ 2010‚ pp. 38-63. K J. Y. Wu and C. C. Hsu‚ “Does Foreign Direct Investment Promote Economic Growth? Evidence from a Threshold Regression Analysis‚” Economics Bulletin

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    Abstract This study examines the effects of foreign direct investment‚ market capitalization and adjusted on stock market using time series data from 1991 to 2011. A result shows that there is a significant relationship between foreign direct investment and stock market‚ as well as there is also a significant relationship between adjusted saving and stock market but there is insignificant relationship between market capitalization and stock market. Foreign direct investment‚ Market capitalization

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    University of Nebraska - Lincoln DigitalCommons@University of Nebraska - Lincoln Faculty Publications‚ Department of Psychology Psychology‚ Department of 10-1-2009 The Early Development of Gender Differences Matthew H. McIntyre University of Central Florida‚ mmcintyr@mail.ucf.edu Carolyn P. Edwards University of Nebraska - Lincoln‚ cedwards1@unl.edu Follow this and additional works at: http://digitalcommons.unl.edu/psychfacpub Part of the Psychiatry and Psychology Commons

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    Trends in Quantitative Finance

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    Frank J. Fabozzi‚ CFA Yale University and Journal of Portfolio Management Sergio M. Focardi The Intertek Group Petter N. Kolm Yale University Trends in Quantitative Finance Statement of Purpose The Research Foundation of CFA Institute is a not-for-profit organization established to promote the development and dissemination of relevant research for investment practitioners worldwide. The Research Foundation of CFA Institute and the Research Foundation logo are trademarks owned by The

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    Statistics & Programme Implementation and earlier publications on the subject. Granger‚ C. (1969). ‘‘Investigating Causal Relations by Economic Models and Cross-Spectral Methods’‚ Econometrica‚ Vol. 37‚ No. 3‚ 424-438. Granger‚ C. (1980). ‘‘Causality‚ Cointegration‚ and Control’’‚ Journal of Economic Dynamics and Control‚ Vol. 12‚ 511-559. Jappelli‚T. and Pagano‚M. (1994). ‘‘Saving‚Growth and Liquidity Constraints’’‚ The Quarterly Journal of Economics‚ Vol. 109‚ No. 1 (Feb)‚ 83-109. Johansen‚ S. (1988). ‘‘Statistical

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    m Problem1: The demand for roses was estimated using quarterly figures for the period 1971 (3rd quarter) to 1975 (2nd quarter). Two models were estimated and the following results were obtained: Y = Quantity of roses sold (dozens) X2 = Average wholesale price of roses ($ per dozen) X3 = Average wholesale price of carnations ($ per dozen) X4 = Average weekly family disposable income ($ per week) X5 = Time (1971.3 = 1 and 1975.2 = 16) ln = natural logarithm The standard errors

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    computed: TREND1=RGDP1‚ TRENDt=0.5*GRATESMt-1*TRENDt-1+0.5*RGDPt-1 for t>1 And we can receive the following results: We can check whether we’ve done everything correctly or not by using an automatic procedure of exponential smoothing in EViews. The method of smoothing is Holf-Winters method with parameters alpha and beta being equal to 0‚5. The results are absolutely the same. Exercise 9.2 Now we have to compute the cyclical component of GDP. As it is stated in our textbook‚ this

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    and Shand.R.P. (1994). “Economics in Disequilibrium. An Approach from the Frontier”. MacMillan India. http://www.nbs.go.tz/takwimu/na/TzMainland_NA_2000-2010.pdf FouadAbou-Stait(2005)Are Exports the Engine of Economic Growth? An Application of Cointegration and Causality Analysis for Egypt‚ 1977-2003.

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    50 The Internet and Youth Culture Gustavo S. Mesch S ince the internet and other media have been adopted and integrated into the daily lives of an increasing number of young adolescents in Western countries‚ scholars and commentators are debating the impact of these new media on the activities‚ social relationships‚ and worldviews of the younger generations. Controversies about whether technology shapes values‚ attitudes‚ and patterns of social behavior are not new. In the recent past‚ the

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    Brita

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    Case Write-up on Brita Products Co. After a thorough analysis on Brita Products Co‚ we identified the three most important factors of Brita’s success were: firstly‚ they understood that the market’s wants for taste exceeded the functional needs that their competitors advertised. Hence‚ they were able to outperform their competitors who were suffering from marketing myopia by emphasizing only on the functional side of the product and gained a competitive advantage over competitors by offering what

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