"Cointegration eviews" Essays and Research Papers

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    IMPACTS OF PUBLIC HEALTH EXPENDITURE ON HEALTH OUTCOMES IN KENYA A Research Paper Submitted to the School of Economics‚ in Partial Fulfillment of the Requirements for the Award of the Degree of Master of Arts (Economics) of the University of Nairobi. Chris Shimba Ochieng REG. No. X50/70144/2007 Supervisors: Dr. Mugo Dr. Nyandemo Dedication This paper is dedicated to my lovely twin boys Joash Chris and Josiah Chris who never lived to see my face or even to experience my love as

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    Introduction In this research‚ we will use Malaysia as our focus country to determine the factors that will affect the growth in government expenditure. There will be four variables‚ which included one dependent variable that is government expenditure (G) and three independent variables – inflation rate (%)‚ population growth rate (%) and public debts growth rate (%). Our research is to study the relationship between inflation rate‚ population growth rate and public debts growth rate with government

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    Expectations‚ Variances & Covariances The Rules of Summation n å xi ¼ x1 þ x2 þ Á Á Á þ xn covðX; YÞ ¼ E½ðXÀE½XŠÞðYÀE½YŠÞŠ i¼1 n ¼ å å ½x À EðXފ½ y À EðYފ f ðx; yÞ å a ¼ na x y i¼1 n covðX;YÞ r ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi varðXÞvarðYÞ n å axi ¼ a å xi i¼1 n i¼1 n n i¼1 i¼1 E(c1X þ c2Y ) ¼ c1E(X ) þ c2E(Y ) E(X þ Y ) ¼ E(X ) þ E(Y ) å ðxi þ yi Þ ¼ å xi þ å yi i¼1 n n n i¼1 i¼1 å ðaxi þ byi Þ ¼ a å xi þ b å yi i¼1 n var(aX þ bY þ cZ ) ¼ a2var(X) þ b2var(Y ) þ c2var(Z

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    spurious regression which makes it less reliable. Hence‚ further researchers should do unit root test (e.g. Augmented Dickey Fuller Test) which then can be followed to test the short-run and long-run causality with the dependent variables using cointegration test (e.g. Engle Granger and

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    Fuller test. The regressand is Real Gross Domestic Product (RGDP)‚ The regressors are Foreign direct investment (FDI)‚ Oil revenue (OIL)‚ Corruption index (CI)‚ External debt (EXDEBT). The series attained stationary after differencing. The Johansen cointegration test was conducted to ascertain the long run equilibrium condition of the variables in the model. The variables were cointegrated because four cointegrating equations were found. The Parsimonous model was established to account for the short run

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    ECONOMETRICS PROJECT THE EFFECT OF PERSONAL INCOME‚ BANK LENDING RATE‚ PPI‚ M2 MONEY SUPPLY AND EXCHANGE RATE ON CPI IN AMERICAN ECONOMY ACKNOWLEDGMENT First of all‚ we would like to give many thanks to our teachers‚ Ms Dieu Linh and Mr Hwun Choi for guiding us throughout this project. We had some difficulties in doing this task‚ but he patiently explained to us until we understand and know what we are supposed to do with the project work. Then we would like to thank our families

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    | INTRODUCTION TO ECONOMETRICS | Macroeconomic Indicators | | Abstract The purpose of this report is to identify whether a relationship exists between macroeconomic variables and stock exchange returns in the Pakistani capital market. The techniques of multiple linear regression will be applied to understand if there is indeed a link between the two. The time series data being analyzed is on a monthly basis and spans from January 2003 to January 2009. The indicators taken as the independent

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    Lu‚ B. (2004). Exchange rates and interest rates: can term structure models explain currency movements?. Journal of Economic Dynamics and Control‚ 28‚ 1595-1624. Johansen‚ S. & Juselius‚ K. (1990). Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics‚ 52‚ 169-209. Keminsky‚ G. & Schumulkler‚ S. (1998). The Relationship Between Interest Rates and Exchange Rates in Six Asian Countries. World Bank‚ Development

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    University of Scranton The Arthur J. Kania School of Management Economics/Finance Department Course Number: FIN 584 Semester: Fall 2014 Course Title: International Finance Office: Brennan Hall 310 Instructor: Dr. John N. Kallianiotis Office Hours: Tues.-Thurs.: 1:00 - 2:00 p.m. Thursday: 5:30 - 7:00 p.m. and by appointment Telephone: 941-7577 and 941-4048 e-mail: ioannis.kallianiotis@scranton.edu Required Text: (I) Exchange

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    Essay 2. In what ways do your academic background and recent professional or managerial experience provide evidence of your potential for success in the program you selected? In your eventual career? Please provide specific examples of relevant coursework and/or experience. Majoring[Major] in International Economics and Trade‚ I have built a sound academic background of economics and finance during four years of undergraduate study in School of Economics‚ Fudan University. Through a series of curricular

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