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29 results for “cointegration”
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Research ArticleOpen accessEvery word in the titleTo Investigation the Relationship between Monetary, Fiscal Policy and Economic Growth in Iran: Autoregressive Distributed Lag Approach to CointegrationAnvar Khosravi, Mohammad Sharif KarimiProblem statement: It is important for policy makers to find affect of monetary and fiscal policy on economic growth and to know how those impacts on growth to present a effective policies. Approach: We apply the bounds testing (ARDL) approach and to cointegration which is more appropriate for estimation in small sample studies. The data span for the study is … …American Journal of Applied Sciences, Vol. 7, Issue 3 · 31 Mar 2010 · 9,079 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Bound Test Approach to Cointegration of Tourism DemandFateh Habibi, Khalid Abdul RahimProblem statement: Given the high contribution of tourism industry in the Malaysian economy, Malaysia has a vast view to increase its market share of the international tourist arrivals in the Asia Pacific region. Therefore, this study attempts to investigate the long run and short run demand for tourism from top ten markets (country). Approach: To accomplish this objective the ARDL … …American Journal of Applied Sciences, Vol. 6, Issue 11 · 30 Nov 2009 · 7,217 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleBounds Testing Approach to Cointegration: An Examination of Foreign Direct Investment Trade and Growth RelationshipsOteng Abayie Eric Fosu, Frimpong Joseph MagnusThis study examines the long-run impact of foreign direct investment and trade on economic growth in Ghana. Using an augmented aggregate production function (APF) growth model, we apply the bounds testing (ARDL) approach to cointegration which is more appropriate for estimation in small sample studies. The data span for the study is from 1970 to 2002. We found cointegration relations … …American Journal of Applied Sciences, Vol. 3, Issue 11 · 30 Nov 2006 · 9,329 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleMacroeconomic Variables Analysis in Ukraine: An Empirical Approach with Cointegration MethodNikolaos Dritsakis, Katerina GialetakiThis study investigates the relationship among exports, economic growth, investments and employment in a former country of the Soviet Union such as Ukraine. The purpose of this study was to examine the long-run relationship between these variables using quarterly data for the period 1991:I-2000:IV and applying the cointegration analysis as suggested by Johansen and Juselious. Then a multivariate autoregressive vector … …American Journal of Applied Sciences, Vol. 2, Issue 4 · 30 Apr 2005 · 6,706 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleHealth Expenditures and Gross Domestic Product An Empirical Analysis for Member-Countries of European Union with Cointegration AnalysisNikolaos DritsakisThis study investigates the relationship between health expenditures and GDP for 15 member - countries of European Union. Initially, the unit root test is examined for all used variables and then the Engel - Granger and Johansen and Juselious cointegration tests are applied. In order to examine the short - run and long - run relationships of the above variables … …Journal of Social Sciences, Vol. 1, Issue 2 · 30 Jun 2005 · 7,113 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleStationarity and Cointegration between Health Care Expenditure and GDP for JordanRasha M.S. Istaiteyeh, Mohd Tahir IsmailThis paper explores the Granger-causality relationship between real GDP per capita and real health care expenditure per capita for Jordan during 1995 through 2013. The findings point out that the dominant type of Granger-causality is unidirectional. Furthermore, income elasticity of health expenditure is less than 1, which means that health care is a necessary good in Jordan. To this end, … …American Journal of Applied Sciences, Vol. 14, Issue 7 · 22 Jun 2017 · 7,820 accessesView PDFCite
Research ArticleOpen accessIn the keywordsPRICE TRANSMISSION IN SELECTED MALAYSIAN FRUITS MARKETSFatimah Mohamed Arshad, Amna Awad Abdel HameedThe market for fresh produce such as fruits in Malaysia is alleged to be inefficient due to poor flow of information between market levels and uncompetitive market particularly at the wholesale and retail levels. Due to these structural problems, pricing efficiency is questionable, in that they are not integrated. This study intends to examine the cointegration and causality relationships between … …American Journal of Applied Sciences, Vol. 11, Issue 3 · 28 Dec 2013 · 7,831 accessesView PDFCite
Research ArticleOpen accessIn the keywordsInflation and Financial Development: EvidenceEmmanuel Nii AbbeyThe study examined the impact of inflation on financial development in Ghana using quarterly time series data (1990-2008). It was in line with the empirical works that provided support for the proposition that inflation affects financial development negatively. While price stability has been emphasized in the literature to be the best antidote in addressing the problem, recent evidence of disagreements … …American Journal of Economics and Business Administration, Vol. 4, Issue 4 · 6 Jul 2013 · 7,912 accessesView PDFCite
Research ArticleOpen accessIn the keywordsRegionalism in East Asia: The Role of North East Asian NationsFithra Faisal HastiadiProblem statement: For the past few years, regionalism has been progressing in East Asia with the likes of China, Japan and Korea (CJK) as the most prominent actors. Unfortunately, with the absence of trade arrangement amongst the CJK, the present regional trade scheme is not sufficient to reach sustainability. Thus, the study aims to give the solution to the problem. … …American Journal of Economics and Business Administration, Vol. 3, Issue 2 · 7 Apr 2011 · 6,939 accessesView PDFCite
Research ArticleOpen accessIn the keywordsCausal Relationships between Financial Development, Trade Openness and Economic Growth: The Case of TurkeyFatih YucelProblem statement: The main objective of this study was to examine the causality relations between financial development, trade openness and economic growth (GDP) for the Turkish economy. Approach: In time series context, recently developed econometric techniques were used: namely the Augmented Dickey-Fuller (ADF) for unit root, Johansen and Juselius (JJ) for cointegration and Granger causality test for causal relationships. Results: … …Journal of Social Sciences, Vol. 5, Issue 1 · 31 Mar 2009 · 9,048 accessesView PDFCite