BYLAAG: E-VIEWS RESULTATE VAN DIE MODEL VAN VOORRAADINVESTERING IN SUID-AFRIKA
|
|
|
- Beverley O’Brien’
- 5 years ago
- Views:
Transcription
1 BYLAAG: E-VIEWS RESULTATE VAN DIE MODEL VAN VOORRAADINVESTERING IN SUID-AFRIKA 1 Die langtermynskatting 1.1 Resultate van die skatting Dependent Variable: LOG(I) Sample: 1986:1 2002:4 Included observations: 68 LOG(Q) LOG(S) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Durbin-Watson stat Die werklike waardes, geskatte waardes en reswaarde van die langtermynskatting
2 Die ADF-waarde van die reswaarde van die langtermynskatting ADF Test Statistic % Critical Value* % Critical Value % -Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(RESID01) Sample(adjusted): 1986:2 2002:4 Included observations: 67 after adjusting endpoints RESID01(-1) C R-squared Mean dependent var -9.62E-05 Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) Die MacKinnon kritiese waardes van die ADF-waarde om vir die nul hipotese van geen kointegrasie te toets Persentasie n=3 Model waarskynlikheid Waarde Konstante Konstante en neiging
3 2 Die korttermyn skatting 2.1 Resultate van die skatting Dependent Variable: DLOG(I) 237 Sample(adjusted): 1986:2 2002:4 Included observations: 67 after adjusting endpoints RESID01(-1) DLOG(U(-1)) DLOG(G_S(-1)) DLOG(R(-2)) DLOG(P(-3)) DLOG(Q(-2)) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) Die werklike waardes, geskatte waardes en reswaarde van die korttermynskatting
4 2.3 Diagnostiesetoetse, Die ADF-waarde van die reswaarde van die korttermynskatting ADF Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(RESID01ECM) Sample(adjusted): 1986:3 2002:4 Included observations: 66 after adjusting endpoints RESID01ECM(-1) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) Histogram normaliteit
5 2.3.3 ARCH heteroskedastisiteit 239 ARCH Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Sample(adjusted): 1987:2 2002:4 Included observations: 63 after adjusting endpoints C E RESID^2(-1) RESID^2(-2) RESID^2(-3) RESID^2(-4) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 4.22E-06 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
6 2.3.4 White heteroskedastisiteit 240 White Heteroskedasticity Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Sample: 1986:2 2002:4 Included observations: 67 C 8.50E E RESID01(-1) RESID01(-1)^ DLOG(U(-1)) (DLOG(U(-1)))^ DLOG(G_S(-1)) (DLOG(G_S(-1)))^ DLOG(R(-2)) (DLOG(R(-2)))^ DLOG(P(-3)) (DLOG(P(-3)))^ DLOG(Q(-2)) (DLOG(Q(-2)))^ R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 4.05E-06 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
7 Breusch-Godfrey reekskorrelasie-lm-toets Breusch-Godfrey Serial Correlation LM Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID Presample missing value lagged residuals set to zero. RESID01(-1) DLOG(U(-1)) DLOG(G_S(-1)) DLOG(R(-2)) DLOG(P(-3)) DLOG(Q(-2)) C -1.54E RESID(-1) RESID(-2) RESID(-3) RESID(-4) R-squared Mean dependent var -7.25E-19 Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
8 2.3.6 Ramsey-reset-toets Ramsey RESET Test: 242 F-statistic Probability Log likelihood ratio Probability Test Equation: Dependent Variable: DLOG(I) Sample: 1986:2 2002:4 Included observations: 67 RESID01(-1) DLOG(U(-1)) DLOG(G_S(-1)) DLOG(R(-2)) DLOG(P(-3)) DLOG(Q(-2)) C FITTED^ FITTED^ R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) CUSUM-toetse
9 Die derde-stap-prosedure van Engle en Yoo Dependent Variable: RESID02ECM Sample(adjusted): 1986:2 2002:4 Included observations: 67 after adjusting endpoints ( )*(LOG(Q)) ( )*(LOG(S)) R-squared Mean dependent var 1.11E-18 Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Durbin-Watson stat Die berekening van die aangepasde koëffisiënte en t-waardes Variable Engle en Yoo koëffisiënte Engle en Granger koëffisiënte Nuwe koëffisiënte Engle en Yoo Std. fout Nuwe t- waardes a b a+b c (a+b)/c LOG(Q) > 1.96 LOG(S) > Die model LOG(I) = * DLOG(U(-1)) * DLOG(G_S(-1)) * DLOG(R(-2)) * DLOG(P(-3)) * DLOG(Q(-2)) - ( * ( log(i(-1)) * LOG(Q(-1)) * LOG(S(-1)))) + LOG(I(-1)) d_i = d(i) 2.7 Die werklike waardes, geskatte waardes en reswaarde van die model
10 244 3 E-views resultate van die SARB95-model van voorraadinvestering in Suid-Afrika Dependent Variable: D_I Sample: 1975:1 2002:4 Included observations: 112 S(-1) T*S(-1) E I(-2) S-G_S C PDL PDL R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 1.78E+08 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) Lag Distribution i Coefficient Std. Error T-Statistic * * * * * Sum of Lags Lag Distribution i Coefficient Std. Error T-Statistic. * * * * * Sum of Lags
Appendixes Appendix 1 Data of Dependent Variables and Independent Variables Period
Appendixes Appendix 1 Data of Dependent Variables and Independent Variables Period 1-15 1 ROA INF KURS FG January 1,3,7 9 -,19 February 1,79,5 95 3,1 March 1,3,7 91,95 April 1,79,1 919,71 May 1,99,7 955
Lampiran 1. Tabulasi Data
Lampiran 1. Tabulasi Data Tahun PDRB PDRBt-1 PAD BH DAU INF 2001:1 372696.65 372696.65 1005.61 2684.67 26072.42 0.87 2001:4 376433.52 372696.65 1000.96 2858.50 28795.27 1.08 2001:8 387533.83 376433.52
LAMPIRAN. Lampiran I
67 LAMPIRAN Lampiran I Data Volume Impor Jagung Indonesia, Harga Impor Jagung, Produksi Jagung Nasional, Nilai Tukar Rupiah/USD, Produk Domestik Bruto (PDB) per kapita Tahun Y X1 X2 X3 X4 1995 969193.394
Lampiran 1. Data Penelitian
LAMPIRAN Lampiran 1. Data Penelitian Tahun Impor PDB KURS DEVISA 1985 5.199,00 2.118.215,40 1.125,00 5.811,00 1986 5.825,00 2.242.661,60 1.641,00 5.841,00 1987 7.209,00 2.353.133,40 1.650,00 5.103,00 1988
Kabupaten Langkat Suku Bunga Kredit. PDRB harga berlaku
Lampiran 1. Data Penelitian Tahun Konsumsi Masyarakat PDRB harga berlaku Kabupaten Langkat Suku Bunga Kredit Kredit Konsumsi Tabungan Masyarkat Milyar Rp. Milyar Rp. % Milyar Rp. Milyar Rp. 1990 559,61
Brief Sketch of Solutions: Tutorial 2. 2) graphs. 3) unit root tests
Brief Sketch of Solutions: Tutorial 2 2) graphs LJAPAN DJAPAN 5.2.12 5.0.08 4.8.04 4.6.00 4.4 -.04 4.2 -.08 4.0 01 02 03 04 05 06 07 08 09 -.12 01 02 03 04 05 06 07 08 09 LUSA DUSA 7.4.12 7.3 7.2.08 7.1.04
Export and Import Regressions on 2009Q1 preliminary release data Menzie Chinn, 23 June 2009 ( )
Export and Import Regressions on 2009Q1 preliminary release data Menzie Chinn, 23 June 2009 ( mchinn@lafollette.wisc.edu ) EXPORTS Nonagricultural real exports, regressand; Real Fed dollar broad index
LAMPIRAN. Tahun Bulan NPF (Milyar Rupiah)
LAMPIRAN Lampiran 1 Data Penelitian Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), Biaya Operasional Pendapatan Operasional (BOPO), Ukuran Bank (Size) Tahun
DATA VARIABEL PENELITIAN
68 LAMPIRAN 1 DATA VARIABEL PENELITIAN TAHUN FDI SBI PDRB UNEMP. EXPORT 1983 1834,40 12,74 5915,37 821257 10649,82 1984 1507,08 13,45 6372,17 878380 12455,86 1985 2263,20 13,82 6884,81 857564 10719,35
LAMPIRAN PERHITUNGAN EVIEWS
LAMPIRAN PERHITUNGAN EVIEWS DESCRIPTIVE PK PDRB TP TKM Mean 12.22450 10.16048 14.02443 12.63677 Median 12.41945 10.09179 14.22736 12.61400 Maximum 13.53955 12.73508 15.62581 13.16721 Minimum 10.34509 8.579417
Lampiran 1. Data Penelitian
Lampiran 1. Data Penelitian Tahun 2008 2009 2010 Suku bunga ORI Inflasi BI Rate IHSG Bulan Deposito Rupiah % % Poin % Mei 93,00 10,38 8,25 2444,35 7,04 Jun 90,50 11,03 8,50 2349,10 7,26 Jul 90,50 11,90
LAMPIRAN LAMPIRAN. = Pengeluaran Konsumsi Masyarakat (milyar rupiah) = Jumlah Uang Beredar (milyar rupiah) = Laju Inflasi (dalam persentase)
76 LAMPIRAN LAMPIRAN 1. Data Skripsi TAHUN PK JUB INFLASI SB PDB 1995 727099.1 52677 8.64 16.8 1344994.6 1996 806170.0 64089 6.47 17.25 1450148.8 1997 850241.3 78343 11.05 20.33 1518304.1 1998 807112.0
Brief Sketch of Solutions: Tutorial 1. 2) descriptive statistics and correlogram. Series: LGCSI Sample 12/31/ /11/2009 Observations 2596
Brief Sketch of Solutions: Tutorial 1 2) descriptive statistics and correlogram 240 200 160 120 80 40 0 4.8 5.0 5.2 5.4 5.6 5.8 6.0 6.2 Series: LGCSI Sample 12/31/1999 12/11/2009 Observations 2596 Mean
Lampiran I Data. PDRB (Juta Rupiah) PMA (Juta Rupiah) PMDN (Juta Rupiah) Tahun. Luas Sawit (ha)
LAMPIRAN Lampiran I Data Tahun PDRB (Juta Rupiah) PMDN (Juta Rupiah) PMA (Juta Rupiah) Luas Sawit (ha) Angkatan Kerja (Jiwa) 1986 24698580 84581 8438 19733 1237717 1987 26991625 106279 10128 22122 1243818
esia/perkembangan/
http://afghanaus.com/uanggiral/http://www.bi.go.id/web/id/sistem+pembayaran/sistem+pembayaran+di+indon esia/perkembangan/ http://id.shvoong.com/social-sciences/economics/2129762-jumlah-uang-beredar-diindonesia/
Anexos. Pruebas de estacionariedad. Null Hypothesis: TES has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=9)
Anexos Pruebas de estacionariedad Null Hypothesis: TES has a unit root Augmented Dickey-Fuller test statistic -1.739333 0.4042 Test critical values: 1% level -3.610453 5% level -2.938987 10% level -2.607932
Donald Trump's Random Walk Up Wall Street
Donald Trump's Random Walk Up Wall Street Research Question: Did upward stock market trend since beginning of Obama era in January 2009 increase after Donald Trump was elected President? Data: Daily data
THE EFFECTIVENESS OF EXCHANGE RATE CHANNEL OF MONETARY POLICY TRANSMISSION MECHANISM IN SRI LANKA
THE EFFECTIVENESS OF EXCHANGE RATE CHANNEL OF MONETARY POLICY TRANSMISSION MECHANISM IN SRI LANKA N.D.V. Sandaroo 1 Sri Lanka Journal of Economic Research Volume 5(1) November 2017 SLJER.05.01.B: pp.31-48
ملحق رقم (1) بیانات الدراسة :
ملحق رقم (1) بیانات الدراسة : السنة EX G POP INF GDP UE 0.045 778.28 23079 67.4 110.1 16.4 1990 0.81 947.13 230780 122.5 192.7 15.9 1991 1.133 4388.24 24494 119.2 421.8 15.4 1992 0.216 5573.6 25222 101.2
Lampiran 1. Data PDB, Pengeluaran Pemerintah, jumlah uang beredar, pajak, dan tingkat suku bunga
Lampiran 1. Data PDB, Pengeluaran Pemerintah, jumlah uang beredar, pajak, dan tingkat suku bunga obs PDB(milyar) GOV(milyar) M1(milyar) Tax(milyar) R(%) 1980 45446,00 5800,00 5214,00 289,70 6,00 1981 58127,00
LAMPIRAN. Null Hypothesis: LO has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=13)
74 LAMPIRAN Lampiran 1 Analisis ARIMA 1.1. Uji Stasioneritas Variabel 1. Data Harga Minyak Riil Level Null Hypothesis: LO has a unit root Lag Length: 1 (Automatic based on SIC, MAXLAG=13) Augmented Dickey-Fuller
الملحق رقم (1): یوضح متغیرات النموذج.
الملحق رقم (1): یوضح متغیرات النموذج. obs سعر الصرف (ER) الا ستھلاك (O) السكان (POP) التضخم (INF) الادخار (S) الدخل المتاح (YD) 1985 15947 0.025 46.33 20882-1459.6 14487.4 1986 19362.5 0.025 29.04 21085-604.8
FIN 533. Autocorrelations of CPI Inflation
FIN 533 Inflation & Interest Rates Fama (1975) AER: Expected real interest rates are (approximately) constant over time, so: E(r t F t-1 ) = R t E(r) where E(r t F t-1 ) is expected inflation given information
BEcon Program, Faculty of Economics, Chulalongkorn University Page 1/7
Mid-term Exam (November 25, 2005, 0900-1200hr) Instructions: a) Textbooks, lecture notes and calculators are allowed. b) Each must work alone. Cheating will not be tolerated. c) Attempt all the tests.
The Influence of Leverage and Profitability on Earnings Quality: Jordanian Case
The Influence of Leverage and Profitability on Earnings Quality: Jordanian Case Lina Hani Warrad Accounting Department, Applied Science Private University, Amman, Jordan E-mail: l_warrad@asu.edu.jo DOI:
ملحق رقم( 1 ): الا نحدار للدالة اللوغریثمیة للناتج المحلي الا جمالي
ملحق رقم( 1 ): الا نحدار للدالة اللوغریثمیة للناتج المحلي الا جمالي Dependent Variable: LOG(GDP) Date: 03/01/17 Time: 14:53 Sample(adjusted): 1971 2014 Included observations: 44 after adjusting endpoints
Impact of Direct Taxes on GDP: A Study
IOSR Journal of Business and Management (IOSR-JBM) e-issn: 2278-487X, p-issn: 2319-7668 PP 21-27 www.iosrjournals.org Impact of Direct Taxes on GDP: A Study Dr. JVR Geetanjali 1, Mr.Pr Venugopal 2 Assistant
A FUNCTION FOR THE ARGENTINE EXPORT DEMAND. Maria Luisa Streb
A FUNCTION FOR THE ARGENTINE EXPORT DEMAND Maria Luisa Streb Considering the fact that exports can be a driving force of growth, the purpose of the paper is to make an estimation of the Argentine export
SUSTAINABILITY PLANNING POLICY COLLECTING THE REVENUES OF THE TAX ADMINISTRATION
2007 2008 2009 2010 Year IX, No.12/2010 127 SUSTAINABILITY PLANNING POLICY COLLECTING THE REVENUES OF THE TAX ADMINISTRATION Prof. Marius HERBEI, PhD Gheorghe MOCAN, PhD West University, Timişoara I. Introduction
Estimating Egypt s Potential Output: A Production Function Approach
MPRA Munich Personal RePEc Archive Estimating Egypt s Potential Output: A Production Function Approach Osama El-Baz Economist, osamaeces@gmail.com 20 May 2016 Online at https://mpra.ub.uni-muenchen.de/71652/
Kuwait Chapter of Arabian Journal of Business and Management Review Vol. 1, No.11; July 2012
RELATIONSHIP BETWEEN FOREIGN DIRECT INVESTMENT INFLOW, SUB-SAHARA AFRICA AND NIGERIA ECONOMIC DEVELOPMENT Onuorah Anastasia Chi-Chi Lecturer Department of Accounting, Banking and Finance, Faculty of Management
Lampiran 1 : Grafik Data HIV Asli
Lampiran 1 : Grafik Data HIV Asli 70 60 50 Penderita 40 30 20 10 2007 2008 2009 2010 2011 Tahun HIV Mean 34.15000 Median 31.50000 Maximum 60.00000 Minimum 19.00000 Std. Dev. 10.45057 Skewness 0.584866
Hasil Common Effect Model
Hasil Common Effect Model Date: 05/11/18 Time: 06:20 C 21.16046 1.733410 12.20742 0.0000 IPM -25.74125 2.841429-9.059263 0.0000 FDI 9.11E-11 1.96E-11 4.654743 0.0000 X 0.044150 0.021606 2.043430 0.0425
ANALYSIS OF CORRELATION BETWEEN THE EXPENSES OF SOCIAL PROTECTION AND THE ANTICIPATED OLD AGE PENSION
ANALYSIS OF CORRELATION BETWEEN THE EXPENSES OF SOCIAL PROTECTION AND THE ANTICIPATED OLD AGE PENSION Nicolae Daniel Militaru Ph. D Abstract: In this article, I have analysed two components of our social
Conflict of Exchange Rates
MPRA Munich Personal RePEc Archive Conflict of Exchange Rates Rituparna Das and U R Daga 2004 Online at http://mpra.ub.uni-muenchen.de/22702/ MPRA Paper No. 22702, posted 17. May 2010 13:37 UTC Econometrics
Economics 442 Macroeconomic Policy (Spring 2015) 3/23/2015. Instructor: Prof. Menzie Chinn UW Madison
Economics 442 Macroeconomic Policy (Spring 2015) 3/23/2015 Instructor: Prof. Menzie Chinn UW Madison Outline Models of Investment Assessment Uncertainty http://www.bostonfed.org/economic/neer/neer2001/neer201a.pdf
Per Capita Housing Starts: Forecasting and the Effects of Interest Rate
1 David I. Goodman The University of Idaho Economics 351 Professor Ismail H. Genc March 13th, 2003 Per Capita Housing Starts: Forecasting and the Effects of Interest Rate Abstract This study examines the
Factors Affecting the Movement of Stock Market: Evidence from India
Factors Affecting the Movement of Stock Market: Evidence from India V. Ramanujam Assistant Professor, Bharathiar School of Management and Entrepreneur Development, Bharathiar University, Coimbatore, Tamil
POLYTECHNIC OF NAMIBIA SCHOOL OF MANAGEMENT SCIENCES DEPARTMENT OF ACCOUNTING, ECONOMICS AND FINANCE ECONOMETRICS. Mr.
POLYTECHNIC OF NAMIBIA SCHOOL OF MANAGEMENT SCIENCES DEPARTMENT OF ACCOUNTING, ECONOMICS AND FINANCE COURSE: COURSE CODE: ECONOMETRICS ECM 312S DATE: NOVEMBER 2014 MARKS: 100 TIME: 3 HOURS NOVEMBER EXAMINATION:
Econometric Models for the Analysis of Financial Portfolios
Econometric Models for the Analysis of Financial Portfolios Professor Gabriela Victoria ANGHELACHE, Ph.D. Academy of Economic Studies Bucharest Professor Constantin ANGHELACHE, Ph.D. Artifex University
Santi Chaisrisawatsuk 16 November 2017 Thimpu, Bhutan
Regional Capacity Building Workshop Formulating National Policies and Strategies in Preparation for Graduation from the LDC Category: Macroeconomic Modelling for SDGs in Asia and the Pacific Santi Chaisrisawatsuk
Financial Risk, Liquidity Risk and their Effect on the Listed Jordanian Islamic Bank's Performance
Financial Risk, Liquidity Risk and their Effect on the Listed Jordanian Islamic Bank's Performance Lina Hani Warrad Associate Professor, Accounting Department Applied Science Private University, Amman,
1. A test of the theory is the regression, since no arbitrage implies, Under the null: a = 0, b =1, and the error e or u is unpredictable.
Aggregate Seminar Economics 37 Roger Craine revised 2/3/2007 The Forward Discount Premium Covered Interest Rate Parity says, ln( + i) = ln( + i*) + ln( F / S) i i* f s t+ the forward discount equals the
Determinants of Merchandise Export Performance in Sri Lanka
Determinants of Merchandise Export Performance in Sri Lanka L.U. Kalpage 1 * and T.M.J.A. Cooray 2 1 Central Environmental Authority, Battaramulla 2 Department of Mathematics, University of Moratuwa *Corresponding
Appendix. Table A.1 (Part A) The Author(s) 2015 G. Chakrabarti and C. Sen, Green Investing, SpringerBriefs in Finance, DOI /
Appendix Table A.1 (Part A) Dependent variable: probability of crisis (own) Method: ML binary probit (quadratic hill climbing) Included observations: 47 after adjustments Convergence achieved after 6 iterations
Openness and Inflation
Openness and Inflation Based on David Romer s Paper Openness and Inflation: Theory and Evidence ECON 5341 Vinko Kaurin Introduction Link between openness and inflation explored Basic OLS model: y = β 0
Influence of Macroeconomic Indicators on Mutual Funds Market in India
Influence of Macroeconomic Indicators on Mutual Funds Market in India KAVITA Research Scholar, Department of Commerce, Punjabi University, Patiala (India) DR. J.S. PASRICHA Professor, Department of Commerce,
Fall 2004 Social Sciences 7418 University of Wisconsin-Madison Problem Set 5 Answers
Economics 310 Menzie D. Chinn Fall 2004 Social Sciences 7418 University of Wisconsin-Madison Problem Set 5 Answers This problem set is due in lecture on Wednesday, December 15th. No late problem sets will
Notes on the Treasury Yield Curve Forecasts. October Kara Naccarelli
Notes on the Treasury Yield Curve Forecasts October 2017 Kara Naccarelli Moody s Analytics has updated its forecast equations for the Treasury yield curve. The revised equations are the Treasury yields
Thi-Thanh Phan, Int. Eco. Res, 2016, v7i6, 39 48
INVESTMENT AND ECONOMIC GROWTH IN CHINA AND THE UNITED STATES: AN APPLICATION OF THE ARDL MODEL Thi-Thanh Phan [1], Ph.D Program in Business College of Business, Chung Yuan Christian University Email:
ESTIMATING MONEY DEMAND FOR GHANA Victor Osei Research Department, Bank of Ghana
ESTIMATING MONEY DEMAND FOR GHANA Victor Osei Research Department, Bank of Ghana ABSTRACT: The study suggested that money demand function for Ghana using M1 and M2 remained relatively unstable between
COTTON: PHYSICAL PRICES BECOMING MORE RESPONSIVE TO FUTURES PRICES0F
INTERNATIONAL COTTON ADVISORY COMMITTEE 1629 K Street NW, Suite 702, Washington DC 20006 USA Telephone +1-202-463-6660 Fax +1-202-463-6950 email secretariat@icac.org COTTON: PHYSICAL PRICES BECOMING 1
Nexus between stock exchange index and exchange rates
International Journal of Economics, Finance and Management Sciences 213; 1(6): 33-334 Published online November 1, 213 (http://www.sciencepublishinggroup.com/j/ijefm) doi: 1.11648/j.ijefm.21316.2 Nexus
Composition of Government Expenditure and Economic Growth in Ethiopia ( G.C)
Composition of Government Expenditure and Economic Growth in Ethiopia (97-20G.C) Dr Abdu Muhammed Ali Assistance Professor of Public Financial Management, Ethiopian Civil Service University Abstract The
An Analysis of Macroeconomic Factors Affecting Foreign Exchange Rate
DOI:10.18311/sdmimd/2017/15716 An Analysis of Macroeconomic Factors Affecting Foreign Exchange Rate Thilak Venkatesan 1 * and M. S. Ponnamma 2 1 Assistant Professor, Presidency College, Bangalore, India
ijcrb.webs.com INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS AUGUST 2012 VOL 4, NO 4
IMPORTANCE OF INVESTMENT FOR ECONOMIC GROWTH: EVIDENCE FROM PAKISTAN Najid Ahmad*, Muhammad luqman**, Muhammad Farhat Hayat* *Bahauddin Zakariya University, Multan, Sub-Campus Dera Ghazi Khan, Pakistan
The relationship between the exchange rate and employment in Iran
International Research Journal of Applied and Basic Sciences 2015 Available online at www.irjabs.com ISSN 2251-838X / Vol, 9 (7):1194-1203 Science Explorer Publications The relationship between the exchange
FBBABLLR1CBQ_US Commercial Banks: Assets - Bank Credit - Loans and Leases - Residential Real Estate (Bil, $, SA)
Notes on new forecast variables November 2018 Loc Quach Moody s Analytics added 11 new U.S. variables to its global model in November. The variables pertain mostly to bank balance sheets and delinquency
Does it influence? Macro variables on stock returns.
Research Article http://www.alliedacademies.org/journal-finance-marketing/ Does it influence? Macro variables on stock returns. Jamal S*, Mujtaba M Management Sciences at Shaheed Zulfikar Ali Bhutto Institute
Botswana s Debt Sustainability: Tracking the Path
Botswana s Debt Sustainability: Tracking the Path March 2011 Haile Taye BIDPA The Botswana Institute for Development Policy Analysis (BIDPA) is an independent Trust, which started operations in 1995 as
Economy May Wake Up Without Consumers Prodding? Chart 1
Northern Trust Global Economic Research 0 South LaSalle Chicago, Illinois 3 northerntrust.com Paul L. Kasriel plk1@ntrs.com Economy May Wake Up Without Consumers Prodding? May 21, 27 In today s (May 21)
Forecasting the Philippine Stock Exchange Index using Time Series Analysis Box-Jenkins
EUROPEAN ACADEMIC RESEARCH Vol. III, Issue 3/ June 2015 ISSN 2286-4822 www.euacademic.org Impact Factor: 3.4546 (UIF) DRJI Value: 5.9 (B+) Forecasting the Philippine Stock Exchange Index using Time HERO
The Relationship Between Internet Marketing, Search Volume, and Product Sales. Honors Research Thesis
TheRelationshipBetweenInternetMarketing,SearchVolume,andProductSales HonorsResearchThesis Presentedinpartialfulfillmentoftherequirementsforgraduationwithhonors researchdistinctionineconomicsintheundergraduatecollegesoftheohiostate
CHAPTER 5 MARKET LEVEL INDUSTRY LEVEL AND FIRM LEVEL VOLATILITY
CHAPTER 5 MARKET LEVEL INDUSTRY LEVEL AND FIRM LEVEL VOLATILITY In previous chapter focused on aggregate stock market volatility of Indian Stock Exchange and showed that it is not constant but changes
AN EMPIRICAL ANALYSIS OF THE PUBLIC DEBT RELEVANCE TO THE ECONOMIC GROWTH OF THE USA
AN EMPIRICAL ANALYSIS OF THE PUBLIC DEBT RELEVANCE TO THE ECONOMIC GROWTH OF THE USA Petar Kurečić University North, Koprivnica, Trg Žarka Dolinara 1, Croatia petar.kurecic@unin.hr Marin Milković University
MỘT SỐ KHUYẾT TẬT CỦA MÔ HÌNH HỒI QUY
MỘT SỐ KHUYẾT TẬT CỦA MÔ HÌNH HỒI QUY Bài 1: Giả sử ta có mẫu số liệu thống kê được như sau: Y 12 15 18 22 23 25 30 31 36 38 X2 16 20 24 28 32 36 40 44 48 52 X3 3 4 5 6 5 5 7 6 8 8 X4 400 600 750 870 1070
Time Series Analysis of Inflation and RBI Policy Rates
Time Series Analysis of Inflation and RBI Policy Rates Dr. Latha M T Assistant Professor Dept. of Economics MES, SBRR Mahajana First Grade College PG-Wing PBMMEC, KRS Road, Metagalli, Mysuru. Abstract
Trading Volume and Fama-French Three Factor Model on Excess Return. Empirical Evidence from Nairobi Security Exchange
Trading Volume and Fama-French Three Factor Model on Excess Return. Empirical Evidence from Nairobi Security Exchange Opuodho Gordon Ochere (MBA) Nasieku M. Tabitha (PhD) Olweny Tobias O (PhD) Department
Model : ASI = C + MONSUP + MONSUP(-1) + INTRATE + INFLRATE. Variable Coefficient Std. Error t-statistic Prob.
REFERANCE Abdalla, I. S. A. and V. Murinde (1997), Exchange Rate and Stock Price Interactions in Emerging Financial Markets: Evidence on India, Korea, Pakistan, and Philippines, Applied Financial Economics
A SEARCH FOR A STABLE LONG RUN MONEY DEMAND FUNCTION FOR THE US
A. Journal. Bis. Stus. 5(3):01-12, May 2015 An online Journal of G -Science Implementation & Publication, website: www.gscience.net A SEARCH FOR A STABLE LONG RUN MONEY DEMAND FUNCTION FOR THE US H. HUSAIN
IMPACT OF MACROECONOMIC VARIABLE ON STOCK MARKET RETURN AND ITS VOLATILITY
7 IMPACT OF MACROECONOMIC VARIABLE ON STOCK MARKET RETURN AND ITS VOLATILITY 7.1 Introduction: In the recent past, worldwide there have been certain changes in the economic policies of a no. of countries.
DATA PENELITIAN. Pendapatan Nasional (PDB Perkapita atas Dasar Harga Berlaku) Produksi Bawang Merah Indonesia MB X1 X2 X3 X4 X5 X6
Lampiran 1 Tahu n Volume Impor Bawang Merah Konsums i Bawang Merah Perkapit a di Indonesi a DATA PENELITIAN Pendapatan Nasional (PDB Perkapita atas Dasar Harga Berlaku) Produksi Bawang Merah Indonesia
23571 Introductory Econometrics Assignment B (Spring 2017)
23571 Introductory Econometrics Assignment B (Spring 2017) You must attach the coversheet to your answers. Read the instructions on the coversheet. Try to keep your answers short and clear. This assignment
Relative Effectiveness of Fiscal and Monetary Policies in Nigeria
Asian Journal of Social Science Studies; Vol. 2, No. 1; 2017 ISSN 2424-8517 E-ISSN 2424-9041 Published by July Press Relative Effectiveness of Fiscal and Monetary Policies in Nigeria David Iheke Okorie
Financial Econometrics: Problem Set # 3 Solutions
Financial Econometrics: Problem Set # 3 Solutions N Vera Chau The University of Chicago: Booth February 9, 219 1 a. You can generate the returns using the exact same strategy as given in problem 2 below.
On the Importance of Labour Productivity Growth: Portugal vs. Ireland
UNIVERSITE DE LAUSANNE ECOLE DES HAUTES ETUDES COMMERCIALES Macroeconomic Modelling On the Importance of Labour Productivity Growth: Portugal vs. Ireland Cátia Felisberto July 2003 Professor: Jean-Christian
The Impact of Fiscal Policy on the Economic Growth of Jordan
International Journal of Economics and Finance; Vol. 10, No. 10; 2018 ISSN 1916-971X E-ISSN 1916-9728 Published by Canadian Center of Science and Education The Impact of Fiscal Policy on the Economic Growth
RESEARCH ON INFLUENCING FACTORS OF RURAL CONSUMPTION IN CHINA-TAKE SHANDONG PROVINCE AS AN EXAMPLE.
335 RESEARCH ON INFLUENCING FACTORS OF RURAL CONSUMPTION IN CHINA-TAKE SHANDONG PROVINCE AS AN EXAMPLE. Yujing Hao, Shuaizhen Wang, guohua Chen * Department of Mathematics and Finance Hunan University
Estimation, Analysis and Projection of India s GDP
MPRA Munich Personal RePEc Archive Estimation, Analysis and Projection of India s GDP Ugam Raj Daga and Rituparna Das and Bhishma Maheshwari 2004 Online at https://mpra.ub.uni-muenchen.de/22830/ MPRA Paper
Consumer Behavior Under the Influence of Terrorism Within the United States
The Journal of Entrepreneurial Finance Volume 7 Issue 3 Fall 2002 Article 2 December 2002 Consumer Behavior Under the Influence of Terrorism Within the United States Lawrence R. Klein University of Pennsylvania
An empirical study on the dynamic relationship between crude oil prices and Nigeria stock market
An empirical study on the dynamic relationship between crude oil prices and Nigeria stock market Abstract In this paper, we have examined the crude oil price on the performance of Nigerian stock exchange
Research Article The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms
Discrete Dynamics in Nature and Society Volume 2009, Article ID 743685, 9 pages doi:10.1155/2009/743685 Research Article The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and
The Frequency of Wars*
The Frequency of Wars* Mark Harrison** Department of Economics and CAGE, University of Warwick Centre for Russian and East European Studies, University of Birmingham Hoover Institution, Stanford University
Analysis of the Influence of the Annualized Rate of Rentability on the Unit Value of the Net Assets of the Private Administered Pension Fund NN
Year XVIII No. 20/2018 175 Analysis of the Influence of the Annualized Rate of Rentability on the Unit Value of the Net Assets of the Private Administered Pension Fund NN Constantin DURAC 1 1 University
Studying the Relationship between P/E Ratio and Stock Return in the Manufacturing Firms Accepted in Tehran Stock Exchange Market
AENSI Journals Journal of Applied Science and Agriculture ISSN 1816-9112 Journal home page: www.aensiweb.com/jasa/index.html Studying the Relationship between P/E Ratio and Stock Return in the Manufacturing
THE EFFECTS OF THE MACROECONOMIC DETERMINANTS ON SOVEREIGN CREDIT RATING OF TURKEY
THE EFFECTS OF THE MACROECONOMIC DETERMINANTS ON SOVEREIGN CREDIT RATING OF TURKEY Osman Nuri Aras* Mustafa Öztürk* *Independent Researcher, Turkey http://doi.org/10.31039/jomeino.2018.2.2.5 Abstract Received
An Analysis of Stock Returns and Exchange Rates: Evidence from IT Industry in India
Columbia International Publishing Journal of Advanced Computing doi:10.7726/jac.2016.1001 Research Article An Analysis of Stock Returns and Exchange Rates: Evidence from IT Industry in India Nataraja N.S
ARDL Approach for Determinants of Foreign Direct Investment (FDI) in Pakistan ( ): An Empirical Study
Global Journal of Quantitative Science Vol. 3. No.2. June 2016 Issue. Pp.9-14 ARDL Approach for Determinants of Foreign Direct Investment (FDI) in Pakistan (1961-2013): An Empirical Study Zahid Iqbal 1,
Impact of Some Selected Macroeconomic Variables (Money Supply and Deposit Interest Rate) on Share Prices: A Study of Dhaka Stock Exchange (DSE)
International Journal of Business and Economics Research 2016; 5(6): 202-209 http://www.sciencepublishinggroup.com/j/ijber doi: 10.11648/j.ijber.20160506.13 ISSN: 2328-7543 (Print); ISSN: 2328-756X (Online)
MICROFINANCE LENDING TO SHGs AND ITS NEXUS ON ECONOMIC GROWTH IN INDIA: AN ARDL ANALYSIS
International Journal of Engineering& Scientific Research ISSN: 2347-6532 Impact Factor: 6.660 Journal Homepage: http://esrjournal.com, Email: esrjeditor@gmail.com Double-Blind Peer Reviewed Refereed Open
Exchange Rate and Economic Performance - A Comparative Study of Developed and Developing Countries
IOSR Journal of Business and Management (IOSR-JBM) e-issn: 2278-487X. Volume 8, Issue 1 (Jan. - Feb. 2013), PP 116-121 Exchange Rate and Economic Performance - A Comparative Study of Developed and Developing
Empirical Analysis of Private Investments: The Case of Pakistan
2011 International Conference on Sociality and Economics Development IPEDR vol.10 (2011) (2011) IACSIT Press, Singapore Empirical Analysis of Private Investments: The Case of Pakistan Dr. Asma Salman 1
Monetary Economics Portfolios Risk and Returns Diversification and Risk Factors Gerald P. Dwyer Fall 2015
Monetary Economics Portfolios Risk and Returns Diversification and Risk Factors Gerald P. Dwyer Fall 2015 Reading Chapters 11 13, not Appendices Chapter 11 Skip 11.2 Mean variance optimization in practice
An Empirical Research on the Relationship Between Non-Interest Income Business and Operation Performance of Commercial Banks
Proceedings of the 7th International Conference on Innovation & Management 1477 An Empirical Research on the Relationship Between Non-Interest Income Business and Operation Performance of Commercial Banks
Methods for A Time Series Approach to Estimating Excess Mortality Rates in Puerto Rico, Post Maria 1 Menzie Chinn 2 August 10, 2018 Procedure:
Methods for A Time Series Approach to Estimating Excess Mortality Rates in Puerto Rico, Post Maria 1 Menzie Chinn 2 August 10, 2018 Procedure: Estimate relationship between mortality as recorded and population
The Effects of Oil Price Volatility on Some Macroeconomic Variables in Nigeria: Application of Garch and Var Models
Journal of Statistical Science and Application, April 2015, Vol. 3, No. 5-6, 74-84 doi: 10.17265/2328-224X/2015.56.002 D DAV I D PUBLISHING The Effects of Oil Price Volatility on Some Macroeconomic Variables
LAMPIRAN 1. Retribusi (ribu Rp)
LAMPIRAN 1 Kabupaten Kulonprogo Bantul Gunung Kidul Tahun Retribusi (ribu Rp) Obyek Wisata Wisatawan PDRB (juta Rp) 2001 6694566 8 227250 3486573.5 2002 7779217 11 211529 3630220.3 2003 9247557 7 190333
Determinants of Stock Prices in Ghana
Current Research Journal of Economic Theory 5(4): 66-7, 213 ISSN: 242-4841, e-issn: 242-485X Maxwell Scientific Organization, 213 Submitted: November 8, 212 Accepted: December 21, 212 Published: December
An Investigation of Effective Factors on Export in Iran
J. Basic. Appl. Sci. Res., 2(4)4092-4097, 2012 2012, TextRoad Publication ISSN 2090-4304 Journal of Basic and Applied Scientific Research www.textroad.com An Investigation of Effective Factors on Export
Supplementary Materials for
www.sciencemag.org/content/344/6186/851/suppl/dc1 Supplementary Materials for Income Inequality in the Developing World Martin Ravallion This PDF file includes: Fig. S1 Tables S1 to S4 E-mail: mr1185@georgetown.edu