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38,090
DETERMINANTS OF TIMBER EXPORTS IN NIGERIA: AN ERROR CORRECTION MODELING APPROACH
, 2007
"... Nigeria: an error correction modeling ..."
1 An Econometric Analysis of Food Security Determinants in Malaysia: A Vector Error Correction Model Approach (VECM)
"... Food security issue is getting more attention by world today. Although, Malaysia is a middle income country able to produce her own food, but there is still lack of food supply for domestic needs. This paper thus analyse the factors that affect the food security model in Malaysia during the period o ..."
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the Vector Error Correction Model approach (VECM). The series on the food prices, Malaysian population, foreign workers, CO2 emission and palm-based biodiesel production are co-integrated. While in the short run only foreign worker is an important determinant of food security. Hence, the results of error
The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
, 2000
"... This paper investigates the effects of shocks to U.S. monetary policy on the dollar/yen exchange rate, using structural Vector Error Correction Model (VECM) methods. We compare our estimates of the impulse responses with those based on levels Vector Autoregression. We also compare results from short ..."
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Cited by 8 (0 self)
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This paper investigates the effects of shocks to U.S. monetary policy on the dollar/yen exchange rate, using structural Vector Error Correction Model (VECM) methods. We compare our estimates of the impulse responses with those based on levels Vector Autoregression. We also compare results from
Impact of Trade Openness on Output Growth: Co integration and Error Correction Model Approach
"... ABSTRACT: This study analyzed the long run relationship between trade openness and output growth for Pakistan using annual time series data for 1972-2010. This study follows the Engle and Granger co integration analysis and error correction approach to analyze the long run relationship between the t ..."
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Cited by 2 (0 self)
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ABSTRACT: This study analyzed the long run relationship between trade openness and output growth for Pakistan using annual time series data for 1972-2010. This study follows the Engle and Granger co integration analysis and error correction approach to analyze the long run relationship between
MONETARY POLICY INSTRUMENT AND INFLATION IN SOUTH AFRICA: STRUCTURAL VECTOR ERROR CORRECTION MODEL APPROACH
"... Since the adoption of inflation rate targeting policy, there has been a great concern on the effectiveness of monetary policy to curb inflation in South Africa. The effectiveness of the repo rate as a policy instrument to control the level of inflation has been widely criticised not only in the Sout ..."
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Cited by 1 (0 self)
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, this paper makes use of the structural vector error correction model (SVECM) to characterise the dynamics of inflation to monetary policy shocks. The results of the impulse response function obtained from the SVECM found that while positive shocks to monetary policy decrease output but do not decrease credit
Reconsidering Convergence Rate to Purchasing Power Parity: Structural Error Correction Model Approach
, 2002
"... This paper estimates the speed of the adjustment coefficient in structural error correction models (ECM) and employs a system method for real exchange rates with Hansen and Sargent’s (1980, 1982) IV methods. Empirical results show that the half-lives of purchasing power parity deviations are less th ..."
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This paper estimates the speed of the adjustment coefficient in structural error correction models (ECM) and employs a system method for real exchange rates with Hansen and Sargent’s (1980, 1982) IV methods. Empirical results show that the half-lives of purchasing power parity deviations are less
1The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
"... We thank Shigenori Shiratsuka, an anonymous referee, and seminar participants at the Bank of Japan for helpful comments and Toyoichiro Shirota for his research assistance regarding the data used in this study. MONETARY AND ECONOMIC STUDIES/FEBRUARY 2003 This paper investigates the effects of shocks ..."
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to Japanese monetary policy on exchange rates and other macroeconomic variables, using structural vector error correction model methods with long-run restrictions. Long-run restrictions are attractive because they are more directly related to economic models than typical recursive short-run restrictions
Economic Growth, Regional Savings and FDI in Sub-Saharan Africa: Trivariate Causality and Error Correction Modeling Approach
"... Empirical studies examining the dynamic causal relationship between key macroeconomic variables using varied forms of bivariate causality methodology abound in the macroeconomic and finance literature. Causal inference based on such bivariate causality approach however, has been criticized for its i ..."
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inherent likelihood to draw causal inference or attribute causation to variables in scenarios where an omitted variable might have a better claim; Lutkephol (1982), Umberto Triacca (1998). This study is modeled to reduce this inherent weakness by employing trivariate causality methodology through error
Monetary Policy, Exchange Rate and Inflation Rate in Nigeria A Co-integration and Multi-Variate Vector Error Correction Model Approach
"... Evidences from empirical literature on the nexus among monetary policy, exchange rate and inflation rate have been mixed. Thus this paper attempts to re-examine this issue in Nigeria for the period spanning 1986 to 2010.In contrast to previous studies, this paper employed a Co-integration and Multi- ..."
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-Variate Vector Error Correction Model approach to examine both the long run and the short run nexus among monetary policy, exchange rate and inflation rate. Based on this approach, the paper found that there exist at least a co-integrating vector among the variables and the VECM estimate showed that a uni
Stock Prices, Foreign Opportunity Cost, and Mon- ey Demand in Malaysia: A Cointegration and Error Correction Model Approach
"... The main purpose of this study is to investigate the relevance of stock price and foreign opportunity cost variables to the money demand function in Malaysia using quarterly data over the period of 1982:1 to 1998:2 by employing recently developed econometric techniques of cointegration and error cor ..."
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correction modeling. To take into account the effect of Asian Financial Crisis in mid 1997 on the behavior of the demand for money in Malaysia, the sample period is divided into two sub-samples: 1982:1 to 1996:4 and 1982:1 to 1998:2. The results provide evidence that the crisis somewhat affect the behavior
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38,090
