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Journal articles on the topic 'Co-integration test'

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Published: 4 June 2021

Last updated: 25 July 2025

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1

Shirani Bidabadi, F., and M. Hashemitabar. "The induced innovation test (co-integration analysis) of Iranian agriculture." Agricultural Economics (Zemědělská ekonomika) 55, No. 3 (2009): 126–33. http://dx.doi.org/10.17221/588-agricecon.

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Technological change is a determinant index for agriculture that can lead to the productivity growth by either increasing the total output or increasing the usage of relatively cheap inputs and reducing the relatively expensive inputs. The determination of the magnitude and the direction of technological change in agricultural production has attracted much attention and has become the focal point of intense research efforts over the last couple decades. This topic is frequently studied in two different ways. One is considering the efforts of investment in the research and development technolog

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2

Eng, Ong Seow. "Singapore real estate and property stocks — a co‐integration test." Journal of Property Research 12, no. 1 (1995): 29–39. http://dx.doi.org/10.1080/09599919508724127.

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مسعود, يوسف يخلف, та عبد العزيز علي الصالحي. "مصادر التضخم في ليبيا باستخدام طريقة Johansen Co-Integration Test". المجلة العربية للعلوم الإجتماعية 3, № 6 P.3 (2014): 179–95. http://dx.doi.org/10.12816/0026260.

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Layton, Allan P., and Jonathan P. Stark. "Co-integration as an empirical test of purchasing power parity." Journal of Macroeconomics 12, no. 1 (1990): 125–36. http://dx.doi.org/10.1016/0164-0704(90)90060-n.

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Liu, Desheng, and Qing Chang. "Research on Integration Framework and Service Adaptation Technology of Space System Simulation Test-bed." Journal of Physics: Conference Series 2133, no. 1 (2021): 012038. http://dx.doi.org/10.1088/1742-6596/2133/1/012038.

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Abstract Aiming at the requirements of space system simulation test-bed in heterogeneous integration and co-simulation, the support capability of test-bed integration framework is analysed. A space system simulation test-bed integration framework based on bridging adaptation service is constructed, and adaptation services such as protocol adaptation, information publication, information subscription and service control for service oriented architecture are designed and implemented, which provide integration capability and co-simulation management capability for heterogeneous systems, models an

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P, Chellasamy, and Selvakumar R. "Profitability Analysis of Select Steel Companies in India (With special reference to companies listed in BSE)." Shanlax International Journal of Commerce 7, S1 (2019): 1–12. https://doi.org/10.5281/zenodo.2552187.

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ndian steel industry plays a significant role in the country’s economic growth. India is the fifth largest steel producer at the global front and struggling to become the second largest producer in the years to come. An exhaustive research has been done on Indian steel industry. It classifies the finished steel product market into two categories - Alloy and Non-alloy and covers information on industry-wise steel demand, overall steel consumption, production, and trading market. Besides, it provides industry forecast for different market segments. A projected rese

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Manh, Tuan Nguyen. "Co-Creation from Consumer Resource Integration." International Journal of Asian Business and Information Management 9, no. 3 (2018): 1–13. http://dx.doi.org/10.4018/ijabim.2018070101.

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This article describes how consumer co-creation in service offering is increasingly of importance in service literature and practice. Grounded mainly on service dominant logic (SDL), this article develops and empirically examines a theoretical framework of co-creation which considers both social capital and social exchange as determinants and consumer perceived value, satisfaction and loyalty as outcomes of co-creation activities. Using a consumer perspective, the authors extend the interrelationships within the antecedents and within the effects into a comprehensive model and test it on data

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Sharma, Preeti, and Priyanka Sahni. "Impact of Economic Reforms, FDI and Imports on GDP: Trends and Regression Analysis." Asian Review of Social Sciences 7, no. 3 (2018): 20–25. http://dx.doi.org/10.51983/arss-2018.7.3.1481.

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The aim of this study is to explore the causal relationship between the exports, imports and economic growth of Chinese economy using time series data running from 1978 to 2016.Co integration, Granger Causality analysis and Vector Error Correction Mechanism (VECM) has been used in order to test the hypotheses about the presence of causality and co integration among the variables. The co integration test confirmed that exports, imports and GDP are co integrated, indicating an existence of long run equilibrium relationship among the variables and also confirmed by the Johansen co integration tes

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Sharma, Preeti, and Priyanka Sahni. "Human Capital and Economic Growth in India: A Co-integration and Causality Analysis." Ushus - Journal of Business Management 14, no. 2 (2015): 1–18. http://dx.doi.org/10.12725/ujbm.31.1.

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The aim of this study is to explore the causality relationship between the human capital investment (education & health investment) and economic growth of Indian economy using time series data running from 1991-92 to 2012-13. Co integration, Granger Causality analysis and Vector Error Correction Mechanism (VECM)has been used in order to test the hypotheses about the presence of causality and co integration among thevariables. The co integration test confirmed that education investment, health investment and GDP are co integrated, indicating an existence of long run equilibrium relationship

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Emam, Abda Abdalla, Nagat Ahmed Elmulthum, and Amal Saeed Abass. "Co-integration Test: An Application to Selected Sorghum Markets in Sudan." Journal of Agricultural Science 10, no. 6 (2018): 383. http://dx.doi.org/10.5539/jas.v10n6p383.

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An attempt was made in the study to understand the nature of the market integration. The study was based mainly on monthly wholesale price of sorghum in four market locations; namely Khartoum, Elobied, Gdarif and Damazin. Sorghum wholesale price series was used for the period from January 2012 to December 2016. Unit root test, Johnson co-integration test and Error Correction model were used to disclose stationary series, the long run relationship and short run relationship between these markets, respectively. The result showed that, long run relationship was indicated between all pairs of mark

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Grigor, Zargaryan Y., Aharonyan K. Vahram, Melikyan V. Nazeli, and Marko A. Dimitrijević. "USB HW/SW Co-Simulation Environment with Custom Test Tool Integration." Electronics ETF 18, no. 1 (2014): 23. http://dx.doi.org/10.7251/els1418023g.

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12

Chiphang, Singyala. "Does Crude Oil Price Effects Indian Agriculture? A Co-integration Test." Indian Journal of Economics and Development 13, no. 3 (2017): 586. http://dx.doi.org/10.5958/2322-0430.2017.00221.9.

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13

Philip, Abey. "Co integration test for growth and employment of Indian software industry." International Journal of Business Innovation and Research 8, no. 2 (2014): 225. http://dx.doi.org/10.1504/ijbir.2014.059525.

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Jin, Ying. "The Analysis of the Influence of Highway Construction and Operation on Industrial Structure Adjustment in Heilongjiang Province - Co-Integration Test and Causality Test Based on Data from 1995 to 2009." Advanced Materials Research 424-425 (January 2012): 205–9. http://dx.doi.org/10.4028/www.scientific.net/amr.424-425.205.

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Based on data for the year in Heilongjiang Province, 1995-2009，Using co-integration and Granger causality test method to test causality between Heilongjiang Provincial Expressway Construction and industrial structure ,found that there exists co-integration relationship between the Heilongjiang Provincial Expressway Construction and operation and three industries. Finally, highway construction, relevant policy recommendations are given to adjust the industrial structure of Heilongjiang Province

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Alawneh, Ateyah. "Investigation of Co-Integration between Standard and Poor Index and Dow Jones Index in the New York Financial Market." International Journal of Economics and Finance 10, no. 5 (2018): 197. http://dx.doi.org/10.5539/ijef.v10n5p197.

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The study investigates the co-integration between (the S&P 500 index)and (Dow Jones index) the DJIA by busing the method Engle-granger co-integration Test. The study use annual data from 1990 to 2016.The study examines the stability of the index of S&P 500 and DJIA using the E-views program through a unit root test. The study found that the indicators are unstable, but they become stable when taking the first difference. This condition integrates (the S&P 500 index) and (the DJIA index) during the long-term co-integration test. The analysis shows that there is a negative co-integra

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Demirgünes, Kartal. "The Effect of Liquidity on Financial Performance: Evidence from Turkish Retail Industry." International Journal of Economics and Finance 8, no. 4 (2016): 63. http://dx.doi.org/10.5539/ijef.v8n4p63.

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The aim of this study is to analyse the effect of liquidity on financial performance (<em>in terms of</em> profitability) by using a time-series data of Turkish retail industry (consisting of Borsa Istanbul (BIST) listed retail merchandising firms) in the period of 1998.Q1-2015.Q3. The stationarity of series and the co-integration relationship between them are tested by the unit root test of Carrioni-i-Silvestre et al. (2009) and the co-integration test of Maki (2012), respectively. Co-integration coefficients are estimated by Stock and Watson (1993) dynamic OLS method. Finally, ca

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Ammar, SAMOUT. "BEHAVIOUR OF FINANCIAL MARKETS DURING THE SUBPRIME CRISIS." INTERNATIONAL JOURNAL OF MANAGEMENT & INFORMATION TECHNOLOGY 11, no. 2 (2016): 2657–72. http://dx.doi.org/10.24297/ijmit.v11i2.4857.

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The objective of this article is to highlight the nature of the relationship between several stock markets (France, the great Britain, Germany, and United States). The behavior of those facing the subprime crisis that took place in United State markets we tried to analyze in August 2007. Empirically to make think back to these questions, we relied primarily on testing correlation. The result of this test demonstrates the significant increase in the correlation between stock markets: US, French, Germany and Britain during the period of the crisis. We interpret this increase as evidence of conta

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Roy, Shovon. "GDP and Energy Usage: Causality Analysis from the Viewpoint of Bangladesh." East African Scholars Journal of Economics, Business and Management 5, no. 6 (2022): 123–27. http://dx.doi.org/10.36349/easjebm.2022.v05i06.002.

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The relationship between energy use and GDP is a hotly debated topic in energy economics. In this study, an attempt is made to explain the link between the variables from the perspective of Bangladesh. Using data from 1976- 2014, a Johansen co-integration and Granger causality test are carried out to determine whether there is a causal connection concerning Bangladesh. According to the findings of the Johansen co-integration test, there is co-integration between GDP and energy use. The VECM estimate establishes no short-run relationships between variables. The Granger causality test reveals a

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Ahmed, Sayed Farrukh, A. K. M. Mohsin, and Syed Far Abid Hossain. "Relationship between FDI Inflows and Export Performance: An Empirical Investigation by Considering Structural Breaks." Economies 11, no. 3 (2023): 73. http://dx.doi.org/10.3390/economies11030073.

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The present study examines the relationship between FDI inflows and export performance in Bangladesh by considering the issue of structural breaks utilizing annual time-series data from 1972 to 2019. In the study, unit root tests were conducted without (ADF test and PP test) and with (ZA test and LP test) the presence of probable structural breaks in the dataset. A Johansen test of co-integration was employed to determine whether the variables were co-integrated. The VECM was used for determining the sources of causation and the directions of the causal relationships between the variables. Sin

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Kumar, Rajeev R., Girish K. Jha*, Kapil Choudhary, and Dwijesh C. Mishra. "Spatial integration and price transmission among major potato markets in India." Indian Journal of Agricultural Sciences 90, no. 3 (2020): 581–84. http://dx.doi.org/10.56093/ijas.v90i3.101488.

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The present study examined the spatial market integration across four major potato markets, viz. Agra, Bengaluru, Delhi and Mumbai for the period January, 2005–March, 2018. Johansen’s multivariate co-integration approach has been applied to identify the possible market integration. The results of Johansen’s co-integration test for different markets revealed that all the six market pairs are co-integrated, demonstrating that the selected potato markets have long-run price linkage across them. To supplement the finding of Johansen’s co-integration analysis, we assessed the nature and extent of l

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Tripathi, Vanita, and Arnav Kumar. "Relationship between Inflation and Stock Returns – Evidence from BRICS markets using Panel Co integration Test." International Journal of Accounting and Financial Reporting 1, no. 1 (2015): 647. http://dx.doi.org/10.5296/ijafr.v4i2.6671.

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Stocks are generally considered to be a good hedge against inflation because of their tendency to move together. This paper examines long term relationship between inflation and stock returns in BRICS markets using panel data for the period from March 2000 to September 2013. Correlation results reveal a significant negative relationship between stock index and inflation rate for Russia and a significantly positive relationship for India & China. ADF, PP and KPSS unit root tests indicate non-stationary characteristic of the data. Further we find no long term co-integrating relationship betw

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Cinar, Gokhan, and Adnan Hushmat. "The analysis of wheat prices using multiple structural breakpoint co-integration test." Panoeconomicus, no. 00 (2021): 4. http://dx.doi.org/10.2298/pan150428004c.

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From 2005 to 2008, high volatility in the markets affected grain prices significantly. This high volatility in grain prices made many researchers curious, and many discussions aroused from this topic. This study analyzes wheat price behavior during this period of high volatility. We estimate a return index for wheat using spot and futures wheat prices with the help of a present value model. To analyze the cointegration between the wheat prices and return index, a new co-integration test with multiple structural breaks, developed by Daiki Maki (2012), is used. The long-run cointegration coeffic

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Ahn, Young-Gyun, Ju-Hyeoun Kim, and Min-Kyu Lee. "The Estimation of Elasticity of Maritime Transport Demand Using Co-Integration Test." Korean Logistics Research Association 27, no. 6 (2017): 211–19. http://dx.doi.org/10.17825/klr.2017.27.6.211.

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Hu, Yi, Xiaohua Xia, Meijin Wang, and Zhanming Chen. "The effects of cross-section dimension n in panel co-integration test." Communications in Nonlinear Science and Numerical Simulation 15, no. 4 (2010): 1019–27. http://dx.doi.org/10.1016/j.cnsns.2009.05.001.

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Alom, Khairul. "Liquidity and Profitability: A Co-Integration Study." Review of Pacific Basin Financial Markets and Policies 21, no. 02 (2018): 1850011. http://dx.doi.org/10.1142/s021909151850011x.

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This paper examines the relationship between liquidity and profitability of the non-financial firms listed in Dhaka Stock Exchange (DSE) for the period of 1998–2013. Pedroni and Johansen co-integration results show that liquidity, profitability, firm size and long-term debt (LTD) have significant co-integration relationship in the long run. The causality test results expose that a strong bidirectional casual relationship exist among the variables of liquidity and profitability, LTD and liquidity profitability and firm size in the short run. Also, there exists unidirectional causality among the

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ZAHIR, SALMA, KAUSER HAYAT, and AFTAB HAIDER. "The Causality between Gross Fixed Capital Formation, Trade Deficit, Exchange Rate, and the Economic Growth of Pakistan." International Review of Management and Business Research 9, no. 4 (2020): 138–47. http://dx.doi.org/10.30543/9-4(2020)-13.

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The research paper studies the causal link between gross domestic product, gross fixed-capital formations, exchange rate, and trade deficits in Pakistan from 1986 to 2013 with time serial data. ADF and Phillip Perron tests are recycled for stationary and at the first difference, each variable is unified. According to the Johansen Co-integration test, the presence of longer-term Co-integration among variables is displayed, and the Error Correction model expresses that 49.27 % of short-term uncertainty is adjusted in long-term equilibrium. Moreover, the Granger causality test presented causality

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O, Oloke Olufunnso, Usman Owolabi A, and Adebayo Moses. "Examination of the Long-run relationship between Human Capital Development and Economic Growth in Nigeria." International Journal for Research in Applied Science and Engineering Technology 11, no. 3 (2023): 2051–57. http://dx.doi.org/10.22214/ijraset.2023.49659.

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Abstract: The study explores existence of long run relationship between human capital development and economic growth in Nigeria using secondary data obtained from CBN statistical bulletin for the period of forty years between 1981-2020. The following independent variables were used as the proxies and areas in which human capital could be enhanced and needed to be developed; Agriculture (AGR), Civil-Service (CIVSER), Education (EDU), Health (HLTH), Manufacturing (MANU) and Transportation (TRANSP) sectors of Nigerian economy from 1981 to 2020 as while Gross Domestic Product (GDP) stands for eco

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., Andreas, and J. P. S. Sheefeni. "Examining the Causal Relationship between Private Sector Credit Extended and Economic Growth in Namibia." Journal of Economics and Behavioral Studies 11, no. 2(J) (2019): 23–29. http://dx.doi.org/10.22610/jebs.v11i2(j).2815.

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The paper examined causality between Private Sector Credit Extension (PSCE) and Economic growth using quarterly data for the period 2000:Q1-2017:Q4, in Namibia. The variables employed were Gross Domestic Product (GDP), Private Sector Credit Extended, Broad Money Supply (M2) and lending rates. The study tested for stationarity in order to determine the order of integration. Furthermore, a co-integration test was conducted on different sets of variables to establish the long run relationship. Granger causality test was also conducted to establish the direction of the relationships between the va

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Kaur, Gurmit, and Siti Ayu Jalil. "Examining the Linkage between Poverty and Macroeconomic Variables in Malaysia: A Co-integration Analysis." Information Management and Business Review 9, no. 2 (2017): 6–15. http://dx.doi.org/10.22610/imbr.v9i2.1718.

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The purpose of this paper is to examine the linkage between the macroeconomic variables i.e. gross domestic product per capita (GDP), unemployment (UNE), tourist receipts (TOU), consumer price index (CPI) and poverty rate (POV) in Malaysia from 1969-2014. The econometric techniques used are unit root test and the Johansen Cointegration. The Granger Causality test using Block Exogeneity Wald test was added to analyze the causal relationships between the variables. The unit root test showed that all variables were stationary at first difference and thus the Johansen Co-integration test is an app

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KUMAR, VINAY, S. K. GOYAL, and AJAY KUMAR. "A research study on market integration of cotton (Gossypium spp.) prices in various markets of Haryana." Indian Journal of Agricultural Sciences 94, no. 11 (2024): 1253–56. http://dx.doi.org/10.56093/ijas.v94i11.151925.

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The study examined the market integration of cotton (Gossypium spp.) prices across various markets in Haryana. Monthly time series data on cotton prices were collected from 2005–06 to 2021–22 from published sources such as the Agricultural Produce Market Committees (APMC) and the Cotton Corporation of India (CCI). To analyse market integration among the selected cotton markets, various techniques were employed, including the Granger Causality test, correlation analysis, the Johansen co-integration test, and the Augmented-Dickey Fuller (ADF) test. The correlation analysis revealed a high degree

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RAGINI NAIKOTI, SATYVEER SINGH MEENA AND VIKASH*. "MARKET INTEGRATION OF SWEET LIME BETWEEN DOMESTIC AND INTERNATIONAL MARKETS." Journal of Research ANGRAU 51, no. 3 (2023): 134–39. http://dx.doi.org/10.58537/jorangrau.2023.51.3.15.

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The study focused on the integration of domestic and international markets for sweet limes during 2021. The co-integration of commodity prices was considered to be necessary for the implementation of a successful marketing reform for which both domestic and international market prices are required. Due to the lack of information regarding international prices, export price information was gathered from thewebsite of the Agricultural and Processed Food Products Export Development Authority (APEDA), and secondary data regarding domestic prices of sweet lime was gathered from the website of the A

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Ukpong, Mfon Sampson, and Ikechukwu A. Acha. "INSURANCE AND ECONOMIC DEVELOPMENT IN NIGERIA: CO-INTEGRATION AND CAUSALITY ANALYSIS." Scholedge International Journal of Management & Development ISSN 2394-3378 4, no. 4 (2017): 28. http://dx.doi.org/10.19085/journal.sijmd040401.

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We examine the cointegration and causal relationship between insurance and economic development in Nigeria using time series data from 1990 – 2013. Gross domestic product (GDP) is adopted as a proxy for the level of economic development, while total life insurance premiums (TPL), total non-life insurance premiums (TPNL) and total insurance investment (TII) are used in measuring growth in the insurance sector. Data is operationalized through the stationarity test, cointegration test, regression analysis and granger causality tests. The stationarity test reveals that all-time series data are sta

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Ch.Hemalatha and B.Maheswari. "On Some New Signed Unidomination Parameters of Corona Product Graph of a Wheel with a Star." Journal of Applied Mathematics and Statistical Analysis 3, no. 1 (2022): 1–9. https://doi.org/10.5281/zenodo.6644530.

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<em>In this review, information were removed from the Central Bank of Nigeria notice from 1998 - 2018 on non - oil incomes which incorporate; data, utility, assembling, and unrefined petroleum. Efficient instruments used to examine the information include; Unit root test, co-joining, and biasing assessor Ridge Regression. A unit root test was directed to find out the stationarity of the information utilizing the Augmented Dickey-Fuller test and at the primary distinction, the information was fixed. In any case, the aftereffects of the long-run relationship uncovered that the information experi

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Alege, A. M., Jirgi, A. J., Tanko, L., and Ndanitsa, M. A. "ASSESSMENT OF PRICE TRANSMISSION MECHANISMS OF CASSAVA IN RURAL AND URBAN MARKETS OF BENUE STATE, NIGERIA." Journal of Agripreneurship and Sustainable Development 4, no. 1 (2021): 78–85. http://dx.doi.org/10.59331/jasd.v4i1.185.

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The study assessed price transmission mechanisms of cassava in rural and urban markets of Benue State, Nigeria. Average monthly prices (₦/kg) of cassava spanning from January, 2008 to December, 2018 were collected and analyzed using ADF test, Johansen co-integration test, Error Correction Model (ECM) and Index of Market Concentration (IMC). The result of ADF test showed that the price series were stationary at levels with the co-integration test revealing the presence of co-integration between rural and urban market prices in the study area; and the ECM revealed that the speed of price transmi

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Ismail Hossain, Mohammad, and Wim Verbeke. "Evaluation of Rice Markets Integration in Bangladesh." LAHORE JOURNAL OF ECONOMICS 15, no. 2 (2010): 77–96. http://dx.doi.org/10.35536/lje.2010.v15.i2.a4.

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The liberalization of the agricultural sector in general and the rice subsector in particular has been a major component of Bangladesh’s structural adjustment program initiated in 1992. However, the government has continued to intervene in the rice subsector. This paper examines whether the regional/divisional rice markets have become spatially integrated following the liberalization of the rice market. Wholesale weekly coarse rice prices at six divisional levels over the period of January 2004 to November 2006 were used to test the degree of market integration in Bangladesh using co-integrati

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Gautam, Durga Prasad. "Impact of Foreign Direct Investment in GDP Growth of Nepal." Patan Pragya 12, no. 02 (2023): 16–24. http://dx.doi.org/10.3126/pragya.v12i02.64176.

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The economic growth of a country relies significantly on foreign direct investment (FDI). FDI acts as a growth engine in a country like Nepal, where there is a lack of abundant investment capital. These capital gaps can be filled through foreign direct investment. This paper focuses on a theoretical and imperial investigation of how FDI affects Nepal's GDP growth. It explains the connection between Nepal's GDP growth and FDI. Analysis of the structure, trends, and effects of FDI on Nepal's GDP are the study's main goals. To evaluate the connection between FDI and Nepal's GDP growth, statistica

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Chifurira, Retius, Knowledge Chinhamu, and Dorah Dubihlela. "Co-integration analysis with structural breaks: South Africa’s gold mining index and USD/ZAR exchange rate." Banks and Bank Systems 11, no. 3 (2016): 109–19. http://dx.doi.org/10.21511/bbs.11(3).2016.11.

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This paper examines the presence of cointegration between South African gold mining index and USD/ZAR exchange rate. The results show that gold index and USD/ZAR exchange rate series are both I(1) and are cointegrated. The Granger causality test shows a two-way directional causality between gold index and USD/ZAR exchange rate for the period 9 June 2005-9 June 2015. By accounting for possible structural breaks, the Zivot-Andrews unit root test suggests two different breaking points in the data. By using the breaking dates to divide the dataset into 3 sub-periods, the results show that gold ind

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Tan, Si Qi, Shu Hang Guo, and Yan Chao Ding. "Evolution Analysis of Popularity of “Cloud Computing”: Using Co-Integration and Causality Test." Advanced Materials Research 452-453 (January 2012): 817–22. http://dx.doi.org/10.4028/scientific5/amr.452-453.817.

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Tan, Si Qi, Shu Hang Guo, and Yan Chao Ding. "Evolution Analysis of Popularity of “Cloud Computing”: Using Co-Integration and Causality Test." Advanced Materials Research 452-453 (January 2012): 817–22. http://dx.doi.org/10.4028/www.scientific.net/amr.452-453.817.

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Under the innovation system integrated with production, teaching and researching, the evolution mechanism of knowledge theme becomes central point in academic fields. However, previous researches mostly focused on analyzing the tendency of academic achievements, didn’t bring the potential interaction between the production and researching into consideration. In this paper we will use the co-integration analysis and Granger causality test methods, which are prevalent in economics research, to study the evolution of specific knowledge theme – “Cloud computing”. Our main purpose is to reveal the

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Adofu, Ilemona, and Innocent Okwanya. "Linkages between Trade Openness, Productivity and Industrialization in Nigeria: A Co-integration Test." Research in World Economy 8, no. 2 (2017): 78. http://dx.doi.org/10.5430/rwe.v8n2p78.

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This study examines the effect of trade openness and total factor productivity on industrial output in Nigeria. The data used for this analysis covers the period 1981-2015. The paper employs the VAR model in estimating the effect of trade openness on industrial output. The impulse response function and the variance decomposition are used to examine the response of industrial output to shocks in trade openness and total factor productivity. The results show that trade openness has a positive increasing effect on industrial output in Nigeria while the effect of total factor productivity on indus

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Liu, Ran, Pingfeng Liu, Wang Zhang, and Ahmed K. Metawee. "The analysis of the optimization of banking market structure and economic growth according to co-integration test." Journal of Intelligent & Fuzzy Systems 39, no. 4 (2020): 5233–42. http://dx.doi.org/10.3233/jifs-189008.

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The objective of this study is to promote the structural optimization of the banking industry and improve the national economic level. The analysis method based on the co-integration test is adopted to study the relationship between market structure optimization and economic growth in the banking industry. Firstly, the current economic growth condition, development trend, and the development of the banking industry are analyzed. Secondly, the model between the bank market institutions and the economy is constructed, and the data source of the model is analyzed. Thirdly, the stationarity test,

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F.O., Enya, and Ezeali B.O. "Public Investment in Infrastructure and Economic Growth in Nigeria (1980-2020)." African Journal of Economics and Sustainable Development 4, no. 3 (2021): 1–22. http://dx.doi.org/10.52589/ajesd-0jm1vber.

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The paper examined Public Investment in Infrastructure and the Economic Growth of Nigeria.The study adopted Econometric analysis using E-View.The stationarity test carried out in the study showed that all the variables were all stationary at first difference,1(1) and because of this the reserachers proceeded to determine evidence of co-integration among the variables,hence the result of the co-integration test shows that there is an evidence of 2 co-integration equations which shows that there is a long run relationship among the variables.The ECM test was well signed having -0.019307 with a g

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R. Manjunath, B., J. K. Raju, and M. Rehaman. "Testing of causality relationship between Indian and Australian mutual funds performance: standard vs customized benchmarks." Investment Management and Financial Innovations 17, no. 3 (2020): 231–45. http://dx.doi.org/10.21511/imfi.17(3).2020.18.

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Most Australian domestic investors rely on fund managers, and in India, this is not the same as they are primarily in direct investment rather than indirect. The study attempts to investigate the causal relationship between the returns of the standard indices, namely BSE500 and ASX300, and customized indices, MIMF and MAMF, for both India and Australia. The study uses econometric tools and techniques such as unit root test, vector error correction model, Wald test, Johansen co-integration, and model efficacy assumptions on the historical closing NAV of the selected mutual fund schemes for the

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Takote, Monal P., and Nishant V. Shende. "Pattern of market arrivals and prices of soybean in Akola District of Maharashtra, India." International Journal of Agricultural and Applied Sciences 3, no. 2 (2022): 65–68. http://dx.doi.org/10.52804/ijaas2022.3212.

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In this study, an attempt has been made to study the pattern of market arrivals and prices of Soybean in the Akola district of Maharashtra. The present study was based on the time series data of monthly prices and the arrival of Soybean collected from major APMC’S of Akola district for the period of 10 years i.e. from 2011 to 2020. The study was carried out by employing econometric tools like ADF test, Johansen’s Multiple Co-integration test, ARCH-GARCH model and Granger Causality test used to study price volatility and co-integration among selected markets. The study reveals that there is an

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Kurniawati, Sri. "Granger Causality Between Local Government Expenditure and Economic Growth in Indonesia." Journal of Business and Economics Review (JBER) Vol.3(4) Oct-Dec 2018 3, no. 4 (2018): 80–86. http://dx.doi.org/10.35609/jber.2018.3.4(1).

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Objective - This study examines the causal relationship between government expenditure and economic growth in West Kalimantan between 2009 and 2015. This research resulted in the enactment of Wagner's Law and/or Keynes's Theory in West Kalimantan leading the local government to take the right policies as an effort towards improving economic development. Methodology/Technique - By using panel data that combines time series data and cross-site data, it will be estimated by the Granger causality test which begins with a stationary test and co-integration test. Based on the co-integration tests, t

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Kalayci, Salih, and Gozde Yanginlar. "The Effects of Economic Growth and Foreign Direct Investment on Air Transportation: Evidence from Turkey." International Business Research 9, no. 3 (2016): 154. http://dx.doi.org/10.5539/ibr.v9n3p154.

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<span lang="EN-US">The major goal of this research paper is to investigate the relationship among Turkish Economic growth, airway transportation and FDI. Several research results consistent with this papers finding and it has been founded that the economic growth plays a crucial role in air transportation by implementing econometrical models including Multiple Linear Regression (MLR), Johansen co-integration test and VAR model. The variables have been put into the Vector Autoregressive Model (VAR) and Johansen co-integration test. According to the test result of Johansen co-integration t

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Kharka, Damber S., M. S. Turan, and K. P. Kaushik. "Stock Market Integration in South Asia." INTERNATIONAL JOURNAL OF MANAGEMENT & INFORMATION TECHNOLOGY 1, no. 2 (2012): 8–20. http://dx.doi.org/10.24297/ijmit.v1i2.1442.

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While the topic of stock market integration has been one of the highly researched area in the literature but focus had mostly been on the stock markets of developed economies. Few have focused on analyzing market integration in South Asian region and no inclusion of Bhutanese stock has been found in the literature in any of the earlier studies. The objective of this paper is to analyze market integration between Bhutanese, Indian and other indices in the region. We also analyzed whether other indices in the region are co-integrated with Indian stock market, as Indian market is more proficient

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Khan, Mahfooz, Saif Ul amin, and Sammandar Khan. "The effects of tax structure on economic growth: evidence from Pakistan economies." International Journal of Accounting and Economics Studies 4, no. 2 (2016): 109. http://dx.doi.org/10.14419/ijaes.v4i2.6249.

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The study has been conducted to find out the effects of fiscal policy on economic growth in Pakistan. Taxes are selected as a proxy for fiscal policy and GDP as an economic growth. In this study the time series analysis was used. The study used difference tests and models. These tests were unit root test which at different levels was used for stationary and non-stationary another model was co-integration the co-integration further used two tests one was trace test and second one was maximum Eigen value these tests used for long run relationships between taxes and GDP. In this study Granger cau

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Gangadharan, Srinivasa Rao, and Lakshmi Padmakumari. "Impact of Domestic Public Debt on Economic Growth - An Empirical Study in the Indian Context." Asian Journal of Empirical Research 6, no. 4 (2016): 101–16. http://dx.doi.org/10.18488/journal.1007/2016.6.4/1007.4.101.116.

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This study is an empirical investigation to assess the impact of domestic debt on India’s Economic growth during the period 1980 – 2014. We use data on Domestic Debt, Net Fiscal Deficit, Exports, Savings, Real Gross Domestic Product, Population and Terms of Trade. This study adopts the ARDL Co-Integration and Granger Causality techniques to investigate the relation between the key variables. The study also employs various post estimation tests to validate the fitness and stability of the models based on Gauss Markov assumptions, after employing the ordinary least square regression on various m

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Tian, Hongyun, Samuel Kofi Otchere, Cephas P. K. Coffie, Isaac Adjei Mensah, and Raphael Kwame Baku. "Supply Chain Integration, Interfirm Value Co-Creation and Firm Performance Nexus in Ghanaian SMEs: Mediating Roles of Stakeholder Pressure and Innovation Capability." Sustainability 13, no. 4 (2021): 2351. http://dx.doi.org/10.3390/su13042351.

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Strategic decisions like supply chain integration and interfirm value co-creation are significant to SMEs’ performance. Therefore, this paper aims to find out the relationships between supply chain integration, interfirm value co-creation, and firm performance in Ghanaian SMEs. We employed a structural equation model (SEM) to estimate the responses of 473 SMEs registered with the Association of Ghanaian Industries (AGI) to find the nexus between supply chain integration, interfirm value co-creation, and the performance of Ghanaian SMEs. Further, we test for the mediating role of innovation cap

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