Relevant bibliographies by topics / Johansen Co-Integrating Test

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Academic literature on the topic 'Johansen Co-Integrating Test'

Author: Grafiati
Published: 2 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Johansen Co-Integrating Test"

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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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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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Usman, Mohammed Bello, Ibrahim Maharazu, Olugbenga Omotayo Alabı, Olugbenga Oladele, and Jeremiah Aluwong. "Dynamics and competitiveness of Nigeria’s sesame production in international trade: Vector error correction method." Mediterranean Agricultural Sciences 37, no. 2 (2024): 73–80. http://dx.doi.org/10.29136/mediterranean.1480015.

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This research study evaluated the dynamics and competitiveness of Nigeria’s sesame (Sesamum indicum) production in international trade. Secondary data were used, in the data period of 1982 to 2022 (41 years). The data used were sourced from NBS, CBN, FAO, World Bank publication, and General Household Survey-Panel (GHS-P) in conjunction with Federal Ministry of Agriculture and Rural Development. The econometric tools used were Augmented Dickey-Fuller (ADF) unit root test, Johansen co-integration test, Zivot – Andrews (Z-A), Lee Strazicich (LM) structural break unit root tests, and vector error
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Idumah, Felix O., Chimezie Mangodo, Uyinmwen B. Ighodaro, and Paul T. Owombo. "Climate Change and Food Production in Nigeria: Implication for Food Security in Nigeria." Journal of Agricultural Science 8, no. 2 (2016): 74. http://dx.doi.org/10.5539/jas.v8n2p74.

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<strong></strong><p>Food production in Nigeria is largely dependent on natural environmental resources like rainfall, temperature and relative humidity. This study examined the impact of some of these climatic variables on food production in Nigeria from 1975 to 2010. Secondary time series data obtained from FAOSTAT (Food and Agriculture Organization statistics) and Nigerian Meteorological Agency were used for the study. The data were analyzed using some econometric tools such as Augmented Dickey Fuller (ADF) test, Johansen Test and Vector Error Correction (VEC) Estimates. Th
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Chibuzo G. Amaefula and Ovieneyi L. Egba. "Do money supply, interest rates, external debt and exchange rates explain inflation in Nigeria? An econometric approach." World Journal of Advanced Research and Reviews 22, no. 2 (2024): 713–23. http://dx.doi.org/10.30574/wjarr.2024.22.2.1421.

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The recent jump up in the prices of goods and services in Nigeria despite government policy interventions has triggered new research towards finding solutions to curbing this economic menace. This study examines whether the interest rate, exchange rates, external debt and money supply can curb inflation in Nigeria. The proxy measures of the variables under study, such as; 3-month deposit rate (ITR3), naira\1 Us dollar exchange (EXR), government external debt (ETD), money supply (MS) and consumer price index (CPI) data used cover the period from January 1981 to December 2022. Statistical tools
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Chibuzo, G. Amaefula, and L. Egba Ovieneyi. "Do money supply, interest rates, external debt and exchange rates explain inflation in Nigeria? An econometric approach." World Journal of Advanced Research and Reviews 22, no. 2 (2024): 713–23. https://doi.org/10.5281/zenodo.14603195.

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The recent jump up in the prices of goods and services in Nigeria despite government policy interventions has triggered new research towards finding solutions to curbing this economic menace. This study examines whether the  interest rate, exchange rates, external debt and money supply can curb inflation in Nigeria.  The proxy measures of the variables under study, such as; 3-month deposit rate (ITR3), naira\1 Us dollar exchange (EXR), government external debt (ETD), money supply (MS) and consumer price index (CPI) data used cover the period from January 1981 to December 2022. Statis
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7

Ali, Malik Saqib, Muhammad Sohail, and Zahid Mehmood Akhtar. "Causality of Higher Education and Unemployment: An Empirical Evidence from Pakistan Economy." Global Social Sciences Review VI, no. II (2021): 330–38. http://dx.doi.org/10.31703/gssr.2021(vi-ii).33.

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Higher education and unemployment is a substantial concern for developing countries and developed countries as well. To get the empirical evidence of the Pakistan economy, the present research is being carrying on. This study applies time series data in nature covering the period from 1985 to 2018. Assessing the long run association within the policy indicators and commuting the causality of higher education and unemployment, two different econometric techniques Johansen Co-integration and Granger Causality test is arrayed whereas the annual speed of adjustment is estimated when disequilibrium
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8

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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Hassan, A. F. M. Kamrul, and M. Rafiqul Islam. "Temporal Causality and Dynamics of Financial Development, Trade Openness, and Economic Growth in Vector Auto Regression (VAR) for Bangladesh, 1974-2003: Implication for Poverty Reduction." Journal of Nepalese Business Studies 2, no. 1 (2007): 1–12. http://dx.doi.org/10.3126/jnbs.v2i1.50.

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This paper examines whether financial development and openness to international trade can play any positive role in reducing poverty in Bangladesh through their growth enhancing effect. The paper takes granted that growth reduce poverty and makes econometric test to ascertain whether financial development and trade openness cause growth. Standard Granger-causality test is employed for this purpose. Variables are found first difference stationary without having any co-integrating relationship as reported by Johansen co-integration test. As such Granger-causality test is carried out in first dif
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Dekkiche, Djamal. "Impact of Money Supply on Inflation Rate in Egypt: A VECM Approach." Economics and Business 36, no. 1 (2022): 134–48. http://dx.doi.org/10.2478/eb-2022-0009.

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Abstract In this work, the research team employed a VECM regression model to evaluate the relationship between money supply and inflation rate (INF) in Egypt from 1990 to 2019. The model includes four independent variables: money supply (MS), imports (IMP), Gross Domestic Product (GDP), and exchange rate (EXCH). A Johansen-Juselius co-integration test and a Vector Error Correction Model were used to determine the existence of long-term and short-term links between the variables. The results demonstrated the existence of co-integrating links between the variables. Aside from the effects of GDP,
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Book chapters on the topic "Johansen Co-Integrating Test"

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Kumar, Santosh, Bharat Kumar Meher, Birău Ramona, Virgil Popescu, and Abhishek Anand. "A Holistic Study on India's Sustainable Economic Development and Global Challenges." In Advances in Environmental Engineering and Green Technologies. IGI Global, 2024. http://dx.doi.org/10.4018/979-8-3693-2845-3.ch020.

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This book chapter reviews the long-term impact of Agriculture, forestry, and fishing, value added (% of GDP), Industry (including construction), value added (% of GDP), Manufacturing, value added (% of GDP), Services, value added (% of GDP), Imports of goods and services (% of GDP), Exports of goods and services (% of GDP), and Trade (% of GDP) on India's GDP growth (annual %) from 1960 to 2022. We employed ADF and PP unit root tests to examine the variables' stationarity. This study utilized different econometric techniques, including the ARDL bound-testing strategy and the Johansen co-integr
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Conference papers on the topic "Johansen Co-Integrating Test"

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Odejobi, O., Phillip Ayoola, M. Abiodun, and M. Abioye. "Performance Evaluation of the Nigerian Petroleum Industry: modular refinery plant alternative." In 2019 African Institute for Science Policy and Innovation International Biennial Conference. Koozakar LLC, 2019. http://dx.doi.org/10.69798/11782243.

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This study monitored the trend and evaluated the performance of the Nigerian Petroleum Industry (NPI) over a period of ten (10) years and also examined oil revenue and its impact on economic growth over a period of twenty-six (26) years. Secondary data on Gross Domestic Product (GDP) was used as a benchmark for economic growth. Oil revenue (OREV) and government expenditure (GEXP) which represented the decision variables were sourced from CBN publications. Advanced econometric techniques such as Augmented Dickey-Fuller Unit Root Test, Johansen Co-integration Test, Vector Error Correction Mechan
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