Academic literature on the topic 'Vector error correction model (VECM)'
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Journal articles on the topic "Vector error correction model (VECM)"
Santika, Putri Aura, Dewi Retno Sari Saputro, and Nughthoh Arfawi Kurdhi. "Analisis Bibliometrik Vector Error Correction Model." NUCLEUS 5, no. 1 (2024): 37–45. http://dx.doi.org/10.37010/nuc.v5i1.1541.
Full textMaida, Nazira, Nanda Safarida, and Iskandar. "Pengaruh Inflasi, BI Rate dan IHSG Terhadap Nilai Aktiva Bersih Reksadana Syariah di Indonesia Periode 2015-2020." JIM: Jurnal Ilmiah Mahasiswa 4, no. 1 (2022): 57–76. http://dx.doi.org/10.32505/jim.v4i1.3921.
Full textUla, Tajul, Rollis Juliansyah, Okta Rabiana Risma, and Nanda Herijal Putera. "ANALISIS HUBUNGAN KEMISKINAN, PDRB, TRANSFER PEMERINTAH, PAD DAN BELANJA MODAL DI ACEH ERA OTONOMI KHUSUS." EKOMBIS: JURNAL FAKULTAS EKONOMI 7, no. 2 (2021): 98. http://dx.doi.org/10.35308/ekombis.v7i2.4414.
Full textMashabi, M., and Wasiaturrahma Wasiaturrahma. "ELECTRONIC BASED PAYMENT SYSTEMS AND ECONOMIC GROWTH IN INDONESIA." Jurnal Ilmu Ekonomi Terapan 6, no. 1 (2021): 97. http://dx.doi.org/10.20473/jiet.v6i1.26287.
Full textAbusharbeh, Mohammed. "Determinants of Islamic bank financing in the Middle East: Vector Error Correction Model (VECM)." Investment Management and Financial Innovations 17, no. 4 (2020): 285–98. http://dx.doi.org/10.21511/imfi.17(4).2020.25.
Full textUsman, Mustofa, Luvita Loves, Edwin Russel, et al. "Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia." International Journal of Energy Economics and Policy 12, no. 2 (2022): 91–102. http://dx.doi.org/10.32479/ijeep.11897.
Full textVicente, E. Montaño, and C. Cinco Rowena. "Dynamic Interaction of Coconut Oil and Crude Oil Prices: Insights from a Vector Error Correction Model." INTERNATIONAL JOURNAL OF INNOVATIVE RESEARCH IN MULTIDISCIPLINARY EDUCATION 02, no. 08 (2023): 368–76. https://doi.org/10.5281/zenodo.8310694.
Full textSunarya, I. Wayan. "Perkembangan Makroekonomi Negara Kanada Dengan Analisa Vector Error Correction Model (VECM)." Jurnal Aplikasi Manajemen, Ekonomi dan Bisnis 6, no. 2 (2022): 15–41. http://dx.doi.org/10.51263/jameb.v6i2.143.
Full textJaya Hartono, Dermawan, and Suyanto Suyanto. "Major determinants of Bitcoin price: Application of a vector error correction model." Investment Management and Financial Innovations 20, no. 4 (2023): 257–71. http://dx.doi.org/10.21511/imfi.20(4).2023.21.
Full textArega, Shumetie Ademe. "Determinants of Ethiopian Trade Balance: Vector Error Correction Model (VECM) Approach." Journal of Research in Business, Economics and Management 6, no. 2 (2016): 858–67. https://doi.org/10.5281/zenodo.3965344.
Full textDissertations / Theses on the topic "Vector error correction model (VECM)"
Silber, Frank. "Makroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM) : Untersuchungen an ausgewählten Arbeitsmärkten /." Frankfurt am Main: Lang, 2003. http://www.gbv.de/dms/zbw/362076561.pdf.
Full textMeki, Brian. "Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies." Thesis, University of the Western Cape, 2012. http://hdl.handle.net/11394/4348.
Full textMvita, Mpinda Freddy. "The impact of dividend policy on shareholders' wealth : evidence from the Vector Error Correction Model." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/31010.
Full textHadad, Junior Eli. "Um estudo econométrico do consumo e da renda agregados no Brasil." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/534.
Full textBohlandt, Florian Martin. "Single manager hedge funds - aspects of classification and diversification." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/85859.
Full textLouw, Riëtte. "Forecasting tourism demand for South Africa / Louw R." Thesis, North-West University, 2011. http://hdl.handle.net/10394/7607.
Full textBentivoglio, Deborah. "Analisi della Sostenibilità Socio-economica ed Ambientale dei Biocarburanti nel Contesto Europeo e Brasiliano." Doctoral thesis, Università Politecnica delle Marche, 2015. http://hdl.handle.net/11566/243058.
Full textTao, Juan. "A re-examination of the relationship between FTSE100 index and futures prices." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8071.
Full textRamanauskaitė, Giedrė. "Stress testing in credit risk analysis." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2008. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2008~D_20080620_110415-38466.
Full textRaksong, Saranya. "The stability of money demand and monetary transmission mechanism in Thailand." Thesis, Curtin University, 2010. http://hdl.handle.net/20.500.11937/612.
Full textBooks on the topic "Vector error correction model (VECM)"
Lloyd, Tim. Testing a capital pricing model of land values: Cointegration and error correction in a vector auto-regression. Department of Economics, University of Nottingham, 1992.
Find full textS, Madheswaran, and Institute for Social and Economic Change, eds. Casuality between energy consumption and output growth in Indian cement industry: An application of panel vector error correction model. Institute for Social and Economic Change, 2010.
Find full textKurniyati, Yuli. Alokasi dan distribusi anggaran pemerintah daerah Tingkat II untuk sektor pendidikan serta pengaruhnya terhadap pertumbuhan ekonomi regional: Aplikasi Vector Error Correction Model pada kabupaten dan kota di Propinsi Daerah Istimewa Yogyakarta, 1990-2006 : laporan penelitian dosen muda. Fakultas Ekonomi, Universitas Proklamasi 45, 2008.
Find full textMakroökonometrische Anpassungsanalyse im Vector-Error-Correction-Model (VECM): Untersuchungen an ausgewählten Arbeitsmarkten. P. Lang, 2003.
Find full textTissen, Colin, and E. Voisin. Effects of Monetary Policy in the Us. the Vector Error Correction Model (Vecm) Compared to the Structural Autoregressive Model (Svar). GRIN Verlag GmbH, 2017.
Find full textKhan, Aman, and Kenneth A. Scorgie. Forecasting Government Budgets. The Rowman & Littlefield Publishing Group, 2022. https://doi.org/10.5040/9781666990355.
Full textPevehouse, Jon, and Jason D. Brozek. Time‐Series Analysis. Edited by Janet M. Box-Steffensmeier, Henry E. Brady, and David Collier. Oxford University Press, 2009. http://dx.doi.org/10.1093/oxfordhb/9780199286546.003.0019.
Full textBook chapters on the topic "Vector error correction model (VECM)"
Gherghina, Ştefan Cristian. "A Vector Error Correction Model (VECM) Approach." In Sustainable Finance. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-43864-6_3.
Full textMagfiroh, Illia Seldon, Intan Kartika Setyawati, Luh Putu Suciati, Rena Yunita Rahman, and Ahmad Zainuddin. "Vertical Market Integration of Cooking Oil Commodities in Jember Regency: Vector Error Correction Model (VECM) Approach." In Proceedings of the 6th International Conference on Combinatorics, Graph Theory, and Network Topology (ICCGANT 2022). Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-138-8_18.
Full textKhouangvichit, Chintana. "The relationship between macroeconomic factors and non-performing loans (NPLs) in Lao PDR." In Green and Digital Transitions. Szegedi Tudományegyetem, 2024. http://dx.doi.org/10.14232/gtk.gdtgiss.2024.10.
Full textLabuschagne, Coenraad C. A., Niel Oberholzer, and Pierre J. Venter. "A Vector Error Correction Model (VECM) of FTSE/JSE SA Listed Property Index and FTSE/JSE SA Capped Property Index." In Advances in Panel Data Analysis in Applied Economic Research. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-70055-7_8.
Full textHoque, Muhmmad Mohsinul, and Md Shohel Rana. "The Impact of Social and Economic Indicators on Infant Mortality Rate in Bangladesh: A Vector Error Correction Model (VECM) Approach." In Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-34622-4_48.
Full textSah, Hemant Kumar, and Gyanendra Singh Sisodia. "Exploring the Relationship Among Economic Growth, Energy Consumption, Carbon Emission and Trade: A Panel Vector Error Correction Model (VECM) Analyses." In Energy Transition. Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-3540-4_9.
Full textMaitra, Sarit. "Vector Auto Regression and Vector Error Correction Model." In Contributions to Economics. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-86862-7_7.
Full textThasnimol, C. M., and R. Rajathy. "Vector Error Correction Model for Distribution Dynamic State Estimation." In Control Applications in Modern Power System. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-8815-0_2.
Full textChen, Jun, Xiaoqi Peng, and Xiuming Tang. "Error Correction of Support Vector Regression Model for Copper-Matte Converting Process." In Proceedings of the 2015 Chinese Intelligent Automation Conference. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-46466-3_13.
Full textYamaka, Woraphon, Pathairat Pastpipatkul, and Songsak Sriboonchitta. "Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model." In Lecture Notes in Computer Science. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25135-6_38.
Full textConference papers on the topic "Vector error correction model (VECM)"
Rahayu, Widyanti, Bagus Sumargo, and Amalia Syafira. "Modeling climate change in Indonesia using VECM (vector error correction model)." In PROCEEDINGS OF THE 5TH INTERNATIONAL CONFERENCE ON INFORMATICS ENGINEERING, SCIENCE & TECHNOLOGY (INCITEST) 2022. AIP Publishing, 2025. https://doi.org/10.1063/5.0254598.
Full textLestari, Reni. "Analysis of Stock Market Integration Among ASEAN Countries by Using Vector Error Correction Model (VECM) Approach." In Japan International Business and Management Research Conference. RSF Press & RESEARCH SYNERGY FOUNDATION, 2020. http://dx.doi.org/10.31098/jibm.v1i1.220.
Full textSuharsono, Agus, Auliya Aziza, and Wara Pramesti. "Comparison of vector autoregressive (VAR) and vector error correction models (VECM) for index of ASEAN stock price." In INTERNATIONAL CONFERENCE AND WORKSHOP ON MATHEMATICAL ANALYSIS AND ITS APPLICATIONS (ICWOMAA 2017). Author(s), 2017. http://dx.doi.org/10.1063/1.5016666.
Full textPetrushevska, Dragana, and Marija Trpkova-Nestorovska. "Investigating the Interplay of Economy and Environment in the Western Balkan and Neighboring Countries Using Vecm Approach." In Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2023. http://dx.doi.org/10.47063/ebtsf.2023.0011.
Full textMehmetaj, Nevila. "Relationship between Exchange Rate and Trade Balance Pre and after COVID-19 – Albania Case Study." In ERAZ: KNOWLEDGE BASED SUSTAINABLE DEVELOPMENT. Association of Economists and Managers of the Balkans – Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eraz.2022.23.
Full textXiong Jiping and Wu Ping. "An Analysis of Forecasting Model of Crude Oil Demand Based on Cointegration and Vector Error Correction Model (VEC)." In 2008 International Seminar on Business and Information Management (ISBIM 2008). IEEE, 2008. http://dx.doi.org/10.1109/isbim.2008.97.
Full textKarn, Arodh Lal, and Rakshha Kumari Karna. "Supply line engineering on importation and exportation: bimstec perspective." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.016.
Full textAlgan, Neşe, Başak Gül Aktakas, and İpek Tekin. "The Relationship between Corruption and Economic Growth as a Social Issue: A Case Study on Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00996.
Full textMazure, Gunita, Tatjana Hane, and Anita Cesnauska. "Impact of biodiesel exports and imports on national economy of Latvia." In 24th International Scientific Conference Engineering for Rural Development. Latvia University of Life Sciences and Technologies, Faculty of Engineering and Information Technologies, 2025. https://doi.org/10.22616/erdev.2025.24.tf076.
Full textSamarawickrama, I. D. W., and A. Pallegedara. "A Long-Term Relationship Between Sri Lankan Stock Market and Global Stock Markets: A Time Series Analysis." In SLIIT International Conference on Advancements in Sciences and Humanities 2023. Faculty of Humanities and Sciences, SLIIT, 2023. http://dx.doi.org/10.54389/avnd4327.
Full textReports on the topic "Vector error correction model (VECM)"
Hoffman, Dennis, and Robert H. Rasche. STLS/US-VECM 6.1: A Vector Error-Correction Forecasting Model of the US Economy. Federal Reserve Bank of St. Louis, 1997. http://dx.doi.org/10.20955/wp.1997.008.
Full textLunsford, Kurt G. Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202319.
Full textAhwireng-Obeng, Asabea Shirley, and Frederick Ahwireng-Obeng. Private Philanthropic Cross-Border Flows and Sustainable Development in Africa. Centre on African Philanthropy and Social Investment, 2011. http://dx.doi.org/10.47019/2021.ra1.
Full textSalazar-Díaz, Andrea, Aaron Levi Garavito Acosta, Sergio Restrepo-Ángel, and Leidy Viviana Arcila-Agudelo. Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. Banco de la República Colombia, 2022. http://dx.doi.org/10.32468/be.1221.
Full textAnderson, Richard G., Dennis Hoffman, and Robert H. Rasche. A Vector Error-Correction Forecasting Model of the U.S. Economy. Federal Reserve Bank of St. Louis, 1998. http://dx.doi.org/10.20955/wp.1998.008.
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