Temat: Granger - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Naira devaluation and trade balance in Nigeria
Autorzy:: Adeyemi, Oluwoje Jacob
Ajibola, Ayodeji
Powiązania:: https://bibliotekanauki.pl/articles/1075640.pdf
Data publikacji:: 2019
Wydawca:: Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:: Devaluation
Engle-Granger
Trade balance
Opis:: This paper examines the effects of Naira devaluation on trade balance in Nigeria. Annual time’s series data over the period ranging from 1986 to 2017 was used with Engle-Granger cointegration test used to test the existence of a long run relationship. The results of the estimation show that Naira devaluation had no significant influence on change in trade balance in the long-run in Nigeria in the periods under study. The result also suggests that Naira devaluation exerts no significant impact on trade balance in Nigeria over the study periods. The paper recommend that Nigerian currency should be allowed to depreciate freely through market forces and efficient money market system, official devaluation should be discouraged.
Źródło:: World Scientific News; 2019, 125; 181-192
2392-2192
Pojawia się w:: World Scientific News
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Influence of selected factors on the volume of consumption (per capita) of Uruguay - in the sense of Granger causality
Autorzy:: Kraińska, Agata
Kraiński, Karol
Powiązania:: https://bibliotekanauki.pl/articles/1190066.pdf
Data publikacji:: 2016
Wydawca:: Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:: Granger causality
Dickey Fuller test
Uruguay
consumption
Opis:: The project will be tested State Uruguay. The country is characterized by political stability, economic attractiveness of tax-free zones for investors, and also has a good infrastructure, communication network, as well as one of the best education systems in their continent. The aim of the study is to verify whether the selected factors affect the volume of consumption (per unit) in Uruguay. Selected factors are investment (per capita), imports (per capita), exports (per capita), government spending (per capita) and the level of consumer prices. Individual data are annual data, and analysis period in the years 1950-2009. Audit of Granger causality indicates that the inclusion of the individual regression equations delayed variables can better explain and predict the evolution of the size of consumption in Uruguay.
Źródło:: World Scientific News; 2016, 51; 36-46
2392-2192
Pojawia się w:: World Scientific News
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: The nexus between Prices and Macroeconomic Variables in Iran
Autorzy:: Mehrara, Mohsen
Powiązania:: https://bibliotekanauki.pl/articles/1194077.pdf
Data publikacji:: 2014
Wydawca:: Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:: Granger Causality and Efficient Market Hypothesis
Macroeconomic variables
Stock Price Index
Opis:: This paper examines the causal relationship between stock prices and macroeconomic aggregates in Iran, by applying the techniques of the long–run Granger non–causality test proposed by Toda and Yamamoto (1995). We test the causal relationships between the TEPIX Index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for the period 1993:1 to 2010:4. The results show unidirectional long run causality from macroeconomic variables to stock market. Accordingly, the stock prices are not a leading indicator for economic variables, which is inconsistent with the previous findings that the stock market rationally signals changes in real activities. Contrarily, the macro variables seem to lead stock prices. So, Tehran Stock Exchange (TSE) is not informationally efficient.
Źródło:: World Scientific News; 2014, 6; 1-9
2392-2192
Pojawia się w:: World Scientific News
Dostawca treści:: Biblioteka Nauki

Artykuł

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