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Showing results for : Cointegration

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London Stock Exchange Weak Form Of Efficiency Test ...
http://www.researchomatic.com/London-Stock-Exchange-Weak-Form-Of-Efficiency-Test-23597.html

They investigate both long-run and short-run efficiencies using cointegration and error-correction models (ECMs) and find that the market is efficient for contracts ...

Significance Of Macro Economic Variables In A Stock Market ...
http://www.researchomatic.com/Significance-Of-Macro-Economic-Variables-In-A-Stock-Market-Evidence-From-Indian-Stock-Market-146454.html

A Johansen-Juselius cointegration test indicates a positive long run relationship between the Incian stock price index and the M2 money supply, bank credit, and  ...

Affects Of Immigration
http://www.researchomatic.com/affects-of-immigration-143201.html

The trends followed in the model in the presence of time series data are detected by cointegration which shows that the trends are significant for the analyses or ...

Ftse 100 Index
http://www.researchomatic.com/Ftse-100-Index-25225.html

Cointegration and error correction29. ECM-COC " the cost of carry theory model33. An ARMA model34. VAR model35. Out of sample forecasting accuracy35

Tourism And Economic Growth Of Srilanka
http://www.researchomatic.com/Tourism-And-Economic-Growth-Of-Srilanka-13591.html

We use annual data from 1960 to 2000 to model the causal relationship between tourism and economic growth using multivariate cointegration, error-correction ...

Analysis Of The Impact Of Oil Prices On Exchange Rates, Stock ...
http://www.researchomatic.com/analysis-of-the-impact-of-oil-prices-on-exchange-rates-stock-market-returns-and-economic-growths-of-brazil-china-and-india-146716.html

Cointegration and VECM approach15. VAR approach: Preliminary results19. VAR Results22 Data Analysis25 Impact of Oil Prices on GDP of Brazil25 Impact of ...

How Important Are Monetary Incentives When Motivating A Sales ...
http://www.researchomatic.com/How-Important-Are-Monetary-Incentives-When-Motivating-A-Sales-Force-18062.html

Research Questions6 Methodology7 Time Series Analysis7 Testing for Stationarity8 Cointegration Tests9 Secondary Research11 Literature Review13 Defining ...