Indian Journal of Economics, Հատոր 92University of Allahabad, Department of Economics, 2011 |
From inside the book
Արդյունքներ 84–ի 1-ից 3-ը:
Էջ 283
... ( co - integration ) of the Indian equity market with that of the US and Japanese equity markets . They found that NASDAQ and Nikkei have stronger causal relationship in 1999- 2001 which becomes either very weak or disappears in 2002-2004 ...
... ( co - integration ) of the Indian equity market with that of the US and Japanese equity markets . They found that NASDAQ and Nikkei have stronger causal relationship in 1999- 2001 which becomes either very weak or disappears in 2002-2004 ...
Էջ 288
... co - integrating relationships . Note that 0 < r < n , since r = 0 implies that each series in the system is ... integration , namely , one that tests directly for the number of co - integrating vectors ( r ) and another which tests for ...
... co - integrating relationships . Note that 0 < r < n , since r = 0 implies that each series in the system is ... integration , namely , one that tests directly for the number of co - integrating vectors ( r ) and another which tests for ...
Էջ 292
The co - integration analysis is done in three stages . First stage of analysis relates to Indian stock market ... Co - integration among advanced markets Trace Critical 292 INDIAN JOURNAL OF ECONOMICS.
The co - integration analysis is done in three stages . First stage of analysis relates to Indian stock market ... Co - integration among advanced markets Trace Critical 292 INDIAN JOURNAL OF ECONOMICS.
Բովանդակություն
Causality Between Total Expenditure | 1 |
Exchange Rate | 9 |
Inward | 71 |
35 այլ բաժինները չեն ցուցադրվում
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Common terms and phrases
ADF test agricultural analysis average Bank budget deficit capita SDP causality co-integration coefficient commodity price index commodity prices crop current account deficit demand developing countries difference domestic debt Econometric economic development economic growth economy of India elasticities empirical equation equilibrium estimated expenditure exports F-statistic factors female fiscal deficit foreign gender global Granger Causality Granger cause growth rate Haryana households impact important income increase India indicates industry inequality inflation inputs integration interest payments interest rate International investment Johansen Journal Kerala macroeconomic measures monetary policy money supply Nigeria non-tradeables null hypothesis output Pakistan paper percent of GSDP period Pradesh production ratio real exchange rates regression retail Ricardian Equivalence root test significant stationary stock market Table Tamil Nadu terms of trade trend Tripura Twin Deficits unit root unit root test variables village