Vector autoregressive cointegration vec von aliyu hamidu (5 Ergebnisse)

Taschenbuch. Zustand: Neu. A Vector Autoregressive (Var) Cointegration And Vec Model For Nigeria | Hamidu Chamalwa Aliyu (u. a.) | Taschenbuch | Englisch | 2017 | LAP LAMBERT Academic Publishing | EAN 9783330083059 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The Study Investigate the relationship between economic growth (GDP) and some financial deepening indicators (money supply and credit to private sector), using a data obtained from the Central Bank of Nigeria (CBN) statistical bulletin for the period 1981-2012. The study employed the conventional augmented dickey fuller test to test for stationarity among the three variables ( GDP, money supply and credit to private sector, Johensen cointegration technique to determine the order or the cointegrating equation. Granger causality test was used to check for causal relationship among the variables (i.e uni-directional, bi-directional or feedback) and then the Vector Error Correction to check for a short-run or long-run relationship among the three variables. The results indicate that all the three variables are non-stationary at levels, but became stationary after first differencing once. The three variables are cointegrated with at most one ciontegrating equation; b-bidirectional causality runs among the three variables. The VECM suggested a long-run relationship among the three. 60 pp. Englisch.…

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Aliyu Hamidu ChamalwaHamidu Chamalwa was born 33 years ago, in Biu town, of Borno State. He attended Central Primary school Biu, government secondary waka Biu, before going to College of education waka Biu, for National certificate.…

Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The Study Investigate the relationship between economic growth (GDP) and some financial deepening indicators (money supply and credit to private sector), using a data obtained from the Central Bank of Nigeria (CBN) statistical bulletin for the period 1981-2012. The study employed the conventional augmented dickey fuller test to test for stationarity among the three variables ( GDP, money supply and credit to private sector, Johensen cointegration technique to determine the order or the cointegrating equation. Granger causality test was used to check for causal relationship among the variables (i.e uni-directional, bi-directional or feedback) and then the Vector Error Correction to check for a short-run or long-run relationship among the three variables. The results indicate that all the three variables are non-stationary at levels, but became stationary after first differencing once. The three variables are cointegrated with at most one ciontegrating equation; b-bidirectional causality runs among the three variables. The VECM suggested a long-run relationship among the three.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 60 pp. Englisch.…

Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The Study Investigate the relationship between economic growth (GDP) and some financial deepening indicators (money supply and credit to private sector), using a data obtained from the Central Bank of Nigeria (CBN) statistical bulletin for the period 1981-2012. The study employed the conventional augmented dickey fuller test to test for stationarity among the three variables ( GDP, money supply and credit to private sector, Johensen cointegration technique to determine the order or the cointegrating equation. Granger causality test was used to check for causal relationship among the variables (i.e uni-directional, bi-directional or feedback) and then the Vector Error Correction to check for a short-run or long-run relationship among the three variables. The results indicate that all the three variables are non-stationary at levels, but became stationary after first differencing once. The three variables are cointegrated with at most one ciontegrating equation; b-bidirectional causality runs among the three variables. The VECM suggested a long-run relationship among the three.…