| عنوان فارسی مقاله: |
رویکرد مدل اصلاح خطای برداری (VECM) در توضیح رابطه بین نرخ سود و تورم نسبت به فراریت نرخ در مالزی |
| عنوان انگلیسی مقاله: | A Vector Error Correction Model (VECM) Approach in Explaining the Relationship Between Interest Rate and Inflation Towards Exchange Rate Volatility in Malaysia |
چکیده
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مطالب و روش ها
نتیجه گیری
کلمات کلیدی :
A Vector Error Correction Model (Vecm) An Approach To Short-Run ...www.academia.edu/.../A_Vector_Error_Correction_Model_Vecm_An_Approach_To...A Vector Error Correction Model (Vecm) An Approach To Short-Run And ..... Correction Model (VECM) Approach in Explaining the Relationship Between Interest ...VECM - ResearchGatehttps://www.researchgate.net/topic/VECMTesting Export & Import relationship with GDP; VAR & VECM coefficients are ... Any regression "explaining" GDP including also unlagged exports and imports in logs .... i have a question about error correction model using a VECM approach.[PDF]VAR Models and Cointegration Analysis - ResearchGatehttps://www.researchgate.net/file.PostFileLoader.html?id...assetKey...by S Kestel - Related articlesvariable an equation explaining its evolution based on its own lags and the lags of all the other ... The model becomes a Vector error correction model (VECM) which can be seen as a restricted VAR. ..... •Estimate the cointegration relation by OLS regression ... The approach of Johansen is based on the maximum likelihood.[PDF]Full Text PDF - Science and Education Publishingwww.sciepub.com/portal/downloads?doi=10.12691/ajma-4-1-1&filename...by HA Chamalwa - 2016 - Cited by 1 - Related articlesAbstract The Study Investigate the relationship between economic growth (GDP) and ... Vector Error Correction Model (VECM) Approach for Financial Deepening Indicators AND ..... explained by the variations in credit to private sector and.[PDF]LINEAR VECTOR ERROR CORRECTION MODEL VERSUS MARKOV ...web.usm.my/journal/aamjaf/vol%2010.../AAMJAF%2010-1-6-G1%20(133-149).pdfby SW Phoong - 2014 - Cited by 2 - Related articleserror correction model (VECM) and a Markov switching vector error correction model ... Thus, a linear statistical method and a regime switching model are ..... mean adjustment of MS-VECM is selected to explain the relationship of the financial ...