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Finance-Growth Nexus and Globalization in Brazil, India, Philippines, Thailand, and Turkey: Evidence from VECM Cointegration Analysis

• Authors : Takashi FUKUDA

Subjects: economic growth; financial development; globalization

• Source: Journal of Economics and Financial Analysis, Vol 4, Iss 1, Pp 55-77 (2020)

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TIME VARYING COINTEGRATION AND CAUSALITY: A COMPARATIVE CASE STUDY FOR RUSSIA, UKRAINE, HUNGARY AND ROMANIA USING VECM AND CCC - MGARCH MODELS.

• Authors : SPULBAR, Cristi¹ ; TRIVEDI, Jatin² ; BIRAU, Ramona³

• Source: Annals of the Constantin Brancusi University of Targu Jiu-Letters & Social Sciences Series. 2022, Issue 2, p34-46. 13p.

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Mexico’s Finance-Growth Nexus with Trade Openness, FDI and Portfolio Investment: Evidence from VECM Cointegration Analysis

• Authors : Takashi Fukuda

Subjects: finance-growth nexus; globalization; vecm

• Source: Ecos de Economía, Vol 23, Iss 49, Pp 29-44 (2020)

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Estimating a VECM for a small open economy

• Authors : Ankargren, Sebastian; Lyhagen, Johan, 1969

Subjects: VECM; Impulse responses; Small open economy

• Source: Working paper / Department of Statistics, Uppsala University.

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Studying the Stock Market – Economic Activity Nexus in Poland with a VAR‑VECM Approach

• Authors : Piotr Pietraszewski

Subjects: wig; gross domestic product; vector autoregression

• Source: Acta Universitatis Lodziensis. Folia Oeconomica, Vol 3, Iss 348, Pp 65-89 (2020)

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VECM models in signal theory

• Authors : Brnjić, Marin;

Subjects: random variable; cointegration; autoregression

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Mexico’s Finance-Growth Nexus with Trade Openness, FDI and Portfolio Investment: Evidence from VECM Cointegration Analysis ; El nexo del crecimiento financiero de México con la apertura comercial, la IED y la inversión de cartera: Evidencias del análisis de cointegración del modelo de corrección de errores vectoriales (VECM)

• Authors : Fukuda, Takashi; Independent researcher

Subjects: E44; F40; O54

• Source: Ecos de Economía; Vol 23, No 49

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Cointegration and predictability of VECM approaches for Ibovespa ; Cointegração e previsibilidade de abordagens VECM para o Ibovespa

• Authors : Pereira, Marcos Vinicius Lopes; de Araújo, Leonardo Carneiro; Iquiapaza, Robert Aldo

Subjects: Cointegration; VECM; Granger causality

• Source: Brazilian Review of Finance; Vol. 18 No. 2 (2020): April-June; 82-121 ; Revista Brasileira de Finanças; v. 18 n. 2 (2020): Abril-Junho; 82-121 ; 1984-5146 ; 1679-0731

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Applying Johansen VECM cointegration approach to propose a forecast model of photovoltaic power output plant in Reunion Island.

• Authors : Fanchette, Yannick¹ (AUTHOR); Ramenah, Harry² (AUTHOR) ; Tanougast, Camel² (AUTHOR)

• Source: AIMS Energy. 2020, Vol. 8 Issue 2, p179-213. 35p.

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Bargaining Models of the Iranian Natural Gas Exports to Western Europe: A VECM Approach

• Authors : Behnam Shahreaar; Abdolhamid Khosravi; Ali Sayyadzadeh

Subjects: cointegration; vecm; bargaining model

• Source: پژوهشهای اقتصادی, Vol 8, Iss 2, Pp 119-132 (2008)

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