Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 85 for “"Johansen"”.
-
Johansen Village Hansenarium
Thesis (M.Arch.)--Massachusetts Institute of Technology, Dept. of Architecture, 1958.
-
Financial Sector Development and Poverty Reduction in Namibia
… reduction in the country. The study employed the Johansen Cointegration Procedure and Vector Error Correction Model to test the data. The data was obtained from the World Development Indicators and the Namibia Central Bank. The main findings suggest that financial development is important for …
-
Inward foreign direct investment (FDI) and economic growth in Zambia: a bivariate causality link between FDI and GDP.
… regression analysis, Granger causality test, Johansen cointegration technique and vector autoregression (VAR). A unit root test was used to determine whether the data was stationary. Linear regression was used to model the relationship between the independent variable and the response of the …
-
Inward foreign direct investment (FDI) and economic growth in Zambia: a bivariate causality link between FDI and GDP.
… regression analysis, Granger causality test, Johansen cointegration technique and vector autoregression (VAR). A unit root test was used to determine whether the data was stationary. Linear regression was used to model the relationship between the independent variable and the response of the …
-
The impact of public spending on roads infrastructure on Malawi's economic growth
… economic growth. Applying ADF and KPSS tests, Johansen-Juselius co-integration multivariate procedure and TYDL Granger causality test, this study investigates the relationship between government expenditure on roads infrastructure and GDP in Malawi using time series data spanning from 1978 to …
-
"!MPACT".
… The original composition, written by Ben Johansen, was commissioned by Todd Meehan, Director of Percussion Studies at the Baylor University School of Music. The work is a collage, and at times a barrage, of inspired ideas that demand constant attention from the listener. In order to make …
-
Análise limite de lajes via programação linear através do método dos elementos finitos
Based upon the Yield-Line Theory (Johansen, 1932) a non-oonventional finite element is formulated for the analysis of slabs whose oonstitutive law is defined through a moment-rotation curve at the section transversal to the yield-line. Thus only with the displacement perpendicular to the slab …
-
Biodiesel profitability and linkages to the soybean oil market
… use formal time series testing including Johansen Trace test and a vector error correction model and the Kejriwal and Perron test. We find that under certain policy conditions our hypothesis holds but not throughout the sample studied.
-
Towards a greater understanding of consumer cynicism in the context of cause-related marketing
… and increasing consumer cynicism about it (e.g. Johansen, 2016). Although the topic of consumer cynicism has attracted increasing attention in contemporary research (Andersen and Johansen, 2016), an extensive review of the literature conducted for this study revealed that such studies remain on …
-
Robust Inference in Multiple Nonstationary Time Series
… test is based on the likelihood ratio test of Johansen (1988, 1991) and involves taking the supremum of the likelihood ratio over all possible breakpoint vectors. The asymptotic distribution is free of nuisance parameters and consists of the supremum of two terms. The first term is a …
-
Do macroeconomic variables explain future stock market movements in South Africa?
… macroeconomic factors. Through the use of Johansen multivariate cointegration, Granger causality and innovation accounting, it was found that the selected South African macroeconomic variables did not significantly influence future FTSE/JSE All Share Index returns. Therefore the chosen …
-
Import demand with domestic price endogeneity : the South African case
… the full effect of a currency depreciation. The Johansen multivariate cointegration approach is used to estimate the import demand model as it accounts for nonstationary data and allows simultaneity between the variables. Prior to its use, the "small country assumption", which allows for import …
-
Current account deficits and sustainability: evidence from South Africa
… approach relies on the linear Engle-Granger, Johansen, Maki, ARDL tests, and nonlinear ARDL (NARDL) tests, on exports - imports, and investments – savings variables. The tests are applied to three data samples for robust results: annual data between 1946-2021, full quarterly data …
-
Three Essays on Trade Policy and Impacts of Regional Demographic Changes
… significance levels. However, results from the Johansen procedure for the cointegration test show that variables under consideration are cointegrated. Therefore, I estimate the coefficients using the SC (Schwarz criterion) selection model and calculate the import demand elasticities. The …
-
An investigation of the relationship between trade openess and economic growth in Namibia
… and forecast error variance decomposition. The Johansen co-integration analysis and Vector Auto-regression Model (VAR) are used in estimating the long run relationship between trade openness and economic growth. There was co-integration of variables for trade openness and economic growth. The …
-
The equilibrium exchange rate of RMB 2000-2011 : a BEER approach
… A 6-variable VAR model was built up and the Johansen-Juselius co-integrating analysis was applied to test if there is co-integrating movement between the variables. The findings show that the real effective exchange rate of renminbi could mostly be explained with statistical significance by …
-
Determinants of Economic Growth-The Case of Zimbabwe
… while the Ordinary Least Squares model and the Johansen test were used to examine all stationary and non-stationary variables respectively. In the case of co-integration, the Error Correction Model and the Causality test were run. Ultimately, the results indicated that in the long-run gross …
-
MARKET INTEGRATION BETWEEN CRYPTOCURRENCY AND TECHNOLOGY INDICES
… was explored through use of correlation, Johansen cointegration, and Granger pairwise causality testing. The findings are key for determining the diversification benefits of cryptocurrencies and further examining the direction of causal relationships. The correlation results indicated weak …
-
Market integration between cryptocurrency and technology indices
… was explored through use of correlation, Johansen cointegration, and Granger pairwise causality testing. The findings are key for determining the diversification benefits of cryptocurrencies and further examining the direction of causal relationships. The correlation results indicated weak …
-
Non-Bank Financial Institutions and Economic Growth in South Africa
… on annual time-series data from 1994 to 2023, Johansen cointegration and Vector Error Correction Models (VECM) are employed to assess causal and equilibrium relationships between NBFI activity and real GDP growth. The empirical findings reveal a statistically significant and positive long-run …
Page 1 of 5