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.
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Showing 1 to 3 of 3 for “"Vector Error Correction Modelling"”.
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Comparative studies on the currency board regime and its impact on Hong Kong’s economy.
… strikingly different conclusions. I have applied Vector Error Correction Modelling and the Johansson Method in identifying the empirical models. Evidence suggests that Hong Kong performs well in terms of small real exchange rate misalignment even under its currency broad regime. My thesis …
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Essays on the impact of inflation targeting in South Africa
… tested using the Cruijsen and Demertzis, (2010) vector autoregression framework, but when the mentioned data are nonstationary, as is the case of South Africa, then the Johansen (1991) cointegration and vector error correction modelling techniques must be used. The study found that only financial …