Submodel estimation of a structural vector error correction model under cointegration

Economics Letters ◽

10.1016/s0165-1765(98)00033-0 ◽

1998 ◽

Vol 59 (1) ◽

pp. 23-29

Author(s):

William C. Horrace

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Structural Vector

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Competition between the ports of Hong Kong and Singapore: a structural vector error correction model to forecast the demand for container handling services

Maritime Policy & Management ◽

10.1080/03088830119563 ◽

2001 ◽

Vol 28 (1) ◽

pp. 3-22 ◽

Author(s):

King-Fai Fung

Keyword(s):

Hong Kong ◽

Error Correction ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Container Handling ◽

Structural Vector

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The Analysis of Turkish Labor Market with Structural Vector Error Correction Model (SVECM)

Ekonomik Yaklasim ◽

10.5455/ey.35602 ◽

2015 ◽

Vol 26 (94) ◽

pp. 57

Author(s):

Zekeriya Yildirim

Keyword(s):

Labor Market ◽

Error Correction ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Structural Vector

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Relationship between Asset Prices and Household Loans Using a Structural Vector Error Correction Model

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2016.15.1.005 ◽

2016 ◽

Vol 15 (1) ◽

pp. 93-123

Author(s):

전수민 ◽

Lee Ki-Seong

Keyword(s):

Error Correction ◽

Asset Prices ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Structural Vector

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A Structural Vector Error-Correction Model of Price Time Series to Detect Bottleneck Stages within a Marketing Channel

Contributions to Economics - Vertical Relationships and Coordination in the Food System ◽

10.1007/978-3-642-48765-1_8 ◽

1999 ◽

pp. 129-141 ◽

Author(s):

Erno W. Kuiper ◽

Matthew T. G. Meulenberg

Keyword(s):

Time Series ◽

Error Correction ◽

Marketing Channel ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Structural Vector

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Structural Vector Error Correction Model for Korean Labor Market Data

Korean Journal of Applied Statistics ◽

10.5351/kjas.2013.26.6.1043 ◽

2013 ◽

Vol 26 (6) ◽

pp. 1043-1051

Author(s):

Byeongchan Seong ◽

Hyosang Jung

Keyword(s):

Labor Market ◽

Error Correction ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Market Data ◽

Vector Error Correction ◽

Vector Error ◽

Structural Vector

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Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and Entropy Pooling

SSRN Electronic Journal ◽

10.2139/ssrn.2806403 ◽

2016 ◽

Author(s):

David Ardia ◽

Anas Guerrouaz ◽

Jeanne Rey

Keyword(s):

Error Correction ◽

Stress Testing ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Mortgage Default ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

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Stock Market Development and Economic Growth in Nigeria: Evidence from Vector Error Correction Model

The Journal of Developing Areas ◽

10.1353/jda.2021.0081 ◽

2021 ◽

Vol 55 (4) ◽

pp. 103-118

Author(s):

Obinna Franklin Ezeibekwe

Keyword(s):

Economic Growth ◽

Stock Market ◽

Error Correction ◽

Error Correction Model ◽

Market Development ◽

Vector Error Correction Model ◽

Correction Model ◽

Stock Market Development ◽

Vector Error Correction ◽

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Research on the Relationship between Chengdu Real Estate Investment and Regional Economic Development Based on Cointegration Model and Vector Error Correction Model

2020 Management Science Informatization and Economic Innovation Development Conference (MSIEID) ◽

10.1109/msieid52046.2020.00028 ◽

2020 ◽

Author(s):

Xiong Zhang ◽

Sheng Zhu

Keyword(s):

Economic Development ◽

Real Estate ◽

Error Correction ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Real Estate Investment ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

The Relationship

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Application of Vector Error Correction Model (VECM) and Impulse Response Function for Daily Stock Prices

Journal of Physics Conference Series ◽

10.1088/1742-6596/1751/1/012016 ◽

2021 ◽

Vol 1751 ◽

pp. 012016

Author(s):

S. Winarno ◽

M. Usman ◽

Warsono ◽

D. Kurniasari ◽

Widiarti

Keyword(s):

Error Correction ◽

Impulse Response ◽

Response Function ◽

Stock Prices ◽

Impulse Response Function ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

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Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

Applied Economics ◽

10.1080/00036840902902235 ◽

2011 ◽

Vol 43 (15) ◽

pp. 1935-1943 ◽

Author(s):

Yen-Hsien Lee ◽

Chien-Liang Chiu

Keyword(s):

Exchange Rates ◽

Error Correction ◽

Error Correction Model ◽

Smooth Transition ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Transition Vector

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