The long-run interdependence of bank-health, investment-oriented bank loans, and economic performance: A time-series analysis

2003 ◽  
Vol 43 (1) ◽  
pp. 11-30 ◽  
Author(s):  
Woocheon Jeong ◽  
Kem O. Kymn ◽  
Christine J. Kymn
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Economic Performance ◽  
Bank Loans ◽  
Health Investment ◽  
Series Analysis ◽  
Long Run

Economic performance of Indonesia amidst CO2 emissions and agriculture: a time series analysis

2021 ◽  
Author(s):  
Tomiwa Sunday Adebayo ◽  
Gbenga Daniel Akinsola ◽  
Dervis Kirikkaleli ◽  
Festus Victor Bekun ◽  
Sukru Umarbeyli ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Co2 Emissions ◽  
Economic Performance ◽  
Series Analysis

scholarly journals Impact of Crude Prices on Retail Prices – A Time Series Analysis

2019 ◽  
Vol 8 (2S7) ◽  
pp. 606-612
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Crude Oil ◽  
Energy Demand ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
Series Analysis ◽  
Long Run ◽  
The Uk ◽  
The Impact

The UK has emerged as one of the largest producers of petroleum in the world. A significant amount of petroleum is used for fulfilling the energy demand within the country. However, the country witnessed a different trend from 2015. This is mainly due to the increase in imports of petroleum in order to meet domestic needs. To this, there is a need to identify the impact of changes exist in petrol and crude oil prices in the UK. In this context, the researcher has undertaken primary research to derive conclusions which are case specific and can comply with the research aim. The study used secondary data for the year 2015-2018 and conducted multivariate time series analysis. A series of tests including unit root, ARIMA, and co-integration tests were used to derive the results. The study found that there was an asymmetric relationship between the movements of prices of crude oil with respect to retail fuel prices in the long run. However, the study is not without limitations which are represented at the end of the study following with its future scope

Effects of Tight Money Policy on the Availability of Bank Loans to Small Businesses

1979 ◽  
Vol 4 (1) ◽  
pp. 22-30 ◽  
Author(s):  
C. F. Charles
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Small Businesses ◽  
Commercial Banks ◽  
Statistical Investigation ◽  
Bank Loans ◽  
The Past ◽  
Series Analysis ◽  
Financial Conditions ◽  
Small Manufacturers

Despite efforts in the past, the issue of whether tight money policy unfairly discriminates against small businesses remains an unsettled debate. More statistical investigation of the issue seems to offer the only answer to resolve the issue. This paper presents results from a statistical investigation of the financial conditions of small manufacturing corporations. The time-series analysis covering three cycles and one minor slump during '66–67 reveals that commercial banks did drastically reduce the volume of loans to small manufacturers during tight money periods when large corporations demanded more accommodation from banks.

scholarly journals Can CO2 emissiovns and energy consumption determine the economic performance of South Korea? A time series analysis

2021 ◽  
Author(s):  
Tomiwa Sunday Adebayo ◽  
Abraham Ayobamiji Awosusi ◽  
Dervis Kirikkaleli ◽  
Gbenga Daniel Akinsola ◽  
Madhy Nyota Mwamba
Keyword(s):  
Time Series ◽  
Energy Consumption ◽  
Time Series Analysis ◽  
South Korea ◽  
Economic Performance ◽  
Series Analysis

Time Series Analysis of Environmental Degradation in India

2017 ◽  
Vol 104 (4 - 6) ◽  
Author(s):  
Thomas Felix K ◽  
◽  
Divya Bharathi R ◽  
Achudhan S
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Environmental Degradation ◽  
Energy Use ◽  
Policy Implications ◽  
Dynamic Interactions ◽  
Series Analysis ◽  
Long Run ◽  
Short Run ◽  
Carbon Dioxide Co2

The purpose of this study is to explore the long-run relationships and short-run dynamic interactions between environmental degradation (proxied by carbon dioxide, CO2 emissions) and the independent variables of consumption (proxied by income level or gross domestic product, GDP per capita) and energy use in India over the period 1975 to 2015, using time-series analysis. The multivariate cointegration methodology is applied in this study to establish the possible causal relations between the variables concerned. The cointegration test and the vector error correction model display the evidence of a positive long-run relationship between consumption and environmental degradation, while energy use is negatively related to environmental degradation. The long-term elasticity coefficients of the exploratory variables on environmental degradation display relationships that are theoretically grounded. The study concludes with an examination of policy implications of the findings.

The Costs of Major Wars: The Phoenix Factor

1977 ◽  
Vol 71 (4) ◽  
pp. 1347-1366 ◽  
Author(s):  
A.F.K. Organski ◽  
Jacek Kugler
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
International Politics ◽  
International System ◽  
Series Analysis ◽  
Long Run ◽  
Unexplored Area ◽  
The Phoenix

A major unexplored area in the field of international politics is the consequences of major war for members of the international system in terms of power lost or gained. This paper explores these shifts of power among neutrals, winners, and losers as a result of these wars, using a sample of 32 cases and time series analysis. The findings register unexpected but systematic patterns after major conflicts; while winners and neutrals are affected marginally by the conflict, losers' powers are at first eroded. Over the long run (15–20 years), though, the effects of the loss dissipate; losers accelerate their recovery and soon resume antebellum status. It is this phenomenon that the authors call the phoenix factor.

scholarly journals Time Series Analysis of Interest Rates Volatility and Stock Returns in Ghana

2019 ◽  
Vol 5 (2) ◽  
pp. 89-102
Author(s):  
Johnson Worlanyo Ahiadorme ◽  
Emmanuel Sonyo ◽  
Godwin Ahiase
Keyword(s):  
Time Series ◽  
Interest Rate ◽  
Stock Market ◽  
Time Series Analysis ◽  
Interest Rates ◽  
Market Returns ◽  
Stock Market Returns ◽  
Series Analysis ◽  
Long Run ◽  
Short Run

The study utilized time series analysis models and employed the Johansen’s cointegration procedure and the vector error correction model to examine the short-run and long-run dynamics of the relationship between interest rates and stock market returns. The results of this study show that contrary to popular evidence from extant research, interest rate changes positively and significantly affect stock market returns in the long run and the deviation from the long-run equilibrium is corrected each period following a shock to the stock market in the short run. The positive linkages between interest rate changes and stock market outturns may be explained by the relative strength of banking stocks on the Ghana Stock Exchange. The analysis shows that as the long-run equilibrium is approached, the deviations in the short term decrease significantly.

Sign in / Sign up

Export Citation Format

Share Document