Vector Error Correction Estimation of the Ukrainian Shadow  Economy Share Using Currency Demand Approach

Andrii Shkurykhin

doi:10.18523/2519-4739312018150652

Vector Error Correction Estimation of the Ukrainian Shadow Economy Share Using Currency Demand Approach

Scientific Papers NaUKMA Economics ◽

10.18523/2519-4739312018150652 ◽

2018 ◽

Vol 3 (1) ◽

pp. 120-125

Author(s):

Andrii Shkurykhin

Keyword(s):

Error Correction ◽

Shadow Economy ◽

Vector Error Correction ◽

Vector Error ◽

Currency Demand ◽

Currency Demand Approach

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A Study of the Impact between the Macroeconomic Variables and the Brazilian Stock Exchange Index Through the Vector Autoregression and the Vector Error Correction

SSRN Electronic Journal ◽

10.2139/ssrn.2404974 ◽

2013 ◽

Author(s):

Rubens Paes Arruda Filho ◽

Fabiano Guasti Lima ◽

Tabajara Pimenta JJnior ◽

Anttnio Carlos Silva Filho

Keyword(s):

Error Correction ◽

Vector Autoregression ◽

Stock Exchange ◽

Vector Error Correction ◽

Macroeconomic Variables ◽

Vector Error ◽

The Impact

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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 ◽

Cited By ~ 1

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 ◽

Default Rate

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Modeling Multivariate Time Series by Vector Error Correction Models (VECM) (Study: PT Kalbe Farma Tbk. and PT Kimia Farma (Persero) Tbk)

Journal of Physics Conference Series ◽

10.1088/1742-6596/1751/1/012013 ◽

2021 ◽

Vol 1751 ◽

pp. 012013

Author(s):

L Loves ◽

M Usman ◽

Warsono ◽

Widiarti ◽

E Russel

Keyword(s):

Time Series ◽

Error Correction ◽

Multivariate Time Series ◽

Error Correction Models ◽

Vector Error Correction ◽

Vector Error ◽

Vector Error Correction Models

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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 ◽

Vector Error

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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 ◽

Vector Error

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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 ◽

Cited By ~ 2

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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Testing for two-regime threshold cointegration in vector error-correction models

Journal of Econometrics ◽

10.1016/s0304-4076(02)00097-0 ◽

2002 ◽

Vol 110 (2) ◽

pp. 293-318 ◽

Cited By ~ 408

Author(s):

Bruce E. Hansen ◽

Byeongseon Seo

Keyword(s):

Error Correction ◽

Threshold Cointegration ◽

Error Correction Models ◽

Vector Error Correction ◽

Vector Error ◽

Vector Error Correction Models

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Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

Journal of Applied Econometrics ◽

10.1002/jae.1238 ◽

2011 ◽

Vol 28 (1) ◽

pp. 62-81 ◽

Cited By ~ 11

Author(s):

Markus Jochmann ◽

Gary Koop ◽

Roberto Leon-Gonzalez ◽

Rodney W. Strachan

Keyword(s):

Variable Selection ◽

Error Correction ◽

Stochastic Search ◽

Error Correction Models ◽

Vector Error Correction ◽

Stochastic Search Variable Selection ◽

Vector Error ◽

The Uk ◽

Vector Error Correction Models ◽

Search Variable

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Optimization for multiport VNA vector error correction

2007 69th ARFTG Conference ◽

10.1109/arftg.2007.5456346 ◽

2007 ◽

Cited By ~ 1

Author(s):

David Blackham

Keyword(s):

Error Correction ◽

Vector Error Correction ◽

Vector Error

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