An Application of the Two-Regime Threshold Vector Error Correction Model to Analyze Asymmetric Price Transmission of Milk in Zanjan Province of Iran

International Journal of Agricultural Management and Development ◽

10.5455/ijamd.159562 ◽

2015 ◽

Vol 5 (3) ◽

pp. 187

Author(s):

Moharram Ainollahi ◽

Mohammad Ghahremanzadeh

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Price Transmission ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Asymmetric Price Transmission

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Analysis on the price transmission between vertical marketing chains in fishery market using Threshold Vector Error Correction Model: Application to Squid and Oyster

Ocean Policy Research ◽

10.35372/kmiopr.2015.30.2.001 ◽

2015 ◽

Vol 30 (2) ◽

pp. 1-25

Author(s):

강대운 ◽

Byeong-il Ahn

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Price Transmission ◽

Vector Error Correction Model ◽

Model Application ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Marketing Chains

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Price Transmission and Market Integration of Yellow Maize in Southwest, Nigeria: Co-integration and Vector Error Correction Model Approach

European Journal of Economics and Management Sciences ◽

10.20534/ejems-17-2-14-23 ◽

2017 ◽

pp. 14-23

Author(s):

S. O. Akinbode ◽

C. P. Adekunle

Keyword(s):

Error Correction ◽

Market Integration ◽

Error Correction Model ◽

Price Transmission ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Southwest Nigeria ◽

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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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Direct air transport and demand interaction: A vector error-correction model approach

Journal of Air Transport Management ◽

10.1016/j.jairtraman.2012.12.005 ◽

2013 ◽

Vol 28 ◽

pp. 14-19 ◽

Author(s):

Tay T.R. Koo ◽

David T. Tan ◽

David Timothy Duval

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Air Transport ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

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An Econometric Analysis of Food Security Determinants in Malaysia: A Vector Error Correction Model Approach (VECM)

Asian Social Science ◽

10.5539/ass.v11n23p1 ◽

2015 ◽

Vol 11 (23) ◽

Author(s):

Noor Thoyibbah Abdul Wahab ◽

Shri-Dewi Applanaidu ◽

Nor’Aznin Abu Bakar

Keyword(s):

Food Security ◽

Error Correction ◽

Error Correction Model ◽

Econometric Analysis ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

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PENGARUH PERTUMBUHAN PDB DAN INFLASI TERHADAP PERTUMBUHAN PERBANKAN SYARIAH DI INDONESIA PERIODE TAHUN 2013-2015

Jurnal Ekonomi Syariah Teori dan Terapan ◽

10.20473/vol6iss20194pp763-773 ◽

2020 ◽

Vol 6 (4) ◽

pp. 763

Author(s):

Amri Ahmadi ◽

Sri Herianingrum

Keyword(s):

Gross Domestic Product ◽

Error Correction ◽

Error Correction Model ◽

Third Party ◽

Islamic Banking ◽

Vector Error Correction Model ◽

Correction Model ◽

Vector Error Correction ◽

This research used a quantitative approach, and the aim of research was to find out the estimation, the magnitude of the GDP growth influenced, and the inflation on the growth of Islamic banking in Indonesia. In this research used the VECM (Vector Error Correction Model) with method focused by testing hypotheses.The results showed that GDP variable and Inflation variable was influenced significantly and positively on profits and DPK.Keyword: Gross Domestic Product, inflation, profit, third party funds, VECM.

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