annual time series
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Author(s):  
Anuphak Saosaovaphak ◽  
Chukiat Chaiboonsri ◽  
Satawat O. Wannapan

Based on real situations that mankind is confronting with the difficult era; insufficiency in food supplies, natural disasters, epidemic, etc. The paper is to econometrically compute portfolio optimization and predict efficiency frontiers for solving the most sensible scenario to suggest a sustainable policy in the three important pillars such as the growth of economic systems, environmental management, and public healthcare. The main observations are annual time-series information between 2000 and 2017 and collected from three countries in ASEAN. Singapore, Thailand, and Malaysia are the target. Methodologically, this research is to apply the quantum mechanism and the wave function for clarifying a real data distribution; true mean, and standard deviation of the data. These outcomes are the initial raw material for the modern portfolio optimization (for short-run policies) and efficient frontier computation (for long-term policies). Empirically, the results show some exclusive issues that can be the help for managing feasible budget allocations fairly and sustainably.


Based on real situations that mankind is confronting with the difficult era; insufficiency in food supplies, natural disasters, epidemic, etc. The paper is to econometrically compute portfolio optimization and predict efficiency frontiers for solving the most sensible scenario to suggest a sustainable policy in the three important pillars such as the growth of economic systems, environmental management, and public healthcare. The main observations are annual time-series information between 2000 and 2017 and collected from three countries in ASEAN. Singapore, Thailand, and Malaysia are the target. Methodologically, this research is to apply the quantum mechanism and the wave function for clarifying a real data distribution; true mean, and standard deviation of the data. These outcomes are the initial raw material for the modern portfolio optimization (for short-run policies) and efficient frontier computation (for long-term policies). Empirically, the results show some exclusive issues that can be the help for managing feasible budget allocations fairly and sustainably.


MAUSAM ◽  
2021 ◽  
Vol 44 (1) ◽  
pp. 35-38
Author(s):  
BHUKAN LAL

Seasonal and annual surface air temperature of Delhi has been analysed for 90-year period (1901-1990) for finding trends and periodicities. The analysis revealed that frequency distribution of all the four seasons as well as of annual time series is normal. Markov linear-type of persistence is observed in pre and post-monsoon seasons. Recent period {1961-1990) averages of temperature are significantly lower than the long period means in respect of annual, monsoon and pre-monsoon seasons. Decreasing trend is noticed in monsoon and annual temperature time series. Low-pass filter analysis suggests that the trend is not linear but oscillatory consisting periods of 10 years or more.


2021 ◽  
Vol 5 (2) ◽  
pp. 230-242
Author(s):  
Noorulviah Beredhawati Atmaja ◽  
Siti Amallia Tadim ◽  
R. Deden Adhianto

Consumer financing is one of the focuses of BRI Syariah financing distribution because it has a low risk. This is because consumer financing is based on mortgages and multi-purpose financing. This study aims to determine the effect of Musyarakah Financing on Income. This research was conducted at Bank BRI Syariah Indonesia for the period 2014 to 2020. This method uses a descriptive quantitative approach. The development of Islamic banking is also marked by an increase in the distribution of financing. Financing is very important because this financing factor is the key to the development of Islamic banks in the future. Ideally, Islamic bank financing is dominated by musharaka contracts which are run with a profit-sharing system. The data used in this study is secondary data derived from annual reports that can be accessed through the Financial Services Authority website in the form of an annual time series from 2014-2020. This study applies a simple linear regression data analysis method. Based on the results of research using the SPSS Version 20 statistical program, Musyarakah Financing (X) has a positive and significant effect on Income (Y).


2021 ◽  
Vol 4 (4) ◽  
pp. 9-20
Author(s):  
Okafor O. ◽  
Isibor A.

The study investigated the impact of some macroeconomic variables like exchange rate and inflation on the development of the Nigerian agricultural industry. Annual time series secondary data covering a period of 33 years (1986- 2020) was utilized in the study while the Ordinary Least Square (OLS) was the estimation technique used to analyze the data. Findings revealed that the exchange rate was positively significant in impacting the dependent variable while the inflation rate was negatively significant. The interest rate was insignificant in impacting the agricultural sector. From the findings, one recommendation arrived at was that the monetary authorities should make policies that would reduce inflation, for example, reduction of the money supply. Reduced inflation would positively impact the development of the agricultural sector as it would boost and increase the consumption of agricultural products.


Author(s):  
Whajah Samuel Miezah

International trade is a cross-border exchange of goods and services. Ghana, a developing country, is no different from countries that rely heavily on international trade. The study seeks to analyze data obtained from the secondary annual time series for the period 1990 to 2020. Through multiple regression analysis between the trade and the economic growth, Augmented Dickey fuller test, Johansen co-integration test, Vector auto regression test, and Co-variance analysis Vector error cointegration test were used to verify the main hypothesis. The emphasis reveals positive effect of trade on the GDP of Ghana thereby having significant impact on the Ghanaian economy.


2021 ◽  
Vol 5 (3) ◽  
pp. 76-89
Author(s):  
Goran Miladinov

The article analyses the effect of unemployment by sex and marriage rate on fertility changes in Greece and Turkey. The empirical part of the study is based on annual time series data retrieved from the World Bank and National Statistical Offices of Turkey and Greece for 1991–2019. Canonical Cointegrating Regression model is applied for the two countries separately, allowing to quantify the effects of the determinants (crude marriage rate and unemployment rate by sex) on the variation of fertility rate. CCR models show these determinants to be the most significant factors of fertility dynamics in both countries. The results from Engle-Granger and the Phillips-Ouliaris tau (t-statistics) tests confirm the cointegration, i.e., long-term relationship between the variables only for Turkey’s CCR model. However, it was found that in Greece, female unemployment impacts fertility rate negatively and male unemployment has a positive effect on fertility rate; for Turkey modelling shows the opposite relationship. The results of the study suggest that economic uncertainties might be one of the factors contributing to fertility decline in these countries, long-term or in the coming years.


2021 ◽  
Vol 3 (2) ◽  
pp. 106-118
Author(s):  
Asma Awan ◽  
Hafiz Khalil Ahmad ◽  
Altaf Hussain ◽  
Muhammad Yousuf Khan Marri

This study is an endeavor to examine joint determination of prices, money supply and output in Pakistan during 1975-2019 by using macro-economic model and annual time series data. Three Stage Least Square (3SLS) method is utilized to estimate simultaneous model of prices, money supply and output nexus. Our results strongly support significant positive association between prices and money supply thus supports monetarist view that growth in money supply causes inflation and rising behavior of prices is detrimental to real output. The accelerated inflation has obstructed real output and reduced output levels has further caused jump in price levels during the investigated period. The empirical results also supports significant bi-directional relationship between prices and money supply. Prudent monetary policy is need of hour to stabilize prices in order to minimize its adverse impacts on real output.


Climate ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 137
Author(s):  
Anthony Brazel ◽  
Roger Tomalty

The objective of this study was to evaluate long-term change in shortwave irradiance in central Arizona (1950–2020) and to detect apparent dimming/brightening trends that may relate to many other global studies. Global Energy Budget Archives (GEBA) monthly data were accessed for the available years 1950–1994 for Phoenix, Arizona and other selected sites in the Southwest desert. Monthly data of the database called gridMET were accessed, a 4-km gridded climate data based on NLDAS-2 and available for the years 1979–2020. Three Agricultural Meteorological Network (AZMET) automated weather stations in central Arizona have observed hourly shortwave irradiance over the period 1987–present. Two of the rural AZMET sites are located north and south of the Phoenix Metropolitan Area, and another site is in the center of the city of Phoenix. Using a combination of GEBA, gridMET, and AZMET data, annual time series demonstrate dimming up to late 1970s, early 1980s of −30 W/m2 (−13%), with brightening changes in the gridMET data post-1980 of +9 W/m2 (+4.6%). An urban site of the AZMET network showed significant reductions post-1987 up to 2020 of −9 W/m2 (3.8%) with no significant change at the two rural sites.


2021 ◽  
Vol 4 (3) ◽  
pp. p1
Author(s):  
Mehdi Monadjemi ◽  
John Lodewijks

The purpose of this article is to select a sample of low inflation countries and high inflation countries and examine the long run validity of the relative Purchasing Power Parity doctrine. We explore the notion that countries with historically low inflation experience strong and stable currency and those with a continuous high inflation face weak and depreciating currencies. After a review of the literature, a theoretical model is developed for the relationship between inflation and exchange rate changes. This is followed by some graphical annual time series and empirical results for selected countries. We find our hypothesis is supported for high inflation countries. We then explore productivity differences and their impact on real exchange rates.


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