Cointegration

RELATIONSHIP BETWEEN EXPORT AND GDP OF TANZANIA SOPHIA IBRAHIM MSc.in Computer Science Abstract This paper analyses the relationship between export and Economic growth of Tanzania and evaluate the relationship of these variables for the period of 2000-2010.It is observed from the data obtained from National Bureau of Statistics website that export is increasing for the period of ten years from(2000 – 2010) likewise GDP is increasing. Therefore these two items relate to each other. It can be concludes

Monetary policy effectiveness and stock market cycles in ASEAN-5 1. Introduction In the real financial cycle, there is an important relationship between the monetary policy and stock market. In different stock market, the effectiveness of monetary policy is different. In the bear stock market period, the monetary policy is more effective than in bull stock market periods. This article analysis how does the monetary policy effect the stock market in the Association of Southeast Asian Nations “ASEAN-5”

Table 3: ARDL Bounds Test for Co-integration Co-integration tests Bound testing for co-integration Diagnostic tests Models FStatistics Lag R2 DW test 7.3806*** 2,2,2,2,1,1 0.99994 1.9644 5.4298** 2,0,2,0,1,1 0.99503 1.9805 5.4930** 0,0,2,1,2,2 0.98491 2.1880 6.5027*** 2,2,2,2,1,1 0.99994 1.9592 8.0358*** 1,1,2,0,1,1 0.99732 2.0646 4.2303* 1,2,0,0,0,0 0.96578 2.2186 Critical value Significance level Lower bounds (0) Upper bounds (1) 1% level 4.030 5.598 5% level 2.922 4.268 10% level

Time Series it is a collection of data measured with the passage of time. Examples of time series stand out in a number of areas, ranging from engineering to economics. The analysis of time series data constitutes an important area of statistics. A time series is a sequential set of data points, measured typically over successive times. It is mathematically it is defined as a group of vectors x (t), t = 0, 1, 2, where t represents the time elapsed [John H. Cochrane,1997]. The variable x t is treated

In the 1990s, the discourse on the relationship between economic growth and environmental degradation expanded exponentially (Cole & Neumayer, 2005; Stern, 2003; 2004). Most of this intellectual confabulation revolved around the Environmental Kuznets Curve, a hypothesis that argues that environmental degradation would increase during an early economic development phase, eventually reaching the ‘turning point’ where improvement in environmental conditions will begin. In other words, the graphical

The time series is a group views sorted by time (and often time periods equal and successive periods vary according to the nature of this phenomenon). And time series have important applications in many areas, including economic, trade and population statistics. As time-series models are typically used to predict the variable values. If the variable to be studied is known determinants, and the factors that affect it, is also used in the case of variable is subject to the expectations of its clients

Table: 1, represents the results of regression analysis carried out with the dependent variables of cnx_auto, cnx_auto, cnx_bank, cnx_energy, cnx_finance, cnx_fmcg, cnx_it, cnx_metal, cnx_midcap, cnx_nifty, cnx_psu_bank, cnx_smallcap and with the independent variables such as CPI, Forex_Rates_USD, GDP, Gold, Silver, WPI_inflation. The coefficient of determination, denoted R² and pronounced as R squared, indicates how well data points fit a statistical model and the adjusted R² values in the analysis

Analysis Of The Current Financial Crisis YourFirstName YourLastName University title Student’s name Professor Subject Date Financial crisis is a situation where the financial value of assets or an economy drops by a significant margin that can cripple the normal functioning of an economy of the affected country. Different economists came forward to explain theories that lead to the different financial crisis especially in the history. These economists include

iteratures on the Impact of Government Expenditure on Economic Growth Thomas Stratmann and Gabriel Okolski (2010) raised questions on the decision of U.S government for spending distinctly when the financial crisis happened in the country. They have made analysis of historical records and made a remark that government spending cannot be an automatic solution for an economic growth even during crisis. Their empirical analysis result showed that government expenditure applied with the expectation of

CHAPTER 1: INTRODUCTION 1.0 Introduction In this chapter, the background, problem statement, objectives and justification of the study are discussed. The general and specific objectives are listed and the scopes of the study are described. 1.1 Background of the Study 1.1.1 Malaysia Economic Growth Malaysian economy was consistently reached a GDP growth of more than 7% followed by the low inflation rate in the 1980s and 1990s. The economy went on to an extensive diversification and continued economic