Browsing Economic and Management Sciences by Subject "Vector Error Correction Model"
Now showing items 1-8 of 8
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An application of the Vector Error Correction Model with Garch effects to financial data
(North-West University (South Africa), 2021)The aim of this study is to investigate the relationship of assets, capital, liabilities and liquidity by using monthly time series data for the South African economy. The period examined ranged from 2005 to 2018. The study ... -
The consequential effects of budget deficit on economic growth: a vecm analysis of South Africa
(North-West University (South Africa) Mafikeng Campus, 2016)This study was undertaken to examine the effects of budget deficit on economic growth of South Africa using the Vector Error Correction Model under the VAR framework. This study is relevant because recently, the rate of ... -
Empirical analysis of Macro-Economic Variables towards Agricultural Productivity in South Africa
(North-West University (South Africa), 2019)Agriculture in South Africa since the past decades has contributed less than 3% towards growth of the economy and has not improved since then. Moreover, this is an indication that it is not where it should be as the ... -
Empirical analysis of marco-economic variables towards agricultural productivity in South Africa
(North-West University (South Africa), 2019)Agriculture in South Africa since the past decades has contributed less than 3% towards growth of the economy and has not improved since then. Moreover, this is an indication that it is not where it should be as the ... -
The Factors Influencing Energy Intensity in the South African Manufacturing Industry
(North-West University (South Africa), 2021)The study investigates the determinants of energy intensity in the manufacturing industry. The objectives are to analyse trends, to determine the drivers of manufacturing energy intensity and make policy recommendations. ... -
Financial crisis and household indebtedness in South Africa : an econometric analysis
(2012)The 2007-2008 US subprime mortgage crisis evolved into a financial crisis that negatively affected many economies in the world and therefore it was widely referred to as the global financial crisis. Since the beginning ... -
The impact of exchange rate volatility on foreign direct investment and domestic investment in South Africa
(North-West University (South Africa), 2017)Foreign currency is a crucial part of globalization, thus after the adoption of the free floating system, the country experienced volatility in their currency. As a country known for its openness, foreign trade is an ... -
Sovereign debt and fiscal consolidation in the united states of america and greece: a comparative ecnometric approach
(2015)One of the most challenging macroeconomic policies is sovereign debt reduction. The purpose of this study is to estimate the determinant of government debt in the USA and approximate comparative debt reduction models for ...