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VECTOR ERROR CORRECTION MODEL FOR FORECASTING SHEEP NUMBERS IN BULGARIA
Published 2016-01-01“…The aim of this study was to forecast sheep numbers in Bulgaria on 01.11.2016 and on 01.11.2017, using a vector error correction model (VECM). A vector error correction model was constructed to forecast sheep numbers in Bulgaria for 2016 and 2017. …”
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Macroeconomic Determinants of Investment Decisions for Medium and Large Enterprises in Poland’s Manufacturing Sector
Published 2024-12-01“…Cointegration analysis and the Vector Error Correction Model (VECM) are employed to identify macroeconomic indicators that consistently impact the propensity to invest in specific sectors, while also assessing the presence of investment seasonality. …”
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The Relationship between Poverty and Environmental Damage in Indonesia: A VECM Analysis
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Association among financial development, economic growth, ecological footprint, and carbon emissions in India: a VECM analysis
Published 2025-12-01“…Covering the period from 1990 to 2022, the study employs a Vector Error Correction Model (VECM) to identify both short- and long-term cointegration relationships among these variables. …”
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The effect of macroeconomic variables on non performance financing of Islamic Banks in Indonesia
Published 2015-10-01“…Research methodology used at this study is Vector Error Correction Model (VECM). Following these procedures, it applies Unit Roots Test, Augmented Dickey Fuller Test, Lag Length Criteria Test, Correlation Matrix – Johansen Julius Co-integration Test, VECM Estimation, Impulse Response and Variance Decomposition Test. …”
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The effect of macroeconomic variables on non performance financing of Islamic Banks in Indonesia
Published 2015-10-01“…Research methodology used at this study is Vector Error Correction Model (VECM). Following these procedures, it applies Unit Roots Test, Augmented Dickey Fuller Test, Lag Length Criteria Test, Correlation Matrix – Johansen Julius Co-integration Test, VECM Estimation, Impulse Response and Variance Decomposition Test. …”
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Effect of Public Expenditure on Economic Growth in the Case of Ethiopia
Published 2023-01-01“…The time series data were subjected to the Johansen cointegration test and the vector error correction model (VECM) in order to evaluate the short- and long-term correlations between public spending and economic growth in Ethiopia. …”
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The relationship between artificial intelligence and low-skilled employment in South Africa
Published 2024-12-01“…This manuscript explores the relationship between AI adoption, low-skilled employment dynamics, and its implications using key economic indicators such as inflation, interest rates, and foreign direct investment (FDI). Employing the Vector Error Correction Model (VECM) approach from 2012Q1 to 2021Q4, the study's findings reveal a significant negative correlation between artificial intelligence and low-skilled employment in the long run. …”
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Price transmission and market integration analysis of black gram (urad dal) across major Indian states
Published 2025-05-01“…Various statistical tools, including CAGR, decomposition analysis, instability analysis, seasonal indices, correlation analysis, Johansen co-integration, Granger causality, Vector Error Correction Model (VECM), impulse response function, and variance decomposition, were used for data analysis.ResultsThe findings indicate that black gram production and price dynamics are influenced by multiple factors. …”
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