Search Results

Foreign exchange rates with the Taylor rule and VECMs,
Fabio Massimo Piersanti, Massimiliano Rizzati and Siwat Nakmai, from University Library of Munich, Germany (2016)
Keywords: Foreign exchange rates, the Taylor rule, VECMs

Causality between Prices and Wages: VECM Analysis for EU-12,
Adriatik Hoxha, in Theoretical and Applied Economics (2010)
Keywords: causality; co-integration; granger; determinants of inflation; VECM.

Impact of FDI on Employment Level in Bangladesh: A VECM Approach,
Kazi Mohammed Kamal Uddin and Munem Ahmad Chowdhury, in International Journal of Applied Economics, Finance and Accounting (2020)
Keywords: Employment, FDI, Trade openness, VECM, Cointegration, Bangladesh.

VECM Analysis to House Price Index. Case of Tirana,
Egerta Marku, Llesh Lleshaj and Arjana Lleshaj, in European Journal of Marketing and Economics Articles (2020)
Keywords: Real Estate, VECM model, house price index.

On the Nexus of Education and Health Expenditure - School Enrolment in Ghana: VECM Approach,
Olawunmi Omitogun and Adedayo Emmanuel Longe, in Business & Management Compass (2017)
Keywords: Health, Education, School Enrolment, VECM

Causal relationship between wages and prices in R. Macedonia: VECM analysis,
Dushko Josheski and Snezana Bardarova, from ZBW - Leibniz Information Centre for Economics (2013)
Keywords: Granger causality, wages, prices, VECM

Effect of transportation infrastructure on economic growth in India: The VECM approach,
Rudra P. Pradhan and Tapan Bagchi, in Research in Transportation Economics (2013)
Keywords: Transport infrastructure; Economic growth; VECM;

Effects of Technological Shock on Employment: Application of Structural Approach VECM,
Sirine Mnif, Chiraz Feki and Ines Abdelkafi, in Journal of the Knowledge Economy (2018)
Keywords: Technological innovations, Employment, Structural VECM

Inflation Transmission in the EMU: A Markov-Switching VECM Analysis,
Andreas Thams, from University Library of Munich, Germany (2007)
Keywords: Inflation transmission, monetary integration, MS-VECM, cointegration, euro area

Estimating the output gap in the Polish economy: the VECM approach,
Michał Gradzewicz and Marcin Kolasa, from University Library of Munich, Germany (2004)
Keywords: Output gap, VECM, production function, Permanent-Transitory Decomposition

On the macroeconomic determinants of the housing market in Greece: a VECM approach,
Theodore Panagiotidis and Panagiotis Printzis, in International Economics and Economic Policy (2016)
Keywords: Housing market, Greece, VECM, Impulse response function, Granger causality

On the Macroeconomic Determinants of the Housing Market in Greece: A VECM Approach,
Theodore Panagiotidis, from Hellenic Observatory, LSE (2015)
Keywords: Housing Market · Greece · VECM · impulse response function Granger causality

The cyclical position of housing prices – a VECM approach for Hungary,
Tamas Berki and Tibor Szendrei, from Magyar Nemzeti Bank (Central Bank of Hungary) (2017)
Keywords: housing prices, VECM, error correction, housing loans, cyclical position

Forecasting the South African Economy with VARs and VECMs,
Rangan Gupta, from University of Pretoria, Department of Economics (2006)
Keywords: VECM and BVECM, VAR and BVAR Model, Forecast Accuracy, BVECM

A Panel VECM Analysis of Competition, Access to Finance and Economic Growth in BRICS,
Farai Kwenda, in Acta Universitatis Danubius. OEconomica (2018)
Keywords: economic growth; competition; access; finance; panel VECM

Causal relationship between prices and wages: VECM analysis for Germany,
Hoxha Adriatik, in EuroEconomica (2010)
Keywords: Causality, Co-integration, Granger, Determinants of Inflation, VECM

Exchange Rate Uncertainty and the Demand for Money in Bangladesh: An Analysis of VECM Model,
Dilruba Yesmin Smrity and Muhaiminul Islam Selim, in Asian Journal of Economic Modelling (2020)
Keywords: Exchange rate uncertainty, Demand for money, VECM, Bangladesh.

Effect of Deficit Financing on Economic Growth in Bangladesh: Cointegration and VECM Approach,
Md Mahbub Alam, Md Nazmus Sadekin, Rabiul Islam and Syed Moudud-Ul-Huq, in FIIB Business Review (2022)
Keywords: Economic growth; domestic debt; external debt; VECM

The Impact of Foreign Aid on Economic Growth in Morocco: Econometric Analysis Using VECM,
Kawthar Aghoutane and Mohamed Karim, in International Journal of Economics and Finance (2017)
Keywords: foreign aid, ODA, economic growth, VECM, Morocco

Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany,
Fang Xu, from Christian-Albrechts-University of Kiel, Department of Economics (2005)
Keywords: stock returns, consumption-wealth ratio, VECM

Interactions between electricity generation sources and economic activity in Greece: A VECM approach,
António Marques, José Alberto Fuinhas and Angeliki N. Menegaki, in Applied Energy (2014)
Keywords: Electricity generation; Conventional and renewable sources; VECM; Greece;

Causal relationship between wages and prices in R. Macedonia: VECM analysis,
Dushko Josheski and Snezana Bardarova, from University Library of Munich, Germany (2013)
Keywords: Granger causality, wages, prices, cointegration, VECM

Exchange Rate Pass-Through to Domestic Prices: Evidence from VECM,
Elvin Sindala, Gabriel Musonda, Matrina Mumba and Moono Basila, from University Library of Munich, Germany (2024)
Keywords: Price; exchange rate; local production; VECM

Fiscal Decentralisation and Economic Development in Nigeria: Empirical Evidence from VECM Model,
Hammed Adetola Adefeso and Olufemi Saibu, in Acta Universitatis Danubius. OEconomica (2014)
Keywords: fiscal decentralization; economic development; cointegration; VECM

Economic Growth, Foreign Investments and Exports in Romania: A VECM Analysis,
Oana Popovici and Adrian Cantemir Călin, in Romanian Economic Journal (2016)
Keywords: VECM, GDP, foreign direct investment, export

Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches,
Diana Balioz, in Visnyk of the National Bank of Ukraine (2022)
Keywords: forecasting VAR, forecast evaluation, commodities, VECMs

Tax Αvoidance and Transfer Pricing: A VECM Regression Model,
N. Eriotis, S. Missiakoulis, I. Ntokas, M. Tzavaras, D. Vasiliou and El Thalassinos, in International Journal of Finance, Insurance and Risk Management (2021)
Keywords: Transfer pricing, tax evasion, tax administration, tax audits, Greece, affiliated companies, independent companies, VECM model.

Mortgage lending and house prices in Albania - a co-integrated analysis based on VECM,
Erjona Rebi, in Eastern Journal of European Studies (2014)
Keywords: housing price, bank financing, VECM, country experience Albania

Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price,
Aynur Pala, in International Journal of Energy Economics and Policy (2013)
Keywords: Crude oil price; food price; structural break; VECM

An Econometric Analysis of Inflation and Unemployment in Lebanon: A Vector Error Correction Model (VECM),
Mohammad Khanssa, Wafaa Nasser and Abbas Mourad, in International Journal of Economics and Finance (2018)
Keywords: unemployment, inflation, cointegration, Vector Error Correction Model (VECM), Granger causality

The effect of monetary policy on the private sector investment in Morocco: VECM approach,
Jalal Brhouri, IDRISSI Zineb El, Mohamed Oudrar, Tabyaoui Hajar, Nabil BOUAYAD Amine and OUDRA Mohamed Ait, in Edelweiss Applied Science and Technology (2024)
Keywords: Economic growth, Morocco, Monetary policy, Private investment, VECM.

On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?,
Andreia Teixeira Marques Dionísio, from University of Evora, CEFAGE-UE (Portugal) (2010)
Keywords: Globalization; Market integration; VECM; Mutual information; SSA technique.

Short-Term macroeconomic evaluation of the German minimum wage with a VAR/VECM,
Alexander Herzog-Stein and Camille Logeay, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2019)
Keywords: Minimum Wage, VAR, VECM, Wage, Price, Employment, Macroeconomics, Germany

The Role of Endogenous Technology in Making Sustained Economic Growth in Sub‒Saharan Africa: Panel GMM and VECM Approaches,
Urgaia R. Worku, in World Journal of Business and Management (2022)
Keywords: Economic growth, Panel VECM, GMM, SSA

The causal linkage between trade openness and economic growth in Argentina: Evidence from the ARDL and VECM techniques,
Hlalefang Khobai and Nomahlubi Mavikela, from University Library of Munich, Germany (2017)
Keywords: Trade Openness; Economic growth; ARDL; VECM; Argentina

Asymmetric Effect in the Relationship between Oil Prices and Activity: An Estimate of the VECM Model for Eight Emerging Countries,
Mouldi Djelassi and Mdalla Omrani, in Business and Economic Research (2019)
Keywords: Oil prices, VECM, Nonlinearity, Emerging country

The causal linkage between trade openness and economic growth in Argentina: Evidence from the ARDL and VECM techniques,
Hlalefang Khobai and Nomahlubi Mavikela, from Department of Economics, Nelson Mandela University (2017)
Keywords: Trade Openness, Economic growth, ARDL, VECM, Argentina

Do gold prices respond to real interest rates? Evidence from the Bayesian Markov Switching VECM model,
Nicholas Apergis, Arusha Cooray, Naceur Khraief and Iraklis Apergis, in Journal of International Financial Markets, Institutions and Money (2019)
Keywords: Gold; Interest rates; MS-VECM model;

FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis,
Md Asaduzzaman, from University Library of Munich, Germany (2019)
Keywords: Gross Domestic Product (GDP) growth; Foreign Direct Investment (FDI), Real Effective Exchange Rate (REER); Trade Openness (TOP); Vector Error Correction Model (VECM) Model; Bangladesh Economy

Determinants of Nominal Effective Exchange Rate in Uganda (2000-2017): A Vecm Approach,
Sawuya Nakijoba, in Applied Economics and Finance (2018)
Keywords: exchange rate, VAR, VECM, MPTM, Mundell- Fleming model, Johansen and Juselius cointegration

The Analysis of the Influence of Foreign Direct Investment on Polish Economy in 1996-2010 using VECM Methodology,
Bartlomiej Marona and Agnieszka Bieniek, in Acta Universitatis Nicolai Copernici, Ekonomia (2013)
Keywords: foreign direct investment, unemployment, GDP, import, export, research and development, VAR model, VECM model.

Forecasting carbon emission and industrial production using VECM: The case of Bangladesh,
Md Murad, Abdullah Abm, Stephen Boyle and Carmen Reaiche Amaro, in Journal of Developing Areas (2015)
Keywords: CO2 emissions, industrial production, forecasting with VECM, Granger causality, long-run equilibrium, Bangladesh

Bank loans and the effects of monetary policy in China: VAR/VECM approach,
Lixin Sun, J.L. Ford and David G. Dickinson, in China Economic Review (2010)
Keywords: China's monetary policy Transmission mechanisms Bank lending channel VAR/VECM Cointegration

Human Capital and Economic Growth in Romania: A Vector Error Correction Model (VECM),
Dalina Andrei, in HOLISTICA – Journal of Business and Public Administration (2022)
Keywords: human capital, economic growth, Cobb-Douglas production function, vector error correction model (VECM)

Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis,
Kadiri Hamza, Oukhouya Hassan, Belkhoutout Khalid and Himdi Khalid El, in Economics (2024)
Keywords: Stock market indices, Contagion effects, Co-integration tests, Vector Error Correction Model (VECM), Granger causality

VECM-TSV Models for Two Polish Official Exchange Rates,
Anna Pajor, from University of Lodz (2006)
Keywords: Vector error correction model (VECM); Stochastic Volatility Processes; Exchange rates; Bayesian inference

Monetary policy and inflation in South Africa: A VECM augmented with foreign variables,
Annari De Waal and Renee van Eyden, from University of Pretoria, Department of Economics (2012)
Keywords: South Africa, monetary policy, structural cointegrated vector autoregressive model, augmented VECM, VECX*

Relationship between Energy Consumption, Foreign Direct Investment, and Labor Force Participation Using the VECM Model: Empirical Study in OECD Countries,
Heru Wahyudi and Widia Anggi Palupi, in International Journal of Energy Economics and Policy (2023)
Keywords: Granger Causality;, VECM;, Energy;, FDI;, OECD

Does an Economic and Political Affairs Matter in Determining the Tax Revenue of Jammu and Kashmir State (India): An Approach through VECM Model,
Samir Ul-Hassan and Biswambhara Mishra, in Iranian Economic Review (IER) (2018)
Keywords: Tax Revenue; economic; VECM; Political Stability; Law and Order; Co-Integration

Finance-Growth Nexus and Globalization in Brazil, India, Philippines, Thailand, and Turkey: Evidence from VECM Cointegration Analysis,
Takashi Fukuda, in Journal of Economics and Financial Analysis (2020)
Keywords: Economic Growth; Financial Development; Globalization; VECM; Cointegration; Granger Causality.

American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM,
Chetan Kumar G.K., Rangappa K.B. and Suchitra S., from University Library of Munich, Germany (2022)
Keywords: Covid-19, bi-lateral trade, major economies, emerging economies, GDP, VECM.

Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data,
Andrei Shulgin, in Russian Journal of Money and Finance (2018)
Keywords: VECM, sterilized interventions, interventions' effectiveness, foreign currency repos

Causal relationship between wages and prices in UK: VECM analysis and Granger causality testing,
Dushko Josheski, Darko Lazarov, Risto Fotov and Cane Koteski, from University Library of Munich, Germany (2011)
Keywords: VECM, Granger causality, real wages, prices, cointegration , OLS

American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM,
G.K. Chetan Kumar, K.B. Rangappa and Suchitra S, in Theoretical and Applied Economics (2022)
Keywords: Covid-19, bi-lateral trade, major economies, emerging economies, GDP, VECM.

Cointegration analysis and VECM of FDI, employment, export and GDP in Croatia (2002–2017) with particular reference to the global crisis and poor macroeconomic governance,
Marinko Skare, Justyna Franc-Dabrowska and Dajana Cvek, in Equilibrium. Quarterly Journal of Economics and Economic Policy (2020)
Keywords: FDI; VECM model; macroeconomic variables; long-term equilibrium; crisis

Does remittance drive economic growth in emerging economies: Evidence from FMOLS and Panel VECM,
Kalandi Charan Pradhan, in Theoretical and Applied Economics (2016)
Keywords: Remittance, economic growth, FMOLS, co-integration, panel VECM.

Long run and Short run Macroeconomics Determinants of Economic Growth in the USA: Cointegration and VECM Analysis,
Sayef Bakari and Sofien Tiba, from University Library of Munich, Germany (2019)
Keywords: Macro Determinants, Economic Growth, Cointegration Analysis, VECM, USA.

Finance-Growth-Crisis Nexus in Asian Emerging Economies: Evidence from VECM and ARDL Assessment,
Takashi Fukuda and Jauhari Dahalan, in International Journal of Business and Economic Sciences Applied Research (IJBESAR) (2012)
Keywords: Finance-growth nexus, financial crisis, Asia, VECM, ARDL

Evaluation of the relationship between energy consumption, economic growth, and CO2 emissions in China’ transport sector: the FMOLS and VECM approaches,
Zhimin Peng and Qunqi Wu, in Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development (2020)
Keywords: CO2 emissions, Energy consumption, Economic growth, Transport sector, FMOLS, VECM

The Effect of Oil Price Shocks on Saudi Arabia’s Economic Growth in the Light of Vision 2030 “A Combination of VECM and ARDL Models”,
Faiez Ahmed Elneel and Abdullah Fahad AlMulhim‎, in Journal of the Knowledge Economy (2022)
Keywords: Oil price shocks, Economic growth, KSA, Vision 2030, ARDL, VECM

A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart,
Wenyang Huang, Huiwen Wang and Shanshan Wang, in Financial Innovation (2024)
Keywords: OHLC data, Structural modeling, Unconstrained transformation, Candlestick chart, VAR, VECM

Internal rates of return for public R&D from VECM estimates for 17 OECD Countries,
Thomas Ziesemer, in Economic Change and Restructuring (2024)
Keywords: Public R&D, Growth, VECM, Internal rates of return

EXPLORING THE LINK BETWEEN FINANCIAL INCLUSION AND FOOD SECURITY IN ALGERIA A VECM Approach1,
Chetouane Hania, Boniface Ngah and Sonia Chetouane, from HAL (2024)
Keywords: financial inclusion food security prevalence of undernourishment Vector Error correction model (VECM) Algeria JEL Classification Codes: B26 C58 D53 E44 L66,financial inclusion,food security,prevalence of undernourishment,Vector Error correction model (VECM),Algeria JEL Classification Codes: B26,C58,D53,E44,L66

LONG-RUN AND SHORT-RUN CAUSALITY BETWEEN STOCK PRICE INDICES AND MACROECONOMIC VARIABLES: EVIDENCE OF PANEL VECM ANALYSIS FROM BOSNIA AND HERZEGOVINA, CROATIA, NORTH MACEDONIA AND SERBIA,
Goran Mojanoski, in Economic Review: Journal of Economics and Business (2022)
Keywords: panel VECM, stock index, macroeconomic variables

The influence of global financial crisis on Jordanian equity market: VECM approach,
Hussain Ali Bekhet and Ali Matar, in International Journal of Monetary Economics and Finance (2013)
Keywords: VECM; vector error correction model; stock price index; SPI; Granger causality; global financial crisis; equity markets; Jordan; gross domestic product; GDP; money supply; exchange rate; consumer price index.

Does Sudan’s Removal from State Sponsors of Terrorism Designation Affect Foreign Direct Investment (FDI)? “A Multivariate Analysis Combining VECM and ARDL Analysis” (1974–2019),
Faiez Ahmed Elneel, in Journal of the Knowledge Economy (2024)
Keywords: Foreign direct investment, Sudan, Bashir’s regime, Openness, VECM, ARDL

Explaining the Relationship between Public Expenditure and Economic Growth in Kenya using Vector Error Correction Model (VECM),
Christine Nanjala Simiyu, in International Journal of Economic Sciences (2015)
Keywords: Vector Error Correction Model (VECM), Granger Causation, Public expenditures Components, Economic Growth, Kenya

Effects of Changes in the Exchange Rates on the Banks\' Profitability in Short-Term and Long Term: VECM Approach (in Persian),
Mohammad Babazadeh, Farshid Farokhnejad and Mohammad Ebrahim Aghababaei, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2011)
Keywords: Exchange Rate, Foreign Exchange Profitability, Foreign Exchange Position, Foreign Exchange Resources, VECM

The determinants of non-life insurance consumption: A VECM analysis in Central and South-Eastern Europe,
Jordan Kjosevski and Mihail Petkovski, in Acta Oeconomica (2015)
Keywords: non-life insurance demand, Central and South-Eastern European countries, cointegration, VECM

Modeling the Real Effective Exchange Rate of UK on the basis of theory of BEER(behavioral equilibrium exchange rate) using VECM,
Zhantleuova A.K., in Economic Review(National Bank of Kazakhstan) (2020)
Keywords: real effective exchange rate, BEER model, VECM, реальный эффективный обменный курс, модель поведенческого обменного курса

Explaining the Relationship between Public Expenditure and Economic Growth in Kenya using Vector Error Correction Model (VECM),
Christine Simiyu, from International Institute of Social and Economic Sciences (2015)
Keywords: Vector Error Correction Model (VECM), Granger Causation, Public expenditures, Economic Growth, Kenya.

Cobb-Douglas production function revisited, VAR and VECM analysis and a note on Fischer/Cobb-Douglass paradox,
Dushko Josheski, Darko Lazarov and Cane Koteski, from University Library of Munich, Germany (2011)
Keywords: Fisher/Cobb-Douglas Paradox,cointegration, VAR,VECM,ADF test , unit root,

Analyse et Modélisation du Progrès Technique au Maroc: Les Enseignements d’un Modèle VECM,
Zouhair Dahani, Mohamed Dehhaoui and Ahmed Bousselhami, in Journal of Academic Finance (2020)
Keywords: Progrès technique, innovation, ouverture commerciale, productivité globale des facteurs de production, VECM, Maroc.

Sustainable Food Security: Balancing Desalination, Climate Change, and Population Growth in Five Arab Countries Using ARDL and VECM,
Faten Derouez and Adel Ifa, in Sustainability (2024)
Keywords: food security; climate change; ability of renewable energy desalination plants; five Arabic countries; ARDL; VECM

The Effects of Energy Consumption, Economic Growth and Financial Development on CO 2 Emissions in China: A VECM Approach,
Jianhui Jian, Xiaojie Fan, Pinglin He, Hao Xiong and Huayu Shen, in Sustainability (2019)
Keywords: financial development; carbon dioxide emissions; energy consumption; economic growth; VECM model

Industry-Specific and Macroeconomic Determinants of Non-Performing Loans: A Comparative Analysis of ARDL and VECM,
Changjun Zheng, Probir Kumar Bhowmik and Niluthpaul Sarker, in Sustainability (2019)
Keywords: loan expansion; GDP; NPL; ARDL; VECM; Johansen test of co-integration; unit root

US–Euro Area Monetary Policy Interdependence – New Evidence from Taylor Rule Based VECMs,
Ansgar Belke and Yuhua Cui, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2009)
Keywords: Monetary policy, interdependence, European Central Bank, Federal Reserve, Taylor rule, VECM

The effect of precipitation and temperature on wheat yield in Turkey: a panel FMOLS and panel VECM approach,
Hasan Gökhan Doğan and Arzu Kan, in Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development (2019)
Keywords: Agricultural policy, Precipitation, Panel cointegration–FMOLS–VECM, Temperature, Turkey, Wheat yield

Does a sanitary crisis drive oil prices and carbon emissions in the USA? Evidence from VECM modeling,
Imen Gam, in Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development (2022)
Keywords: COVID-19 infections, Oil price, Carbon emission, Economic growth, VECM, Granger causality

The Efficiency Evaluation of Exchange Rate and Interest Rate of Monetary Transmission Channels through the VECM Analysis: Application for Turkey,
Magsud Gubadli, Elchin Suleymanov and Nigar Mutallimova, in Academic Journal of Economic Studies (2020)
Keywords: Monetary Transmission Channels, VECM, Exchange Rate Channel, Interest Rate Channel, Turkey Economy

ARDL and VECM Investigation of the Environmental Kuznets Curve Hypothesis in Egypt, India, Mexico, Pakistan, Thailand, and Turkey: Financial Development, Globalization, and Government Expenditure Implications for Sustainable Development,
Takashi Fukuda, in Energy Technologies and Environment (2024)
Keywords: ARDL; VECM; Environmental Kuznets Curve Hypothesis; Sustainable Development; Emerging Economies

Développement des Infrastructures de Télécommunication et Croissance Economique dans les Pays de l’UEMOA: une Analyse de la Causalité sur Données de Panel à partir d’un VECM,
Eudoxie Bessan Ayédoun and Christian Ayédoun, from University Library of Munich, Germany (2021)
Keywords: Telecommunication infrastructure, economic growth, ACP, WAEMU, VECM panel.

Crude Oil Price Fluctuation and Unemployment Nexus in Nigeria: Evidence from VECM Technique,
Rabiu Maijama’a and Kabiru Saidu Musa, in Energy Economics Letters (2020)
Keywords: Crude oil price fluctuation, Unemployment, Kwiatkowski Philip schmidt shin, Johansen test for cointegration VECM technique, Variance decompositions, Impulse response functions.

A support vector machine-based ensemble prediction for crude oil price with VECM and STEPMRS,
Dongkuan Xu, Tianjia Chen and Wei Xu, in International Journal of Global Energy Issues (2015)
Keywords: crude oil prices; price forecasting; price prediction; STEPMRS; VECM; SVM; support vector machines; spot prices; financial indicators.

Testing for VECM Granger Causality and Cointegration Between Economic Growth and Renewable Energy: Evidence from MENA Net Energy Importing Countries,
Badry Hechmy, in Econometric Research in Finance (2019)
Keywords: renewable energy, economic growth, cointegration test, causality test, VECM, MENA-NEIC

Examining the Correlation among Economic Development, Foreign Direct Investment, and CO 2 Emissions by Utilizing the VECM Model—Empirical Study in Vietnam,
Trang Tran, Thao Huong Phan, Thao Viet Tran and Anh Tram Thi Le, in Sustainability (2022)
Keywords: economic growth; foreign direct investment; CO 2 emission; VECM model; long-term impact

The Impact of Electric Vehicle Demand and Battery Recycling on Price Dynamics of Lithium-Ion Battery Cathode Materials: A Vector Error Correction Model (VECM) Analysis,
Jung Youn Mo and Wooyoung Jeon, in Sustainability (2018)
Keywords: lithium ion battery; lithium price; cobalt price; electric vehicle demand; battery recycling; granger causality; VECM

The Cashless Policy and Foreign Direct Investment in Nigeria: A Vector Error Correction Model (VECM) Approach,
Ezie Obumneke, Adeniji Sesan Oluseyi and Oniore Jonathan Ojarikre, in International Journal of Financial Economics (2014)
Keywords: Automated teller machine (ATM), Interbank transfer (IBT), Mobile money (MM), Foreign direct investment (FDI), Vector error correction model (VECM), and granger causality

The impact of stock market development and inflation on economic growth in India: evidence using the ARDL bounds testing and VECM approaches,
Rudra P. Pradhan, Flávio De São Pedro Filho and John H. Hall, in International Journal of Economics and Business Research (2014)
Keywords: stock markets; money supply; economic growth; inflation; autoregressive distributive lag; ARDL; vector autoregressive error correction model; VECM; India; stock market development.

Relationships between Causal Factors Affecting Future Carbon Dioxide Output from Thailand’s Transportation Sector under the Government’s Sustainability Policy: Expanding the SEM-VECM Model,
Pruethsan Sutthichaimethee and Danupon Ariyasajjakorn, in Resources (2018)
Keywords: CO 2 emissions; SEM-VECM model; long-term relationship; economic growth; policy modeling