Browsing Research Output by Subject "Cointegration"
Now showing items 1-5 of 5
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Analysis of Bank Failure: An Application of CVAR Methodology On Liquidity
(Virtus Interpress, 2017)In this paper, balance sheet liquidity data was analyzed comprising of 157 Class I and 234 Class II banks. Class I banks are categorized as those with tier 1 capital in excess of $4 billion and internationally active while ... -
Effect of political risk shocks on tourism revenue in South Africa: time series analysis
(The Social Sciences Research Society, 2016)Although political risk has an impact on all types of businesses, political risk affects tourism business performance in terms of tourist arrivals and tourism revenue because tourists are very sensitive to political risk ... -
Estimating Namibia's Equilibrium Real Exchange Rate
(The Clute Institute, 2014)This paper estimates the equilibrium real exchange rate for Namibia for the post independence period (1998 to 2012) using quarterly data. Increases in the ratio of investment to GDP and resource balance are associated with ... -
Household debts– and macroeconomic factors nexus in the United States: a cointegration and vector error correction approach
(OASIS Publishing, 2014)This study applies cointegration and error correction approaches to determine the effect of macroeconomic determinants on household debt in the United States of America. Cointegration analysis provides an effective framework ... -
Interest rate and stock market returns in Namibia
(The Clute Institute, 2014)This paper analyses the causal relationship between interest rate and stock market return in Namibia for the period 1996 to 2012. The analysis was done through cointegrated vector autoregression methods. The analysis reveals ...