Eli Direye

4 Questions 9 Answers 0 Followers

Questions related from Eli Direye

What are some feasible strategies to build a Social Accounting Matrix where is no Input-Output Table?

I am currently undertaking a research on developing a financial computable general equilibrium model for Papua New Guinea (PNG) for my PhD. My greatest challenge is that PNG's National Statistical...

last month 1,469 1 View

Can I treat the sum of the coefficients of a variable in the Error Correction Model as total short-run effects?

I am working on a project that uses ECM model to inspect the short-run dynamics of money supply (m(t)) to loans (l(t)) since both variables are I(1). Excluding the error correction term, is it...

07 March 2019 8,560 4 View

Is it right to include trend in the VAR model that is restricted to the equations of the endogenous variables that are trend stationary?

I am working on a six-variable VAR model which contains endogenous variables that are all stationary at levels at least at the 5% significance level (ADF test). However, some of these variables...

29 November 2018 8,847 4 View

Shall I use annual growth rate if the variables in natural log forms are not stationary at levels?

Dear scholars, I am working on my Master's thesis on examining the government spending shock on the Papua New Guinea's economy. My baseline variables are government spending; GDP; GDP deflator;...

18 August 2017 9,435 11 View