Francis Tsiboe

3 Questions 5 Answers 0 Followers

Questions related from Francis Tsiboe

How can I model volatility in an ECM?

I am currently trying to estimate the effect of energy crises on food prices. Given the link between energy and food prices, I am inclined to reason that ECM will be best to estimate the...

27 March 2015 5,993 7 View

How do you estimate the long-term multiplier and speed of adjustment from the vector error correction model?

I am currently working on a paper that requires me to get a measure of long-term multiplier and Speed of adjustment and then find out how some factors between the two integrated market after them

17 September 2014 4,852 3 View

What are the steps involved in establishing that two markets are cointegrated?

I am currently working on a paper that requires me to get a measure of cointegration and then find out how some factors between the two integrated market after the measure of cointegration.

11 September 2014 2,014 3 View