Data, Preliminary Results, and Discussion 1

Data, Preliminary Results, and Discussion 1

ISBN13: 9781466660182|ISBN10: 146666018X|EISBN13: 9781466660199
DOI: 10.4018/978-1-4666-6018-2.ch007
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MLA

Taha Chaiechi. "Data, Preliminary Results, and Discussion 1." Post-Keynesian Empirical Research and the Debate on Financial Market Development, IGI Global, 2014, pp.158-179. https://doi.org/10.4018/978-1-4666-6018-2.ch007

APA

T. Chaiechi (2014). Data, Preliminary Results, and Discussion 1. IGI Global. https://doi.org/10.4018/978-1-4666-6018-2.ch007

Chicago

Taha Chaiechi. "Data, Preliminary Results, and Discussion 1." In Post-Keynesian Empirical Research and the Debate on Financial Market Development. Hershey, PA: IGI Global, 2014. https://doi.org/10.4018/978-1-4666-6018-2.ch007

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Abstract

In this chapter, various data sources used are combined into one common database for this study. Methods of adjustments and generating suitable data frequency are discussed. The chapter also presents an overview of quantitative measures of indicators of financial development and other macroeconomic variables. The chapter in particular offers direction on key sector-wide indicators inducing definitions and measurements of these variables. As the pre-requisite of vector autoregression model and impulse response analysis, integer order of integration of all variables are checked. Cointegration is examined in the model, and causality, among variables, is verified later in the chapter.

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