Open AccessApplication of Vector Error Correction Model on Macroeconomic Variables toward Changes in the Composite Stock Price Index
Author(s) -
Andini Cahyaning Pratiwi,
Akhmad Kusuma Wardhana,
Sulistya Rusgianto
Publication year - 2022
Publication title -
daengku
Language(s) - English
Resource type - Journals
ISSN - 2775-6165
DOI - 10.35877/454ri.daengku883
Subject(s) - econometrics , economics , cointegration , exchange rate , error correction model , inflation (cosmology) , granger causality , composite index , variable (mathematics) , stock market , mathematics , monetary economics , composite indicator , mathematical analysis , paleontology , physics , horse , theoretical physics , biology