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Browsing Symposium on Statistical & Computational Modelling with Applications (SymSCMA) by Subject "Cointegration"

Browsing Symposium on Statistical & Computational Modelling with Applications (SymSCMA) by Subject "Cointegration"

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  • Jayasuriya, D.P.S.H.; Perera, S.S.N. (Department of Statistics & Computer Science, University of Kelaniya, Sri Lanka, 2016)
    This paper intends to investigate the factors affecting the US Dollar exchange rate in Sri Lanka, in the period of January 2009 to June 2015, by using the econometric framework of Johanson and Juselius Cointegration, Vector ...

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