Dspace @ IIM Kozhikode

Browsing by Subject "vector error correction model"

Browsing by Subject "vector error correction model"

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  • Forecasting the Price of Gold: An error correction approach 
    Gangopadhyay, Kausik; Jangir, Abhishek; Sensarma, Rudra (Indian Institute of Management Kozhikode, 2014)
    Gold prices in Indian market may be influenced by a multitude of factors such as investment decision, inflation hedge and consumption motives. Gold prices are modelled using a vector error correction model. We identify ...