Stress testing a retail loan portfolio: an error correction model approach

2012 ◽  
Vol 6 (1) ◽  
pp. 3-25 ◽  
Author(s):  
Steeve Assouan
Keyword(s):  
Error Correction ◽  
Stress Testing ◽  
Error Correction Model ◽  
Loan Portfolio ◽  
Correction Model ◽  
Model Approach

scholarly journals Examining Yam Production in Response to Climate Change in Nigeria: A Co-Integration Model Approach

2020 ◽  
Vol 9 (4) ◽  
pp. 42
Author(s):  
Cynthia W. Angba ◽  
Richard N. Baines ◽  
Allan J. Butler
Keyword(s):  
Climate Change ◽  
Error Correction ◽  
Trend Analysis ◽  
Linear Trend ◽  
Error Correction Model ◽  
Series Data ◽  
Integration Model ◽  
Correction Model ◽  
Linear Trend Analysis ◽  
Model Approach

This study addressed yam production in response to climate change in Cross River State using a co-integration model approach. The specific objectives of this paper are to analyze the trend in yam production, annual precipitation, and annual temperature, and to analyze the impact of climate variables on yam production. Time-series data from 1996 to 2017 was used. Based on the analysis, which constituted a linear trend analysis, co-integration test, and error correction model, the study came up with robust findings. The linear trend analysis for yam production revealed a steady increase in output between the years 2005 and 2016. The result of the rainfall trend analysis showed the presence of rainfall variability and irregularity. The trend line for temperature showed an overall downward trend for the period under study. However, the Error Correction Model result showed that temperature was statistically significant and negatively impacted yam production. The study recommends that policymakers should take appropriate steps to encourage the development of pest- and disease-tolerant yam varieties because an increase in temperature leads to the proliferation of insects, pests, and diseases.

scholarly journals Official Development Assistance and Poverty Alleviation in Nigeria: An Error Correction Model Approach

2019 ◽  
Vol XI (1) ◽  
pp. 1
Author(s):  
Aderemi Timothy Ayomitunde ◽  
Yusuf Modupe Ololade ◽  
Sodeinde Gbemi Moses ◽  
Aleshinloye Ibrahim Babatunde (Nigeria)
Keyword(s):  
Error Correction ◽  
Poverty Alleviation ◽  
Development Assistance ◽  
Error Correction Model ◽  
Official Development Assistance ◽  
Correction Model ◽  
Model Approach
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