Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Vector Error Correction model (VECM)"

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Impact of fiscal and monetary policy on stock market performance in Kenya

Maara, Lynette Wanjiru (Strathmore University, 2017)

Given the important role of the stock market to an economy, this study aims to explore the impact of fiscal and monetary policy on the stock market in Kenya. The study uses Structural Vector Error Correction model (VECM) ...