Abstract
The current chapter adopts the vector error correction model (VECM) technique, complemented by impulse response functions and variance decomposition, to investigate the causal relationships between sustainable development goals and gross domestic product per capita.
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Gherghina, Ş.C. (2023). A Vector Error Correction Model (VECM) Approach. In: Quantitative Methods in Finance. Sustainable Finance. Springer, Cham. https://doi.org/10.1007/978-3-031-43864-6_3
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