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How do policies influence GDP tail risks?
Caldera Sánchez, Aida; Röhn, Oliver - 2016
This paper explores the relationship between policy settings and extreme positive and negative growth events, what we call GDP tail risks, using quantile regression methods. Conditioning on several country characteristics such as the size, stage of development and openness to trade as well as...
Persistent link: https://www.econbiz.de/10011578170
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Do oil prices predict economic growth? New global evidence
Narayan, Paresh Kumar; Sharma, Susan; Poon, Wai Ching; … - In: Energy Economics 41 (2014) C, pp. 137-146
In this paper, we test whether oil price predicts economic growth for 28 developed and 17 developing countries. We use predictability tests that account for the key features of the data, namely, persistency, endogeneity, and heteroskedasticity. Our analysis considers a large number of countries,...
Persistent link: https://www.econbiz.de/10010729329
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FDI inflow as an international business operation by MNCs and economic growth: An empirical study on Turkey
Temiz, Dilek; Gökmen, Aytaç - In: International Business Review 23 (2014) 1, pp. 145-154
The issue of foreign direct investment (FDI) has been affecting the world economy for years and is a considerable subject for both developed and developing countries. FDI is the fixed form of international business operation made across the national borders made mostly by the multi national...
Persistent link: https://www.econbiz.de/10011049613
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Savings, Investment and Growth in India
Verma, Reetu - In: South Asia Economic Journal 8 (2007) 1, pp. 87-98
lag (ARDL) approach to test for cointegration. Whilst the results support the existing evidence for the Carroll …
Persistent link: https://www.econbiz.de/10010784316
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Foreign direct investment, financial development, and economic growth: a cointegration model
Suliman, Adil H.; Elian, Mohammad I. - In: Journal of Developing Areas 48 (2014) 3, pp. 219-243
proxied by both equity market size (EQM) and bank credit to private sectors (BANK). We use a structural cointegration model …
Persistent link: https://www.econbiz.de/10011213014
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Export-led growth hypothesis: a multivariate cointegration and causality evidence for Jordan
Husein, Jamal - In: Journal of Developing Areas 42 (2009) 2, pp. 253-266
cointegration and error correction models in a multivariate framework, but failed to tackle the important issues of unit root … testing and optimal lag length when testing for cointegration. Following Dhawn and Biswal (1999), this study examines the ELG … data (1969-2005). We utilize Johansen and Saikkonen and Lütkepohl cointegration procedures and error correction modeling to …
Persistent link: https://www.econbiz.de/10011213133
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The role of domestic demand in the economic growth of Malaysia: a cointegration analysis
Wah, Lai Yew - In: International Economic Journal 18 (2001) 3, pp. 337-352
-examines the role of domestic demand in economic growth in Malaysia. Using a three-variable cointegration analysis, the study shows …
Persistent link: https://www.econbiz.de/10009223971
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Remittances, Financial Development and Economic Growth in Bangladesh
Uddin, Gazi Salah; Sjö, Bo - In: South Asia Economic Journal 14 (2013) 2, pp. 261-273
In Bangladesh, remittances from migrant workers are an important component of national income and a source for financing consumption and investment. This article investigates the relationship between remittances, financial sector development and economic growth in Bangladesh over the period of...
Persistent link: https://www.econbiz.de/10011135941
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Does Financial Development Cause Economic Growth? The Case of India
chakraborty, Indrani - In: South Asia Economic Journal 9 (2008) 1, pp. 109-139
concept of Granger Causality after testing for cointegration using both the Engle-Granger and Johansen techniques. The ADF … test for cointegration proposed by Gregory and Hansen (1996) reveals that there has been both the level shift and regime …
Persistent link: https://www.econbiz.de/10011135948
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EXPORT-LED GROWTH HYPOTHESIS IN THE MENA REGION: A MULTIVARIATE COINTEGRATION, CAUSALITY AND STABILITY ANALYSIS
Husein, J - In: Applied Econometrics and International Development 10 (2010) 2
have been misspecified since they tested the ELG hypothesis using bivariate models. Others used multivariate cointegration … third variable. We utilize Johansen and Juselius cointegration procedure and error correction modeling to test the ELG …
Persistent link: https://www.econbiz.de/10008642418