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Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?

Jee, Hui-Siang Brenda; Lau, Evan; Puah, Chin-Hong; Abu … - Volkswirtschaftliche Fakultät, … - 2010

This study empirically examines the relation between the domestic fuel prices with the ten disaggregated economic sectors in Malaysia with the spanning of data from 1990:Q1 to 2007:Q4. We found that only three sectors (agriculture, trade and other services sectors) are cointegrated with the fuel...

Persistent link: https://www.econbiz.de/10008536065

Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India

Tiwari, Aviral; Shahbaz, Muhammad - Volkswirtschaftliche Fakultät, … - 2010

, we applied ARDL bounds testing approach to cointegration and robustness of ARDL approach is examined through Johansen and … consumers’ prices and inflation. This gives an indication to the Indian policy analysts to control for factors affecting WPI in …

Persistent link: https://www.econbiz.de/10008765652

Impact of exchange rate changes on domestic inflation: a study of a small Pacific Island economy

Jayaraman, T. K.; Choong, Chee-Keong - Volkswirtschaftliche Fakultät, … - 2011

This paper investigates the effect of changes in exchange rate on consumer price level, in Fiji, known as exchange rate pass-through during a thirty year period (1982-2009). Specifically, three time periods are focused on: the pre-coup years (1982-1986); post coup years (1987-2009); and full...

Persistent link: https://www.econbiz.de/10009325628

Causal relationship between wages and prices in R. Macedonia: VECM analysis

Josheski, Dushko; Bardarova, Snezana - Volkswirtschaftliche Fakultät, … - 2013

.3353 at one lag. Unit root test showed that CPI and average real wage are I (1) variables. Johansen’s test of cointegration …

Persistent link: https://www.econbiz.de/10011257693

Granger Causality of the Inflation-Growth Mirror in Accession Countries

Gillman, Max; Nakov, Anton - C.E.P.R. Discussion Papers - 2005

The Paper presents a model in which the exogenous money supply causes changes in the inflation rate and the output … growth rate. While inflation and growth rate changes occur simultaneously, the inflation acts as a tax on the return to human … the income velocity of money that can break the otherwise stable relation between money, inflation, and output growth …

Persistent link: https://www.econbiz.de/10005791637

Oil usage, gas consumption and economic growth: Evidence from Poland

Lach, Łukasz - Volkswirtschaftliche Fakultät, … - 2014

This paper investigates causal links between economic growth, oil consumption and natural gas usage in Poland on the basis of quarterly data for the period Q1 2000 – Q4 2009. The application of the Toda–Yamamoto procedure, a nonlinear Granger causality test, bootstrap techniques and an...

Persistent link: https://www.econbiz.de/10011259721

The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis

Abu-Qarn, Aamer; Abu-Bader, Suleiman - Volkswirtschaftliche Fakultät, … - 2001

The paper examines the export-led growth (ELG) hypothesis for nine Middle East and North Africa (MENA) countries in three-variable vector autoregressive and error correction models. When considering total exports, our results reject the ELG hypothesis in almost all of these countries. When we...

Persistent link: https://www.econbiz.de/10005837297

Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions

Stavarek, Daniel - Volkswirtschaftliche Fakultät, … - 2004

This paper investigates the nature of the causal relationships among stock prices and effective exchange rates in four old EU member countries (Austria, France, Germany, and the UK), four new EU member countries (Czech Republic, Hungary, Poland, and Slovakia), and in the United States. Both the...

Persistent link: https://www.econbiz.de/10005837357

THE IMPLICATIONS OF EMERGENCE OF CHINA TOWARDS ASEAN-5: FDI-GDP PERSPECTIVE

Puah, Chin-Hong; Kueh, Jerome Swee-Hui; Lau, Evan - Volkswirtschaftliche Fakultät, … - 2007

perspective of FDI and GDP. The cointegration and vector error correlation estimate test results showed that there is a …

Persistent link: https://www.econbiz.de/10005619581

Bivariate causality analysis between FDI inflows and economic growth in Ghana

Frimpong, Joseph Magnus; Oteng-Abayie, Eric Fosu - Volkswirtschaftliche Fakultät, … - 2006

The main objective for this paper is to study the causal link between FDI and GDP growth for Ghana for the pre- and post-SAP periods. We also study the direction of causality between the two variables, based on the more robust Toda-Yamamoto (1995) Granger no-causality test which allows the...

Persistent link: https://www.econbiz.de/10005619799