Narrow search
Showing 1 - 10 of 127
Cover Image
DOES EXCHANGE RATE VARIABILITY AFFECT THE CAUSATION BETWEEN FOREIGN DIRECT INVESTMENT AND ELECTRONICS EXPORTS? AN EMPIRICAL TEST USING MALAYSIAN DATA
Wong, Koi Nyen; Tang, Tuck Cheong - Department of Econometrics and Business Statistics, … - 2007
This paper finds that exchange rate variability does affect the causation between FDI and electronics exports using Malaysia’s top five electronics exports by SITC (Standard International Trade Classification) product groups. The Granger causation runs from FDI to exports of automatic...
Persistent link: https://www.econbiz.de/10005064108
Cover Image
FOREIGN DIRECT INVESTMENT AND SERVICES TRADE: EVIDENCE FROM MALAYSIA AND SINGAPORE
Wong, Koi Nyen; Cheong, Tuck; Fausten, Dietrich K. - Department of Econometrics and Business Statistics, … - 2007
actively court foreign direct investment (FDI) to advance their economic objectives of industrialisation and economic … services imports (in the tri-variate specification). This may reflect her relative open foreign investment policy and free … sample countries, and they provide useful background for trade and foreign investment policies and development strategies. …
Persistent link: https://www.econbiz.de/10005064148
Cover Image
NEW EVIDENCE ON THE CAUSAL LINKAGES BETWEEN FOREIGN DIRECT INVESTMENT, EXPORTS AND IMPORTS IN MALAYSIA
Wong, Koi Nyen; Tang, Tuck Cheong - Department of Econometrics and Business Statistics, … - 2007
(foreign direct investment), exports and imports. There is a unique long-run causal relationship running from exports as well …
Persistent link: https://www.econbiz.de/10005064159
Cover Image
The Random-Walk Hypothesis on the Indian Stock Market
Mishra, Vinod; Smyth, Russell; Mishra, Ankita - Department of Econometrics and Business Statistics, … - 2014
This study tests the random walk hypothesis for the Indian stock market. Using 19 years of monthly data on six indices from the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE), this study applies three different unit root tests with two structural breaks to analyse the random...
Persistent link: https://www.econbiz.de/10010861723
Cover Image
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors
Gao, Jiti; King, Maxwell - Department of Econometrics and Business Statistics, … - 2011
This paper considers a class of parametric models with nonparametric autoregressive errors. A new test is proposed and studied to deal with the parametric specification of the nonparametric autoregressive errors with either stationarity or nonstationarity. Such a test procedure can initially...
Persistent link: https://www.econbiz.de/10009318804
Cover Image
Principal Components Analysis of Cointegrated Time Series.
Harris, D. - Department of Econometrics and Business Statistics, … - 1996
This paper considers the analysis of cointegrated time series using principal components methods. These methods have the advantage of neither requiring the normalisation imposed by the triangular eror correction model, nor the specification of a finite order vector autoregression.
Persistent link: https://www.econbiz.de/10005149119
Cover Image
Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.
Hao, K. - Department of Econometrics and Business Statistics, … - 1996
This paper compares and generalizes some testing procedures for structural change in the context of cointegrated regression models.
Persistent link: https://www.econbiz.de/10005087594
Cover Image
THE EFFECTS OF DISAGGREGATED SAVINGS ON ECONOMIC GROWTH IN MALAYSIA - GENERALISED VARIANCE DECOMPOSITION ANALYSIS
Tang, Chor Foon; Lean, Hooi Hooi - Department of Econometrics and Business Statistics, … - 2009
foreign savings in Malaysia. The bounds testing approach to cointegration and the generalised forecast error variance … decomposition technique was used to achieve the objective of this study. The cointegration test results demonstrate that the …
Persistent link: https://www.econbiz.de/10005064186
Cover Image
Outward FDI and home country economic growth: a Malaysian case
Wong, Koi Nyen - Department of Econometrics and Business Statistics, … - 2010
This paper attempts to explore the causality relationship between outward foreign direct investment (OFDI) and home … activities. However, the study reveals the evidence of growth-led OFDI, which conforms to the investment development path theory …
Persistent link: https://www.econbiz.de/10008680488
Cover Image
FDI and Total Factor Productivity Growth: New Macro Evidence
Baltabaev, Botirjan - Department of Econometrics and Business Statistics, … - 2013
1974-2008 and the existence of Investment Promotion Agencies in the receiving countries as an instrument, our results show …
Persistent link: https://www.econbiz.de/10010681082