Showing 1 - 10 of 102
This study aims to test the causal relationship between Saudi stock market index (TASI) and sectoral indices throughout the period from 2016-2020. The study data were extracted through the main index of the Saudi market and the indices of the available data of 19 sectors out of 21 sectors. The...
Persistent link: https://www.econbiz.de/10012800639
used to perform a unit root test and determine the order of integration, followed by cointegration analysis to determine …
Persistent link: https://www.econbiz.de/10015071132
This paper examines the relationship between fiscal and external balances in MENA oil versus non-oil countries in the context of the twin deficits hypothesis (TDH) using Panel Vector Autoregression- Generalized Methods of Moments PVAR GMM estimation, Granger Causality and IRFs. The essence of...
Persistent link: https://www.econbiz.de/10012619256
Taking Turkey's experience as a case study, this study provides further insights into the evaluation of time-varying Granger-causal relationships in the trade openness and economic performance nexus. We reinvestigated the Granger-causal relationships between trade openness and real economic...
Persistent link: https://www.econbiz.de/10012021661
The aim of this study is to examine the impact of sectoral exports on economic growth in Turkey over the period 2000–2015. To this end, empirical models are estimated using panel data techniques in which quarterly data are gathered for eight sectors. Findings in the case of the pooled panel...
Persistent link: https://www.econbiz.de/10011853702
By using the Emirmahmutoglu–Kose bootstrap Granger non-causality method, this study explores the directions of causality among tourist arrivals, tourism receipts, energy consumption and economic growth for the top 10 most-visited countries (France, the USA, Spain, China, Italy, Turkey,...
Persistent link: https://www.econbiz.de/10011772435
Up until the 1980s, studies on corruption were dominated by disciplines of public administration and sociology. In the following years, however, economists have also provided a good amount of research on this issue. According to Transparency International Agency, corruption, which has a negative...
Persistent link: https://www.econbiz.de/10011778653
cointegration test, the results reveal that there is a long-run relationship among the variables. The Granger causality test results …
Persistent link: https://www.econbiz.de/10013493203
This paper investigates the impact of soybean and crude oil futures on palm oil indexes by utilising monthly data from three palm oil indexes listed in Bursa Malaysia, i.e., the Asian palm index, Malaysian palm index, and Plantation index, spanning from January 2010 to June 2020. The impacts...
Persistent link: https://www.econbiz.de/10013499160
distributed lag cointegration bound test shows the findings regarding the cointegration consist of positive long-term equilibrium …
Persistent link: https://www.econbiz.de/10013499178