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developing countries. Using bounds testing for cointegration, the results do not support a positive correlation between savings …This paper investigates empirically the relationship between savings and investment in Indonesia, Philippines and …
Persistent link: https://www.econbiz.de/10011107636
to 2010. Based on the autoregressive distributed lag (ARDL) bounds testing procedure to cointegration, the paper finds … existence of cointegration among the variables. The empirical results support the view that private investment declines in both …
Persistent link: https://www.econbiz.de/10011113884
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored … against the prevalent level or differenced estimation. …
Persistent link: https://www.econbiz.de/10005622096
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored … against the prevalent level or differenced estimation. …
Persistent link: https://www.econbiz.de/10005789941
privatization, liberalization as well as a radical restructuring of these industries. However, there is no consensus that the … demand estimation and forecast, and comparing the results with official projections. The study concludes that despite …
Persistent link: https://www.econbiz.de/10008740582
rates. We found that household savings rate reacts in response to fiscal and unemployment shocks differently in each country … analysis on the Average Impulse Responses with the aim of analyzing the aggregate effect on household savings of shocks shared …In this master thesis we attempted to investigate the role of economic uncertainty in driving the behavior of household …
Persistent link: https://www.econbiz.de/10011259009
This paper attempts to explore a new dimension of India’s ‘finance-growth-crisis’ nexus. For this end, the summary … approach, and we perform the cointegration and Granger causality analysis employing the methods of vector error correction … specifying the break date through the Bai and Perron (1998; 2003) test. The key findings are: (1) India’s finance-growth nexus is …
Persistent link: https://www.econbiz.de/10011258602
This paper empirically investigates the impact of exchange rate volatility on the real exports in India using the ARDL … exchange rate fluctuation tends to reduce real exports in India. Besides, the real exchange rate has negative short-run and … positive long-run effects on real exports. The empirical results reveal that GDP has a positive and significant impact on India …
Persistent link: https://www.econbiz.de/10011258858
India over the 1971-2004 periods. Both over short-run and the long-run perspective the paper seeks to answer; whether the …
Persistent link: https://www.econbiz.de/10005260232
literature by examining the major determinants of OFDI from India using the cointegration and Vector Error Correction Model over … increased domestic savings are positively and significantly influencing India’s huge outward capital flows in recent decade … of India from the mid 1990s. This colossal capital flows facilitated the rapid economic growth and raised the country …
Persistent link: https://www.econbiz.de/10009246874