Showing 1 - 5 of 5
This paper empirically investigates the impact of exchange rate volatility on the real exports in India using the ARDL bounds testing procedure proposed by Pesaran et al. (2001). Using annual time series data, the empirical analyses has been carried out for the period 1970 to 2011. The study...
Persistent link: https://www.econbiz.de/10011258858
bounds test for cointegration, Johansen and Juselius (1990) multivariate cointegration test, Granger causality …
Persistent link: https://www.econbiz.de/10011112036
The purpose of the study is to explore the determinants of foreign institutional investments in India through the Autoregressive Distributed Lag (ARDL) bounds testing approach. Using quarterly time series data, the empirical analysis was carried out for the period from January 2004 to December...
Persistent link: https://www.econbiz.de/10011113277
) multivariate cointegration test, Granger causality/Block exogeneity Wald test based on VECM approach and Variance Decomposition … Analysis was employed to investigate the dynamic linkages between markets. Cointegration test confirmed a well defined long …
Persistent link: https://www.econbiz.de/10011110634
between stock market development and economic growth in the Indian context. Using the cointegration and causality tests for …
Persistent link: https://www.econbiz.de/10011114474