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Openness, bureaucratic corruption and public policy in an endogenous growth model

Gupta, Rangan; Ziramba, Emmanuel - In: International business and economics research journal 9 (2010) 3, pp. 147-157

Persistent link: https://www.econbiz.de/10008858718

Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model

Gupta, Rangan; Ziramba, Emmanuel - Department of Economics, Faculty of Economic and … - 2008

financially repressed small open economy characterized by bureaucratic corruption, and, in turn, analyze optimal policy decisions … of the government following an increase in the degree of corruption. As suggested in the empirical literature, we find … that increases in the degree of corruption should ideally result in an increase in the ratio of seigniorage to total …

Persistent link: https://www.econbiz.de/10005773166

Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi N.; Aye, Goodness C.; Balcilar, Mehmet; … - Department of Economics, Faculty of Economic and … - 2013

This paper examines the causal relationship between economic policy uncertainty (EPU) and equity market uncertainty (EMU) in the US using linear and nonlinear Granger causality tests. We use daily data on the newly developed indexes by Baker et al. (2013) covering 1985:01:01 to 2013:06:14....

Persistent link: https://www.econbiz.de/10010695848

Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi N.; Gupta, Rangan; Kanda, Patrick T. - Department of Economics, Faculty of Economic and … - 2013

Following the 2007-2009 global recession, economic policy uncertainty and its effect on economic recovery has become an issue of interest in academic, media as well as policy-making circles (Baker et al., 2013). Given this backdrop, we investigate causality between economic policy uncertainty in...

Persistent link: https://www.econbiz.de/10010699251

Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test

Chang, Tsangyao; Chen, Wen-Yi; Gupta, Rangan; Nguyen, … - Department of Economics, Faculty of Economic and … - 2013

This study applies bootstrap panel causality, proposed by Kónya (2006), to investigate causal link be-tween political uncertainty and stock price for seven OECD countries over the monthly period of 2001.01 to 2013.04. This modeling approach allows us to examine both the cross-sectional...

Persistent link: https://www.econbiz.de/10010737580

Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test

Chang, Tsangyao; Chen, Wen-Yi; Gupta, Rangan; Nguyen, … - Institut de Préparation à l'Administration et à la … - 2013

This study applies bootstrap panel causality, proposed by Kónya (2006), to investigate causal link between political uncertainty and stock price for seven OECD countries over the monthly period of 2001.01 to 2013.04. This modeling approach allows us to examine both the cross-sectional...

Persistent link: https://www.econbiz.de/10011161637

Causal Link between Oil Price and Uncertainty in India

Montasser, Ghassen El; Aggad, Kenza; Clark, Louise; … - Department of Economics, Faculty of Economic and … - 2014

This paper investigates the causality between oil price and economic uncertainty in India. In order to test for this relationship, we collect data on the Brent crude oil price as well as the crude oil ETF volatility index. We also use the policy-related economic uncertainty index as well as the...

Persistent link: https://www.econbiz.de/10011095474

Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns

Antonakakis, Nikolaos; Gupta, Rangan; Andre, Christophe - Department of Economics, Faculty of Economic and … - 2015

We examine dynamic correlations between housing market returns and economic policy uncertainty in the United States. Our findings suggest that correlations are time-varying and sensitive to economic fundamentals and US recessions.

Persistent link: https://www.econbiz.de/10011185238

Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns

Antonakakis, Nikolaos; Gupta, Rangan; Andre, Christophe - Volkswirtschaftliche Fakultät, … - 2015

Persistent link: https://www.econbiz.de/10011186484

Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach

Aye, Goodness C.; Balcilar, Mehmet; Montasser, Ghassen El; … - Department of Economics, Faculty of Economic and … - 2014

This paper investigates the in-sample predictability of debt ceiling and government shutdown for real stock returns in the U.S, using rolling window Granger non-causality estimation. Causal links often evolve over time so the use of the bootstrap rolling window approach will account for...

Persistent link: https://www.econbiz.de/10010781439

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