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Effects of exports instability on economic growth in SAARC region countries
Rashid, Farhat; Ullah, Sami; Bedi-uz-Zaman Ullah, Sami - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 97-120
additional variables. The Augmented Dickey Fuller (ADF) and Johansson Cointegration tests are used to test stationarity for all … variables and cointegration respectively. The results of these tests demonstrate that all variables are non-stationary at levels …
Persistent link: https://www.econbiz.de/10011938302
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Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices
Svendsen, Ingvild - 1998
the Norwegian private mainland economy. The long run solution is analysed using a cointegration technique. The dynamics …
Persistent link: https://www.econbiz.de/10011967997
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Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus
Mitze, Timo - 2010
For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … German regional data (NUTS 1 level) for GDP, trade, and FDI activity during the period 1976-2005. Applying various …
Persistent link: https://www.econbiz.de/10010273589
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In search of FDI-led growth in developing countries
Klasen, Stephan; Herzer, Dierk; Nowak-Lehmann D., Felicitas - 2007
This paper challenges the widespread belief that FDI generally has a positive impact on economic growth in developing … countries. It addresses the limitations of the existing literature and re-examines the FDI-led growth hypothesis for 28 … developing countries using cointegration techniques on a country-by-country basis. The paper finds that in the vast majority of …
Persistent link: https://www.econbiz.de/10010296028
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Impact of FDI on tax revenue in Pakistan
Mahmood, Haider; Chaudhary, A. R. - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 7 (2013) 1, pp. 59-69
The study attempts to find the impact of foreign direct investment on tax revenue in Pakistan. Foreign direct investment and gross domestic product per person employed are used as independent variables and tax revenue is taken as dependent variable. Augmented Dickey Fuller, Phillips-Perron,...
Persistent link: https://www.econbiz.de/10011938331
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Credit Risk Transfer, Real Sector Productivity, and Financial Deepening
Behr, Patrick; Lee, Samuel - 2005
We derive the effects of credit risk transfer (CRT) markets on real sector productivity and on the volume of financial intermediation in a model where banks choose their optimal degree of CRT and monitoring. We find that CRT increases productivity in the up-market real sector but decreases it in...
Persistent link: https://www.econbiz.de/10010263314
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Causal dynamics among foreign portfolio investment volatility, financial deepening and capital markets in low income countries
Mamvura, Kuziva; Sibanda, Mabutho; Rajaram, Rajendra - In: SPOUDAI - Journal of Economics and Business 70 (2020) 1/2, pp. 20-38
. Using cointegration analysis in P-VECM, the study established the existence of a long-run equilibrium relationship among the …
Persistent link: https://www.econbiz.de/10014477256
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Determinants of financial deepening in Mexico: A dynamic panel data approach
Téllez-León, Isela Elizabeth; Venegas-Martínez, Francisco - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 285-299
This paper aims to study the determinants of financial deepening (FD) in Mexico. FD is measured as the fraction of total credit assigned to private sector as a proportion of GDP. The explanatory variables include: enforcing contracts (rule of law) and institutions; bank regulation; bank...
Persistent link: https://www.econbiz.de/10014494538
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Credit growth in Central and Eastern Europe: Convergence or boom?
Kiss, Gergely; Nagy, Márton; Vonnák, Balázs - 2006
Credit to the private sector has been growing very rapidly in a number of Central and Eastern European countries in recent years. The main question is whether this dynamics is an equilibrium convergence process or may rather pose stability risks. Using panel econometric techniques, this paper...
Persistent link: https://www.econbiz.de/10010322455
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Macroeconomic Factors and Dynamics of Financial Deepening: An empirical Investigation applied to the CEMAC Sub-region
Nguena, Christian-Lambert; Roger, Nanfosso - 2014
This article empirically estimates a micro-founded model with the aim to investigate the leading macroeconomic determinants and dynamics of financial deepening in the CEMAC sub-region. For this purpose, we adopted an empirical investigation in both static and dynamic panel data econometrics...
Persistent link: https://www.econbiz.de/10011390878