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Impact of Fdi on Human Capital in Pakistan
Mahmood, Haider; Chaudhary, A.R. - In: Asian Journal of Empirical Research 2 (2012) 3, pp. 84-91
The study finds the impact of foreign direct investment on human capital in Pakistan. It uses foreign direct investment, economic growth rate and government expenditure on education as independent variables and human capital index as dependent variable. ADF, PP, Ng-Perron and Zivot-Andrews unit...
Persistent link: https://www.econbiz.de/10010883820
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The Long-run Relationship among Index-linked Bonds and Conventional Bonds
Benlagha, Noureddine - In: Review of Economics & Finance 3 (2013) February, pp. 15-24
Johansen methodology is applied to estimate different VAR-based cointegration tests. The presence of a structural break due to … the subprime crisis is discussed as well. Two main results are reached: First, the cointegration test indicates the …
Persistent link: https://www.econbiz.de/10010927760
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The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis
Chansomphou, Vatthanamixay; Ichihashi, Masaru - In: Economics Bulletin 31 (2011) 4, pp. 2890-2902
co-integration technique with a structural break developed by Carrion-i-Silvestre and Sanso (2006) to estimate the …
Persistent link: https://www.econbiz.de/10011278637
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The Impact of the MSC certification on the Japanese fisheries: Case of the Kyoto Flathead Flounder Danish Seine Fishery
Wakamatsu, Hiroki - Volkswirtschaftliche Fakultät, … - 2012
examine the benefit of the KDSFF from the MSC certification. The benefit is examined by a cointegration and structural break …
Persistent link: https://www.econbiz.de/10011259448
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Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy
Costantini, Mauro; Nardis, Sergio de - Istituto Nazionale di Statistica (ISTAT) - 2007
-2006. Using Gregory and Hansen (1996) residuals based tests for cointegration in model with regime shifts, we try to detect …
Persistent link: https://www.econbiz.de/10005243231
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Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
Onay, Ceylan; Ünal, Gözde - In: Czech Journal of Economics and Finance (Finance a uver) 62 (2012) 1, pp. 66-90
Istanbul Stock Exchange. While a static cointegration test presents no evidence of long-term cointegration, the introduction of … in 2000. Dynamic cointegration tests and DCC-GARCH analysis also reveal that Bovespa and the ISE reacted strongly not …, macroeconomic ties, and FDI as the prior literature suggests. While episodic cointegration is found for Bovespa and the ISE, the …
Persistent link: https://www.econbiz.de/10009651324
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Análisis de cointegración y valores umbrales entre la inflación y el crecimiento económico en México: 1970-2007
Risso, W. Adrián; Carrera, Edgar J. Sánchez - In: Ensayos Revista de Economia XXIX (2010) 2, pp. 77-98
The aim of this paper is to estimate long run relationships and threshold effects between inflation and economic growth in Mexico. We show the existence of such relationship in a cointegrated vector on Economic Growth (log of real GDP) and Inflation rate finding a corresponding elasticity...
Persistent link: https://www.econbiz.de/10008691743
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Household Savings, the Stock Market, and Economic Growth in China
Zhang, Dayong; Wu, Yu - In: Emerging Markets Finance and Trade 48 (2012) 2, pp. 44-58
Previous research studies have suggested that rising optimism caused by booming stock prices has a significant negative impact on savings decisions. However, identifying this relationship clarifies only one side of the problem. It is also necessary to look at whether savings decisions can affect...
Persistent link: https://www.econbiz.de/10010612808
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The Stability of the Demand for Money in Monetary Unions: Some Empirical Evidence from WAEMU
Canac, Pierre; Shirvani, Hassan; Wilbratte, Barry - In: International Economic Journal 23 (2009) 4, pp. 617-628
French authorities. Using cointegration theory and CUSUM stability tests, we find evidence that the demand for broad money is …
Persistent link: https://www.econbiz.de/10008464513
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Segmented stochastic convergence across the G-7 countries
Cellini, Roberto; Scorcu, Antonello E. - In: Empirical Economics 25 (2000) 3, pp. 463-474
This paper analyzes the stochastic convergence in per capita income levels among the current G-7 over the period 1900-89. We show that, in the presence of possible structural breaks, the strong condition of stationary pair-wise differences between per capita GDP holds in more cases than...
Persistent link: https://www.econbiz.de/10005758359