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Cointegration between Investment and Saving in Selected Asian Countries: ARDL Bounds Testing Procedure
Jiranyakul, Komain; Brahmasrene, Tantatape - Volkswirtschaftliche Fakultät, … - 2008
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
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The Impact of Real Exchange Rate Volatility on South African Exports to the United States (U.S.): A Bounds Test Approach
SEKANTSI, Lira - In: Review of Economic and Business Studies (2011) 8, pp. 119-139
rate volatility, this study utilised GARCH. After establishing the existence of cointegration among the variables involved …
Persistent link: https://www.econbiz.de/10010739316
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ARDL investment model of Tunisia
HAMUDA, Abdulbaset M.; ŠULIKOVÁ, Veronika; GAZDA, … - In: Theoretical and Applied Economics XVIII(2013) (2013) 2(579), pp. 57-68
The paper investigates the determinants of investments in Tunisia using annual data over the period of 1961-2011. The importance of this study comes from the necessity to determine important factors influencing domestic investments in Tunisia. An Autoregressive Distributed Lag (ARDL) modeling is...
Persistent link: https://www.econbiz.de/10011004840
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The Impact of Foreign Direct Investment on Economic Growth : A Case Study of Ireland
Kim, Kyuntae; Bang, Hokyung - East Asian Bureau of Economic Research (EABER) - 2008
cointegration, which is more appropriate for estimating small sample studies. The data span for the study is from 1975 to 2006. The …
Persistent link: https://www.econbiz.de/10009363557
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Testing Transmission Mechanisms on Economic Growth in Malaysia
Poon, Wai Ching - Department of Econometrics and Business Statistics, … - 2010
1980:1-2004:4 using bounds testing approach. The bounds test reveals evidence of cointegration between the real GDP and the …
Persistent link: https://www.econbiz.de/10008492268
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A monetary policy rule: The augmented Monetary Conditions Index for Philippines using UECM and bounds tests
Poon, Wai-Ching - Department of Econometrics and Business Statistics, … - 2010
approach for the Philippines data. Results reveal evidence of cointegration between the real GDP and its determinants, namely …
Persistent link: https://www.econbiz.de/10008492304
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THE DETERMINANTS OF AGGREGATE IMPORT DEMAND IN BRUNEI DARUSSALAM: AN EMPIRICAL ASSESSMENT USING A COINTEGRATION AND ERROR CORRECTION APPROACH
NARAYAN, PARESH KUMAR; SMYTH, RUSSELL - In: The Singapore Economic Review (SER) 50 (2005) 02, pp. 197-210
This article examines the determinants of aggregate import demand in Brunei Darussalam within a cointegration and error … correction framework using the bounds test for cointegration. In addition to the real effective exchange rate and real GDP, in …
Persistent link: https://www.econbiz.de/10005050721
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Determinants and sustainability of international reserves accumulation in Nigeria
Shuaibu, Mohammed Isa; Mohammed, Ibrahim Taofik - In: International Journal of Sustainable Economy 6 (2014) 3, pp. 243-260
cointegration. Findings suggest that variability of export earnings and the one period lagged value of international reserves had a …
Persistent link: https://www.econbiz.de/10010816424
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THE financial determinants of private investment in ghana
Eshun, Maame Esi; Adu, George; Buabeng, Emmanuel - Volkswirtschaftliche Fakultät, … - 2014
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
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The Twin Deficits Problem in Sri Lanka
Saleh, Ali Salman; Nair, Mahendhiran; Agalewatte, Tikiri - In: South Asia Economic Journal 6 (2005) 2, pp. 221-239
autoregressive distributed lag (ARDL) model and the bounds test for cointegration (Pesaran et al. 2001) were used to assess the long …
Persistent link: https://www.econbiz.de/10011135989