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The Study of Saving and Investment Relationship Across 189 Countries : A Panel Data Analysis of the Feldstein-Horioka Puzzle
Zheng, Wenjie - 2023
This paper estimates the domestic saving-investment correlations for 189 countries in the period 1980-2020 to study if the Feldstein-Horioka Puzzle still holds. We construct a panel data regression model with multiple econometric specifications and find a pair of U-shape Patterns in developing...
Persistent link: https://www.econbiz.de/10014344110
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Effect of FDI inflows on employment generation in selected ECOWAS countries : heterogeneous panel analysis
Aderemi, Timothy Ayomitunde; Omitogun, Olawunmi; … - In: CBN journal of applied statistics 13 (2022) 1, pp. 241-263
The aim of this study is to examine the effect of FDI on employment in ECOWAS sub region between 1990 and 2019. The study utilizes a panel autoregressive dis- tributed lag model to analyze the short run and long run relationship between FDI and employment across ECOWAS sub region. In the short...
Persistent link: https://www.econbiz.de/10014282053
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Private capital inflow and growth in former Soviet-bloc countries : roles of stock market and demand-side macroeconomic policy
Suliman, Adil H.; Shariff, Mohammed Zakaullah; … - In: European journal of comparative economics 16 (2019) 1, pp. 69-79
This paper contributes to the empirical literature by investigating the impact of private capital inflows on economic growth across former Soviet-bloc countries between 1990 and 2015. Roles of the stock market and of demand-side macroeconomic policy are investigated using panel data analysis....
Persistent link: https://www.econbiz.de/10012259732
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Are real interest differentials caused by frictions in goods or assets markets, real or nominal shocks?
Ferreira, Alex Luiz (contributor) - 2004 - [Elektronische Ressource]
results point out to nominal interest rate differentials and ex post deviations from UIRP as the main source of volatility in …
Persistent link: https://www.econbiz.de/10002163288
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Foreign Equity Trading and Average Stock-Return Volatility
Umutlu, Mehmet - 2013
We examine whether there is a relationship between foreign equity trading and average total volatility, measured as the … participation but also to observe the potential asymmetric effects of incoming and outgoing funds on the average total volatility … with average total volatility. Furthermore, we show that net equity flow affects the average total volatility through the …
Persistent link: https://www.econbiz.de/10013091546
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The impact of foreign capital shifts on economic activities and asset prices : a threshold VAR approach
Baba, Boubekeur; Sevil, Güven - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 87-104
Purpose - The purpose of this paper is to investigate the impact of foreign capital shifts on economic activities and asset prices in South Korea. Design/methodology/approach - The authors in this paper apply the Bayesian threshold vector autoregressive (TVAR) model to estimate the regimes of...
Persistent link: https://www.econbiz.de/10012515007
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier - 2011
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro area countries and reviews some problems with the measures recently proposed in the literature. Theoretical considerations suggest a cointegrating relationship (between import unit...
Persistent link: https://www.econbiz.de/10013132131
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier - 2011
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro area countries and reviews some problems with the measures recently proposed in the literature. Theoretical considerations suggest a long-run Engle and Granger cointegrating...
Persistent link: https://www.econbiz.de/10013132423
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier - 2010
The paper discusses the issue of estimating short- and long-run exchange rate pass-through to import prices in euro area countries and reviews some problems with the measures recently proposed in the literature. Theoretical considerations suggest a long-run Engle and Granger cointegrating...
Persistent link: https://www.econbiz.de/10013136879
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The determinants of cross-border bank flows to emerging markets : new empirical evidence on the spread of financial crises
Herrmann, Sabine; Mihaljek, Dubravko - 2010
determinants of cross-border bank flows. Greater global risk aversion and expected financial market volatility seem to have been …
Persistent link: https://www.econbiz.de/10008653395