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Islamic securities (ṣukūk) and economic growth : new empirical investigation from Southeast Asia using non-parametric analysis of MCMC panel quantile regression
Ledhem, Mohammed Ayoub; Mekidiche, Mohammed - In: Islamic economic studies 29 (2022) 2, pp. 119-138
Asian region based on the endogenous growth theory using the non-parametric analysis. Design/methodology/approach This paper …-economic growth nexus in Southeast Asia using a robust non-parametric approach based on the endogenous growth theory for better … estimation results. The findings of this review serve as a roadmap for financial analysts, policymakers and decision makers to …
Persistent link: https://www.econbiz.de/10013349868
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Dynamics of real per capita GDP
Neuhoff, Daniel - 2015 - This Version: August 7, 2015
This study investigates the dynamics of quarterly real GDP per capita growth rates across four countries, the US, UK, Canada and France. I obtain estimates for ARIMA(p,q) processes for first differences of log quarterly real GDP per capita using Reversible Jump Markov Chain Monte Carlo, allowing...
Persistent link: https://www.econbiz.de/10011309627
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A Markov switching model of GNP growth with duration dependence
Lam, Pok-sang - 1997
Persistent link: https://www.econbiz.de/10000982389
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Smooth threshold autoregressive models and Markov process : an application to the Lebanese GDP growth rate
Verne, Jean-François - In: International econometric review 13 (2021) 3, pp. 71-88
This paper analyzes the evolution of the Lebanese GDP growth rate over the period 1970- 2019 by estimating two kinds of switching models: The Smooth Transition Autoregressive (STAR) model and the model of the Markov process. These models show, on the one hand, asymmetries in the evolution of GDP...
Persistent link: https://www.econbiz.de/10012816175
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Duration dependent transitions in a Markov model of U.S. GNP growth
Durland, J. M. - 1993
Persistent link: https://www.econbiz.de/10013400543
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A birth-death Markov chain Monte Carlo method to estimate the number of states in a state-contingent production frontier model
Preciado Arreola, José Luis; Johnson, Andrew L. - In: American journal of agricultural economics 97 (2015) 4, pp. 1267-1285
Persistent link: https://www.econbiz.de/10011317923
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Alternative efficiency measures for multiple-output production
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 126 (2005) 2, pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
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A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 98 (2000) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
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A stochastic frontier model with structural breaks in efficiency and technology
Li, Guangjie - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10011318292
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Financial development - economic growth nexus in Pakistan : new evidence from the Markov switching model
Rahman, Abdul; Khan, Muhammad Arshad; Charfeddine, Lanouar - In: Cogent economics & finance 8 (2020) 1, pp. 1-15
This paper investigates the impact of financial development on economic growth in Pakistan using the Markov Switching Model over the period 1980-2017. The results based on two-state Markov switching model confirm the Schumpeter's view that finance spurs growth. The result reveals that financial...
Persistent link: https://www.econbiz.de/10012219668