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The Relationship between Savings and Growth in Developing Economies : A Vector Autoregressive Model
Adebiyi, Adebayo Michael - 2006
The purpose of this research paper is to provide empirical evidence regarding savings and growth relationship in … seventeen African countries using an annual data spanning 1960 to 2000. We investigate the causal links between savings and … evidence from descriptive statistics shows that the response by savings to rising or falling in real GDP are not uniform across …
Persistent link: https://www.econbiz.de/10014059848
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Revisiting Keynes' investment and saving model in Indonesia
Lee, Cheng-Wen; Huruta, Andrian Dolfriandra; … - In: Economic review : journal of economics & business 18 (2020) 2, pp. 45-58
This study aims to analyze the Keynes' investment and saving model in Indonesia from 1981 to 2018. The researchers use … affects the consumption loans more compared to the investment loans. Besides, increased consumption compared to saving has … more influence in raising investment. However, the Vector Error Correction Model proves that saving negatively affects …
Persistent link: https://www.econbiz.de/10014466431
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Causality between saving and investment : an application of cointegration and error-correction modeling
Peng, Su-ling - 1998
Persistent link: https://www.econbiz.de/10001393743
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The relation between savings and growth : cointegration and causality evidence from Asia
Agrawal, Pradeep - In: Applied economics 33 (2001) 4, pp. 499-513
Persistent link: https://www.econbiz.de/10001573243
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A multivariate analysis of the nexus between savings and economic growth in the ASEAN-5 economies
Tang, Chor Foon; Ch'ng, Kean Siang - In: Margin: the journal of applied economic research 6 (2012) 3, pp. 385-406
Persistent link: https://www.econbiz.de/10009753910
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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10010469057
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Real exchange rates and economic fundamentals : an investigation based on a Markov-STAR model
Bertram, Philip; Ma, Jun; Sibbertsen, Philipp - 2015
In this paper we introduce a new nonlinear Markov-STAR model to capture both the markov switching and smooth transition dynamics for real exchange rates. The Markov switching part captures the effect of time variations of the equilibrium exchange rates, while the smooth transition part models...
Persistent link: https://www.econbiz.de/10011429933
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An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
We propose a new approach to deal with structural breaks in time series models. The key contribution is an alternative dynamic stochastic specification for the model parameters which describes potential breaks. After a break new parameter values are generated from a so-called baseline prior...
Persistent link: https://www.econbiz.de/10011383033
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The formation of inflation expectations under changing inflation regimes
Dahl, Christian M. (contributor);  … - 2002 - [Elektronische Ressource]
The present paper offers a careful description of empirical identification of possible multiple changes in regime. We apply recently developed tools designed to select between regime-switching models among a broad class of linear and nonlinear regression models and provide a discussion of the...
Persistent link: https://www.econbiz.de/10001685116
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A New Approach to Volatility Modeling : The High-Dimensional Markov Model
Augustyniak, Maciej - 2018
A new model - the factorial hidden Markov volatility (FHMV) model - is proposed for financial returns and their latent variances. It is also applicable to model directly realized variances. Volatility is modeled as a product of three components: a Markov chain driving volatility persistence, an...
Persistent link: https://www.econbiz.de/10012923745