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Macroeconomic linkages and international shock transmissions in East Asia: A global vector autoregressive approach

Hassan, Ibrahim Bakari; Azali, Mohamed; Chin, Lee; … - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-21

The growing interdependency among East Asian countries means that there is concern not only on the way their macroeconomic variables are linked across borders, but also on the way shocks are transmitted as a consequence. This paper investigates the effect of macroeconomic linkages on...

Persistent link: https://www.econbiz.de/10011988790

New evidence of oil price fluctuations and manufacturing output in Saudi Arabia, Kuwait and United Arab Emirates

Faheem, Muhammad; Azali, Mohamed; Chin, Lee; Mazlan, … - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 14 (2020) 1, pp. 300-333

Oil is used as an essential source of energy because it is one of the significant inputs of production especially in manufacturing sectors. This study employs symmetric and asymmetric Autoregressive Distributed Lag Model to explore oil price effect on manufacturing output over 1985-2017 in Saudi...

Persistent link: https://www.econbiz.de/10012212888

Asymmetric effect of oil price changes on trade balance in Saudi Arabia, Kuwait and United Arab Emirates

Faheem, Muhammad; Azali, Mohamed; Chin, Lee - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 14 (2020) 3, pp. 685-714

The fluctuations in oil price have vital importance for their presumed role in the trade balance. Our study investigates the oil price fluctuation effect on the trade balance for period 1980-2017. We employ linear and nonlinear autoregressive distributed lag models simultaneously and find the...

Persistent link: https://www.econbiz.de/10012293223

How do globalization and foreign direct investment affect environmental quality in OIC member countries?

Farooq, Fatima; Chaudhry, Imran Sharif; Yusop, Zulkornain; … - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 14 (2020) 2, pp. 551-568

The present study explores the effects of globalization and foreign direct investment (FDI) on environmental quality in OIC countries. The main purpose of the study is to analyze that how opening of OIC economies together with inward FDI affect the environmental quality in terms of CO2emissions....

Persistent link: https://www.econbiz.de/10012255135

How do trade openness and public expenditures affect health status in OIC member countries? An empirical analysis

Farooq, Fatima; Yusop, Zulkornain; Chaudhry, Imran Sharif - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 13 (2019) 4, pp. 1041-1056

This paper investigates the impact of trade openness and public expenditures on health status in OIC member countries. Panel data of 47 OIC member countries from 1991 to 2017 is taken from the World Development Indicators (WDI). The econometric results areestimated using GMM technique to avoid...

Persistent link: https://www.econbiz.de/10012168153

Revisiting the finance-innovation nexus: Evidence from a non-linear approach

Hook, Law Siong; Lee, Weng Chang; Singh, Nirvikar - In: Journal of Innovation & Knowledge (JIK) 3 (2018) 3, pp. 143-153

This study examined the non-linear relationship between financial development and innovation using generalized method of moments (GMM) estimators for a panel data model. The sample comprised data for 75 developed and developing countries for the period 1996 to 2010. An inverted U-shaped...

Persistent link: https://www.econbiz.de/10011946754

Is bank risk appetite relevant to bank default in times of Covid-19?

Lee, Chin - In: Central Bank Review (CBR) 22 (2022) 3, pp. 109-117

The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 in 12 countries while controlling for bank-specific and country-specific effects over time. A System Generalized Methods of Moments (GMM) model of default probabilities is...

Persistent link: https://www.econbiz.de/10014547805