نتایج جستجو برای: Panel VECM-Granger. JEL Classification: F13
تعداد نتایج: 586455 فیلتر نتایج به سال:
of the Paper: Using time-series and panel data from 1986 to 2004, this paper examines the Granger causality relations between GDP, exports, and FDI among China, Korea, Taiwan, Hong Kong, Singapore, Malaysia, Philippines, and Thailand, the eight rapidly developing East and Southeast Asian economies. After reviewing the current literature and testing the properties of individual time-series data,...
abstract this study uses annual data over the period 2005-2014 and the panel vecm approach to examine financial inclusion and monetary policy effectiveness in africa. the study shows that financial inclusion and monetary policy effectiveness are linked by a set of long-run relationships. policy reaction to the positive financial inclusion shock is not significant. policy reaction to the positiv...
This paper investigates the existence of Granger causality and cointegrated relationships between tourism related Foreign Direct Investment (FDI) and tourism development in developing countries using panel VECM techniques from 1995 to 2008. The results confirm the existence of a co-integrated relationship between variables in the long run. In addition, there is a bilateral long-run causality be...
Two related issues are seldom jointly addressed in the cross market price discovery literature: i) a model that focuses on non-price parameter, ii) testing a non-price parameter model against a price parameter model. We have two objectives in this paper. First, develop a joint trade direction model (JTDM) from the single market model in Madhavan, Richardson and Roomans (1997). Second, estimate ...
Subsidies and Exports in Germany: First Evidence from Enterprise Panel Data We use newly available representative panel data for manufacturing enterprises in West and East Germany to investigate the link between production-related subsidies and exports. We document that only a small fraction of enterprises is subsidized, and that exports and subsidies are positively related. Using a matching ap...
Immigration, Income and Unemployment: an Application of the Bounds Testing Approach to Cointegration
This study aims at investigating the nature of the causal relationship between immigration and two macroeconomic indicators, GDP per capita and unemployment, in Sweden using autoregressive distributed lag (ARDL) bounds testing procedure and Granger-causality within vector error correction model (VECM) based on annual data spanning the period between 1980 and 2004. Results of the ARDL bounds tes...
this paper investigates the effects of globalization, (export+import)/gdp, tariffs, total factor productivity and per capita capital stock on industrial profitability. we employ the price-wage gap as a proxy for profitability. data used has been made of pooled mean group estimation of dynamic heterogeneous panel, a technique recently developed in dynamic panel data literature. our results show ...
This paper infers the terms of trade effects of Free Trade Agreements (FTAs) implemented in the 1990s. We estimate large FTA effects on bilateral trade volume in 2 digit manufacturing goods from 1990-2002, using panel data gravity methods to resolve two way causality. The terms of trade changes implied by these volume effects are deduced for 40 countries plus a rest-of-the-world aggregate using...
Available online 30 April 2015 This paper investigates cointegration relationships and Granger causality nexus in a trivariate framework among economic growth, inflation, and stock market development. Utilizing three measures of stock market development and employing a panel vector autoregressive model, we study 34 OECD countries over the time period of 1960–2012. Our novel panel-data estimatio...
iran is one of the most concentrated areas of afghan migrants and refugees. most afghans dispersed throughout the country mixed with iranian households. the majority of afghan immigrants are typically unskilled and illegal workers. this study aims at investigating the nature of the causal relationship between afghan immigrants and two main labor market indicators, average wages and unemployment...
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