Search Results - subject:"panel VECM"

Public R&D and growth : a dynamic panel vector-error-correction model analysis for 14 OECD countries

Ziesemer, Thomas - In: Economies : open access journal 12 (2024) 8, pp. 1-33

This paper addresses the controversial issue of the direct and indirect effects of public R&D on growth. We look at six variables of R&D-driven growth jointly for 14 OECD countries using methods of dynamic systems for panel data analysis: GDP, technical change, domestic and foreign businesses...

Persistent link: https://www.econbiz.de/10015071017

Does household borrowing reduce the trade balance? : evidence from developing and developed countries

Xu, Can; Jacobs, Jan; Haan, Jakob de - In: Open economies review 34 (2023) 4, pp. 759-787

Persistent link: https://www.econbiz.de/10014383568

Public R&D and growth : a dynamic panel VECM data analysis for 14 OECD countries

Ziesemer, Thomas - 2023

Persistent link: https://www.econbiz.de/10014311202

Long-run and short-run causality between stock price indices and macroeconomic variables: Evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and...

Mojanoski, Goran - In: Economic Review: Journal of Economics and Business 20 (2022) 2, pp. 3-14

The purpose of this paper is to identify the long-run and short-run relationship between the values of the Macedonian Stock Exchange Index composed of 10 most liquid listed stocks (MBI10), the Zagreb Stock Exchange Index (CROBEX) composed of the most liquid listed stocks, the Sarajevo Stock...

Persistent link: https://www.econbiz.de/10015166269

Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and...

Mojanoski, Goran - In: Economic review : journal of economics & business 20 (2022) 2, pp. 3-14

Persistent link: https://www.econbiz.de/10014466553

Is gold a safe haven for the dynamic risk of foreign exchange?

Wang, Kuan Min; Nguyen Thi Thanh Binh; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17

This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector error correction model for testing the hypothesis of dynamic hedging characteristics of gold on exchange rate. As the existing literature has never considered that the foreign...

Persistent link: https://www.econbiz.de/10012668314

Revisiting the nexus of FDI and employment in international trade : evidence from the emerging construction service sector

Herlitah; Fawaiq, Muhammad; Herlindah - In: Iranian economic review : journal of University of Tehran 24 (2020) 3, pp. 675-705

Persistent link: https://www.econbiz.de/10012417723

Effects of foreign direct investment in Sub-Saharan Africa economic growth : evidence from panel data analysis

Dike, Christie - In: International journal of economics and financial issues … 8 (2018) 2, pp. 255-261

Persistent link: https://www.econbiz.de/10011957625

The effectiveness of monetary policy in Africa : modeling the impact of financial inclusion

Evans, Olaniyi - In: Iranian economic review : journal of University of Tehran 20 (2016) 3, pp. 327-337

Persistent link: https://www.econbiz.de/10011587912

Risk Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia using Dynamic OLS and Two-step Dynamic System GMM Estimators

Abdul Wahab, Hishamuddin; Rosly, Saiful Azhar; Masih, … - Volkswirtschaftliche Fakultät, … - 2014

panel VECM and dynamic GMM estimators. The Malaysian mixed banking system is used as a case study taking panel data covering … also, the causality analysis based on panel VECM and two-step dynamic System GMM tends to indicate unidirectional causality …

Persistent link: https://www.econbiz.de/10011107480