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Stock markets, banks and long run economics growth : a panel cointegration-based analysis

Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013

and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

Persistent link: https://www.econbiz.de/10010223077

Causality between bank's major activities and economic growth: evidences from Pakistan

Mushtaq, Saba - In: Financial innovation : FIN 2 (2016) 7, pp. 1-11

of this study is to investigate the direction of this relationship. Methods: Johansen test of Co-integration and Granger …

Persistent link: https://www.econbiz.de/10011542400

The Causal Relationship between Patent Growth and Growth of GDP with Quarterly Data in the G7 Countries : Cointegration, ARDL and Error Correction Models

Josheski, Dushko; Koteski, Cane - 2011

patents growth and quarterly growth of GDP. Johansen’s procedure for cointegration showed that long run multipliers are …

Persistent link: https://www.econbiz.de/10014177994

Macroeconomic forces and stock prices : evidence from the Bangladesh stock market

Khan, Mashrur Mustaque; Yousuf, Ahmed Sadek - 2013

-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and … Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …

Persistent link: https://www.econbiz.de/10009737188

Financial Development and Economic Growth : Evidence from Ghana

Adusei, Michael - 2014

The paper employs cointegration, Fully-Modified Ordinary Least Squares (FMOLS), error correction and the Generalized …

Persistent link: https://www.econbiz.de/10013063972

Selected macroeconomic variables and stock market movements : empirical evidence from Thailand

Forson, Joseph Ato; Janrattanagul, Jakkaphong - In: Contemporary economics 8 (2014) 2, pp. 157-174

This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...

Persistent link: https://www.econbiz.de/10010406272

A multivariate causality analysis of export and growth for Turkey

Halicioglu, Ferda - 2008

testing approach to cointegration is employed to test the causal relationship between industrial production, exports and terms …

Persistent link: https://www.econbiz.de/10011523113

The financial development and economic growth nexus for Turkey

Halicioglu, Ferda - 2008

1968 to 2005. The bounds testing approach to cointegration is conducted to establish the existence of a long …

Persistent link: https://www.econbiz.de/10011523134

Did US consumers 'save for a rainy day' before the Great Recession?

Anundsen, André Kallåk; Nymoen, Ragnar - 2015

The 'saving for a rainy day' hypothesis implies that households' saving decisions reflect that they can (rationally) predict future income declines. The empirical relevance of this hypothesis plays a key role in discussions of fiscal policy multipliers and it holds under the null that the...

Persistent link: https://www.econbiz.de/10010518800

The Price Linkages between the Equity Fund Price Levels and the Stock Markets : Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (...

Chu, Patrick Kuok-Kun - 2013

Hong Kong Investment Fund Association (HKIFA) over the period 2001 – 2008. Cointegration test is used to identify the long … have ever tried to design their portfolios trying to win the market. Cointegration analysis is also done to investigate the …

Persistent link: https://www.econbiz.de/10013094962