2010 International Conference on E-business‚ Management and Economics IPEDR vol.3 (2011) © (2011) IACSIT Press‚ Hong Kong Transmission Effects of Exchange Rate on Foreign Institutional Investments in India Dr.Raju.G Professor and Head‚ Department of Management Studies‚ GCET Greater Noida‚ U.P‚ India-201308. e-mail: drrajug@yahoo.co.in Santosh Kumar Lecturer‚ Finance and Accounts‚ Amity Business School‚ Noida‚ India e-mail: santosh.frm@gmail.com Tanveer Shahab Lecturer‚ GEMA Institute
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INVESTINGATING THE RELATIONSHIP AMONG CORRUPTION‚ POVERTY AND ECONOMIC GROWTH – NIGERIAN PERSPECTIVE ABSTRACT A plethora of empirical studies attempted investigating the causal relationship between corruption and poverty. But the outcome of those studies produced mixed results in a regression model that captured only two variables. In this investigated bivariate model‚ economic growth as an important variable was not included. In fact‚ omitting such an important variable could seriously affect
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benefit would be limited if national equity markets tend to move together in the long run. This paper thus studies the issue of co-movement between stock markets in major developed countries and those in Asian emerging markets using the concept of cointegration. We find that there is co-movement between some of the developed and emerging markets‚ but some emerging markets do differ from the developed markets with which they share a long-run equilibrium relationship. Furthermore‚ it has been observed that
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estimates of cointegration relations when use the Engle-Granger procedure. The procedure of Johansen econometric methodology has develops. The starting point in VAR of order m is: Zt = U + A1z t-1 +…….. Am Zt-m
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rnu.tn Phone: +216 73 30 18 09 Fax: +216 73 30 18 88 Abstract: This paper examines the dynamic causal relationships between foreign direct investment (FDI)‚ trade and economic growth in Tunisia by applying the bounds testing (ARDL) approach to cointegration for the period from 1970 to 2008. The bounds tests suggest that the variables of interest are bound together in the long-run when foreign direct investment is the dependent variable. The associated equilibrium correction was also significant confirming
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decision numerically‚ I decided to run a regression where I considered the variables I considered most relevant to her situation. In order to do this I used data gathered by National Longitudinal Survey of Youth in 2000 and a statistical package named EViews to run the regression and interpret the data. Before running a regression I had to restrict the data to only female and west coast samples to make the regression analysis most relatable to Yessenia. Then I had to consider the variables most relevant
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Applied Econometrics Applied Econometrics Introduction Outline FEM11090-12 Applied Econometrics Nalan Basturk Erasmus University Rotterdam Econometric Institute basturk@ese.eur.nl http://people.few.eur.nl/basturk/ Introduction Course Introduction Course Organization Motivation Introduction Today Regression Linear Regression Ordinary Least Squares Linear regression model Gauss-Markov conditions and the properties of OLS estimators Example: individual wages Goodness-of-fit 1 / 42 2 / 42
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countries: Argentina‚ Brazil‚ Mexico and Peru. We use the Johansen-Juselius cointegration test and impulse response function to estimate the long-run and shortrun effects of devaluation on the trade balance. The estimated results suggest that depreciation improve the trade balance in the long run for the case of Argentina and Peru‚ and in the short-run there has been J-curve in Argentina and Peru. In addition‚ the cointegration is found among the four variables (trade balance‚ domestic income‚ foreign
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Department of Economics‚ Boston College‚ 140 Commonwealth Avenue‚ Chestnut Hill‚ MA 02467-3806‚ USA d The Brattle Group‚ 44 Brattle Street‚ Cambridge‚ MA 02138‚ USA Received 23 June 2000; accepted 2 October 2001 Abstract A plausible explanation for cointegration among spot currency rates determined in efficient markets is the existence of a stationary‚ time-varying currency risk premium. Such an interpretation is contingent upon stationarity of the forward premium. However‚ empirical evidence on the stochastic
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of the American Statistical Association‚ 74‚ 427-31. Dickey‚ D.A.‚ and W.A. Fuller‚ (1981)‚ ‘The Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root’‚ Econometrica‚ 49‚ 1057-72. Engle‚ R.F.‚ and C.W.J. Granger‚ (1987)‚ ‘Cointegration and Error Correction Representation‚ Estimation and Testing’‚ Econometrica‚ 55‚ 251-276. Fuller‚ W.A.‚ (1985)‚ ‘Nonstationary Autoregressive Time Series’‚ In E.J Hannan et al (Eds)‚ Handbook of Statistics‚ 5‚ Elsevier Science Publishers B.V. Ganti
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