scholarly journals The Relationship among Economic Growth, Trade, Unemployment, and Inflation in South Asia: A Vector Autoregressive Model Approach

2018 ◽  
Vol 5 (2) ◽  
pp. 165-172
Author(s):  
Anh Tru Nguyen
Keyword(s):  
Economic Growth ◽  
South Asia ◽  
Autoregressive Model ◽  
Vector Autoregressive Model ◽  
Vector Autoregressive ◽  
The Relationship ◽  
Model Approach

scholarly journals DO MACROECONOMIC CONDITIONS MATTER FOR AGRICULTURE? THE INDIAN EXPERIENCE

2010 ◽  
Vol 55 (04) ◽  
pp. 647-670
Author(s):  
SHASHANKA BHIDE ◽  
B. P. VANI ◽  
MEENAKSHI RAJEEV
Keyword(s):  
Economic Growth ◽  
Foreign Exchange ◽  
Autoregressive Model ◽  
Agricultural Sector ◽  
Vector Autoregressive Model ◽  
Macroeconomic Shocks ◽  
Vector Autoregressive ◽  
Macroeconomic Conditions ◽  
Indian Experience ◽  
High Inflation

Macroeconomic instability, characterised by high inflation, fragile foreign exchange positions and high rates of interest, increases uncertainty and hence slows down economic growth. While this is generally accepted, the usual perception about the agricultural sector, particularly in India, is that it is immune to general macroeconomic shocks. In this paper, we examine this perception using a vector autoregressive model. The findings show that the agricultural sector is not insulated from macroeconomic shocks.

scholarly journals Inflation and Economic Growth: A Comparative Empirical Analysis Between Cameroon and the Ivory Coast

2018 ◽  
Vol 10 (12) ◽  
pp. 87
Author(s):  
Ibrahim Ngouhouo ◽  
Guivis Zeufack Nkemgha
Keyword(s):  
Economic Growth ◽  
Developing Countries ◽  
Comparative Analysis ◽  
Autoregressive Model ◽  
Ivory Coast ◽  
Central Africa ◽  
Main Concern ◽  
Vector Autoregressive Model ◽  
Vector Autoregressive ◽  
French Speaking

Inflation is the main concern of developing Countries and particularly in Ivory Coast, a leading West Africa French speaking Country. The objective of this study is to make a comparative analysis of the effect of inflation on growth between Cameroon, a French speaking Central Africa Country where inflation is not a big concern and Ivory Coast. Using the Least Squares methodology, we find that inflation has no effect on economic growth in Cameroon during the study period. However, it has a negative and significant effect on economic growth in Ivory Coast. Also, the analysis of the causal relationship between inflation and economic growth using the Toda -Yamamoto framework and the Vector Autoregressive model show that there is a unidirectional causality from inflation to economic growth in Ivory Coast, while there is no causality between these variables in Cameroon.

scholarly journals The relationship between private equity and economic growth

Ekonomika ◽  
2015 ◽  
Vol 94 (1) ◽  
pp. 79-96 ◽  
Author(s):  
Karolis Gudiškis ◽  
Laimutė Urbšienė
Keyword(s):  
Economic Growth ◽  
Private Equity ◽  
Scientific Literature ◽  
Unit Root Tests ◽  
Vector Autoregressive Model ◽  
Short Term ◽  
Equity Investment ◽  
Vector Autoregressive ◽  
Investment Process ◽  
The Relationship

 The purpose of this paper is to provide empirical evidence on the relationship between private equity, innovations, and economic growth in 13 European countries by using quantitative analysis. The objectives of the paper are as follows: description of private equity; examination of the relationship between private equity and economic growth; investigation of the methods used in the related topics; description and testing of the data used in the empirical research; estimation of the empirical model; reporting and interpretation of the results. The systematic, comparative and critical analysis of the scientific literature is used for determining the relationship between private equity, innovation, and economic growth. Further, the data are tested using unit root tests. The panel vector autoregressive model, Granger causality, impulse response, and variance decomposition analyses are applied for short-term causality. The main findings are as follows: granted patents are the most important measure of innovation, which influence private equity and economic growth. However, patents should be considered an input rather than an output of the private equity investment process. Therefore, granted patents attract private equity, and private equity impacts economic growth by commercializing granted patents in the short term.

scholarly journals The Study on Digital Marketing Influences on Sales for B2B Start-Ups in South Asia

2022 ◽  
Vol 8 (1) ◽  
pp. 23
Author(s):  
Iqbal Thonse Hawaldar ◽  
Mithun S. Ullal ◽  
Adel Sarea ◽  
Rajesha T. Mathukutti ◽  
Nympha Joseph
Keyword(s):  
Social Media ◽  
South Asia ◽  
Digital Media ◽  
Autoregressive Model ◽  
Multivariate Time Series ◽  
Digital Marketing ◽  
Vector Autoregressive Model ◽  
Digital Revolution ◽  
Vector Autoregressive ◽  
Start Ups

South Asia has seen a digital revolution in recent years. The number of persons who use the internet has risen drastically. They use it for shopping, social media and online sales. However, there exists a literature gap as far as the effect of outbound digital marketing in B2B markets is concerned. The research builds a model based on brand and consumer interactions in Indian B2B markets using a vector autoregressive model to systemically analyze the cost and outcome of digital marketing efforts by the start-ups operating in South Asia. The multivariate time series analyzed in identifying simultaneous and consistent impacts by the start-ups. We use Vector autoregressive model as it allows us to analyse the relationship among the factors as it changes over time. The research finds evidence for the conceptual framework in South Asian markets. The results prove that sales are greatly influenced by digital media, and outbound marketing efforts, predominantly word of mouth, has a huge impact in building a brand image as it spread over in the social media platforms. It is observed that the digital marketing strategies and consumer interaction are the same across South Asia, but its effect varies from country to country within South Asia thus suggesting a need of developing a new strategy in digital marketing for B2B markets.

scholarly journals The Relationship Between Foreign Direct Investment Oriented Economic Growth in Uganda: An Empirical Study Based on VAR Model

2021 ◽  
Author(s):  
Nabyonga Barbra ◽  
Hina Nawaz
Keyword(s):  
Economic Growth ◽  
Foreign Direct Investment ◽  
Direct Investment ◽  
Var Model ◽  
Vector Autoregressive Model ◽  
Causality Test ◽  
Vector Autoregressive ◽  
Long Run ◽  
The Relationship

The purpose of this paper is to investigate the relationship between Foreign Direct Investment (FDI) and Economic growth as measured by Gross Domestic Product (GDP) over Uganda, from 1980-2018. Vector Autoregressive Model (VAR) and Granger Causality test were used. The results show thatlag 1 is the optimal lag hence bivariate VAR (1) model was used. GDP and FDI exhibits long-term equilibrium since the two-time series are cointegrated in long run. The causality test indicates that there exists a unilateral relationship between FDI and GDP, and FDI causes GDP growth and not vice versa. Understanding these causality links can help in future forecasting of Uganda's economic growth.

scholarly journals Correlation Analysis between Stock Price and Accounting Profit Based on a Vector Autoregressive Model

2022 ◽  
Vol 2022 ◽  
pp. 1-8
Author(s):  
Yanlin Guo
Keyword(s):  
Statistical Analysis ◽  
Stock Prices ◽  
Autoregressive Model ◽  
Stock Price ◽  
Listed Companies ◽  
Vector Autoregressive Model ◽  
Accounting Earnings ◽  
Vector Autoregressive ◽  
Research Results ◽  
The Relationship

The study of accounting profitability was initiated by the famous American scholars Ball and Brown in the 1960s. In recent years, with the continuous development of market economy, the continuous improvement of the accounting legal system and accounting standards for enterprises has promoted the research on accounting profit in capital market in China. Due to the restriction of some objective conditions, there are not many valuable research results on the relationship between accounting earnings and stock price changes, and the research methods suitable for the study of accounting earnings still need to be explored and summarized. The China Securities Regulatory Commission (CSRC) has required listed companies to publish quarterly financial and accounting reports since 2002, and the condition of using the regression analysis method to study the accounting profit of listed companies is available. In this context, this paper designs a vector autoregressive model to study the correlation between stock price and accounting profit. First, combining the literature and the research results of accounting profit at home and abroad, this paper expounds the statistical analysis of accounting profit. Then, this paper analyzes the accounting profitability of listed companies in China from static and dynamic perspectives. Finally, according to the accounting profit status and profitability statistical analysis of accounting information, accounting profit and growth relationship, and accounting profit information and the relationship between stock prices, this paper is concluded. Also, this paper shows how to improve the profitability of listed companies and how can investors effectively use the accounting earnings information of listed companies for stock investment and put forward corresponding policy suggestions.

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