scholarly journals Impact of Price and Price Variability on Acreage Allocation in Rice and Wheat Production in Bangladesh

2012 ◽  
Vol 10 (1) ◽  
pp. 23-30
Author(s):  
Basanta Kumar Barmon ◽  
Muntasir Chaudhury
Keyword(s):  
Growth Rate ◽  
Time Series ◽  
Time Series Data ◽  
Wholesale Price ◽  
Series Data ◽  
Wheat Crop ◽  
Price Variability ◽  
Wheat Production ◽  
Long Run ◽  
Short Run

The present study was conducted to estimate the impacts of price and price variability on acreage allocation of rice and wheat production in Bangladesh. Time series data of price and acreage allocation of rice and wheat production during 1983-84 to 2007-08, collected from Bangladesh Bureau of Statistics (BBS) were used in this study. Compound growth rate and Nerlovian models were used. The study indicated that the wholesale price of rice and wheat had significant impact on the allocation of land for rice and wheat production. Significant price variability was found both in case of rice and wheat crop in short-run (SR) and long-run (LR). The values of Nerlovian coefficients of adjustment were found low, which means that although the farmers were adjusting to the changing levels of price, price variability, yield, etc the adjustment was not rapid. Therefore, it may be concluded that the price of rice and wheat should be adjusted rapidly along with allocation of rice and wheat production in Bangladesh.DOI: http://dx.doi.org/10.3329/agric.v10i1.11061The Agriculturists 2012; 10(1): 23-30

scholarly journals Political Stability and its Impact on Economic Growth of Pakistan (1988-2018): A Time Series Analysis

2020 ◽  
Vol 6 (1) ◽  
pp. 273-282
Author(s):  
Majid Hussain Phul ◽  
Muhammad Saleem Rahpoto ◽  
Ghulam Muhammad Mangnejo
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Time Series Data ◽  
Political Stability ◽  
Series Data ◽  
Explanatory Variables ◽  
Long Run ◽  
Short Run ◽  
The Impact ◽  
Positive Effect

This research paper empirically investigates the outcome of Political stability on economic growth (EG) of Pakistan for the period of 1988 to 2018. Political stability (PS), gross fixed capital formation (GFCF), total labor force (TLF) and Inflation (INF) are important explanatory variables. Whereas for model selection GDPr is used as the dependent variable. To check the stationary of time series data Augmented Dickey Fuller (ADF) unit root (UR) test has been used,  and whereas to find out the long run relationship among variables, OLS method has been used. The analysis the impact of PS on EG (EG) in the short run, VAR model has been used. The outcomes show that all the variables (PS, GFCF, TLF and INF) have a significantly positive effect on the EG of Pakistan in the long run period. But the effect of PS on GDP is smaller. Further, in this research we are trying to see the short run relationship between GDP and other explanatory variables. The outcomes show that PS does not have such effect on GDP in the short run analysis. While GFCF, TLF and INF have significantly positive effect on GDP of Pakistan in the short run period.

Asset Quality and Deposit Money Banks Performance in Nigeria

2019 ◽  
Vol 1 (1) ◽  
pp. 38-47
Author(s):  
Mbatabbey Joy Ogboru
Keyword(s):  
Time Series ◽  
Financial Stability ◽  
Deposit Insurance ◽  
Time Series Data ◽  
Annual Reports ◽  
Series Data ◽  
Bank Performance ◽  
Long Run ◽  
Short Run ◽  
Asset Quality

This study investigate the relationship between asset quality and deposit money banks performance in Nigeria over a period of 30 years ranging from 1986 to 2016, utilizing time series data collected from the Nigeria deposit insurance corporation annual reports and accounts, CBN financial stability report and CBN statistically bulletin for various years. The variables of study includes return on asset (ROA) proxy for Deposit Money Bank performance in Nigeria, ratio of non-performing loan to total loan (NPL), ratio of liquid assets to total assets (LAT) and ratio of liquid assets to short term liabilities (LAS) as measures of asset quality. The study utilizes both the descriptive and econometric techniques to analyze the time series data. The result shows that there is a short run relationship between asset quality and deposit money bank performance in Nigeria. Also, the co-integration result reveals the presence of a long run relationship between asset quality and deposit money bank performance in Nigeria while the granger causality result shows evidence of causality between asset quality and deposit money bank performance in Nigeria. Based on this we conclude by saying that maintaining sound assets quality position is critical to the long term performance, survival and sustainability of DMBs in Nigeria.

scholarly journals Relationship between Crime and Economic Conditions in Sindh: A Time Series Approach from 1984-2015

2020 ◽  
Vol 5 (2) ◽  
pp. p1
Author(s):  
Irfan Hussain Khan ◽  
Khan Alyas ◽  
Nighat Hanif ◽  
Ansa Zaiba
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Policy Formation ◽  
Economic Conditions ◽  
Series Data ◽  
Productive Capacity ◽  
Statistical Process ◽  
Long Run ◽  
Short Run ◽  
Reported Crime

Using the time series data from 1984 to 2015, this study attempts to explore Sindh economic situation and the relationship between criminal activities. Three Variables are used for economic conditions, such as crime rate, dropout ratio and unemployment. We check their relationship with the reported crime. Enhanced Dicky Fuller test for unit root process indicates that all variables are stationary at the first level. For long-term relationships, Johanson-Cointegration technology has been applied. The results of the statistical process show that dropout ratio and unemployment are closely related to crime.VCM has been applied to check the short-run relationship between the variables. VCM results suggested that the model we estimate is divergent. Divergent model mean that there is no adjustment from long-run to short-run between variables as they are going away, if we increase the lag length, the model can become divergent but due to crime data unavailability it was difficult to increase the observations and the lags as well. Study gives evidence that economic conditions have significant impact on crimes and increasing dropout which is Positive related with crime in Sindh. It is also shown that the crime is influenced by economic condition. Government is capable to reduce that threat through effective target policies and legislation. The empirical results of this study will enhance understanding of the role of public sector policy formation in promoting national productive capacity by uplifting the positive effect of the Sindh economy.

scholarly journals Determinants of Private Investment in Pakistan

2020 ◽  
Vol 2 (3) ◽  
pp. 86-92
Author(s):  
Muhammad Suleman ◽  
Abdur Rehman ◽  
Haroon Javaid
Keyword(s):  
Growth Rate ◽  
Public Sector ◽  
Time Series Data ◽  
Trade Openness ◽  
Private Investment ◽  
Series Data ◽  
Distributed Lag ◽  
Long Run ◽  
Domestic Savings ◽  
Short Run

Private investment has a significant relation with the economic growth of the country. It plays an important role in reduction of unemployment and poverty by promoting efficiency and competition among the firms. This study is an attempt to investigate the determinants of private investment in Pakistan. For this purpose, time-series data is utilized for the period 1974-2013. The ARDL (Auto Regressive-Distributed Lag) modeling technique of co-integration was employed to estimate the short-run and long-run determinants of private investment in Pakistan. Empirical findings of this study indicated that in the short-run private investment in Pakistan is determined by the growth rate of GDP, public sector investment, and domestic savings. While in the long run it is determined by the official exchange rate, the growth rate of GDP, public sector investment, domestic savings, trade openness, and interest rate. The results also revealed that in the case of Pakistan different political regimes (democratic, non-democratic) have no significance in the determination of private investment. Stability tests of CUSUM and (CUSUMSQ) (Cumulative Sum Control Chart) were performed in this study. These tests indicated a stable, long run as well as short-run structural stability of the model.

scholarly journals An ECM Approach for Long Run Relationship Between Real Exchange Rate and Output Growth: Evidence from Bangladesh

2015 ◽  
Vol 63 (2) ◽  
pp. 105-110 ◽  
Author(s):  
Khnd Md Mostafa Kamal
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Real Exchange Rate ◽  
Time Series Data ◽  
Output Growth ◽  
Series Data ◽  
Data Series ◽  
Currency Exchange ◽  
Long Run ◽  
Short Run

Currency exchange rate is an important aspect in modern economy which indicates the strength of domestic currency with respect to international currency. This study uses 42 years’ (1972 to 2013) time series data for Bangladesh in order to empirically determine whether the real exchange rate has significant impact on output growth for Bangladesh by using error correction model (ECM).The time series econometrics properties of the data series have been thoroughly investigated to apply ECM approach. The empirical evidence suggests mixed results; in the short run low exchange rate has positive significant effect while in the long run output growth is positively affected high exchange rate pass through.Dhaka Univ. J. Sci. 63(2):105-110, 2015 (July)

scholarly journals Do banking sector reforms cause economic growth?: Empirical evidence from Africa’s largest economy

2015 ◽  
Vol 13 (1) ◽  
pp. 553-564
Author(s):  
Andy Titus Okwu ◽  
Olusola Babatunde Falaiye ◽  
Rowland Tochukwu Obiakor ◽  
Ajibola Joseph Olusegun
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Banking Sector ◽  
Time Series Data ◽  
Series Data ◽  
Real Sector ◽  
Reform Strategies ◽  
Long Run ◽  
Short Run ◽  
And Control

This paper employed time series data on relevant empirical diagnostics to examine banking sector growth-led nexus within the context of Africa’s largest economy, Nigeria. Diagnostics established stationarity of banking sector indicators and control variables at first difference. Findings showed no causal relationships between banking sector reforms and economic growth in the short-run and that, though liberalisation in particular did not Granger-cause growth of the economy during the study period, banking sector reforms caused growth of the real sector of the Nigerian economy. Hence, the caveat was that long-run growth effects of banking sector reforms on real sectors of economies are functions of policy targets of such banking or financial sectors reform strategies. Consequently, articulation of banking and financial sectors reforms within long-run rather than short-run perspectives and complementarity of liberalisation were recommended.

scholarly journals Asset Quality and Deposit Money Banks Performance in Nigeria

2019 ◽  
pp. 38-47
Keyword(s):  
Time Series ◽  
Financial Stability ◽  
Deposit Insurance ◽  
Time Series Data ◽  
Annual Reports ◽  
Series Data ◽  
Bank Performance ◽  
Long Run ◽  
Short Run ◽  
Asset Quality

This study investigate the relationship between asset quality and deposit money banks performance in Nigeria over a period of 30 years ranging from 1986 to 2016, utilizing time series data collected from the Nigeria deposit insurance corporation annual reports and accounts, CBN financial stability report and CBN statistically bulletin for various years. The variables of study includes return on asset (ROA) proxy for Deposit Money Bank performance in Nigeria, ratio of non-performing loan to total loan (NPL), ratio of liquid assets to total assets (LAT) and ratio of liquid assets to short term liabilities (LAS) as measures of asset quality. The study utilizes both the descriptive and econometric techniques to analyze the time series data. The result shows that there is a short run relationship between asset quality and deposit money bank performance in Nigeria. Also, the co-integration result reveals the presence of a long run relationship between asset quality and deposit money bank performance in Nigeria while the granger causality result shows evidence of causality between asset quality and deposit money bank performance in Nigeria. Based on this we conclude by saying that maintaining sound assets quality position is critical to the long term performance, survival and sustainability of DMBs in Nigeria.

scholarly journals Factors influencing fertilizer demand in developing countries: evidence from Malawi

2016 ◽  
Vol 6 (1) ◽  
pp. 59-71 ◽  
Author(s):  
Alhaji Bukar Mustapha ◽  
Rusmawati Said
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Empirical Studies ◽  
Series Data ◽  
Annual Data ◽  
Content Type ◽  
Long Run ◽  
Short Run ◽  
Major Factors ◽  
Fertilizer Demand

Purpose – The purpose of this paper is to examine some factors that influence the intensity of fertilizer use in Malawi. Design/methodology/approach – The study uses Engle-Granger, Engle-Yoo three steps and autoregressive distributed lags (ARDLs) approaches to examine the long-run and the short-run dynamics among the variables using annual data from 1961 to 2006. Findings – The econometric results indicate that all the variables exert significance influence on the quantity of fertilizer demanded excluding population growth, while the results of the short-run model indicate that the responsiveness of fertilizer demand to all the variables is significant. Research limitations/implications – Although, this study has provided some helpful results in understanding the major factors responsible for low fertilizer consumption in the study but some time series data on important factors are lacking. Originality/value – The work is different from already existing literature in Malawi. The authors included subsidy and real gross domestic product to account for the effect of macroeconomic shocks and policies, which has not been accounted for by other related empirical studies. Moreover, this study used ARDLs techniques that can overcome the problem of insufficiently long time series data which is a significant contribution to the existing literature.

Impact of Globalization on Industrial Development in Vietnam: Evidence from Time Series Analysis

2019 ◽  
pp. 5-22
Author(s):  
Van Nguyen Thi Cam
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Direct Investment ◽  
Industrial Development ◽  
Time Series Data ◽  
Industrial Sector ◽  
Series Data ◽  
Long Run ◽  
Short Run ◽  
Balance Of Trade

This study aims at investigating the impact of globalization on industrial development in Vietnam. Empirical analysis is done by using time series data for the period from 1995 to 2015. The paper tested the stationary, cointegration of time series data and utilized error correction modeling technique to determine the short-term relationships among industry value added, globalization, foreign direct investment, balance of trade, exchange rate and reserves variables. The results show that globalization, measured by the KOF index, promotes industrial development and that Vietnam has gained from integrating into the global economy. The overall index of globalization has positively and significantly impacted on the industrial development in Vietnam in the short run as well as in the long run. The results also indicate that foreign direct investment has had a massive effect on the development of the Vietnamese industrial sector in the long run. The study further reveals that balance of trade has affected industrial development positively in the long run. Moreover, the exchange rate was found to be positively influential toward industrial development in the long run but it has had a negative effect on the industrial sector in the short run. In addition, reserves have negatively affected industrial performance in the long run but have had an insignificant impact in the short run.

FOREIGN DIRECT INVESTMENT, TRADE OPENNESS AND GDP IN CHINA, INDIA AND MEXICO

2017 ◽  
Vol 62 (05) ◽  
pp. 1059-1076 ◽  
Author(s):  
ANIL K. LAL
Keyword(s):  
Time Series ◽  
Foreign Direct Investment ◽  
Direct Investment ◽  
Time Series Data ◽  
Trade Openness ◽  
Series Data ◽  
Causal Relationships ◽  
Long Run ◽  
Short Run ◽  
Individual Time Series

This paper examines the short and long-run relationships between Foreign Direct Investment (FDI), Trade Openness and GDP in China, India and Mexico from 1980 to 2011. Based on the properties of individual time series data, the paper estimates the VAR or VECM of the three variables to determine short and long-run causal relationships. The results confirm the existence of long-run causal relationships between the three variables for China and Mexico. The results also point to sharp differences in short-run causal relationships in the three countries and several plausible explanations consistent with the findings are offered.

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