scholarly journals AN ANALYTICAL STUDY OF TOTAL FDI INFLOW, OUTFLOW AND NET FDI OF FIVE SOUTH ASIAN COUNTRIES OVER THE PERIOD 1992–2019

2021 ◽  
pp. 417-435
Author(s):  
Sushanta Kumar Tarai ◽  
Prof. Sudhakar Patra
Keyword(s):  
Sri Lanka ◽  
South Asian ◽  
Analytical Study ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Asian Countries ◽  
Causality Test ◽  
Development Indicators ◽  
The World Bank

This present research aims to analyze the total FDI inflow, outflow and net FDI of five South Asian countries over the period 1992–2019.This study is based on 28years Time series data taken from the World Bank Development Indicators. In order to compare the FDI inflow, outflow and net FDI inflow of India, Pakistan, Sri Lanka, Bangladesh, Nepal over the period 1992–2019,both descriptive and inferential statistical tools such as correlation test, paired t test, the familiar linear regression model, Granger-Causality test, percentage analysis and tables, are used for analysis, hypothesis testing and interpretation of data. This study used various secondary data. Economic development of the developing countries like India, Pakistan, Sri Lanka, Bangladesh, and Nepal largely rely on FDI. However, the study also reveals that in the last two decades, India received 23 times more FDI than Bangladesh, Pakistan, Sri Lanka and Nepal. For attracting more FDI, these nations require to create more congenial and favorable atmosphere towards the foreign investors. It is also concluded that the after implementing make in India campaign investing countries in total FDI inflow are increased. KEYWORDS: FDI inflow, FDI outflow, GDP growth.

scholarly journals FAKTOR – FAKTOR YANG MEMPENGARUHI KONSUMSI GAS DI INDONESIA

2021 ◽  
Vol 3 (2) ◽  
pp. 69
Author(s):  
Rohim Rohim ◽  
Mike Triani
Keyword(s):  
Time Series ◽  
World Bank ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Industrial Growth ◽  
A Value ◽  
The World Bank ◽  
The World ◽  
Gas Consumption

The purpose of this research is to determine (1) the effect of income on gas consumption in Indonesia (2) the effect of population on gas consumption in Indonesia (3) the effect of industrial growth on gas consumption in Indonesia. This type of research is descriptive and associative. The data used in this research is secondary data from Indonesia in the form of time series data from 1970 to 2019 and this data was obtained from official institutions of the World Bank and BP Statistic World. The data were processed using multiple linear regression. The results showed that the income had a negative and significant effect on gas consumption with a probability value of 0.0005 <0.05, the population had a positive and significant effect on gas consumption with a value of prob t-count of 0.0010 <0.05 and industrial growth had a positive and significant effect on gas consumption.  The significant to gas consumption in Indonesia with a value of prob t-count value of 0.5219 <0.05 and suggestions for further researchers to be able to analyze other factors that affecting gas consumption in Indonesia.  Because from the gas sectors, there are still many factors that affected gas consumption until the research results will be better

scholarly journals NILAI TUKAR RUPIAH DAN NET EKSPOR INDONESIA 2000 – 2017 (GRANGER CAUSALITY TEST)

2020 ◽  
Vol 1 (1) ◽  
pp. 9-24
Author(s):  
Try Beta Anggraini ◽  
Yefriza Yefriza
Keyword(s):  
Exchange Rate ◽  
Granger Causality ◽  
Time Series Data ◽  
Secondary Data ◽  
Granger Causality Test ◽  
Series Data ◽  
Causality Test ◽  
Augmented Dickey Fuller ◽  
Net Export ◽  
Adf Test

The aims of this research is to find out the relationship of rupiah exchange rate and net export Indonesia. This research covers the periode for 2000.Q1-2017.Q4, used secondary data which were analyzed using Granger Causality Test and Augmented Dickey Fuller (ADF) and existing data processed by using computer program of Eviews 9.0. The stationary properties of the time series data are examined by using Augmented Dickey-Fuller (ADF) test. Granger Causality test is applied to find out long-run relationship along with causality among the variables. The result of the data analysis show that there is no causality between rupiah exchange rate and net xport. Granger Causality test showed that there is unidirectional causality between net export to rupiah exchange rate. It is mean that net export  effect rupiah exchange rate, but rupiah exchange rate does not effect net export. Keywords: Causality, Net Export, Exchange Rate

scholarly journals Impact of Exports and Imports on Economic Growth in Rwanda: 1961-2018

2020 ◽  
Author(s):  
Charles Ruranga ◽  
Daniel S. Ruturwa ◽  
Valens Rwema
Keyword(s):  
Economic Growth ◽  
Time Series Data ◽  
Series Data ◽  
Causality Test ◽  
Development Indicators ◽  
Long Run ◽  
Equilibrium Relationship ◽  
Short Run ◽  
Annual Time Series ◽  
The Impact

Abstract The aim of this paper is to investigate the impact of trade on economic growth in Rwanda. This paper uses exports and imports for trade and gross domestic product for economic growth. Research questions were formulated as (1) Are exports, imports and economic growth cointegrated? (2) Is there a long or short run relationship between those Variables? (3) Are there any causal relationships between factors (4) what the direction of the causality is it? Annual time series data from World Development Indicators for the period from 1961 to 2018 have been used. The methods of linear regression for estimation of Vector Auto regressions models have been used. Our findings established that VAR was appropriate model, and GDP, Exports were stationary at first differences while Imports was stationary at second difference but not at levels. Hence the two series were integrated of order one and the third one was integrated of order two. Tests of cointegration indicates that the three variables were not cointegrated, implying there was no long run equilibrium relationship between the three series. The causality test indicated that exports and imports influenced GDP. On the other hand, we found that there was a strong evidence of unidirectional causality from exports to economic growth. However, there was bidirectional causality between GDP and imports. These results provide evidence that exports and imports, thus, were seen as the source of economic growth in Rwanda.

scholarly journals Impact of Tourism Growth and FDI on Economic Growth: Evidence from South Asian Countries

2021 ◽  
Vol 3 (3) ◽  
Author(s):  
Muhammad Azhar Bhatti ◽  
Muhammad Yousuf Khan Marri ◽  
Ali Azam
Keyword(s):  
Economic Growth ◽  
Interest Rate ◽  
Population Growth ◽  
South Asian ◽  
Generalized Method Of Moments ◽  
Secondary Data ◽  
Fixed Effect Model ◽  
Asian Countries ◽  
Development Indicators ◽  
The Interest Rate

Nowadays, economic growth has again gained global attention because of the uncertainty in global economic conditions and attracts the focus of regulators and recent research studies. In this scenario, this study examines the role of tourism growth and foreign direct investment (FDI) on the economic growth of South Asian countries. This study has used the interest rate and population growth as the control variables. The secondary data has been extracted from the world development indicators (WDI) from 2001 to 2020. The fixed effect model (FEM) and generalized method of moments (GMM) are run to test the linkage among the variables. The results expose that tourism growth, FDI, interest rate, and population growth have a positive and significant effect on the economic growth in South Asian countries. The results provide guidelines to the regulators and furnish policies regarding economic growth for tourism growth.

Does Improvement in Trade Openness Facilitate Renewable Energy Transition? Evidence from Selected South Asian Economies

2018 ◽  
Vol 19 (2) ◽  
pp. 151-170 ◽  
Author(s):  
Muntasir Murshed
Keyword(s):  
Renewable Energy ◽  
South Asian ◽  
Time Series Data ◽  
Trade Openness ◽  
Energy Transition ◽  
Series Data ◽  
Renewable Energy Resources ◽  
Renewable Energy Consumption ◽  
Causality Test ◽  
Asian Economies

The aim of this article is to empirically shed light on the impacts of trade openness (TO) on facilitation of renewable energy transition (RET) across Bangladesh, India, Pakistan, Sri Lanka and Nepal. Against this backdrop, this article incorporated annual time series data stemming from 2000 to 2017 and employed the two-stage least squares (2SLS) panel data estimation methodology. In addition, the panel Granger causality test was also applied to distinguish the possible long-run causal associations between the variables considered in the regression models. In the light of the estimated results, it is found that an improvement in TO triggers renewable energy consumption, improves the primary energy-use efficiency and elevates the access to clean cooking fuel technology within the selected South Asian economies. However, the results also led to the concerning conclusion regarding the ineffectiveness of the trade liberalization policies in curbing the relative consumption of non-renewable energy resources, thereby marginalizing the prospects of overall RET within these economies. JEL: O13, P2, Q42, D12, F35

scholarly journals Effect of Foreign Aids on Economic Growth in Nigeria

2020 ◽  
pp. 194-204
Author(s):  
Isiaka Najeem Ayodeji ◽  
Makinde Wasiu Abiodun
Keyword(s):  
Economic Growth ◽  
Time Series Data ◽  
Unit Root Test ◽  
Secondary Data ◽  
Least Square ◽  
Series Data ◽  
Causality Test ◽  
Long Run ◽  
Integration Test ◽  
The Impact

This study investigated the impact of foreign aids on economic growth in Nigeria using time series data spanned from 1990 to 2017. The research considered the secondary data that were gathered from CBN statistical bulletin 2017 and World Bank Data Indictors. Ordinary Least Square techniques was adopted in the study and used Augmented Dickey-Fuller Unit Root Test, co integration test, granger causality test, ECM to estimates data employed. The findings revealed that all the variables employed were stationary at first difference and integrated at the same order1(I), the co-integration test shows that variables are co-integrated at one co-integrating equation which means that there is a long run relationship. The Error Correction Model established that the error that caused disequilibrium in the short run is being corrected in the long-run at a speed of adjustment at 6%. The findings revealed real gross domestic product responds inversely to changes in official development assistance and foreign direct investment. Based on these findings the study concluded that foreign aids have a significant impact on economic growth in Nigeria. Different diagnostic tests are applied in order to confirm the major assumption of multiple regression analysis like multicollinearity, heteroskedasticity and autocorrelation. Therefore, the study recommends among others that government needs to formulate strong and effective education and healthcare policies to facilitate and attract investment in the sectors and improve their efficiency in the long-run that will influence productivity.

scholarly journals A Study of Impact of Tourism Direct Employment Trends on Tourism Arrivals: An Empirical Analysis of Sri Lankan Context

2019 ◽  
Vol 12 (3) ◽  
pp. 62
Author(s):  
AMM. Mustafa
Keyword(s):  
Sri Lanka ◽  
South Asian ◽  
Time Series Data ◽  
Series Data ◽  
Sri Lankan ◽  
Correlation Relationship ◽  
Independent Variables ◽  
Employment Trends ◽  
The Government ◽  
Tourism Arrivals

Sri Lanka is one of the major tourist attraction destinations in South Asian region. After the economic reforms in 1977, the successive governments implemented various attractive policies and programmes to promote tourism in pursuing economic growth and development. The government further employed a number of initiatives to encourage and attract tourism arrival in the country. In this backdrop, this study is to analyze the impacts of the tourism direct employment trend on tourism arrivals in Sri Lankan context by using the time series data from year 1978 to 2017. The dependent variable used in this study is tourism arrivals. The independent variables are tourism direct employment and tourism Earnings. The tools used to achieve the objective of this study are Correlation Analysis, Multiple Regression, and Residual test. In this study, it is found that the correlation relationship between the variables is very strong. tourism direct employment and Tourism Earnings are directly related with tourists&rsquo; arrivals. The data collected have analyzed by using the econometrics software EViews 10. Based on the result recommended that to increase the magnitude of the direction tourism arrival in Sri Lanka, the factors such tourism direct employment and tourism Earnings should play statistically significant roles. This significant role should be considered by the relent authorities in Sri Lanka.

scholarly journals Role of Foreign Aid in Employment Generation; A Case Study of Pakistan

2019 ◽  
Vol 1 (2) ◽  
pp. 103-112
Author(s):  
Anam Tanveer ◽  
Muhammad Mehran Latif ◽  
Maryum Ziafat
Keyword(s):  
Data Analysis ◽  
Foreign Aid ◽  
Time Series Data ◽  
Government Expenditure ◽  
Secondary Data ◽  
Participation Rate ◽  
Series Data ◽  
Employment Level ◽  
Development Indicators ◽  
Employment Generation

Foreign aid is very important for the development process of a country. The main aim objective of this study was to empirically investigate the relationship between foreign aid and employment generation in Pakistan. Secondary data was collected from 1980-2015 for time series data analysis. World Development Indicators and the Pakistan Economic Survey were the main sources of data (World Bank, 2020). ARDL model used for the data analysis. Employment level was used as a dependent variable, and foreign aid, Economic Growth (GDP), Gross Fix Capital Formation (GFCF), government expenditure, participation rate, and exports were used as independent variables. Form the results of the study, and it was clear that foreign aid and employment level have a positive and significant association in Pakistan. The study concludes that foreign aid has positively contributed to employment generation.

EMPIRICAL ANALYSIS OF INDIA’S FOREIGN TRADE AND ECONOMIC GROWTH

2020 ◽  
Vol 8 (10) ◽  
pp. 105-111
Author(s):  
Khujan Singh ◽  
Anil Kumar
Keyword(s):  
Time Series Data ◽  
Unit Root Test ◽  
Series Data ◽  
Significant Implication ◽  
Causality Test ◽  
First Order ◽  
Long Run ◽  
Directional Relation ◽  
Augmented Dickey Fuller ◽  
Vecm Granger Causality

The present study is an attempt to examine long run relationship among India’s GDP, Exports and Imports for which yearly time series data from 1995 to 2018 has been collected. Data for India’s GDP has been collected from RBI website and India’s export and import data has been collected form Ministry of Commerce and Industry website. The Augmented Dickey-Fuller unit root test for stationarity found that studied variables become stationary at first order of difference. While, Johnson cointegration test revealed long run cointegration between India’s GDP, exports and imports. The results of VECM Granger causality test exhibited bi-directional relationship between India’s GDP and India’s exports, whereas uni-directional relation has been found between India’s GDP and India’s imports. These results have significant implication for India’s export import policy and to achieve a target of $5 trillion economy till 2024-2025.

ANALISA PREDIKSI INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE ARIMA

2020 ◽  
Vol 2 (2) ◽  
pp. 454
Author(s):  
Julkifli Purnama ◽  
Ahmad Juliana
Keyword(s):  
Capital Market ◽  
Stock Price ◽  
Time Series Data ◽  
Arima Model ◽  
Secondary Data ◽  
Actual Data ◽  
Series Data ◽  
Analysis Technique ◽  
The Right ◽  
The Capital Market

Investment in the capital market every manager needs to analyze to make decisions so that the right target to produce profits in accordance with what is expected. For that, we need a way to predict the decisions that will be taken in the future. The research objective is to find the best model and forecasting of the composite stock price index (CSPI). Data analysis technique The ARIMA Model time series data from historical data is the basis for forecasting. Secondary data is the closing price of the JCI on July 16 2018 to July 16 2019 to see how accurate the forecasting is done on the actual data at that time. The results of the study that the best Arima model is Arima 2.1.2 with an R-squared value of 0.014500, Schwarz criterion 10.83497 and Akaike info criterion of 10.77973. Results of forecasting actual data are 6394,609, dynamic forecast 6387,551 selisish -7,05799, statistics forecas 6400,653 difference of 6,043909. For investors or the public can use the ARIMA method to be able to predict or predict the capital market that will occur in the next period.

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