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2022 ◽  
pp. 114-132
Author(s):  
Dilek Temiz Dinç ◽  
Aytaç Gökmen

Capital is one of the first and foremost requisites of economic development for every country in this world. However, not every country is given abundant capital. Foreign direct investment (FDI) occurs as a good cure to solve capital-related issues. In this study, the net FDI inflow and economic growth correlation was researched in Turkey for the period of 2010:1-2018:3 by employing quarterly data as well as applying the Augmented Dickey Fuller Test (ADF); Phillips-Perron (PP); Kwiatkowski, Phillips, Schmidt, Shin (KPSS); Elliott, Rothenberg, and Stock (ERS) Point Optimal; Ng-Perron Unit Root Tests; and Toda-Yamamoto Causality Tests. According to the findings of the study, there is a unidirectional causality running from net FDI to economic growth in Turkey.


2021 ◽  
Vol 10 (2) ◽  
pp. 1
Author(s):  
Rizka Abdillah ◽  
Mukhlis M.Nur ◽  
Devi Andriyani

This study aims to determine the effect of Islamic bank revenues and Conventional Bank Revenues on bank profitability (a case study at BRI Syariah and BRI Conventional). It uses scond data obtained by documentation and literature methods. The samples are quarterly data revenues received by BRI Syariah from 2012 to 2019, quarterly data of revenues received by BRI Conventional from 012 to 2019, and quarterly data on ROE of Bank BRI from 2012 to 2019. The data analysis program with the multilinear method regessionand with help of Eviews program. The results partially show that Islamic bank and conventional bank revenues doesn’t has significant profitability effect to profitability of Bank BRI. Simultaneously, Islamic bank and conventional bank revenues do not significantly influence Bank BRI profitability. The magnitude effect of Islamic bank and conventional bank revenues on Bank BRI profitability is 0.06 (6%), and the remaining 11-0. 06 = 0.94 (94%) can be explained outside of this research model.


Author(s):  
Mariya Tsvil ◽  
Ella Guleva ◽  
Margarita Zubkova

The article provides econometric time series models for the volumes of mutual trade of the EAEU member states based on quarterly data from the 1st quarter of 2017 to the 3rd quarter of 2021. An exponential smoothing model and a multiplicative model are built. Also, a forecast was made for the volume of mutual trade in the IV quarter of 2021


Author(s):  
Mariya Tsvil ◽  
Maria Kobeleva ◽  
Anastasia Ponomareva

The article presents econometric models of time series presented on the basis of quarterly data on the export volumes of oilseeds and cereals of the Russian Federation in the period from 01.01.2017 to 31.09. 2021. According to the obtained multiplicative model, the forecast of export volumes for 12 commodity groups for the 4th quarter of 2021 is presented


Author(s):  
Mariya Tsvil ◽  
Victoria Plotnikova ◽  
Elena Stadnikova

This article provides an econometric analysis of the volume of imports of live animals in the Russian Federation according to the data of 01.01.2018-30.09.2021. by quarters. Based on the presented quarterly data, an econometric model was developed and a forecast for the volume of imports of live animals in the 4th quarter of 2021 was calculated


Author(s):  
Alexander Dokumentov ◽  
Rob J. Hyndman

We propose a new method for decomposing seasonal data: a seasonal-trend decomposition using regression (STR). Unlike other decomposition methods, STR allows for multiple seasonal and cyclic components, covariates, seasonal patterns that may have noninteger periods, and seasonality with complex topology. It can be used for time series with any regular time index, including hourly, daily, weekly, monthly, or quarterly data. It is competitive with existing methods when they exist and tackles many more decomposition problems than other methods allow. STR is based on a regularized optimization and so is somewhat related to ridge regression. Because it is based on a statistical model, we can easily compute confidence intervals for components, something that is not possible with most existing decomposition methods (such as seasonal-trend decomposition using Loess, X-12-ARIMA, SEATS-TRAMO, etc.). Our model is implemented in the R package stR, so it can be applied by anyone to their own data.


2021 ◽  
Vol 39 (11) ◽  
Author(s):  
Adel Kashkool ◽  
Roa'a Mohammed Kadhim ◽  
Hasan Yahya Baqer

Oil-producing countries depend on oil revenues mainly to finance their public budgets and thus influence Directly on the public spending process and according to economic logic, the financial abundance leads to an increase in public spending. And that's what A detailed event in the Iraqi economy during the years of explosive budgets for the years 2012 and 2013 due to high prices Oil has reached unprecedented levels. The process of public spending did not focus on the investment side, which would The economy and the various sectors developed, as they focused only on recreational and consumer activities, which led to the loss of an opportunity Financial abundance and the lack of impediment to the advancement of the Iraqi economy. The research focuses on the variables of oil revenues and public spending and the close relationship that exists between them. The quarterly data was taken, which is more accurate than the annual data, and the sample consisted of 66. Watching from 2004 to 2019. The series was subjected to silence tests for the two mentioned variables, and it was found that they did not They settle at the level and are stabilized when taking the first difference and after doing the graph test and proceeding to complete the rest the exams . An autoregressive ARDL method was selected, and the appropriate model was selected. For each of the oil revenues and public spending, and regarding the integration parameter, it was negative and significant, as well as the limits test that He indicated the possibility of long-term interpretation that the coefficients of the variables were  significant, as the percentages of significance ranged between 1%, 5%, and . 10% of the sequence. The model was subjected to a dimensional test, which confirmed the integrity of the model from standard problems and the statistical as a test of autocorrelation of the residuals and the result was not significant. As well as the test for instability of homogeneity of variance, which is The other is immaterial.


2021 ◽  
Vol 10 (2) ◽  
pp. 167-184
Author(s):  
Haryo Kuncoro

TThe use of large fiscal stimulus packages to dampen the impact of Covid-19 recently has raised concerns about the effectiveness of the discretionary fiscal policy. This paper aims at analysing the feasibility of automatic fiscal stabilisers to mitigate economic fluctuations in the case of Indonesia. Using the IMF standard model for quarterly data over the period of 2001(1) to 2019(4), we find that the role of automatic fiscal stabilisers is getting greater both in revenue and spending. This implies that the automatic fiscal stabilisers are feasible as the main fiscal policy instrument for economic stability goals in the future. However, given the existing circumstances, Indonesia has to reform economic, regulatory, and institutional ecosystems in adopting the automatic fiscal stabilisers.


2021 ◽  
Vol 30 (2) ◽  
pp. 571-586
Author(s):  
Mile Bošnjak ◽  
◽  
Jurica Vukas ◽  
Ivan Šverko

This paper aims to examine some of the macroeconomic drivers of nonperforming loans (NPL) in Croatia. Unemployment rate, industrial production index, construction works volume and the number of tourist arrivals were evaluated as the drivers on a quarterly data sample from 2008q4 to 2020q4. Following quantile regression approach, unemployment rates and construction works volume appeared as significant drivers of NPL in Croatia. Furthermore, empirical findings from this paper suggest asymmetric effects on NPL from its drivers. While decrease in construction works volume and increase in unemployment rates were found to correspond with increase in NPL, an increase in construction works volume and decrease in unemployment rates were not correlated with decrease in NPL. Consequently, the paper brings implications for credit institutions in Croatia within the context of COVID-19 pandemic crises.


2021 ◽  
Vol 13 (11) ◽  
pp. 115
Author(s):  
Cesar R. Sobrino

In this study, we use the co-movements approach to examine the role of permanent (common trend) and temporary (common cycle) shocks on per capita output, per capita consumption, and per capita investment in Peru, a small open commodity-based economy. Using quarterly data from 1993: Q1 to 2019: Q1, the effects of the temporary shocks are short-lived, and, on average, are a minor source of the variations of macro time series, over 10 quarters. This evidence suggests that the main source of per capita output and per capita consumption variations is the common trend shock which must be related to the 1990s reforms. Moreover, per capita output and per capita consumption are less responsive to unfavorable (favorable) common cycle shocks than per capita investment is. This outcome indicates that per capita investment has a much more volatile cycle than per capita private output and per capita consumption which is consistent with a previous empirical work.


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