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Motives and Determinants of FDI: A VECM Analysis for Oman
Global Business Review, 2015The article examines the motives and determinants of foreign direct investment (FDI) in Oman during the period 1980–2013. It investigates the market size, natural resources, inflation rate, trade openness and government expenditures as factors influencing FDI.
Ömer Ibrahim
exaly +2 more sources
Modelling External Debt Using VECM and GARCH Models
Lecture Notes in Networks and Systems, 2022Naledi Blessing Mokoena +2 more
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The Relative Performance of VAR and VECM Model
2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering, 2010Two models are examined in this study: Vector Autoregressive Model (VAR) and Vector Error Correction Model (VECM). Based on three indices: S&P 500, Nikkei 225 (NIKKEI), and Morgan Stanley EAFE (MSCIEAFE or MSCI EAFE) Index, we implement VAR and VECM models, including the pre-estimation diagnostics, model estimation and interpretation and post ...
Jianfeng Zhang, Wenxiu Hu, Xin Zhang
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Testing in VECMs with Small Samples
2017The inferential procedures discussed in previous chapters are based on asymptotic considerations in the sense that they rely on the convergence of the distribution of the test statistics to some known limit distribution as the sample size goes to infinity. However, in order to work well, first-order asymptotic approximation requires that the asymptotic
John Hunter +2 more
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2005
In specifying VECMs, the lag order, the cointegration rank and possibly further restrictions have to be determined. The lag order and the cointegration rank are typically determined before further restrictions are imposed on the parameter matrices. Moreover, the specification of a VECM usually starts by determining a suitable lag length because, in ...
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In specifying VECMs, the lag order, the cointegration rank and possibly further restrictions have to be determined. The lag order and the cointegration rank are typically determined before further restrictions are imposed on the parameter matrices. Moreover, the specification of a VECM usually starts by determining a suitable lag length because, in ...
openaire +2 more sources
2005
In Chapters 2 and 6, we have seen that, on the one hand, impulse responses are an important tool to uncover the relations between the variables in a VAR or VECM and, on the other hand, there are some obstacles in their interpretation. In particular, impulse responses are generally not unique and it is often not clear which set of impulse responses ...
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In Chapters 2 and 6, we have seen that, on the one hand, impulse responses are an important tool to uncover the relations between the variables in a VAR or VECM and, on the other hand, there are some obstacles in their interpretation. In particular, impulse responses are generally not unique and it is often not clear which set of impulse responses ...
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Remittance and Trade Deficit Nexus in Nepal: A VECM Approach [PDF]
NRB Economic Review, 2013 Once Nepal eased the access to the international labor market, there is an increasing trend of Nepalese working abroad, where annually thousands of young people migrate from the country. Consequently, there has been a sharp increment of remittance inflow in the recent years.
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Globalization and Economic Growth in Nepal A VECM Approach
CARC Research in Social Sciences, 2023This study explores globalization's political, social, and economic aspects and its impact on Nepal's economic growth between 1990 and 2020. The study employed sophisticated econometric techniques, first utilizing the Johansen Cointegration and VECM to assess causality among the variables under investigation and the Augmented Dickey-Fuller (ADF) and ...
Bandana Gurung +3 more
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