Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 109 for “"Long-run Relationship"”.
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Exchange Rates and Trade Balance: Testing the Short- and Long-Run Relationship Using Data for Small Semi-Open Economies
… exchange rates do play a role in determining the long-run equilibrium behavior of the trade balance. This implies that the trade balance should not be treated a priori as exogenous with respect to the exchange rates. The evidence on the role of the exchange rate was stronger when the reduced form …
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Active and passive assets, their returns and the role of market efficiency
… prior studies have noted the existence of a relationship between the returns of active and passive investment styles and the relative fund flows to these styles. Limited literature exists which considers potential channels through which this relationship occurs. This study builds on existing …
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Reputation with stopping time decision
This paper studies a long run relationship between two players while one player has reputation concern and the other player's decision is a stopping time. The equilibrium structure depends on the value of the long run relationship: when the value of the relationship is low, a simple threshold …
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Savings, investment and economic growth in Namibia
… investment and economic growth in Namibia. The relationship between these variables is central to Namibia’s guiding macroeconomic framework. However, empirical evidence has shown that the relationship between saving, investment and economic growth depends on the country context. This makes it …
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An investigation of the relationship between trade openess and economic growth in Namibia
The study investigated the relationship between trade openness and economic growth for Namibia using annual time series data over the period 1980 to 2011. The variables used include GDP per capita, labour force, capital formation, trade openness and real exchange rate. This study employed time …
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Examining the causal relationship between private sector credit extended and economic growth in Namibia
This study examined the causal relationship between Private Sector Credit Extension (PSCE) and Economic growth in Namibia. The study used the quarterly data covering the period from 2000:Q1-2017:Q4. The variables employed were Gross Domestic Product (GDP) growth, Private Sector Credit Extended, …
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A Critical Assessment of the Sustainability of South Africa's Fiscal Policy and Related Institutional Frameworks
… and national government expenditure for a long-run relationship. A long-run relationship was found between these two variables, suggesting that fiscal policy and South Africa’s public debt are sustainable. However, due to weakened institutions, the South African government should remain …
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Investigating the relationship between agricultural productivity and economic growth in Namibia
… Therefore, this study investigated the relationship between agricultural productivity and economic growth in Namibia. The study specifically aimed to investigate the long run relationship between agricultural productivity and economic growth. Moreover, the study aimed to determine the …
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An investigation of the relationship between balance of payments and economic growth in Namibia
The study investigated the relationship between balance of payments and economic growth for Namibia using quarterly time series data over the period 1999q1to 2018q2. The variables used include real gross domestic product, balance of payments, real exports, real effective exchange rate, net foreign …
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The Causal Relationship between Financial Development and Economic Growth in Tanzania 1980-2010
The study determines the causal relationship between financial development and economic growth in Tanzania. In order to test for existence of long run relationship between the variables, the study employs a cointegration and vector error correction model (VECM) technique. Granger causality test was …
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Monetary policy and the role of exchange rate: the case of Jordan
… model (ECM), we examined the existence of stable long-run relationships for the demand for money and the demand for exports and imports. Using the VAR analysis, we analyzed the potential channels of monetary policy transmission mechanism as a vehicle to evaluate the efficiency of monetary policy. …
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Essays in macroeconomics
… effect. The second essay studies the empirical relationship between aggregate macroeconomic volatility and idiosyncratic firm-level volatility. This relationship is a testable implication of a rich set of theoretical models available in the literature. I propose a consistent estimator of the …
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The Budget Deficits and Inflation in Tanzania: A causal relationship
The existing high levels of inflation along with budget deficits in Tanzania have created great concern among analysts and policy makers. The study attempts to investigate the nature and direction of causality between inflation and budget deficits in Tanzania for the period between 1975 and 2010. …
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Identifying non-oil sectors potential and impact of corruption on economic growth in Nigeria
… were positively significant and showed a long-run relationship except Information sector which was positive but showed no long-run relationship. Model 2 study emphases on the effects of corruption on the economic growth of the country using variables like Corruption, oil rent, inflation, …
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Investigating the relationship between non-bank financial sector development and economic growth in Namibia
… study aims to empirically investigate whether a long-run relationship exists between the development of the non-bank financial institutions (NBFIs) sector and economic growth in Namibia and to further determine the direction of causality thereof. The study uses time series quarterly data over the …
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Determinants of private investments in South Africa
… for co-integration to explore the presence of a long-run relationship between the variables and the granger causality within VECM to check the interrelations among the series. The findings reveal that all variables are co-integrated to suggest the existence of a long-run relationship among …
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Velocity of Money and Financial Development in BRICS Countries
… distributive lag (PARDL) to estimate the relationship between financial development and velocity of money in BRICS countries. In addition, "panel fully modified least squares and panel dynamic least squares were employed to supplement PARDL". A long run relationship between financial …
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Credit Information Sharing, Credit Growth and Bank Profitability: The Case of Lesotho
… methods. The Johansen cointegation test was run to establish presence of long run relationship between variables following which the error correction model was applied to determine short run relationship. The results revealed no significant relationship between credit information sharing …
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The impact of stock market performance on economic growth in Malawi
This study investigated the causal relationship between the performance of the Malawi Stock Exchange (MSE) and economic growth in Malawi using quarterly data for the period 2003 to 2017. Stock market performance was measured using four indicators: the all share price index, total stock market …
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An Analysis of the Finance Growth Nexus in Nigeria
This study empirically examines the relationship between financial development and economic growth in Nigeria. It employs statistical techniques such as the Autoregressive Distributed Lag approach as well as a short and long run Granger Causality test on time series data spanning from 1960-2016. …
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