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Academic literature on the topic 'Foreign Econometric models'

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Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Foreign Econometric models"

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Islam, Tamanna, Ashfaque A. Mohib, and Shahnaz Zarin Haque. "Econometric Models for Forecasting Remittances of Bangladesh." Business and Management Studies 4, no. 1 (December 13, 2017): 1. http://dx.doi.org/10.11114/bms.v4i1.2860.

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At present, the remittance of Bangladesh (RB) is the largest source of foreign exchange earning of the country. The RB plays a critical role in alleviating the foreign-exchange constraint and supporting the balance of payments, enabling imports of capital goods and raw materials for industrial development. Remittance from overseas migrant workers certainly increases the income disparity between classes of the rural society. Therefore forecasting plays an important role to know the future situation of economic condition. This paper employed the prospective data on RB to derive a unique and suitable forecasting model. The data were collected from Bangladesh Bank (BB) during January, 1998 to December, 2003. The Autoregressive Integrated Moving Average (ARIMA) and the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models were used to find out the best one. The findings indicated that the ARIMA (0,1,1) (0,2,1)12 and the GARCH (2,1) models were appropriate for our data and the GARCH (2,1) model appeared to be the best one between these.
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Zoidov, Kobiljon Kh, and Zafar K. Zoidov. "Gravitational econometric models of foreign trade of the EAEU+ countries: analysis, assessment and search for sources of inclusive economic growth." Market economy problems, no. 3 (2021): 196–226. http://dx.doi.org/10.33051/2500-2325-2021-3-196-226.

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The article presents an analysis and assessment of Russia's foreign trade cooperation based on the gravitational econometric model with other EAEU+ countries with which there are stable economic relations. Inclusive growth is understood as economic growth aimed at creating favorable conditions for improving the quality of life and ensuring equal opportunities for all groups of the population in the national economy. Ensuring economic inclusion is the most important condition for sustainable economic growth. The main idea of the approach is a gravitational econometric model of foreign trade and foreign trade turnover, which directly depends on the economic capabilities of trading countries (GDP) and inversely depends on the distance between these countries. Goal. To test the hypothesis that the growth of income from trade is possible in the future, taking into account the growth of GDP in the EAEU+ member states. To develop gravitational econometric models of Russia's foreign trade within the framework of the development and expansion of the EAEU. Tasks. To present a retrospective analysis of the foreign economic activity of Russia and other EAEU+ countries in the period from 1991 to 2021. To analyze, evaluate and search for sources of inclusive economic growth based on the use of gravitational econometric models of foreign trade of the EAEU+ countries. Methodology. The methods of system analysis, classification and comparison, evolutionary-institutional theory and analytical approach were applied in the course of the study. Results. The high empirical accuracy of gravitational econometric models, demonstrated by their use in research, allows us to build the most reliable medium-term forecasts of economic growth and development of foreign trade, to search for the optimal scenario for the realization of the export potential of the national economy to adapt to the geo-graphical trade race. It should be noted that the use of gravitational economic models to identify trade relations that can be implemented both locally and globally. Conclusions. Based on the results of the gravitational econometric model of foreign trade, it is established that in the future the growth of trade turnover between the EAEU+ countries are possible taking into account the GDP growth of these countries. The EAEU+ countries have significant economic potential to increase mutual trade flows and further integration into world trade.
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Chen, An-Sing, and Mark T. Leung. "Dynamic Foreign Currency Trading Guided by Adaptive Forecasting." Review of Pacific Basin Financial Markets and Policies 01, no. 03 (September 1998): 383–418. http://dx.doi.org/10.1142/s0219091598000247.

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The difficulty in predicting exchange rates has been a long-standing problem in international finance as most standard econometric methods are unable to produce significantly better forecasts than the random walk model. Recent studies provide some evidence for the ability of multivariate time-series models to generate better forecasts. At the same time, artificial neural network models have been emerging as alternatives to predict exchange rates. In this paper we propose a nonlinear forecast model combining the neural network with the multivariate econometric framework. This hybrid model contains two forecasting stages. A time series approach based on Bayesian Vector Autoregression (BVAR) models is applied to the first stage of forecasting. The estimates from BVAR are then used by the nonparametric General Regression Neural Network (GRNN) to generate enhanced forecasts. To evaluate the economic impact of forecasts, we develop a set of currency trading rules guided by these models. The optimal conditions implied by the investment rules maximize the expected profits given the expected changes in exchange rates and the interest rate differentials between domestic and foreign countries. Both empirical and simulation experiments suggest that the proposed nonlinear adaptive forecasting model not only produces better forecasts but also results in higher investment returns than other types of models. The effect of risk aversion is also considered in the investment simulation.
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Lieu, Derming. "Estimation of empirical pricing equations for foreign-currency options: Econometric models vs. arbitrage-free models." International Review of Economics & Finance 6, no. 3 (January 1997): 259–86. http://dx.doi.org/10.1016/s1059-0560(97)90038-1.

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Mahmoudi, Saeid, Nasser Nasiri, and Saeid Hajihassaniasl. "Investigating the Factors Affecting Foreign Direct Investment in Selected Muslim Countries: A Panel Data Approach." Turkish Journal of Islamic Economics 8, no. 1 (February 15, 2021): 153–75. http://dx.doi.org/10.26414/a132.

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This paper attempts to test the effects of foreign direct investment on selected Islamic countries by using spatial econometric analysis. For this purpose, foreign direct participation and investment data from selected countries were used as panel data between 2000-2013 years period. The foreign direct investment equation is estimated using static (fixed and random effects) and dynamic (Generalized Method of Moments) methods as panel data in both conventional and spatial econometric models. The results of the estimated model show the existence of spatial correlations between selected countries and hence the use of this type of estimation is justified. On the other hand, the variables of degree of openness of the economy and economic security have a positive and significant effect on attracting foreign direct investment in the studied countries while inflation rate, economic growth and human capital solely have no significant effect on foreign direct investment in these countries.
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Terzi, Chokri, and Anis El Ammari. "An Econometric Forecasting Model for Foreign Trade: Evidence From Tunisia." Journal of Advance Research in Mathematics And Statistics (ISSN: 2208-2409) 5, no. 8 (August 31, 2018): 01–14. http://dx.doi.org/10.53555/nnms.v5i8.531.

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In this paper and without application because of the not availability of the data, the authors propose specific models in static and dynamic framework to analyze and forecast the evolution of the main components of the foreign trade of the Tunisian economy. For instance, they model and interpret the elasticities of imports and exports to changes in the prices and income. This approach thereby adds theoretical depth to a model that has a good forecasting performance. This paper is one among rare papers which focus on the modelling of the Tunisian foreign trade based on this approach.
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Stavytskyy, Andriy, and Daria Martynovych. "THE ECONOMETRIC MODELING OF UKRAINIAN MACROECONOMIC TENDENCIES." Ekonomika 91, no. 1 (January 1, 2012): 79–92. http://dx.doi.org/10.15388/ekon.2012.0.906.

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Econometric models are widely used in economic policies of many states. They help to build a great variety of econometric systems for every country and take into account the specifics of each economy.In this article, the structural macroeconomic models that describe the main aspects of the economic policy were applied. The interdependence between the level of inflation, the value of investment, savings, consumption, export and import transactions, taxes on the foreign trade were defined based on the analysis of the key macroeconomic parameters of Ukraine. After investigating all economic indicators, they were transformed into stationary time series for a correct use in the model. In addition, heteroscedasticity and autocorrelation of residuals were excluded in all econometric equations.As a result, the research shows that a large share of black economy leads to a rather high level of inflation in the state, because its value is primarily determined by expectations of the population under such circumstances. The paper indicates that the further export growth leads to a lower consumption growth and also to a lower growth of savings. Such a situation indicates an insufficient development of the domestic market. Investment growth has been fund not to be directly linked to consumption increase and economic development in general. Unfortunately, the main sources of investment in Ukraine are the funds of enterprises and foreign sources. The analysis shows a need to encourage public involvement into investment processes. For example, the creation of public–private partnerships is especially useful while implementing infrastructural projects.
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Sun, Wenxiang, Jisheng Peng, Juelin Ma, and Weiguo Zhong. "Evolution and performance of Chinese technology policy." Journal of Technology Management in China 4, no. 3 (September 25, 2009): 195–216. http://dx.doi.org/10.1108/17468770911013528.

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PurposeThe purpose of this paper is to analyze the evolution of Chinese technology policy, assess its technological and economic performance from the visual angle of “market in exchange for technology” strategy.Design/methodology/approachA quantified method based on policy contents from policy power, policy goals and policy means was developed to build a policy database, and analyze the evolutionary tendency of Chinese technology policy. In addition, econometric models were built to assess the performance of technology policy.FindingsThe critical goals of Chinese technology policy are introducing technology directly or indirectly by introducing foreign investment and innovation, but the critical linkage between introduction and innovation‐technology absorption was absent – almost all policy means aim at the introduction of foreign investment and innovation but not technology absorption. More unfortunately, the econometric results show that introduction of foreign investment contributes little, while technology absorption contributes much more. Institutional path‐dependence and the competition for benefits among different departments have aggravated an already unbalanced emphasis on technology policies during the reform.Research limitations/implicationsDuring the quantification of technology policy, one perhaps loses some information about policy, and it can only be used to analyze the technology policy system, not special technology policy.Practical implicationsAnalyses of the evolution of Chinese technology policy and econometric results show the blunder of “market in exchange for technology” strategy from policy formulation and execution. Also, it leads to the optimization of technology policy from policy targets, implements based on national technology and innovation strategy.Originality/valueThe paper develops the method of technology policy quantification and builds econometric models to assess the contribution of technology policy to technology progress and economy development.
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Bobrovnik, Denis. "МОДЕЛЮВАННЯ ВПЛИВУ ІНОЗЕМНИХ ІНВЕСТИЦІЙ НА РОЗВИТОК СІЛЬСЬКОГОСПОДАРСЬКИХ ПІДПРИЄМСТВ." PROBLEMS AND PROSPECTS OF ECONOMIC AND MANAGEMENT, no. 4(20) (2019): 238–45. http://dx.doi.org/10.25140/2411-5215-2019-4(20)-238-245.

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The article deals with the peculiarities of using econometric modeling methodology to analyze the relationship between the development of the agricultural industry and the individual factors that determine its functioning. The importance of at-tracting foreign investment in the agricultural sector of Ukraine is substantiated, and linear one-factor models of the depend-ence between agricultural production and total foreign direct investment, between the level of the profitability of agricultural enterprises and the volume of such investments are constructed. The adequacy of the obtained models is estimated.
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Salem, Mohamed, and Andrew Baum. "Determinants of foreign direct real estate investment in selected MENA countries." Journal of Property Investment & Finance 34, no. 2 (March 7, 2016): 116–42. http://dx.doi.org/10.1108/jpif-06-2015-0042.

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Purpose – The purpose of this paper is to identify the main determinants of foreign direct real estate investments (foreign direct investment (FDI)) in selected Middle Eastern and North African (MENA) countries. Design/methodology/approach – The empirical work of this study is an econometric analysis of FDI in the commercial real estate sector for eight MENA markets, namely Algeria, Egypt, Morocco, Qatar, Saudi Arabia, Turkey, Tunisia and the UAE during the period 2003-2009. The econometric analysis is carried out using the pooled Tobit model technique for panel data. Findings – The paper finds that both country-specific factors and real estate sector-specific variables consistently support hypotheses explaining commercial real estate-related FDI, and find evidence that political stability explains why some selected MENA countries attract more real estate investments than other MENA countries. Practical implications – The findings should be seriously considered in any policy making effort on the part of governments in the region. Originality/value – The authors contribute to the existing literature in many ways. First, the study aims to develop econometric models, using both conventional and unique variables, to be generalised and applied to any developed or emerging market. The study applies relevant techniques in estimating the models, including the pooled Tobit model. Second, the research studies eight selected MENA real estate markets from 2003 to 2009, a timeframe and geography not examined in previous published empirical work on commercial real estate investments. Lastly, and for the first time in real estate literature, the study applies the location dimension of Dunning’s OLI paradigm as a theoretical explanation for the behaviour of foreign investors in commercial real estate towards the selected MENA markets.
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Dissertations / Theses on the topic "Foreign Econometric models"

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Klongkratoke, Pittaya. "Econometric models in foreign exchange market." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7333/.

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According to the significance of the econometric models in foreign exchange market, the purpose of this research is to give a closer examination on some important issues in this area. The research covers exchange rate pass-through into import prices, liquidity risk and expected returns in the currency market, and the common risk factors in currency markets. Firstly, with the significant of the exchange rate pass-through in financial economics, the first empirical chapter studies on the degree of exchange rate pass-through into import in emerging economies and developed countries in panel evidences for comparison covering the time period of 1970-2009. The pooled mean group estimation (PMGE) is used for the estimation to investigate the short run coefficients and error variance. In general, the results present that the import prices are affected positively, though incompletely, by the exchange rate. Secondly, the following study addresses the question whether there is a relationship between cross-sectional differences in foreign exchange returns and the sensitivities of the returns to fluctuations in liquidity, known as liquidity beta, by using a unique dataset of weekly order flow. Finally, the last study is in keeping with the study of Lustig, Roussanov and Verdelhan (2011), which shows that the large co-movement among exchange rates of different currencies can explain a risk-based view of exchange rate determination. The exploration on identifying a slope factor in exchange rate changes is brought up. The study initially constructs monthly portfolios of currencies, which are sorted on the basis of their forward discounts. The lowest interest rate currencies are contained in the first portfolio and the highest interest rate currencies are in the last. The results performs that portfolios with higher forward discounts incline to contain higher real interest rates in overall by considering the first portfolio and the last portfolio though the fluctuation occurs.
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Hillman, Robert J. T. "Econometric modelling of nonlinearity and nonstationarity in the foreign exchange market." Thesis, University of Southampton, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.264846.

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Yuen, Wai-kee, and 袁偉基. "A historical event analysis of the variability in the empirical uncovered interest parity (UIP) coefficient." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36424201.

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Marshall, Peter John 1960. "Rational versus anchored traders : exchange rate behaviour in macro models." Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/9048.

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Liu, Siyang, and 劉巳洋. "Essays on spillover effects from foreign direct investment in China and internal promotions in the government of Qing China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39321368.

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Calver, Robin Barnaby. "Macroeconomic and Political Determinants of Foreign Direct Investment in the Middle East." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/1074.

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This study argues that governments with sustained GDP growth, open markets, low country risk, high levels and low standard deviation of government performance, and few or no occurrences of war, will see larger levels of foreign direct investment (FDI) over time. Scholarship on the determinants of FDI variously argues the influence of GDP growth, the openness of a country's economy, a government's level of political capacity, the level of country risk, and the negative effects of inter-, intra- and extrastate conflict. These studies on the various effects on FDI, while providing insightful and substantial statistical results, fail to capture the simultaneous effects of macroeconomic, government performance, country risk, and war variables. The present study attempts to resolve this gap in the literature on FDI by proposing a multi-dimensional model of the combined effects of un-weighted macroeconomic, political, country risk, and war variables on FDI flows over time. The empirical results confirm the expected multi-dimensional nature of FDI flows over time and provide insight into the macroeconomic and political effects on regional and country-level yearly flows of FDI, as well as yielding some unexpected and counter-intuitive results of the role war plays on FDI flows over time.
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Walter, Jason Michael. "Determinants of Bilateral Trade between the United States and Japan." Thesis, North Dakota State University, 2010. https://hdl.handle.net/10365/29311.

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The objective of this study is to evaluate the effects of macroeconomic policy variables on bilateral trade between the United States and Japan. An auto-regressive distributed lag model is developed to estimate the effects of government economic policies on four commodity groups: agriculture; materials and chemicals; machinery and transport equipment; and manufactured goods. Results indicate that monetary policy significantly affects U. S. and Japanese imports of manufactured goods and transport equipment. The results also show that changes in government expenditure have a significant long-run effect on U.S. imports of manufactured goods and Japanese imports of materials and chemicals, while the long-run effects of income and exchange rates are significant for most commodity groups.
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李寶昇 and Po-sing Li. "The study of the combination of technical analysis and qualitative model in financial forecasting." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31269035.

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Forrester, David Edward Economics Australian School of Business UNSW. "Market probability density functions and investor risk aversion for the australia-us dollar exchange rate." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.

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This thesis models the Australian-US Dollar (AUD/USD) exchange rate with particular attention being paid to investor risk aversion. Accounting for investor risk aversion in AUD/USD exchange rate modelling is novel, so too is the method used to measure risk aversion in this thesis. Investor risk aversion is measured using a technique developed in Bliss and Panigirtzoglou (2004), which makes use of Probability Density Functions (PDFs) extracted from option markets. More conventional approaches use forward-market pricing or Uncovered Interest Parity. Several methods of estimating PDFs from option and spot markets are examined, with the estimations from currency spot-markets representing an original application of an arbitrage technique developed in Stutzer (1996) to the AUD/USD exchange rate. The option and spot-market PDFs are compared using their first four moments and if estimated judiciously, the spot-market PDFs are found to have similar shapes to the option-market PDFs. So in the absence of an AUD/USD exchange rate options market, spot-market PDFs can act as a reasonable substitute for option-market PDFs for the purpose of examining market sentiment. The Relative Risk Aversion (RRA) attached to the AUD/USD, the US Dollar-Japanese Yen, the US Dollar-Swiss Franc and the US-Canadian Dollar exchange rates is measured using the Bliss and Panigirtzoglou (2004) technique. Amongst these exchange rates, only the AUD/USD exchange rate demonstrates a significant level of investor RRA and only over a weekly forecast horizon. The Bliss and Panigirtzoglou (2004) technique is also used to approximate a time-varying risk premium for the AUD/USD exchange rate. This risk premium is added to the cointegrating vectors of fixed-price and asset monetary models of the AUD/USD exchange rate. An index of Australia???s export commodity prices is also added. The out-of-sample forecasting ability of these cointegrating vectors is tested relative to a random walk using an error-correction framework. While adding the time-varying risk premium improves this forecasting ability, adding export commodity prices does so by more. Further, including both the time-varying risk premium and export commodity prices in the cointegrating vectors reduces their forecasting ability. So the time-varying risk premium is important for AUD/USD exchange rate modelling, but not as important as export commodity prices.
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McDonald, Mark F. J. "An investigation into the dynamics of correlation networks in the foreign exchange market." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670178.

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Books on the topic "Foreign Econometric models"

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Taylor, J. Edward. Immigration in California econometric models. Sacramento, Calif.]: Employment Development Dept., 1990.

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Baillie, Richard T. The foreign exchange market: Theory and econometric evidence. Cambridge: Cambridge University Press, 1989.

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Helpman, Elhanan. The structure of foreign trade. Cambridge, MA: National Bureau of Economic Research, 1998.

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Baillie, Richard. The foreign exchange market: Theory and econometric evidence. Cambridge [Cambridgeshire]: Cambridge University Press, 1989.

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Itō, Takatoshi. Foreign exchange rate expectations: Micro survey data. Cambridge, MA: National Bureau of Economic Research, 1988.

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Hans, Dewachter, and Embrechts Marc, eds. Exchange rate theory: Chaotic models of foreign exchange markets. Oxford, UK: Blackwell, 1993.

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Goldstein, Itay. An information-based trade off between foreign direct investment and foreign portfolio investment. Cambridge, Mass: National Bureau of Economic Research, 2005.

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Goldstein, Itay. An information-based trade off between foreign direct investment and foreign portfolio investment. Cambridge, MA: National Bureau of Economic Research, 2005.

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Lyons, Richard K. Foreign exchange volume: Sound and fury signifying nothing? Cambridge, MA: National Bureau of Economic Research, 1995.

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Blonigen, Bruce A. Protectionist threats and foreign direct investment. Cambridge, MA: National Bureau of Economic Research, 1996.

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Book chapters on the topic "Foreign Econometric models"

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Oguchi, Noriyoshi. "The Growth of the Korean Economy and the Foreign Capital." In Econometric Models of Asian-Pacific Countries, 463–500. Tokyo: Springer Japan, 1994. http://dx.doi.org/10.1007/978-4-431-68258-5_15.

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Kaehler, Juergen, and Volker Marnet. "Markov-Switching Models for Exchange-Rate Dynamics and the Pricing of Foreign-Currency Options." In Econometric Analysis of Financial Markets, 203–30. Heidelberg: Physica-Verlag HD, 1994. http://dx.doi.org/10.1007/978-3-642-48666-1_13.

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Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.

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Abstract A novel econometric approach is developed in this chapter, namely, the Global Vector Autoregressive (GVAR) model. It provides a comprehensive framework for analyzing the country-level impacts of various domestic, foreign, and/or global shocks on softwood lumber trade. The GVAR approach is applied to Canada-U.S. trade in softwood lumber and used to analyze the effect of external shocks on Canadian lumber prices. Findings indicate that Canada's export prices are positively correlated to U.S. housing starts and real GDP. Further, using impulse response functions, it is used to examine the effects on regional lumber export prices in Canada of: (1) a change in U.S. housing starts; (2) a reduction in U.S. GDP by one standard deviation; (3) a COVID-19 induced decline in U.S. GDP (of three standard deviations); (4) an increase in global oil prices; and, in the Appendix, (5) an increase in the long-term interest rate. Price impacts vary a great deal by Canadian region depending on the type of shock, with the propagation mechanism in Alberta significantly different from that in other regions. For example, with an oil price shock and because Alberta is a major exporter of oil, the lumber export price remains high even as the shock dissipates over time.
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Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0174.

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Abstract A novel econometric approach is developed in this chapter, namely, the Global Vector Autoregressive (GVAR) model. It provides a comprehensive framework for analyzing the country-level impacts of various domestic, foreign, and/or global shocks on softwood lumber trade. The GVAR approach is applied to Canada-U.S. trade in softwood lumber and used to analyze the effect of external shocks on Canadian lumber prices. Findings indicate that Canada's export prices are positively correlated to U.S. housing starts and real GDP. Further, using impulse response functions, it is used to examine the effects on regional lumber export prices in Canada of: (1) a change in U.S. housing starts; (2) a reduction in U.S. GDP by one standard deviation; (3) a COVID-19 induced decline in U.S. GDP (of three standard deviations); (4) an increase in global oil prices; and, in the Appendix, (5) an increase in the long-term interest rate. Price impacts vary a great deal by Canadian region depending on the type of shock, with the propagation mechanism in Alberta significantly different from that in other regions. For example, with an oil price shock and because Alberta is a major exporter of oil, the lumber export price remains high even as the shock dissipates over time.
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Yu, Lean, Shouyang Wang, and Kin Keung Lai. "A Hybrid Econometric-AI Ensemble Learning Model for Chinese Foreign Trade Prediction." In Computational Science – ICCS 2007, 106–13. Berlin, Heidelberg: Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-72590-9_14.

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Jaitang, Chalerm, Paravee Maneejuk, Aree Wiboonpongse, and Songsak Sriboonchitta. "Analysis of Thailand’s Foreign Direct Investment in CLMV Countries Using SUR Model with Missing Data." In Predictive Econometrics and Big Data, 408–21. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-70942-0_29.

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Nugent, Jeffrey B. "Foreign Aid, Economic Development and Income Distribution: Some Inferences from a CGE Model for Egypt." In Advanced Studies in Theoretical and Applied Econometrics, 63–90. Dordrecht: Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-3677-5_4.

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Hashimoto, Yuko, and Takatoshi Ito. "Market Microstructure of the Foreign Exchange Markets: Evidence from the Electronic Broking System." In Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, 66–91. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230298101_3.

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Bhowmik, Debesh. "Econometric Analysis of India's Foreign Direct Investment Inflows." In Foreign Direct Investments (FDIs) and Opportunities for Developing Economies in the World Market, 248–75. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-3026-8.ch012.

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In this chapter, the author explains the trend lines, random walk, stationary, structural breaks, and volatility of FDI inflows in India during 1971-2015. Both log linear and exponential trends are significant. FDI inflows are stationary and showed four structural breaks in 1985, 1994, 2000, and 2006. The author found the relation among FDI inflows, growth rate, interest rate, inflation rate, exchange rate, fiscal deficit, external debt, and trade openness with the help of Granger causality, Johansen cointegration test, and vector error correction models. Trace statistic has four cointegrating equations, and Max Eigen statistic has three cointegrating equations. The speed of the vector error correction process is more or less slow except for change in interest rate and change in inflation rate, which are significant where VECM is stable and diverging. Limitations and future scope of research is added. Policy recommendations are also included.
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Ginsburgh, Victor, and Shlomo Weber. "Individual Communicative Benefits." In How Many Languages Do We Need? Princeton University Press, 2011. http://dx.doi.org/10.23943/princeton/9780691136899.003.0006.

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This chapter begins with a discussion of the incentives to learn foreign languages, ranging from an expected increase in earnings, to the pleasure it can provide through immersion in a different culture, and having the ability to speak, read, or at least understand the language. Section 1 covers the theoretical models of learning a foreign language. Section 2 gives an example of estimating the resulting demand equations for foreign languages. Section 3 is devoted to the private monetary benefits resulting from the use of the native language of a country to which one migrates to, or the use of foreign languages for those citizens who know the language of their native country. Most econometric results point to relatively large returns on knowing non-native languages in firms that employ these workers.
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Conference papers on the topic "Foreign Econometric models"

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Choroev, Kalybek. "Econometric Models of Structural Shifts of the Economy of the Kyrgyz Republic." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02530.

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One of the urgent problems of economic development in the Kyrgyz Republic is overcoming structural imbalances. This article is devoted to the analysis and econometric modeling of the problems of overcoming structural imbalances in economic development. Methods for analyzing structural changes in the national economy using an econometric model based on a production function are proposed. The necessity of developing a three-sector model based on the production function has been substantiated. Analyzed the state of socio-economic development, the state of the investment climate in the Kyrgyz Republic. Currently, one of the most difficult problems of economic reforms in countries with economies in transition is that they are faced with the task of overcoming complex structural imbalances in the economic system inherited from the planned economy of the past. Ensuring sustainable balanced economic development of the country is an urgent task. For the accelerated development of the national economy of the country, the main goal is to optimize the intersectoral and intra-sectoral distribution of resources. In a transitional economy, the market mechanism cannot provide the desired scheme for the intersectoral allocation of resources of the national economy. The government of the country must take into account the existence of economic imbalances at the macro level and in the future, it is necessary to coordinate the distribution of foreign investment resources at the state level. Optimization measures should be aimed at identifying economic imbalances at an early stage and taking measures to resolve them in a timely manner.
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Hacıoğlu Deniz, Müjgan, and Kutluk Kağan Sümer. "The Effects of Oil Price Volatility on Foreign Trade Revenue and National Income: A Comparative Analysis on Selected Eurasian Economies." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01362.

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The aim of this study is to identify the effects of the volatility of oil prices and exchange rates on foreign trade revenue of a few selected Eurasian Economies. These countries are oil and natural gas exporting countries and getting most of their trade revenue from exporting these commodities. The effects of sharply falling oil prices since June 2014 and depreciating exchange rates on these countries’ external trade were analyzed by using alternative econometric models. The sample of this analysis covered the period from June 2014 when oil prices has started falling sharply – till June 2015 in which still world oil price is lower than the price of 140-150 dollars for per gallon in the previous years. Decreasing prices basically destabilize the revenues of these states since approximately two third (2/3) of their export revenue and substantial part of their budget revenue that comes from oil and natural gas. In Russian economy falling prices of oil depreciates both public revenue and economic activity. This means predominantly depending on one commodity for export and foreign trade makes these countries’ economies in dependence of that commodity’s price and makes these economies so vulnerable to global crisis and price volatilities. In order to avoid from this situation, these countries should divert their production and increase in variety for exporting goods.
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Sukhanova, E. I. "Modeling And Forecasting Of Russian Foreign Economic Activity Indicators: Econometric Approach." In Global Challenges and Prospects of The Modern Economic Development. European Publisher, 2021. http://dx.doi.org/10.15405/epsbs.2021.04.02.150.

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Korbi, Alban, and Blisard Zani. "Foreign Direct Investment (FDI) or Remittances? Which Contributes the Most to the Albanian Economy?" In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.s.p.2021.47.

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Foreign direct investment (FDI) and remittances entering an economy often play a very important role in the development and growth of economies year after year. Especially for economies with similar typolo­gies and characteristics like that of Albania, both of these elements promote economic development and serve as financial incentives. This paper aims to assess the contribution of remittances and foreign direct investment in the Albanian economy in the last three decades, through a multifactorial econometric model. The model uses three endogenous variables, the val­ue of remittances, the value of a foreign direct investment and the value of gross domestic product for the time series 1992 - 2019. As it results from the analysis of the econometric model, both remittances and foreign direct in­vestment payments have a positive impact on economic growth and the value of gross domestic product. It is also evident that remittances are the ones that affect the gross domestic product more compared to foreign di­rect investment.
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Ersin, Özgür Ömer, and Mustafa Batuhan Tufaner. "An Econometric Analysis on the Relationship between Foreign Trade and Foreign Direct Investment in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02163.

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The globalization process has accelerated the liberalization of foreign trade and capital movements. This acceleration is caused in widening and intensifying relations between foreign direct investment and foreign trade. This paper examines the foreign direct investments’ contribution to the foreign trade. The empirical study is based on time series analysis for Turkey and used monthly data over the period 1992-2017. Econometric techniques for time series are applied to test unit roots, Johansen cointegration test, ARDL bound model and Granger causality test. The test results indicate that there is a correlative relation between foreign trade and foreign direct investment. As a result foreign trade affects foreign direct investments.
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Li, Fengsheng, Weidong Jiang, and Li Wen. "An Econometric Model of the Relationship between Foreign Trade and Economic Growth in China." In 2009 Second International Conference on Information and Computing Science. IEEE, 2009. http://dx.doi.org/10.1109/icic.2009.223.

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Jian-Na, Zhao, Shan Xiao-Chen, and Feng Lei. "Research on the Relationship between Foreign Trade and Carbon Emissions based on Econometric Model." In 2014 International Conference on Economic Management and Trade Cooperation (EMTC 2014). Paris, France: Atlantis Press, 2014. http://dx.doi.org/10.2991/emtc-14.2014.85.

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Ersungur, Ş. Mustafa, Mehmet Barış Aslan, and Ömer Doru. "The Econometric Analysis in the Sectorial Basis of Income and Price Effects on the Foreign Trade Deficits: The Case of Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01864.

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In Turkey which is one of the countries whose current account deficit has been chronic from the 1980s until today, the most important reason for the current account deficit is foreign trade deficit. The aim of our study in this context is to shed light on policies oriented foreign trade deficits by examining foreign trade of intermediate and capital goods which are one of the most important causes of foreign trade deficits in Turkey, in terms of income and exchange rate indicators. In the study in which the Marshall-Lerner condition and the foreign and domestic income elasticities were tested separately for each model, the Econometric method and quartile data between 1998 to 2014 were used. The results of the study showed that Marshall-Lerner condition is not valid in foreign trade of any goods group, and domestic and foreign income variable coefficients are strong effect on both imports and exports. In the direction of these results, we think that the economic policies to be developed for domestic and foreign revenues will be more effective than the real exchange rate policies for being decreased the foreign trade deficits of both intermediate and capital goods in Turkey.
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Özer, Ali, Aslı Cansın Doker, and Adem Türkmen. "Analysis of Capital Flight in Developing Countries: A Study on Turkey between 1980 and 2010." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00702.

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The aim of this study is to determine whether there is a relationship between Capital flight and some macroeconomic variables by using anual data between 1980 and 2010 in Turkey. Capital flight measured by World Bank (1985) method, was used as dependent variable and external debt, foreign direct investment, uncertainty, real GDP growth, exchange rates, trade balance and consumer price index were used as independent variables. Ordinary Least squares estimation method, Johansen-Jeselius cointegration test, Granger causality test and variance decomposition results produced by VEC model were used in the study. After those econometrics and economics analysis, this paper put forward that there is a long run relationship between some macroeconomic variables and capital flight.The results show external debt, foreign direct investment inflows, and foreign reserves to be the major effector of capital flight.
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Acaroğlu, Hakan, and Zeki Kartal. "Measuring the Effect of Globalization Level to Economic Growth for Turkey in the Duration of Integration to the Global Economy, 1961-2013." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01732.

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The economic problems due to foreign trade and foreign direct investments are recently solved in the frame of global economy. This study surveys the effects of globalization to the economic growth in Turkey in the period 1961-2013 by the channels of the trade openness (OPENNESS) and foreign direct investments (FDIs) by using annual time series data. The data are obtained from Penn World Tables and World Development Indicators (2014 for Turkey). It is found with setting up the econometric model that, the trade openness is positively affecting the investment level and economic growth in the long term. On the other hand, the results of the applied economy policies are affecting the trade openness and economic growth significantly and positively. Those findings tell that Turkey is a successful actor of globalization process. In addition to this, what the economic policies that Turkey needs to do for a sustainable economic growth are emphasized in the study.
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