scholarly journals Impact of the stock market capitalization and the banking spread in growth and development in Latin American: A panel data estimation with System GMM

2017 ◽  
Vol 62 (5) ◽  
pp. 1427-1441 ◽  
Author(s):  
Ali Aali-Bujari ◽  
Francisco Venegas-Martínez ◽  
Gilberto Pérez-Lechuga
Keyword(s):  
Panel Data ◽  
Stock Market ◽  
Latin American ◽  
Growth And Development ◽  
System Gmm ◽  
Market Capitalization ◽  
Panel Data Estimation ◽  
Data Estimation ◽  
Stock Market Capitalization

scholarly journals Exchange Rate Volatility and Domestic Consumption: A Comparative Study of Developed, Developing and Emerging Economies

2019 ◽  
Vol 9 (3) ◽  
pp. 164
Author(s):  
Muhammad Zubair Chishti ◽  
Hafiz Syed Muhammad Azeem ◽  
Farrukh Mahmood ◽  
Adeel Ahmed Sheikh
Keyword(s):  
Exchange Rate ◽  
Panel Data ◽  
Developing Economies ◽  
Exchange Rate Volatility ◽  
Domestic Consumption ◽  
Aggregate Consumption ◽  
Developed Economies ◽  
Panel Data Estimation ◽  
The Exchange Rate ◽  
Data Estimation

The current study endeavors to explore the effects of oscillations in the exchange rate on the household aggregate consumption of developed, emerging, and developing economies, employing the panel data from 1995 to 2017. To select an appropriate panel data estimation technique, we apply Brush-Pagan & Hausman Tests for each set of chosen economies. Further, our study deduces that, in the case of developed economies, the oscillations in the exchange rate, significantly, affect the domestic consumption, supporting Alexander’s (1952) conjecture. However, in the case of emerging and developing economies, aggregate consumption does not respond to the exchange rate volatility.

scholarly journals The Effects of Information Communication Technology on Stock Market Capitalization: A Panel Data Analysis

2017 ◽  
Vol 7 (1) ◽  
pp. 261 ◽  
Author(s):  
Sang Lee ◽  
Matthew Alford ◽  
John Cresson ◽  
Lara Gardner
Keyword(s):  
Stock Market ◽  
Fixed Effects ◽  
Panel Data Analysis ◽  
Communication Technologies ◽  
Information Communication Technologies ◽  
Fixed Effects Model ◽  
Information Communication ◽  
Market Capitalization ◽  
Using Data ◽  
Stock Market Capitalization

The level of investment in information communication technologies (ICT) that may affect stock market capitalization varies substantially across countries. Using data on 81 countries from 1998 to 2014, we use a country-fixed effects model to estimate the relationship between ICTs and stock market capitalization. Our empirical model is built on the premise that (1) increased deployment of ICT allows financial market participants to make more informed decisions at reduced inherent risks associated with deficient information or uncertainty in financial markets; and (2) increased access to and use of information communication technologies is expected to improve a country's economic fundamentals. The empirical results support our hypothesis that ICT expansions are positively associated with stock market capitalization.

Forced Displacement in Colombia: What Determines Expulsion and Reception in Municipalities?

2014 ◽  
Vol 20 (4) ◽  
pp. 585-597 ◽  
Author(s):  
Ximena Dueñas ◽  
Paola Palacios ◽  
Blanca Zuluaga
Keyword(s):  
Panel Data ◽  
Fixed Effects ◽  
Independent Variables ◽  
Panel Data Estimation ◽  
Vector Decomposition ◽  
Displaced People ◽  
Time Invariant ◽  
Data Estimation ◽  
Conflict Intensity ◽  
Municipal Level

AbstractThis document explores the expulsion and reception determinants of displaced people among Colombian municipalities. For this purpose, we use fixed effects panel data estimations for the period 2004–2009, with municipality year as the unit of analysis. To the best of our knowledge, this is the first paper in Colombia that focuses on reception and the first one using panel data at municipal level to explain expulsion and reception. We find that, contrary to what one may expect, some independent variables affect both expulsion and reception of displaced people in the same direction; for instance, municipalities where homicide rates and conflict intensity are high, are associated with both higher reception and expulsion rates. In addition to the conventional panel data estimation, we also run a fixed effect vector decomposition to identify the explicit effects of certain time-invariant variables.

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