scholarly journals Impact of Government Debt and Foreign Investment on the Indonesian Economy: An ARDL Model Analysis

2021 ◽  
Vol 12 (2) ◽  
pp. 32-39
Author(s):  
Zainuddin IBA ◽  
Musrizal . ◽  
Lakharis INUZULA ◽  
Sutoyo .
Keyword(s):  
Foreign Investment ◽  
Government Debt ◽  
Model Analysis ◽  
Ardl Model

scholarly journals An Empirical Model for the Indian Foreign Investment and Stock Market Volatility: Evidence From ARDL Bounds Testing Analysis

2020 ◽  
Vol 11 (2) ◽  
pp. 154
Author(s):  
Amar Singh ◽  
Arvind Mohan
Keyword(s):  
Stock Market ◽  
Foreign Investment ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Bounds Testing ◽  
Ardl Model ◽  
Long Run ◽  
Short Run ◽  
The Difference ◽  
Bound Test

Foreign investment is a major factor to determine volatility in the stock market. To discover the influence on Stock Market volatility of foreign investment we have considered FE, FD, and FDI as proxy variables of foreign investment and Indian stock market volatility is represented by Indian vix. The period for this study is 2009 to 2017 (monthly data).  To address this issue of volatility in the long/short-run we have applied the ARDL. The preference given to the ARDL model over Johansen co-integration is to the difference in the order of integration among the variables. ARDL model allows us to combine the I(0) and I(1) series whereas I(1) required in the case of Johansen approach. Results of unit root confirm the I(0)/I(1) order of integration, which allows us to apply the ADRL bound test. F-statistics is higher than the upper bound critical value at 10%, 5% and providing the evidence of co-integration among variables at a 5% level of significance. Hence, there is a long-run relationship amid the variables. Long-run form results show the negative sign of the coefficient and it is significant. The ECM value is (-0.9671) and it confirms that nearly 96.71 % of the inaccuracy rose in each period and automatically corrected in specified time period.

scholarly journals The Effect Of NAFTA On Trade And Investment Between Member Countries

2011 ◽  
Vol 10 (6) ◽  
pp. 1
Author(s):  
Beverly J. Frickel ◽  
Vani V. Kotcherlakota ◽  
Frank A. Tenkorang ◽  
Bruce R. Elder
Keyword(s):  
Gravity Model ◽  
Foreign Investment ◽  
Trade Agreements ◽  
Model Analysis ◽  
Domestic Economy ◽  
Relative Improvement ◽  
The Impact ◽  
The Relationship ◽  
Trade And Investment

Literature is full of studies on the relationship between trade and investment. Since trade agreements have the potential of altering this relationship, this study employed gravity model analysis to determine how NAFTA might have affected trade and investment among member countries. Overall improvement in NAFTA economy enhanced exports in the region; however, it was relative improvement in domestic economy that attracted foreign investment. Responsiveness plots show that the impact of NAFTA on exports was short lived, but was longer on FDI.

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