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eng RELATIONSHIP BETWEEN MONETARY POLICY AND MACROECONOMIC VARIABLES FOR EMERGING COUNTRIES
Konya, Sevilay; Küçüksucu, Mücahide; Karaçor, Zeynep
DIEM
Vol. 5, No. 1, 2020
Monetary policy determinants determine economic and monetary policies by taking some variables as reference. In this regard, fourteen developing countries with similar characteristics with Turkish economy and the relationships between macroeconomic variables and monetary policy shall be described. In this study, relationships between monetary policy and macroeconomic variables are investigated for emerging countries. We used 2010M1-2018M12 period and analyzed the relationship between panel data analysis methods, money supply, inflation, interes...
Hrčak ID: 236759
eng IMPACT OF OIL PRICE VOLATILITY AND MACROECONOMIC VARIABLES ON ECONOMIC GROWTH OF PAKISTAN
Jawad, Muhammad; Niazi, Ghulam Shabbir Khan
Review of Innovation and Competitiveness
Vol. 3, No. 1, 2017
This research analyses the effect of oil price volatility and macroeconomic variables (Trade balance, private sector investment and public sector investment) on economic growth of Pakistan. Linear regression describes the Public sector investment and Trade Balance has significant and oil price volatility and private sector investment has insignificant effect on gross domestic production of Pakistan. Johenson co integration test described the long run relation among the variables. Vector Autoregression, impulse response function and variance dec...
Hrčak ID: 181098
eng The Inflationary Effects of Budget Deficit in Nigeria
Adekunle, Oludayo Elijah
Review of Innovation and Competitiveness
Vol. 8, No. 1, 2022
Purpose. Chronic budget deficit and rising inflation have been the major problems of government in Nigeria with their implication for significant macroeconomic variables. The government’s efforts in curbing these problems have not yielded the expected result. Thus, this study investigated the inflationary effects of the budget deficit in Nigeria.
Methodology. Augmented-Dickey Fuller test, Bound Test and Autoregressive Distributed Lag test (ARDL) were used for analysis. Data were sourced from Central Bank of Nigerian Statistical Bulletin from 1...
Hrčak ID: 286248
eng Modelling the impact of macroeconomic variables on aggregate corporate insolvency: case of Croatia
Tomas Žiković, Ivana
Economic research - Ekonomska istraživanja
Vol. 29, No. 1, 2016
The majority of research papers dealing with corporate failure and
insolvency in transition countries use a combination of financial ratios
in investigating corporate failures, i.e., the microeconomic approach.
By relying solely on the microeconomic approach, it is not possible to
completely capture the complexity of business operations. In recent
years, there has been a growing interest in exploring the predictive
power of macroeconomic variables in forecasting insolvencies. As the
macroeconomic approach has been applied mainly in the a...
Hrčak ID: 171739
eng Subjective Economic Well-being in Transition Countries: Investigating the Relative Importance of Macroeconomic Variables
Malešević Perović, Lena
Financial theory and practice
Vol. 32, No. 4, 2008
In this paper we combine the data from surveys about life-satisfaction and macroeconomic data and analyse the (order of) importance of macroeconomic variables for one’s subjective economic well-being. This approach allows an analysis from a subjective view – that of the public, in contrast to the usually used objective view, whereby policy goals are assumed to reflect public opinion. We find that the key macroeconomic variables of inflation, unemployment and GDP (growth) matter for the public’s sense of economic well-being in transition countri...
Hrčak ID: 34864
eng Macroeconomic factors explaining stock volatility: multi-country empirical evidence from the auto industry
Vychytilová, Jana; Pavelková, Drahomíra; Pham, Ha; Urbánek, Tomáš
Economic research - Ekonomska istraživanja
Vol. 32, No. 1, 2019
This paper aims to explore which macroeconomic factors affect the volatility of the automakers stock prices by employing a multifactor model. The study uses quarterly panel data of 39 automakers quoted on the stock exchanges in the 11 countries. It studies the effects of 19 macroeconomic variables from January 2000 to December 2017, and proposes the mixed-effect model constructed based on employing genetic algorithm and AIC criterion, and compares its explanatory power with the existing multifactor model (El Khoury,2015). This paper suggests th...
Hrčak ID: 229665
eng Multivariate Granger causality between macro variables and KSE 100 index: evidence from Johansen cointegration and Toda & Yamamoto causality
Ahmed, Rizwan Raheem ; Vveinhardt, Jolita ; Streimikiene, Dalia ; Fayyaz, Majid
Economic research - Ekonomska istraživanja
Vol. 30, No. 1, 2017
The pursue of this article is to scrutinise the long-haul relationship
between stock returns of the KSE 100 index and monetary indicators
such as rate of exchange, inflation, and interest rates. Month-to-month
data from the KSE 100 index and monetary variables were extracted for
the period January 1992 to November 2015. We transformed the data
series into a stationary form by employing the augmented Dickey–
Fuller method. The Johansen cointegration approach reinforces the
long-haul association between equity prices and monetary indicator...
Hrčak ID: 193196
hrv POVEZANOST IZMEĐU MAKROEKONOMSKIH VARIJABLI I BURZOVNIH INDEKSA U ODABRANIM ZEMLJAMA SREDNJE I ISTOČNE EUROPE
eng RELATIONSHIP BETWEEN MACROECONOMIC FUNDAMENTALS AND STOCK MARKET INDICES IN SELECTED CEE COUNTRIES
Barbić, Tajana; Čondić-Jurkić, Iva
Ekonomski pregled
Vol. 62, No. 3-4, 2011
U ovom se radu testira postojanje informacijske (ne)efikasnosti na tržištima kapitala odabranih zemalja Srednje i Istočne Europe. Na primjerima hrvatskog, češkog, mađarskog, poljskog i slovenskog tržišta kapitala, analizira se veza između burzovnih indeksa i makroekonomskih varijabli koje uključuju inflaciju, novčanu ponudu, kamatnu stopu na tržištu novca i devizne pričuve. Postojanje dugoročne bilateralne ravnotežne veze između burzovnog indeksa, s jedne strane, i makroekonomskih varijabli s druge strane, ispitano je korištenjem Johansenove ko...
Hrčak ID: 67210
hrv UTJECAJ MAKROEKONOMSKIH VARIJABLI NA TRŽIŠTE DIONICA U SJEDINJENIM AMERIČKIM DRŽAVAMA
eng THE INFLUENCE OF MACROECONOMIC VARIABLES ON THE STOCK MARKET IN THE UNITED STATES OF AMERICA
Visković, Josip; Miletić, Marko; Grbac, Karlo
Zbornik radova Veleučilišta u Šibeniku
Vol. 16, No. 3-4, 2022
Tržište dionica značajan je indikator rasta i razvoja neke države te njenog gospodarstva, posebno Sjedinjenih Amričkih Država (SAD) kao tržišnocentričnog financijskog sustava. Dodatan značaj ovog tržišta kapitala je značaj gospodarstva SAD-a za svijet te je stoga bitno razumjeti odrednice promjena na američkom tržištu dionica, kako bi se razumjela očekivanja budućih gospodarskih kretanja. Stoga ovaj rad proučava utjecaja makroekonomskih varijabli na tržište dionica u SAD-u. Pri istraživanju se koristi prošireni Dickey-Fuller test (ADF test), Jo...
Hrčak ID: 289294
hrv UTJEČU LI FISKALNE VARIJABLE NA PRINOSE DIONIČKIH TRŽIŠTA U ZEMLJAMA EU?
eng DO FISCAL VARIA BLES AFFECT STOCK MARKET RETURNS IN EU COUNTRIES?
Barbić, Tajana; Čondić-Jurkić, Iva
Ekonomski pregled
Vol. 68, No. 3, 2017
Rad istražuje vezu između makroekonomskih varijabli i prinosa na dioničkim tržištima u zemljama članicama Europske unije. Ispituje se veza između prinosa na tržišne indekse i odabranih fiskalnih i makroekonomskih varijabli koje uključuju javni dug, rashode konsolidirane središnje države, stopu inflacije, ukupna likvidna sredstva (M4), međunarodne devizne rezerve i izravne strane investicije. Koristi se panel analiza na podatcima za stare zemlje članice Europske unije i za tranzicijska tržišta zasebno, kako bi se ispitao utjecaj makroekonomskih...
Hrčak ID: 184588