Financial Integration and International Risk Diversification

Amiri, Kaouther; Talbi, Besma

doi:10.18488/journal.29/2014.1.3/29.3.15.23

Search citation statements

Order By: Relevance

Paper Sections

Select...

Methods1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2018

Publication Types

Select...

Article1

Relationship

Self Cite0

Independent1

Authors

Journals

Cited by 1 publication

(1 citation statement)

References 5 publications

(2 reference statements)

Supporting

Mentioning

Contrasting

Order By: Relevance

“…We also use International Monetary Fund source data for the calculation of capital flight estimates. We apply the ARDL method for co-integration, by following the method (Pesaran and Shin, 1999;Alimi, 2014). ARDL can be applied regardless of the stationary attributes of the variable in the sample.…”

Section: Methodsmentioning

confidence: 99%

Co-Movement between Macroeconomic Variables and Capital Flight

Hunjra

Mehmood

Bakari³

2018

Asian Economic and Financial Review

View full text Add to dashboard Cite

This study investigates co-movement among macroeconomic variables and capital flight in Pakistan. The empirical estimation is based on time series data for a period of 30 years from 1983 to 2013. We collect data from World Development Indicator (WDI). We apply Auto Regressive Distributive Lag (ARDL) through Bounds Testing (BT) to estimate the long run relationship. In order to estimate short run dynamic, this study employs Error Correction Model (ECM). This study finds that the presence of a long-term association between capital flight and its determinants. Contribution/Originality: This study contributes to identify the relationship between macroeconomic variables and capital flight in Pakistan

show abstract

Section: Methodsmentioning

confidence: 99%