Determinants of Private Investment: Time Series Evidence from Bangladesh

This article examines the determinants of private investment in Bangladesh using the standard time series econometric analysis. The empirical results partially support the flexible accelerator hypothesis. It is partial in the sense that real interest rate is not statistically significant in determin...

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Main Authors: Hassan, A., Salim, Ruhul
Format: Journal Article
Published: Western Illinois University 2011
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/18920
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author Hassan, A.
Salim, Ruhul
author_facet Hassan, A.
Salim, Ruhul
author_sort Hassan, A.
building Curtin Institutional Repository
collection Online Access
description This article examines the determinants of private investment in Bangladesh using the standard time series econometric analysis. The empirical results partially support the flexible accelerator hypothesis. It is partial in the sense that real interest rate is not statistically significant in determining private investment whereas national output is very much effective in the long run. Further, government expenditure is found to be a significant determinant of private investment, both in the long- and short run. Government expenditures crowd out private investment, however, the effect is minimal as the investment is not interest responsive. Thus, government expenditure can be used effectively to lift output in case of recession while monetary policy is not so effective in recession because reducing the interest rate investment cannot be increased.
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publishDate 2011
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spelling curtin-20.500.11937-189202017-09-13T16:04:39Z Determinants of Private Investment: Time Series Evidence from Bangladesh Hassan, A. Salim, Ruhul Private investment Time series Government expenditure Interest rate This article examines the determinants of private investment in Bangladesh using the standard time series econometric analysis. The empirical results partially support the flexible accelerator hypothesis. It is partial in the sense that real interest rate is not statistically significant in determining private investment whereas national output is very much effective in the long run. Further, government expenditure is found to be a significant determinant of private investment, both in the long- and short run. Government expenditures crowd out private investment, however, the effect is minimal as the investment is not interest responsive. Thus, government expenditure can be used effectively to lift output in case of recession while monetary policy is not so effective in recession because reducing the interest rate investment cannot be increased. 2011 Journal Article http://hdl.handle.net/20.500.11937/18920 10.1353/jda.2011.0006 Western Illinois University restricted
spellingShingle Private investment
Time series
Government expenditure
Interest rate
Hassan, A.
Salim, Ruhul
Determinants of Private Investment: Time Series Evidence from Bangladesh
title Determinants of Private Investment: Time Series Evidence from Bangladesh
title_full Determinants of Private Investment: Time Series Evidence from Bangladesh
title_fullStr Determinants of Private Investment: Time Series Evidence from Bangladesh
title_full_unstemmed Determinants of Private Investment: Time Series Evidence from Bangladesh
title_short Determinants of Private Investment: Time Series Evidence from Bangladesh
title_sort determinants of private investment: time series evidence from bangladesh
topic Private investment
Time series
Government expenditure
Interest rate
url http://hdl.handle.net/20.500.11937/18920