An asymmetric cointegration approach of foreign portfolio investment-growth nexus

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An asymmetric cointegration approach of foreign portfolio investment-growth nexus

The present study attempts to analyze the long-run equilibrium relationship between foreign portfolio investment (FPI) and real Gross Domestic Product (GDP) by cointegration tests assuming asymmetric adjustment. Following Enders and Siklos (2001), the Engle-Granger two-step cointegration test is exp...

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Bibliographic Details
Main Author:	Duasa, Jarita
Format:	Article
Language:	English
Published:	Serials Publications (New Delhi, India) 2011
Subjects:	HA154 Statistical data HB131 Methodology.Mathematical economics. Quantitative methods HB3711 Business cycles. Economic fluctuations
Online Access:	http://irep.iium.edu.my/31554/ http://irep.iium.edu.my/31554/1/An_Asymmetric_Cointegration.pdf

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