Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies

Despite extensive finance-growth literature, the critical role of spatial interdependence between countries has often been overlooked. This paper addresses this gap by utilising spatial Durbin modelling on a 30-year panel dataset of 56 emerging economies, examining the spillover effects of financial...

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Main Authors: Ahmad, Mahyudin, Hall, Stephen G., Law, Siong Hook, Nayan, Sabri
Format: Article
Published: John Wiley and Sons Ltd 2025
Online Access:http://psasir.upm.edu.my/id/eprint/120542/
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author Ahmad, Mahyudin
Hall, Stephen G.
Law, Siong Hook
Nayan, Sabri
author_facet Ahmad, Mahyudin
Hall, Stephen G.
Law, Siong Hook
Nayan, Sabri
author_sort Ahmad, Mahyudin
building UPM Institutional Repository
collection Online Access
description Despite extensive finance-growth literature, the critical role of spatial interdependence between countries has often been overlooked. This paper addresses this gap by utilising spatial Durbin modelling on a 30-year panel dataset of 56 emerging economies, examining the spillover effects of financial development (FD) and institutions on economic growth. The findings reveal FD has a significant positive within-country impact on growth; on average, FD is expected to raise growth by approximately 5.8% holding other factors constant. Meanwhile, the FD spillover effect on growth is estimated to be around 10 times its within-country effect, which is not surprising given that the 10-nearest-neighbour is the preferred matrix for conceptualising the spatial dependence between the countries under study. The results however show no evidence of significant threshold effect of FD. Political institutions emerge as the most influential in driving growth both within and across countries, whereas improvement in economic institutions moderates the growth-effect of FD. FD's within-country effect on growth is largely driven by financial institutions, while its spillover effect stems primarily from the neighbours' financial markets. The findings' robustness is confirmed through a battery of tests. In conclusion, this study offers valuable insights into the complex finance-institutions-growth nexus in emerging economies. By considering spatial interdependencies and the role of institutions, policymakers can craft effective strategies to harness FD's positive effects and foster an environment for sustained, inclusive economic growth.
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spelling upm-1205422025-10-06T01:45:02Z http://psasir.upm.edu.my/id/eprint/120542/ Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies Ahmad, Mahyudin Hall, Stephen G. Law, Siong Hook Nayan, Sabri Despite extensive finance-growth literature, the critical role of spatial interdependence between countries has often been overlooked. This paper addresses this gap by utilising spatial Durbin modelling on a 30-year panel dataset of 56 emerging economies, examining the spillover effects of financial development (FD) and institutions on economic growth. The findings reveal FD has a significant positive within-country impact on growth; on average, FD is expected to raise growth by approximately 5.8% holding other factors constant. Meanwhile, the FD spillover effect on growth is estimated to be around 10 times its within-country effect, which is not surprising given that the 10-nearest-neighbour is the preferred matrix for conceptualising the spatial dependence between the countries under study. The results however show no evidence of significant threshold effect of FD. Political institutions emerge as the most influential in driving growth both within and across countries, whereas improvement in economic institutions moderates the growth-effect of FD. FD's within-country effect on growth is largely driven by financial institutions, while its spillover effect stems primarily from the neighbours' financial markets. The findings' robustness is confirmed through a battery of tests. In conclusion, this study offers valuable insights into the complex finance-institutions-growth nexus in emerging economies. By considering spatial interdependencies and the role of institutions, policymakers can craft effective strategies to harness FD's positive effects and foster an environment for sustained, inclusive economic growth. John Wiley and Sons Ltd 2025 Article PeerReviewed Ahmad, Mahyudin and Hall, Stephen G. and Law, Siong Hook and Nayan, Sabri (2025) Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies. International Journal of Finance and Economics, 30 (3). pp. 2470-2491. ISSN 1076-9307; eISSN: 1099-1158 https://onlinelibrary.wiley.com/doi/10.1002/ijfe.3025 10.1002/ijfe.3025
spellingShingle Ahmad, Mahyudin
Hall, Stephen G.
Law, Siong Hook
Nayan, Sabri
Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies
title Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies
title_full Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies
title_fullStr Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies
title_full_unstemmed Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies
title_short Spillover effects in the nexus of finance-institutions-growth: New insights from spatial Durbin analysis on emerging economies
title_sort spillover effects in the nexus of finance-institutions-growth: new insights from spatial durbin analysis on emerging economies
url http://psasir.upm.edu.my/id/eprint/120542/
http://psasir.upm.edu.my/id/eprint/120542/
http://psasir.upm.edu.my/id/eprint/120542/