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Are the Asian FDI Inflows Cointegrated with the Indian FDI Inflows? Empirical Research Findings

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  • Rudra Prakash Pradhan

Abstract

The paper investigates the linkage of Foreign Direct Investment (FDI) inflows between India and four other Asian countries, viz., Japan, Hong Kong, Singapore and Malaysia. The empirical investigation follows annual data of FDI inflows during 1970-71 to 2004-05. The technique employed for the same is cointegration test, which is followed by the unit root test. The empirical results clarify that FDI inflows of four Asian countries along with India, have a unit root at the level data, but found to be stationary at the first difference level. The cointegration test finally confirmed that the FDI inflows of four Asian countries are cointegrated with India’s FDI inflows. The implication of this finding is that the FDI inflows of India can be used to predict the FDI inflows of Japan, Singapore, Hong Kong and Malaysia.

Suggested Citation

  • Rudra Prakash Pradhan, 2007. "Are the Asian FDI Inflows Cointegrated with the Indian FDI Inflows? Empirical Research Findings," The IUP Journal of Financial Economics, IUP Publications, vol. 0(1), pages 35-42, March.
    • Handle: RePEc:icf:icfjfe:v:05:y:2007:i:1:p:35-42
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    Cited by:

    1. Preeti Flora & Gaurav Agrawal, 2015. "A Co-integration and Causality Analysis of Highest FDI Recipient Asian Economies," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(4), pages 1078-1089, December.
    2. Mori Kogid & Jaratin Lily & Rozilee Asid & James M. Alin & Dullah Mulok, 2022. "Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(1), pages 131-148, February.

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