Foreign direct investment and export performance using the hierarchical Bayesian vector autoregression framework
Author
Abstract
Suggested Citation
DOI: 10.1002/mde.3335
Download full text from publisher
References listed on IDEAS
- Zhang, Qing & Felmingham, Bruce, 2001. "The relationship between inward direct foreign investment and China's provincial export trade," China Economic Review, Elsevier, vol. 12(1), pages 82-99.
- A. Aggarwal, 2002.
"Liberalisation, Multinational Enterprises and Export Performance: Evidence from Indian Manufacturing,"
Journal of Development Studies, Taylor & Francis Journals, vol. 38(3), pages 119-137.
- Aradhna Aggarwal, 2007. "Liberalisation, Multinational Enterprises and Export Performance: Evidence from Indian Manufacturing," Working Papers id:993, eSocialSciences.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010. "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92, January.
- Syed Tehseen Jawaid & Syed Ali Raza & Khalid Mustafa & Mohd Zaini Abd Karim, 2016. "Does Inward Foreign Direct Investment Lead Export Performance in Pakistan?," Global Business Review, International Management Institute, vol. 17(6), pages 1296-1313, December.
- Sharma, Kishor, 2000. "Export Growth In India: Has FDI Played a Role?," Center Discussion Papers 28372, Yale University, Economic Growth Center.
- Mohammad Mafizur Rahman & Muhammad Shahbaz, 2013.
"Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan,"
South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 14(1), pages 59-81, March.
- Rahman, Mohammad Mafizur & Shahbaz, Muhammad, 2011. "Do Imports and Foreign Capital Inflows Lead Economic Growth? Cointegration and Causality Analysis in Pakistan," MPRA Paper 29805, University Library of Munich, Germany, revised 24 Mar 2011.
- Kishor Sharma, 2000. "Export Growth in India: Has FDI Played a Role," Working Papers 816, Economic Growth Center, Yale University.
- Annika Bergman, 2006. "FDI and Spillover Effects in the Indian Pharmaceutical Industry," Finance Working Papers 22084, East Asian Bureau of Economic Research.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015.
"Prior Selection for Vector Autoregressions,"
The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
- Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
- repec:ulb:ulbeco:2013/13388 is not listed on IDEAS
- Sims, Christopher A & Zha, Tao, 1998.
"Bayesian Methods for Dynamic Multivariate Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 949-968, November.
- Christopher A. Sims & Tao Zha, 1996. "Bayesian methods for dynamic multivariate models," FRB Atlanta Working Paper 96-13, Federal Reserve Bank of Atlanta.
- Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Large Bayesian vector auto regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 71-92.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
- Marta Bańbura, 2008. "Large Bayesian VARs," 2008 Meeting Papers 334, Society for Economic Dynamics.
- Nagesh Kumar, 1998. "Multinational enterprises, regional economic integration, and export-platform production in the host countries: An empirical analysis for the US and Japanese corporations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(3), pages 450-483, September.
- Sharma, K., 2000. "Export Growth in India: Has FDI Played a Role?," Papers 816, Yale - Economic Growth Center.
- Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
- Pain, Nigel & Wakelin, Katharine, 1998. "Export Performance and the Role of Foreign Direct Investment," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 62-88, Supplemen.
- Haishun Sun & Ashok Parikh, 2001. "Exports, Inward Foreign Direct Investment (FDI) and Regional Economic Growth in China," Regional Studies, Taylor & Francis Journals, vol. 35(3), pages 187-196.
- Oyunbadam Davaakhuu & Kishor Sharma & Yapa M.W.Y. Bandara, 2014. "Export performance during economic transition in Mongolia," Economic Analysis and Policy, Elsevier, vol. 44(4), pages 442-450.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Radovan Kastratović, 2020. "The impact of foreign direct investment on host country exports: A meta‐analysis," The World Economy, Wiley Blackwell, vol. 43(12), pages 3142-3183, December.
- Gu, Weishi & Awokuse, Titus O. & Yuan, Yan, 2008. "The Contribution of Foreign Direct Investment to China's Export Performance: Evidence from Disaggregated Sectors," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6453, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Shib Sankar Jana & Tarak Nath Sahu & Krishna Dayal Pandey, 2020. "How far is FDI relevant to India’s foreign trade growth? An empirical investigation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-19, December.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019.
"Financial and fiscal interaction in the Euro Area crisis: This time was different,"
European Economic Review, Elsevier, vol. 119(C), pages 333-355.
- Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS) 1167, University of Warwick, Department of Economics.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," SciencePo Working papers Main hal-03403269, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print hal-03403613, HAL.
- Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers 13016, C.E.P.R. Discussion Papers.
- Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," SciencePo Working papers Main hal-03403613, HAL.
- Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers hal-03403269, HAL.
- Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016. "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series WP-2016-5, Federal Reserve Bank of Chicago.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian Vector Autoregressions,"
The Warwick Economics Research Paper Series (TWERPS)
1159, University of Warwick, Department of Economics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," SciencePo Working papers Main hal-03458277, HAL.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Chakraborty, Debashis & Mukherjee, Jaydeep & Lee, Jaewook, 2016. "Do FDI Inflows influence Merchandise Exports? Causality Analysis on India over 1991-2016," MPRA Paper 74851, University Library of Munich, Germany.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
- Martin Mandler & Michael Scharnagl & Ute Volz, 2022.
"Heterogeneity in Euro Area Monetary Policy Transmission: Results from a Large Multicountry BVAR Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 627-649, March.
- Mandler, Martin & Scharnagl, Michael & Volz, Ute, 2016. "Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model," Discussion Papers 03/2016, Deutsche Bundesbank.
- Scharnagl, Michael & Mandler, Martin & Volz, Ute, 2016. "Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model," VfS Annual Conference 2016 (Augsburg): Demographic Change 145847, Verein für Socialpolitik / German Economic Association.
- Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2014. "Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks," MPRA Paper 56136, University Library of Munich, Germany.
- Chan, Joshua C.C., 2021.
"Minnesota-type adaptive hierarchical priors for large Bayesian VARs,"
International Journal of Forecasting, Elsevier, vol. 37(3), pages 1212-1226.
- Joshua C. C. Chan, 2019. "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," CAMA Working Papers 2019-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ho, Paul, 2023.
"Global robust Bayesian analysis in large models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
- Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
- Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
- Andrei Dubovik & Adam Elbourne & Bram Hendriks & Mark Kattenberg, 2022. "Forecasting World Trade Using Big Data and Machine Learning Techniques," CPB Discussion Paper 441, CPB Netherlands Bureau for Economic Policy Analysis.
- Joshua C. C. Chan, 2022.
"Asymmetric conjugate priors for large Bayesian VARs,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
- Joshua C. C. Chan, 2019. "Asymmetric conjugate priors for large Bayesian VARs," CAMA Working Papers 2019-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C. C. Chan, 2021. "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers 2111.07170, arXiv.org.
- Lomivorotov, Rodion, 2015. "Bayesian estimation of monetary policy in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 41-63.
- Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016.
"Forecasting China's economic growth and inflation,"
China Economic Review, Elsevier, vol. 41(C), pages 46-61.
- Patrick Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," NBER Working Papers 22402, National Bureau of Economic Research, Inc.
- Patrick C. Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper 2016-7, Federal Reserve Bank of Atlanta.
- Karlsson, Sune, 2013.
"Forecasting with Bayesian Vector Autoregression,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897,
Elsevier.
- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Brave, Scott A. & Butters, R. Andrew & Justiniano, Alejandro, 2019. "Forecasting economic activity with mixed frequency BVARs," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1692-1707.
- Elena Bobeica & Marek Jarociński, 2019.
"Missing Disinflation and Missing Inflation: A VAR Perspective,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 199-232, March.
- Jarociński, Marek & Bobeica, Elena, 2017. "Missing disinflation and missing inflation: the puzzles that aren't," Working Paper Series 2000, European Central Bank.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015.
"Bayesian VARs: Specification Choices and Forecast Accuracy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011. "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series) 1112, Federal Reserve Bank of Cleveland.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:mgtdec:v:42:y:2021:i:7:p:1679-1685. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www3.interscience.wiley.com/cgi-bin/jhome/7976 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.