Tang, Chor Foon (2010): Savingsled growth theories: A time series analysis for Malaysia using the bootstrapping and timevarying causality techniques. Forthcoming in: International Journal of Economic Research
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Abstract
The purpose of this study is to empirically investigate the vindication of savingsled growth hypothesis for the Malaysian economy with the long run TYDL version of Granger causality – Toda and Yamamoto (1995) and Dolado and Lütkepohl (1996). This study used the quarterly sample from 1970:Q1 to 2008:Q4. The recursive regression procedure will also incorporate into the TYDL causality test to measure the stability of the savingsled growth hypothesis in the long run. Our empirical results support that the savingsled growth hypothesis is long run phenomenon and stable over time. Therefore, the Malaysian dataset supports the endogenous growth theory.
Item Type:  MPRA Paper 

Original Title:  Savingsled growth theories: A time series analysis for Malaysia using the bootstrapping and timevarying causality techniques 
Language:  English 
Keywords:  Causality; Malaysia; Recursive regression; Savingsgrowth; Stability 
Subjects:  O  Economic Development, Innovation, Technological Change, and Growth > O1  Economic Development > O16  Financial Markets ; Saving and Capital Investment ; Corporate Finance and Governance E  Macroeconomics and Monetary Economics > E2  Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy > E21  Consumption ; Saving ; Wealth C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C21  CrossSectional Models ; Spatial Models ; Treatment Effect Models ; Quantile Regressions 
Item ID:  27625 
Depositing User:  Chor Foon Tang 
Date Deposited:  22 Dec 2010 00:38 
Last Modified:  27 Sep 2019 15:34 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/27625 
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Savingsled growth theories: A time series analysis for Malaysia using the bootstrapping and timevarying causality techniques. (deposited 08 Dec 2010 23:18)
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