Revisiting the macroeconomic variables and economic growth nexus: A Markov regime-switching approach

Revisiting the macroeconomic variables and economic growth nexus: A Markov regime-switching approach

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Purpose ―Current paper assesses the impact of macroeconomic variables on Pakistan's economic growth. Method ― This study analyzed the data using the Markov Regime switching (MS) model using monthly data for 1981-2020. Firstly, BDS and CUSUM square tests were applied to detect the non-lineari...

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Bibliographic Details
Main Authors: Asma Fiaz, Nabila Khurshid, Ahsan ul Haq Satti
Format: Article
Language:English
Published: Universitas Islam Indonesia 2022-04-01
Series:Economic Journal of Emerging Markets
Subjects:
Macroeconomic variables
economic growth
nexus
non-linear
Markov switching model
Pakistan.
Online Access:https://journal.uii.ac.id/JEP/article/view/21214

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