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International Incidences, Macroeconomic Variables and their Volatility Effect on Economic Growth – Empirical Evidence from Pakistan

Academy of Management and Economic Journal

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Title International Incidences, Macroeconomic Variables and their Volatility Effect on Economic Growth – Empirical Evidence from Pakistan
 
Creator Rabia Najaf, Khakan Najaf
 
Description The prime objective of this study is to incorporate the volatility among the different macroeconomic variables. In order, to analysis the volatility among different variables we have employed the ARCH/GARCH model. Our results suggested that there is negative relationship between IMF, FDI and GDP.while, import, export and market capitalization have negative relationship. GRCH model reported that in the case of gold there is persistence of volatility exists.Morever, inflation and exchange rate are found insignificant volatility. Our study is also trying to show that Iraq war have significant volatility while other global crisis have negative volatility.
 
Publisher Academy of Management and Economic Journal
 
Contributor —
 
Date 2016-03-23
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://innovativejournal.in/amej/index.php/amej/article/view/3
 
Source Academy of Management and Economic Journal; Vol 1, No 1 (2016)
 
Language eng
 
Relation http://innovativejournal.in/amej/index.php/amej/article/view/3/3
 
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