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Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh

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Bibliographic Details
Main Author: Majumder, Shapan Chandra
Other Authors: scmajumder_71@yahoo.com
Format: Article
Language:English
Published: School of Business Innovation and Technopreneurship, Universiti Malaysia Perlis (UniMAP) 2017
Subjects:
FDI
Infrastructure
Johansen’s Co-integration
VAR
Causality
Online Access:http://dspace.unimap.edu.my:80/xmlui/handle/123456789/49175
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spelling my.unimap-491752018-07-24T02:53:30Z Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh Majumder, Shapan Chandra scmajumder_71@yahoo.com FDI Infrastructure Johansen’s Co-integration VAR Causality Link to publisher's homepage at http://ijbt.unimap.edu.my This study explores the role of infrastructure availability, particularly with respect to transportation, information and communication technology and energy consumption in determining the attractiveness of foreign direct investment (FDI) inflows in Bangladesh. The infrastructure of a country not only encourages its local investment to develop its socio-economic condition but also attracts the foreign direct investment. For the empirical analysis this paper uses data for the period 1975-2011 from the World Development Indicators (WDI) (on FDI, per capita energy consumption and GDP) (WDI 2014). The long term relationships between infrastructure and FDI are explored by using cointegration analysis for Bangladesh. The data sets are found to be integrated of the same order. It is also found that they move together in the long run by Johansen Cointegration Test. Using VAR Granger causality/Block exogeneity Wald causality test the study has revealed some interesting causal relationships between foreign direct investment and different infrastructure indicators in Bangladesh. Bi-directional causality is observed only from LNICT to LNFDI in Bangladesh. 2017-07-26T04:15:18Z 2017-07-26T04:15:18Z 2016-06 Article International Journal of Business and Technopreneurship, vol.6(2), 2016, pages 209 -232 2231-7090 2232-1543 (online) http://dspace.unimap.edu.my:80/xmlui/handle/123456789/49175 en School of Business Innovation and Technopreneurship, Universiti Malaysia Perlis (UniMAP)
institution Universiti Malaysia Perlis
building UniMAP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Perlis
content_source UniMAP Library Digital Repository
url_provider http://dspace.unimap.edu.my/
language English
topic FDI
Infrastructure
Johansen’s Co-integration
VAR
Causality
spellingShingle FDI
Infrastructure
Johansen’s Co-integration
VAR
Causality
Majumder, Shapan Chandra
Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh
description Link to publisher's homepage at http://ijbt.unimap.edu.my
author2 scmajumder_71@yahoo.com
author_facet scmajumder_71@yahoo.com
Majumder, Shapan Chandra
format Article
author Majumder, Shapan Chandra
author_sort Majumder, Shapan Chandra
title Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh
title_short Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh
title_full Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh
title_fullStr Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh
title_full_unstemmed Cointegration and VAR Causality Testing of the Infrastructure - FDI Relationship: A Case of Bangladesh
title_sort cointegration and var causality testing of the infrastructure - fdi relationship: a case of bangladesh
publisher School of Business Innovation and Technopreneurship, Universiti Malaysia Perlis (UniMAP)
publishDate 2017
url http://dspace.unimap.edu.my:80/xmlui/handle/123456789/49175
_version_ 1643804050738642944
score 13.214268

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