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Journal articles on the topic 'System Generalized Method of Moments (sGMM)'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Saha, Shrabani, Girijasankar Mallik, and Dimitrios Vortelinos. "Does Corruption Facilitate Growth? A Cross-national Study in a Non-linear Framework." South Asian Journal of Macroeconomics and Public Finance 6, no. 2 (2017): 178–93. http://dx.doi.org/10.1177/2277978717727174.

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The article examines the corruption–growth relationship in a non-linear framework using panel fixed effects (FE) and system generalized methods of moments (SGMM) model for over 110 countries for the period 1984–2009. The results reveal that the least corrupt countries enjoy higher growth rates, whereas highly corrupt countries experience low growth. Furthermore, corruption has a positive and significant effect on economic growth up to a certain level and thereafter it reduces growth. The results are robust under various methodology and an alternative measure of corruption. JEL Classification:

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Nguyen Phuong, Lien, and Thanh Su Dinh. "Tax revenue, expenditure, and economic growth: An analysis of long-run relationships." Journal of Asian Business and Economic Studies 24, no. 03 (2017): 04–26. http://dx.doi.org/10.24311/jabes/2017.24.3.02.

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Focusing on the investigation of “long-term” relationship between tax revenue, expenditure, and economic growth, this paper employs the Granger causality test and finds that the linkage between tax revenue and spending is a bi-directional causal correlation. Furthermore, applying Persyn and Westerlund’s (2008) co-integration test allows for corroboration of existence of long-run cointegration linkages among outcome of economy and the three variables. In addition, by adopting two-step system generalized method of moments (SGMM) for a dynamic panel of 82 developed and developing countries during

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Tram, Thi Xuan Huong, and Nguyen Thi Thanh Hoai. "Effect of macroeconomic variables on systemic risk: Evidence from Vietnamese economy." Economics and Business Letters 10, no. 3 (2021): 217–28. http://dx.doi.org/10.17811/ebl.10.3.2021.217-228.

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This paper aims to find out the relationship between systemic risk in Vietnam and the effects of macroeconomic factors, including exchange rate, interest rates, and economic growth. We collect data from the Vietnamese stock market, specifically 29 listed financial firms (banks, insurance companies, and securities firms) for the period 2010-2018. The analysis is performed in two steps including systematic risk measurement in Vietnam based on the Systemic Expected Shortfall (SES) method and providing evidence from analysis related to the risk determinants assessment. Besides ordinary least squar

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Ezeaku, Hillary Chijindu, Ifeoma C. Nwakoby, Obiamaka P. Egbo, and Josaphat U. J. Onwumere. "On the Dynamic Effect of Bilateral Concessional Debts on Living Standards in Sub-Saharan Africa." SAGE Open 9, no. 3 (2019): 215824401987787. http://dx.doi.org/10.1177/2158244019877879.

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This article assesses the effectiveness of bilateral concessional debts on living standards in 29 sub-Saharan African (SSA) countries over the period 1999-2017 using the system generalized method of moments (SGMM). The SGMM linear estimate is based on a two-step procedure, which controls for heteroscedasticity. The results provide evidence that bilateral concessional debts had positive and significant impact on living standards as proxied by the human development index (HDI) within the period. It is observed that 1% change in bilateral concessional debts is associated with about 8.4% improveme

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Majeed, Muhammad Tariq, and Anwar Shah. "An Empirical Analysis of Economic Performance of Asian Economies: The Role of Electronic Government." Review of Economics and Development Studies 4, no. 1 (2018): 91–102. http://dx.doi.org/10.26710/reads.v4i1.284.

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Information and communication technology (ICT) plays a key role in explaining the growth patterns of an economy. Many of Asian economies have exhibited high growth patterns in recent years. What explains economic performance of Asian economies? Does implementation of ICT in public sector matters for the growth of Asian economies? To answer this question, this study analytically explores and empirically tests the linkages of ICT in public sector with economic performance reusing the panel data of 34 Asian economies over the period 2003-2015. For empirical analysis, this study uses Fixed Effects

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Ogundipe, Adeyemi. "Commodity price volatility and economic growth in Africa: the mitigating role of trade policy." Problems and Perspectives in Management 18, no. 3 (2020): 350–61. http://dx.doi.org/10.21511/ppm.18(3).2020.29.

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The extreme volatile behavior of Africa’s output and consumption is strongly related to the extent of exposure to external shocks in its trade earnings. The volatility of export earnings inherent in African economies depicts trade and export structure not diversified, and the need for development managers in easing the over-arching dependence on commodity exports earnings as a major source of budget financing. This study investigates the effect of commodity price volatility on real GDP using a longitudinal data covering fifty-three African commodity-dependent countries for the period 1970–2017

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ANWAR, MUHAMMAD AWAIS, NOMAN ARSHED, and MUHAMMAD IBRAHIM SAEED. "Domestic Terrorism, Investment and Economic Growth: Evidence from Developing Countries." International Review of Management and Business Research 9, no. 4 (2020): 233–44. http://dx.doi.org/10.30543/9-4(2020)-20.

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The main objective of the study is to empirically examine the relationship between domestic terrorism, investment and economic growth. The study finds the implication of domestic terrorism on investment and growth among 26 Muslim and 14 Christian developing countries. Data regarding the incidence of terrorism are obtained from Global Terrorism Database (2015). While, economic data are obtained from World Development Indicators (WDI, 2015). The data on external and internal conflict have been extracted from Global Conflict Risk Index (GCRI, 2015) for the time period 1990-2015. Ordinary least sq

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Smriti, Neha, and Niladri Das. "The impact of intellectual capital on firm performance: a study of Indian firms listed in COSPI." Journal of Intellectual Capital 19, no. 5 (2018): 935–64. http://dx.doi.org/10.1108/jic-11-2017-0156.

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Purpose The purpose of this paper is to examine the effect of intellectual capital (IC) on financial performance (FP) for Indian companies listed on the Centre for Monitoring Indian Economy Overall Share Price Index (COSPI). Design/methodology/approach Hypotheses were developed according to theories and literature review. Secondary data were collected from Indian companies listed on the COSPI between 2001 and 2016, and the value-added intellectual coefficient (VAIC) of Pulic (2000) was used to measure IC and its components. A dynamic system generalized method of moments (SGMM) estimator was em

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Akinbode, Sakiru Oladele, Adewale Oladapo Dipeolu, Tobi Michael Bolarinwa, and Oladayo Babaseun Olukowi. "Effect of health outcome on economic growth in sub-Saharan Africa: a system generalized method of moment approach." Journal of Economics and Development 23, no. 3 (2021): 254–66. http://dx.doi.org/10.1108/jed-06-2020-0078.

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PurposeSome progress have been made over time in improving health conditions in Sub-Saharan Africa (SSA). There are, however, contradicting reports on the relationship between health outcomes and economic growth in the region. The paper aimed at assessing the effect of health outcome on economic growth in SSA.Design/methodology/approachData for 41 countries from 2000 to 2018 were obtained from WDI and WGI and analyzed using system generalized method of moment (sGMM) which is appropriate for the present scenario. AR(1) and AR(2) tests were used to assess the validity of the model while Sargan a

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AYENAGBO, Kossi. "The Role of Financial Globalization through FDI in Driving Inequality in the Sub-Saharan Region." Applied Economics and Finance 8, no. 5 (2021): 10. http://dx.doi.org/10.11114/aef.v8i5.5342.

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This paper examines the relationship between globalization and income inequality in Sub-Saharan Africa (SSA). Globalization is here measured using trade variables like the openness rate (TO), financial variables including FDI while income inequality is measured by the GINI coefficient. This was achieved by using data from 26 countries over the period 2005-2014, using the System Generalized Method of Moments (SGMM) estimator to obtain results from the African context. The results suggested that trade openness exerted an equalizing effect while financial globalization through FDI has been the cr

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Khan, Khalid, Seema Zubair, and Sinem Derindere Koseoglu. "Are the Millennials Getting Less Married?" Liberal Arts and Social Sciences International Journal (LASSIJ) 4, no. 1 (2020): 76–90. http://dx.doi.org/10.47264/idea.lassij/4.1.8.

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The study investigates the causal link between the Millennials (ML) Population (18-37 year age) and the Marriage Rate (MR) (married population/total population) for the countries of France, Germany, Italy, Netherlands, Spain, and the United Kingdom (UK) by using the bootstrap causality test. The findings suggest that ML population has a significant negative impact on MR in Italy and the Netherlands, while MR has a significant negative impact on ML population in Spain. Besides, the System Generalized Method of Moment Regression (SGMM) is conducted to release the effects of the Divorce Rate (DR)

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Olagunju, Ogunniyi, Oguntegbe, Raji, and Ogundari. "Welfare Impact of Globalization in Developing Countries: Examining the Mediating Role of Human Capital." Economies 7, no. 3 (2019): 84. http://dx.doi.org/10.3390/economies7030084.

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Despite remarkable progress in the fight against poverty during the past few decades, the proportion of the poor living in developing countries is still on the high side. Many countries have promoted integration as an important development strategy; however, its impact on welfare of the poor is still unclear. In this study, we examine the roles of education and health dimensions of human capital in globalization and its impact on the poverty gap and the child mortality rate using cross-country panel data covering 110 developing countries between 1970 and 2015. We use a model based on system ge

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Shobande, Olatunji, and Lawrence Ogbeifun. "A Spatial Econometric Analysis on the Impact of COVID-19 on Mortality Outcome." Economics and Business 34, no. 1 (2020): 179–200. http://dx.doi.org/10.2478/eb-2020-0013.

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Abstract The study develops and examines the spatial distribution of the Corona Virus Disease (COVID) on mortality outcomes using a global panel dataset of 79 countries. The empirical evidence is based on Fixed Effect (FE) and System Generalized Method of Moment (SGMM) estimator. The predicted variable is proxy with daily mortality outcomes, while the predictor variable is proxy with spatial COVID spread while controlling for social tension and average temperature. The global and regional findings of the study established that spatial variation in COVID spread had positive and significant rela

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Anetor, Friday Osemenshan. "Financial development threshold, private capital inflows and economic growth." International Journal of Development Issues 19, no. 1 (2020): 77–92. http://dx.doi.org/10.1108/ijdi-06-2019-0099.

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Purpose This study aims to examine the relationship between private capital inflows, financial development and economic growth in 28 sub-Saharan African (SSA) countries between the periods 1995 and 2017. Design/methodology/approach The study used a secondary source of data obtained from the world development indicator (WDI) and used the system generalized method of moments (SGMM) and dynamic panel threshold regression to analyze the data. Findings The study found that foreign direct investment has a negative and significant impact on the economic growth of SSA. The study also found that portfo

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Jun, Wen, Ihsan Jamil, Bushra Mughal, Junaid Waheed, and Hadi Hussain. "Does Working Women’s Causes Innovation: An Untouched Reality?" E+M Ekonomie a Management 23, no. 4 (2020): 102–18. http://dx.doi.org/10.15240/tul/001/2020-4-007.

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Working women play a vital role in all fields of lifestyle and are the pillars of society. Women’s workforce is the key to economic boom, innovation, research and development, growth and prosperity in modern societies. Globally, governments spend billions of dollars to promote the workforce, to enhance their country’s economy and innovation. This research aims to contribute to the knowledge on innovation by working women globally and to investigate how working women affect the process of innovation, using the number of patents and trademarks as innovation indicators. The empirical study adopte

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Chen, Weiliang, Xinjian Huang, Yanhong Liu, Xin Luan, and Yan Song. "The Impact of High-Tech Industry Agglomeration on Green Economy Efficiency—Evidence from the Yangtze River Economic Belt." Sustainability 11, no. 19 (2019): 5189. http://dx.doi.org/10.3390/su11195189.

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Development is the eternal theme of the times. However, the transformation of the development mode is imminent, and we should abandon the extensive economic development mode and turn to the efficient development of an intensive mode. The high-tech industry will be the decisive force in future industrial development. The agglomeration of the industry will help form economies of scale, thereby improving the effective allocation of resources and promoting productivity. The increase in green economy efficiency is a key factor in achieving green development and an important indicator of achieving t

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Karmani, Majdi, and Rim Boussaada. "Corporate social responsibility and firm performance: does institutional quality matter?" Journal of Applied Accounting Research 22, no. 4 (2021): 641–62. http://dx.doi.org/10.1108/jaar-07-2020-0153.

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PurposeThe purpose of this paper is to investigate whether institutional quality influences the corporate social responsibility (CSR) and firm performance (FP) relationship.Design/methodology/approachThis paper uses a large sample of 814 European firms from roughly 2008 to 2017. In order to resolve the problem of endogeneity and heterogeneity the system generalized method of moment is performed.FindingsFirst, the effect of CSR on FP is simultaneously positive and significant for the economic, social and overall score based on an equal-weighted performance of four CSR pillars. Second, we found

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Gök, Adem, and Nausheen Sodhi. "The environmental impact of governance: a system-generalized method of moments analysis." Environmental Science and Pollution Research 28, no. 25 (2021): 32995–3008. http://dx.doi.org/10.1007/s11356-021-12903-z.

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Malykhina, Galina, Dmitry Tarkhov, Viacheslav Shkodyrev, and Tatiana Lazovskaya. "Intelligent LED Certification System in Mass Production." Sensors 21, no. 8 (2021): 2891. http://dx.doi.org/10.3390/s21082891.

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It is impossible to effectively use light-emitting diodes (LEDs) in medicine and telecommunication systems without knowing their main characteristics, the most important of them being efficiency. Reliable measurement of LED efficiency holds particular significance for mass production automation. The method for measuring LED efficiency consists in comparing two cooling curves of the LED crystal obtained after exposure to short current pulses of positive and negative polarities. The measurement results are adversely affected by noise in the electrical measuring circuit. The widely used instrumen

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KIEN, Tran Nhuan, and Yoon HEO. "IMPACTS OF TRADE LIBERALIZATION ON EMPLOYMENT IN VIETNAM: A SYSTEM GENERALIZED METHOD OF MOMENTS ESTIMATION." Developing Economies 47, no. 1 (2009): 81–103. http://dx.doi.org/10.1111/j.1746-1049.2009.00077.x.

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Doanh, Nguyen Khanh, Nguyen Ngoc Quynh, and Yoon Heo. "Impacts of ecosystem vitality on ASEAN’s agricultural exports: A System Generalized Method of Moments approach." International Area Studies Review 23, no. 4 (2020): 335–51. http://dx.doi.org/10.1177/2233865920957209.

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This study examined the impact of the Association of Southeast Asian Nations (ASEAN)’s ecosystem vitality (EV) on its agricultural exports to the rest of the world. Using a sample of the six major ASEAN countries (ASEAN-6) (including Indonesia, Malaysia, Philippines, Singapore, Thailand, and Vietnam) and their 72 trading partners for the period 2007–2016, we found robust evidence of a positive relationship between the quality of EV and the volume of agricultural exports. At the sectoral level, the quality of EV had the most substantial effects on the ASEAN’s exports of SITC-0 (food and live an

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ICHIKI, KENGO. "Improvement of the Stokesian Dynamics method for systems with a finite number of particles." Journal of Fluid Mechanics 452 (February 10, 2002): 231–62. http://dx.doi.org/10.1017/s0022112001006735.

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An improvement of the Stokesian Dynamics method for many-particle systems is presented. A direct calculation of the hydrodynamic interaction is used rather than imposing periodic boundary conditions. The two major difficulties concern the accuracy and the speed of calculations. The accuracy discussed in this work is not concerned with the lubrication correction but, rather, focuses on the multipole expansion which until now has only been formulated up to the so-called FTS version or the first order of force moments. This is improved systematically by a real-space multipole expansion with force

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Arif, Imtiaz, Lubna Khan, and Syed Ali Raza. "Effects of corruption on military expenditures." Journal of Financial Crime 26, no. 3 (2019): 774–85. http://dx.doi.org/10.1108/jfc-09-2018-0092.

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Purpose This study aims to investigate the effect of corruption on military expenditures in three income level countries. An annual data series of 97 countries covering high-income, middle-income, and low-income regions from 1997 to 2015 is used. Design/methodology/approach The cross-sectional dependency and integration property of the data series was checked before applying the generalized method of moments approach to test the model. Findings The results of the system generalized method of moments approach suggest that corruption increases the military budget of high-income countries, wherea

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Loukil, Kamilia. "Macroeconomic Determinants of Entrepreneurship in Emerging and Developing Countries." Business and Economic Research 9, no. 4 (2019): 79. http://dx.doi.org/10.5296/ber.v9i4.15713.

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This study examines which factors in macroeconomic environment can stimulate entrepreneurial activity in emerging and developing countries. We employ a System Generalized Method of Moments (System GMM) technique to examine determinants of entrepreneurial activity for a panel of 30 countries during the period 2004-2012. Findings show the importance of demand and institutional framework for new business entry. Moreover, we find that entrepreneurship is an autoregressive process.

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Bozhechkova, A. V., and D. V. Petrova. "Real Exchange Rate and Competitiveness of National Economy." Scientific Research of Faculty of Economics. Electronic Journal 11, no. 2 (2019): 91–106. http://dx.doi.org/10.38050/2078-3809-2019-11-2-91-106.

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The article presents the results of empirical investigation devoted to assessing the degree of impact of real exchange rate on economic growth and the dynamics of total factor productivity for various groups of countries, including the CIS countries, countries exporting raw materials, developing countries targeting inflation, in the period 1990-2017 years, using the system generalized method of moments.

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Khurshudyan, Asatur ZH. "Generalized control with compact support for systems with distributed parameters." Archives of Control Sciences 25, no. 1 (2015): 5–20. http://dx.doi.org/10.1515/acsc-2015-0001.

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Abstract We propose a generalization of the Butkovskiy's method of control with compact support [1] allowing to derive exact controllability conditions and construct explicit solutions in control problems for systems with distributed parameters. The idea is the introduction of a new state function which is supported in considered bounded time interval and coincides with the original one therein. By means of techniques of the distributions theory the problem is reduced to an interpolation problem for Fourier image of unknown function or to corresponding system of integral equalities. Treating i

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Di Pisa, C., M. H. Aliabadi, and A. Young. "Boundary element method analysis of assembled plate structures undergoing large deflection." Journal of Strain Analysis for Engineering Design 45, no. 3 (2010): 179–95. http://dx.doi.org/10.1243/03093247jsa571.

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The boundary element method (BEM) for large deflection of shear deformable plates is reformulated to the case of multi-section assembled plate structures. Each plate section is modelled as a BEM region under membrane and bending loads, with force, moments, displacements, and rotations represented by generalized traction and displacement nodal variables on the boundary. Non-linear terms in the boundary integral formulation for each section that arises owing to large deflection are treated as effective body forces, and the associated domain integrals are transformed into boundary integrals using

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Aghdam, Mohammad Mohammadi, M. R. N. Farahani, M. Dashty, and S. M. Rezaei Niya. "Application of Generalized Differential Quadrature Method to the Bending of Thick Laminated Plates with Various Boundary Conditions." Applied Mechanics and Materials 5-6 (October 2006): 407–14. http://dx.doi.org/10.4028/www.scientific.net/amm.5-6.407.

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Bending analysis of thick laminated rectangular plates with various boundary conditions is presented using Generalized Differential Quadrature (GDQ) method. Based on the Reissner first order shear deformation theory, the governing equations include a system of eight first order partial differential equations in terms of unknown displacements, forces and moments. Presence of all plate variables in the governing equations provide a simple procedure to satisfy different boundary condition during application of GDQ method to obtain accurate results with relatively small number of grid points even

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Sapountzakis, EJ, and IN Tsiptsis. "Generalized vibration analysis of beams including warping effects by isogeometric methods." Journal of Vibration and Control 24, no. 6 (2017): 1032–50. http://dx.doi.org/10.1177/1077546316685679.

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In this paper, the Isogeometric tools, either integrated in the Finite Element Method (FEM) or in a Boundary Element based Method (BEM) called Analog Equation Method (AEM), are employed for the vibration analysis of homogeneous beams of arbitrary cross section (thin- or thick- walled) taking into account nonuniform warping and shear deformation effects (shear lag due to both flexure and torsion). The beam is subjected to the combined action of arbitrarily distributed or concentrated axial and transverse loading, as well as to bending, twisting and warping moments. Its edges are subjected to th

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Zhao, Yang, and Zichun Xu. "The Impact of Cross-Border Capital Flows on the Chinese Banking System." SAGE Open 11, no. 2 (2021): 215824402110214. http://dx.doi.org/10.1177/21582440211021410.

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With the accelerated opening of China’s capital account, China’s banking sector is exposed to the impacts of cross-border capital flows. This article explores the impact of cross-border capital flows on banks’ risk-taking in China. Employing bank-level data of 50 Chinese commercial banks from 2005 to 2018 and a sys-GMM (system generalized method of moments) estimation method, we show that cross-border capital flows are positively associated with the risk-taking of Chinese commercial banks. Moreover, banks that are larger, more capital adequate, and more profitable are more sensitive to the deg

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ADJEI-FRIMPONG, KOFI, CHRISTOPHER GAN, and BAIDING HU. "EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH." Annals of Financial Economics 08, no. 01 (2013): 1350004. http://dx.doi.org/10.1142/s2010495213500048.

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This study examines the causal link between bank efficiency and bank competition. The study estimates bank competition with the Lerner index and bank cost efficiency with data envelopment analysis using annual data over the period 2001–2010. Using system generalized method of moments (system GMM) estimator, the results suggest that bank cost efficiency positively Granger-causes market power and hence causality negatively runs from bank cost efficiency to bank competition indicating that bank cost efficiency precedes bank competition. However, the reverse causality running from bank competition

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Jia, Wantao, Yong Xu, Dongxi Li, and Rongchun Hu. "Stochastic Analysis of Predator–Prey Models under Combined Gaussian and Poisson White Noise via Stochastic Averaging Method." Entropy 23, no. 9 (2021): 1208. http://dx.doi.org/10.3390/e23091208.

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In the present paper, the statistical responses of two-special prey–predator type ecosystem models excited by combined Gaussian and Poisson white noise are investigated by generalizing the stochastic averaging method. First, we unify the deterministic models for the two cases where preys are abundant and the predator population is large, respectively. Then, under some natural assumptions of small perturbations and system parameters, the stochastic models are introduced. The stochastic averaging method is generalized to compute the statistical responses described by stationary probability densi

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Zhao, Wei, Na Zhou, and Yi Min Zhang. "Random Response Analysis of Vibration Transfer Path Systems with Translational and Rotational Motions ." Applied Mechanics and Materials 423-426 (September 2013): 1543–47. http://dx.doi.org/10.4028/www.scientific.net/amm.423-426.1543.

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This paper based on the generalized probabilistic perturbation finite element method solves the random response analysis problem of vibration transfer path systems with translational and rotational motions. The effective random response analysis approaches are achieved using Kronecker algebra, matrix calculus, generalized second moment technique of vector-valued functions and matrix-valued functions. For the vibration transfer path system with multi-dimensional paths, the random response is described correctly and expressly in time domain as uncertain factors, which include mass, damping, stif

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Belyi, V. V. "Fluctuations out of equilibrium." Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 376, no. 2135 (2018): 20170383. http://dx.doi.org/10.1098/rsta.2017.0383.

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A generalized fluctuation–dissipation theorem involving slowly varying parameters is presented. Application of the Langevin method, the method of moments and of a multiscale technique reveal that not only dissipation but also dispersive contributions determine the spectral functions of fluctuations in arbitrary statistical systems. The non-Joule dispersive contribution is characterized by a novel non-local effect due to the additional phase shift between the force and the response of the system. This phase shift occurs as a result of parametric control to the system. The general formalism is i

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Onanuga, Abayomi Toyin, and Olaronke Toyin Onanuga. "Do Financial and Trade Openness Lead to Financial Sector Development in Nigeria?" Zagreb International Review of Economics and Business 19, no. 2 (2016): 57–68. http://dx.doi.org/10.1515/zireb-2016-0008.

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Abstract With so many countries of the world now open to global capital and trade, this study identifies whether financial and trade openness contribute to the development of Nigeria’s financial system by considering both financial depth and access to finance indicators. To achieve this objective, we applied the Simultaneous Openness Hypothesis as our theoretical framework and the Generalized Method of Moments (GMM) as our estimation method. Our findings reveal that opening trade while neglecting capital (vice versa) may be detrimental to the development of Nigeria financial system. In view of

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Van Dan Dang. "Bank Liquidity and Lending Behavior: Evidence from the Vietnamese Banking System." International Journal of Business and Society 22, no. 1 (2021): 240–56. http://dx.doi.org/10.33736/ijbs.3173.2021.

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The study investigates the impact of liquidity on lending behavior, in the form of loan growth, at Vietnamese commercial banks for the period of 2007–2017. Notably, we also explore heterogeneous effects with the support of the generalized method of moments (GMM) for the dynamic panel data models. The robust result confirmed by alternative techniques indicates that banks with more liquidity tend to expand lending more, implying the precautionary motive of liquidity storage to finance future investments. Further analysis documents that this effect seems to be stronger for state-owned banks and m

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Zhu, W. Q., M. L. Deng, and Z. L. Huang. "First-Passage Failure of Quasi-Integrable Hamiltonian Systems." Journal of Applied Mechanics 69, no. 3 (2002): 274–82. http://dx.doi.org/10.1115/1.1460912.

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The first-passage failure of quasi-integrable Hamiltonian systems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito^ stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamitonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Fina

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Yuniasih, Aisyah Fitri, Muhammad Firdaus, and Idqan Fahmi. "Disparitas, Konvergensi, dan Determinan Produktivitas Tenaga Kerja Regional di Indonesia." Jurnal Ekonomi dan Pembangunan Indonesia 14, no. 1 (2013): 63–81. http://dx.doi.org/10.21002/jepi.v14i1.447.

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AbstractIndonesia has been still experiencing regional economic disparity problems, including in labour productivity. This study employs dynamic panel approach to analyze convergence and to identify determinants of regional labour productivity during the period of 1987-2011. The System Generalized Method of Moments (Sys-GMM) estimation results show that regional convergence process occurs with speed of convergence of 0.06518 per year. Physical capital stock, human capital stock, total trade, and real wage give positive impacts. Therefore, government should prioritize in overcoming labour produ

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Selma Mokni, Rim Ben, Mohamed Tahar Rajhi, and Houssem Rachdi. "Bank risk-taking in the MENA region." International Journal of Social Economics 43, no. 12 (2016): 1367–85. http://dx.doi.org/10.1108/ijse-03-2015-0050.

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Purpose The purpose of this paper is to investigate determinants of risk-taking in Islamic banks and conventional banks located in the MENA region. Design/methodology/approach The empirical study covers a sample of 15 conventional and 15 Islamic banks for the period 2002-2009. The authors estimate models using both generalized least square random effect and generalized method of moments system approaches. Findings The results of the empirical analysis show that the determinants’ risk-taking significance varies between Islamic and conventional banks. Originality/value The main aim is to develop

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Akram, Vaseem, and Badri Narayan Rath. "DOES EXPORT DIVERSIFICATION LEAD TO INCOME CONVERGENCE? EVIDENCE FROM CROSS-COUNTRY ANALYSIS." Buletin Ekonomi Moneter dan Perbankan 23, no. 3 (2020): 319–46. http://dx.doi.org/10.21098/bemp.v23i3.1251.

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In this study, we examine the role of export diversification in the convergence of per capita income (output). By applying the dynamic system Generalized Method of Moments (GMM) estimator to a panel dataset consisting of 95 countries, we find evidence of both absolute and conditional divergence for the full sample and the subsamples based on income and regions. Thus, our findings suggest that, although high export diversification boosts the per capita income (output), it does not significantly reduce per capita income (output) gap between rich and poor countries.

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Nguyen Thi Hong, Vinh, and Thao Le Phan Thi Dieu. "Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks." Journal of Asian Business and Economic Studies 23, no. 04 (2016): 117–37. http://dx.doi.org/10.24311/jabes/2016.23.4.06.

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This paper seeks to examine the effects of bank capital on profitability and credit risk of 30 Vietnam’s commercial banks from 2007 to 2014. Using the system generalized method of moments (GMM), the paper conducts several tests on the moral hazard and regulatory hypotheses on the relationships among bank capital, profitability, and credit risk. With no regard to other determinants, its results indicate that the effects are evident, i.e. bank risk is found to impact differently on bank returns, and it is also negatively associated with credit risk of commercial banks in Vietnam.

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SANTANA, ALEJANDRO. "THE RELATIONSHIP BETWEEN FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH IN LATIN AMERICAN COUNTRIES: THE ROLE OF BANKING CRISES AND FINANCIAL LIBERALIZATION." Global Economy Journal 20, no. 04 (2020): 1–26. http://dx.doi.org/10.1142/s2194565920500232.

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This paper examines the effects of banking crises and financial liberalization on the relationship between financial development and economic growth in a panel of 16 Latin American countries over the period 1973-2005. Applying the dynamic panel method that incorporates Generalized Method of Moments system, the main findings show that financial liberalization did not result in a positive relationship between financial development and economic growth due to the emergence and recurrence of banking crises. Our findings also confirm those of theoretical approaches that suggest financial liberalizat

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Gao, Rugao, Keping Zhou, and Yun Lin. "A Flexible Polynomial Expansion Method for Response Analysis with Random Parameters." Complexity 2018 (December 3, 2018): 1–14. http://dx.doi.org/10.1155/2018/7471460.

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The generalized Polynomial Chaos Expansion Method (gPCEM), which is a random uncertainty analysis method by employing the orthogonal polynomial bases from the Askey scheme to represent the random space, has been widely used in engineering applications due to its good performance in both computational efficiency and accuracy. But in gPCEM, a nonlinear transformation of random variables should always be used to adapt the generalized Polynomial Chaos theory for the analysis of random problems with complicated probability distributions, which may introduce nonlinearity in the procedure of random u

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Joni, Joni, Jahja Hamdani Widjaja, Maria Natalia, and Ivan Junius Salim. "The value of political independent supervisory boards: Evidence from Indonesian dual board setting." ACRN Journal of Finance and Risk Perspectives 10, no. 1 (2021): 128–38. http://dx.doi.org/10.35944/jofrp.2021.10.1.008.

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We investigate whether political independent supervisory boards (political I-SBs) help companies to reduce their corporate risks in the setting of Indonesian two-tier board system. This study is different from other studies in several ways. First, while most prior studies examine the effectiveness of independent boards in one-tier board setting, we use dual board system. This system promotes the strategic role of political I-SBs. Second, we use two measures of corporate risks: operating and market risks. Based on 1,176 firm-year observations for operating risk analysis and 1,254 firm-year obse

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Nadirov, Orkhan, Jana Vychytilová, and Bruce Dehning. "Carbon Taxes and the Composition of New Passenger Car Sales in Europe." Energies 13, no. 18 (2020): 4631. http://dx.doi.org/10.3390/en13184631.

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This paper examines the effectiveness of implementing carbon taxes to reduce carbon dioxide emissions from transport. Using the system Generalized Method of Moments estimator, we utilize cross-country analysis for the first time to study the impact of carbon taxes on the composition of petrol versus diesel passenger cars sold in 17 countries over the period 2013–2017. The results suggest that increasing carbon taxes affects consumer behavior, causing a significant shift from petrol to diesel fuel vehicles, controlling for factors such as the price of passenger cars, fuel price, interest rates,

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Alekhin, B. I. "Regional Tax Autonomy and Budget Balances." Financial Journal 12, no. 5 (2020): 114–27. http://dx.doi.org/10.31107/2075-1990-2020-5-114-127.

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The purpose of this study is to test the proposition that better regional fiscal balances are associated with stronger regional tax autonomy as measured by the ratio of property taxes to expenditures. The study uses panel data for 82 subjects of the Russian Federation over 14 years (2005–2018). A two-step dynamic model of budget balance is estimated by the “system” generalized method of moments. A positive and statistically significant association between fiscal balances and tax autonomy is established. This study emphasizes the importance of regional tax autonomy for the development of market

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Arodoye, Nosakhare, Dickson Oriakhi, and Milton Iyoha. "TAX REVENUE PERFORMANCE IN SUB-SAHARAN AFRICA COUNTRIES: ARE THERE EMPIRICAL EVIDENCE FOR MACROECONOMIC VARIABLES?" Oradea Journal of Business and Economics 5, Special (2020): 69–81. http://dx.doi.org/10.47535/1991ojbe098.

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This study, examines the dynamic effects of macroeconomic factors on the overall tax revenue performance of thirty-three (33) Sub-Saharan African countries for eighteen years that range from 2000-2017 employing the system generalized method of moments methodology. This study provides empirical evidence for the dynamic and significant effects of macroeconomic variables on tax revenue performance in SSA countries. Arising from our empirical findings, the study recommends that, on the average, governments of SSA countries should establish the necessary macroeconomic preconditions for the effectiv

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DE, SUPRIYO. "INTANGIBLE DETERMINANTS OF MARKET VALUE IN THE NEW ECONOMY: A DYNAMIC PANEL DATA ANALYSIS OF THE INDIAN SOFTWARE INDUSTRY." Singapore Economic Review 54, no. 03 (2009): 379–98. http://dx.doi.org/10.1142/s0217590809003392.

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Intangible assets like human capital and organization capital have driven the success of India's software industry. This article analyzes the impact of intangible assets on the market value of Indian software firms using a dynamic panel data model. Measures of tangible and intangible assets are constructed using firm-level panel data. The estimation technique uses system generalized method of moments (GMM) and minimum distance estimation (MDE). This methodology accounts for unobserved firm heterogeneity, endogenous explanatory variables and persistent variables. The results conclusively show t

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Abbas, Zia, Syed Faizan Iftikhar, and Shaista Alam. "Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs)." International Journal of Financial Engineering 06, no. 02 (2019): 1950019. http://dx.doi.org/10.1142/s2424786319500191.

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The objective of this study is to investigate the impact of bank capital on monetary policy transmission mechanism during the period from 2010 to 2016 for 20 Emerging Market Economics (EMEs) by using the two-step system generalized method of moments (GMM). The coefficient of excess capital in low-asset countries is found to be negative which reveals the importance of excess capital for the effectiveness of monetary transmission. However, the study could not find the significance of excess capital for high-asset countries as they may afford the risky way to generate their income by increasing t

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ONGO NKOA, Bruno Emmanuel, Richard ZOGO EKASSI, and Jaques Simon Song. "Urbanization, Industrialization and Inequalities in Africa: does threshold matter?" International Journal of Scientific Research and Management 9, no. 08 (2021): 2337–52. http://dx.doi.org/10.18535/ijsrm/v9i08.em01.

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This paper examines the impact of urbanization and industrialization on observed inequalities in a sample of 48 African countries. We specify and estimate a panel data model using the Generalized Method of Moments-System (GMM-S) over the period 1980-2016 along the different dimensions of inequality. Our results show that urbanization increases income, environmental and housing inequalities in Africa, while industrialization reduces them. Our results remain robust with the use of Panel Smooth Transition Regression Model (PSTR) and Panel Transition Regression Model (PTR). We suggest taking into

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