Foreign direct investment, exports and domestic performance in Mexico: a causality analysis.

DOI10.1016/S0165-1765(02)00150-7MaRDI QIDQ1852941zbMATH OpenFDO

Authors Ma. Teresa Alguacil, Ana Cuadros, Vicente Orts

Publication date 21 January 2003

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Granger causalityMexicoOpennessExportsForeign direct investment

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Cointegration, causality and export-led growth in Mexico, 1895-1992
• Estimating models of complex FDI: are there third-country effects?
• Asymptotics for out of sample tests of Granger causality
• Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
• FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition

Cites work

• Cointegration, causality and export-led growth in Mexico, 1895-1992
• Making wald tests work for cointegrated VAR systems
• Statistical inference in vector autoregressions with possibly integrated processes

Cited in

(5)

• Credit and investment distortions: evidence from Mexican manufacturing
• Empirical analysis of China's import and export
• A revisitation of the export-led growth hypothesis in Malaysia using the leveraged bootstrap simulation and rolling causality techniques
• FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition
• Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis

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