Advanced search ?

Object

The effect of the fluctuations in the components of aggregate demand on the non-oil GDP of the Kingdom of Saudi Arabia: a Vector Auto-Regression analysis
Download

Title: The effect of the fluctuations in the components of aggregate demand on the non-oil GDP of the Kingdom of Saudi Arabia: a Vector Auto-Regression analysis

Creator:

Alquadair, Khalid Hamad A.

Description:

Argumenta Oeconomica, 2014, Nr 1 (32), s. 95-113

Abstrakt:

This study investigates the effect of the fluctuations in the components of aggregate demand on the non-oil GDP (RNOGDP) in the Kingdom of Saudi Arabia (KSA) using Vector Auto Regression analysis(VAR). The cointegration test indicates the existence of a long-term relationship between RNOGDP and the components of aggregate demand. The variance decomposition (VD) suggests that fluctuations in real government expenditure (RGOV) and real net exports (RNEXP) play a major role in explaining the fluctuations of real non-oil GDP, while the Impulse Response Functions (IRFs) indicate that the fluctuations in RGOV and real private consumption (RCONS) have a positive and the greatest influence on fluctuations in RNOGDP in the short run, but that vanishes in the long-term. On the other hand, the IRFs indicate that fluctuations in real investment (RI) and RNEXP have a negative effect on the fluctuations in RNOGDP in the short run, though they decline in the long run

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2014

Resource Type:

artykuł

Resource Identifier:

oai:dbc.wroc.pl:25854

Language:

eng

Relation:

Argumenta Oeconomica, 2014, Nr 1 (32)

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Group publication title:

Argumenta Oeconomica

Format:

application/pdf

Subject and keywords:

Saudi Arabia Non-oil GDP components Vector Auto Regression variance decomposition Impulse Response Functions

Object collections:

Last modified:

May 26, 2022

In our library since:

Dec 9, 2014

Number of object content hits:

128

Number of object content views in PDF format

124

All available object's versions:

https://dlibra.kdm.wcss.pl/publication/28592

Show description in RDF format:

RDF

Show description in OAI-PMH format:

OAI-PMH

Edition name Date
The effect of the fluctuations in the components of aggregate demand on the non-oil GDP of the Kingdom of Saudi Arabia: a Vector Auto-Regression analysis May 26, 2022

Similar

Ekonomia XXI Wieku = Economics of the 21st Century
Ekonomia XXI Wieku = Economics of the 21st Century

Znaczenie zmian na rynku ropy naftowej dla gospodarki Arabii Saudyjskiej

Karwowska, Justyna

2017
artykuł
More
×

Citation

Citation style:

Contact details

Address

Wrocław University of Science and Technology (Coordinator)
Library of Wrocław University of Science and Technology
Wybrzeże Wyspiańskiego 27
50-370 Wrocław, Poland

Phone

(+48) 71-320-38-30
(+48) 71-320-47-50

E-Mail

bc@pwr.edu.pl

Visit us!

https://biblioteka.pwr.edu.pl/

This page uses 'cookies'. More information