The savings and growth nexus in Bangladesh

The paper investigates the causal relationship between Bangladesh’s gross domestic savings (GDS) and gross domestic product (GDP). Using yearly time series data from 1980 to 2018, we employ two short-run and one long-run causality tests to identify the direction of causality between these two variab...

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Egile Nagusiak: Rahman, Sultan Hafeez, Pabon, Md. Nahid Ferdous
Formatua: Working Paper
Hizkuntza:en_US
Argitaratua: BRAC Institute of Governance and Development (BIGD) 2022
Gaiak:
Sarrera elektronikoa:http://hdl.handle.net/10361/15831
id 10361-15831
record_format dspace
spelling 10361-158312022-01-05T21:04:39Z The savings and growth nexus in Bangladesh Rahman, Sultan Hafeez Pabon, Md. Nahid Ferdous Savings Growth VECM Granger causality Bangladesh JEL classification The paper investigates the causal relationship between Bangladesh’s gross domestic savings (GDS) and gross domestic product (GDP). Using yearly time series data from 1980 to 2018, we employ two short-run and one long-run causality tests to identify the direction of causality between these two variables. We find unidirectional causality running from growth to savings in the short run. However, long-run causality is not found in any direction under any of the tests. 2022-01-05T06:09:49Z 2022-01-05T06:09:49Z 2021. 2021-09 Working Paper http://hdl.handle.net/10361/15831 en_US https://bigd.bracu.ac.bd/publications/the-savings-and-growth-nexus-in-bangladesh/ application/pdf BRAC Institute of Governance and Development (BIGD)
institution Brac University
collection Institutional Repository
language en_US
topic Savings
Growth
VECM
Granger causality
Bangladesh JEL classification
spellingShingle Savings
Growth
VECM
Granger causality
Bangladesh JEL classification
Rahman, Sultan Hafeez
Pabon, Md. Nahid Ferdous
The savings and growth nexus in Bangladesh
description The paper investigates the causal relationship between Bangladesh’s gross domestic savings (GDS) and gross domestic product (GDP). Using yearly time series data from 1980 to 2018, we employ two short-run and one long-run causality tests to identify the direction of causality between these two variables. We find unidirectional causality running from growth to savings in the short run. However, long-run causality is not found in any direction under any of the tests.
format Working Paper
author Rahman, Sultan Hafeez
Pabon, Md. Nahid Ferdous
author_facet Rahman, Sultan Hafeez
Pabon, Md. Nahid Ferdous
author_sort Rahman, Sultan Hafeez
title The savings and growth nexus in Bangladesh
title_short The savings and growth nexus in Bangladesh
title_full The savings and growth nexus in Bangladesh
title_fullStr The savings and growth nexus in Bangladesh
title_full_unstemmed The savings and growth nexus in Bangladesh
title_sort savings and growth nexus in bangladesh
publisher BRAC Institute of Governance and Development (BIGD)
publishDate 2022
url http://hdl.handle.net/10361/15831
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AT pabonmdnahidferdous thesavingsandgrowthnexusinbangladesh
AT rahmansultanhafeez savingsandgrowthnexusinbangladesh
AT pabonmdnahidferdous savingsandgrowthnexusinbangladesh
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