Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/33494
DC FieldValueLanguage
dc.contributor.authorBiswas, Rita-
dc.contributor.authorLiang, Zhongwen-
dc.contributor.authorLoungani, Prakash-
dc.contributor.authorMichaelides, Michael-
dc.date.accessioned2025-01-10T08:29:35Z-
dc.date.available2025-01-10T08:29:35Z-
dc.date.issued2024-09-
dc.identifier.citationGlobal Finance Journal, 2024, vol. 64en_US
dc.identifier.issn10440283-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/33494-
dc.description.abstractThis paper provides empirical evidence on the finance-growth nexus, making key contributions by focusing on previously understudied Emerging Markets and Developing Economies (EMDEs) and employing mixed-frequency data. Utilizing panel forecasting models for 50 countries from 1990 to 2019, we examine the empirical link between macroeconomic indicators (e.g., aggregate production) and financial indicators (e.g., stock market indexes). Our results support the notion that financial indicators can indeed serve as robust predictors of macroeconomic indicators. Further, the use of mixed data sampling (MIDAS) models enhances the results, confirming the presence of valuable predictive information in higher-frequency data, even for lower-income countries. These findings bear particular significance for policymakers and investors, given the persistent challenge of accessing timely and reliable data on real indicators in EMDEs.en_US
dc.language.isoenen_US
dc.relation.ispartofGlobal Finance Journalen_US
dc.subjectFinance-growth nexusen_US
dc.subjectMacrofinanceen_US
dc.subjectMIDASen_US
dc.subjectEMDEsen_US
dc.subjectFinancial indicatorsen_US
dc.subjectPredicting macroeconomic indicatorsen_US
dc.titleLinkages between financial and macroeconomic indicators in emerging markets and developing economiesen_US
dc.typeArticleen_US
dc.collaborationCyprus University of Technologyen_US
dc.collaborationJohns Hopkins Universityen_US
dc.collaborationState University of New York at Albanyen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsSubscriptionen_US
dc.countryCyprusen_US
dc.countryUnited Statesen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1016/j.gfj.2024.101007en_US
dc.identifier.scopus2-s2.0-85201065371-
dc.identifier.urlhttp://dx.doi.org/10.1016/j.gfj.2024.101007-
dc.relation.issue101007en_US
dc.relation.volume62en_US
cut.common.academicyear2024-2025en_US
dc.identifier.external166958543-
item.grantfulltextopen-
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.openairetypearticle-
item.cerifentitytypePublications-
item.fulltextWith Fulltext-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.orcid0009-0009-6727-5563-
crisitem.author.parentorgFaculty of Management and Economics-
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