اختبار التكامل المشترك غير الخطي بين الاستثمار الحكومي والاستثمار الخاص في الاقتصاد السعودي

Test of Non Linear Cointegration between Government Investment and Private Investment in Saudi Arabia Economy

Hassan Ghassan () and Salman AlDehailan

MPRA Paper from University Library of Munich, Germany

Abstract: This paper investigates the long-run relationship between the real private investment and the government investment in Saudi Arabia using a threshold cointegration test. The results show the stability of the private investment effect both above the threshold and mostly below the threshold. As if the negative discrepancies disappear more quickly than those positive which remain non-permanent. This finding reveals the strength of the Saudi Arabia economy in response to exogenous shocks and especially the negative ones.

Keywords: Investment; Public Investment; Threshold Cointegration; Saudi Arabia Economy. (search for similar items in EconPapers)
JEL-codes: C22 E22 (search for similar items in EconPapers)
Date: 2009-07-09, Revised 2009-12-04
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https://mpra.ub.uni-muenchen.de/56376/1/MPRA_paper_56376.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/80674/1/MPRA_paper_56376.pdf revised version (application/pdf)
https://mpra.ub.uni-muenchen.de/80674/9/MPRA_paper_80674.pdf revised version (application/pdf)

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