The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana

This study examines the dynamic interactions among foreign direct investment (FDI), economic growth (GDPG), and real exchange rate (RER) in Ghana using time series data over the period 1996 to 2018, and two econometric models: a trivariate VAR and the ARDL bound test. The results reveal that no long...

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Main Authors: Benedict Arthur, Bismark Addai
Format: Article
Language:English
Published: Taylor & Francis Group 2022-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2022.2148361
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author Benedict Arthur
Bismark Addai
author_facet Benedict Arthur
Bismark Addai
author_sort Benedict Arthur
collection DOAJ
description This study examines the dynamic interactions among foreign direct investment (FDI), economic growth (GDPG), and real exchange rate (RER) in Ghana using time series data over the period 1996 to 2018, and two econometric models: a trivariate VAR and the ARDL bound test. The results reveal that no long-run relationship exists among the variables. However, a positive causal shock flows from both FDI and RER to GDPG. Also, the response of FDI to the shock in RER is positive. Therefore, it is recommended that the government implements policies that will ensure optimal balance in this nexus since a close and inter-reliant link exists among the variables.
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spelling doaj-art-dffda4dd88ae4e11b88ee2f7ed2a3c322025-08-20T02:16:44ZengTaylor & Francis GroupCogent Economics & Finance2332-20392022-12-0110110.1080/23322039.2022.2148361The dynamic interactions of economic growth, foreign direct investment, and exchange rates in GhanaBenedict Arthur0Bismark Addai1School of Finance, Zhongnan University of Economics and Law, Wuhan, ChinaSchool of Economics and Management, Changsha University of Science and Technology, Changsha, P.R. ChinaThis study examines the dynamic interactions among foreign direct investment (FDI), economic growth (GDPG), and real exchange rate (RER) in Ghana using time series data over the period 1996 to 2018, and two econometric models: a trivariate VAR and the ARDL bound test. The results reveal that no long-run relationship exists among the variables. However, a positive causal shock flows from both FDI and RER to GDPG. Also, the response of FDI to the shock in RER is positive. Therefore, it is recommended that the government implements policies that will ensure optimal balance in this nexus since a close and inter-reliant link exists among the variables.https://www.tandfonline.com/doi/10.1080/23322039.2022.2148361Economic growthFDIexchange ratetrivariate VARARDL bound testE22
spellingShingle Benedict Arthur
Bismark Addai
The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana
Cogent Economics & Finance
Economic growth
FDI
exchange rate
trivariate VAR
ARDL bound test
E22
title The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana
title_full The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana
title_fullStr The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana
title_full_unstemmed The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana
title_short The dynamic interactions of economic growth, foreign direct investment, and exchange rates in Ghana
title_sort dynamic interactions of economic growth foreign direct investment and exchange rates in ghana
topic Economic growth
FDI
exchange rate
trivariate VAR
ARDL bound test
E22
url https://www.tandfonline.com/doi/10.1080/23322039.2022.2148361
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AT bismarkaddai thedynamicinteractionsofeconomicgrowthforeigndirectinvestmentandexchangeratesinghana
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AT bismarkaddai dynamicinteractionsofeconomicgrowthforeigndirectinvestmentandexchangeratesinghana