Geopolitical risk and remittances in the Philippines: evidence from quantile causality

被引：0
|
作者：
Akcay, Selcuk [1 ,2 ]
Karabulutoglu, Emre [1 ]
机构：
[1] Afyon Kocatepe Univ, Fac Econ & Adm Sci, Dept Econ, Afyonkarahisar, Turkiye
[2] Afyon Kocatepe Univ, Fac Econ & Adm Sci, Dept Econ, TR-03200 Afyonkarahisar, Turkiye
来源：
APPLIED ECONOMICS LETTERS | 2024年
关键词：
Geopolitical risk; remittances; quantile causality; Philippines;
D O I：
10.1080/13504851.2024.2302872
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This study investigates the dynamic causality link between global geopolitical risk and its two subindices and international remittance inflows in the Philippines, using monthly data from January 1989 to December 2022. We employ a Granger-causality in quantiles approach and find that higher variations (either positive or negative) in global geopolitical risk and its two subindices significantly Granger cause changes in remittances, implying that global geopolitical risk and its two subindices offer applicable value for predicting remittance inflows to the Philippines.
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页数：6
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