The aim of this paper is to investigate the relationship between electricity consumption, energy ... more The aim of this paper is to investigate the relationship between electricity consumption, energy use and GDP in Bangladesh, using annual data covering the period from 1980 to 2014. The bounds testing (ARDL) approach reveal that electricity consumptions have significant and positive long run impact on GDP and vice versa. The results of the estimated ARDL-ECM models indicate that long-run causality is directing from electricity consumptions and energy use to GDP, and GDP and energy use to electricity consumptions. Thus, in the long run, we find evidence of the feedback hypothesis suggesting the interdependent relationship between electricity consumption and economic growth in which causation runs in both directions and serve as complements. Finally, this study also explores that the relationship among the variables is insignificant in the short-run. Thus, the empirical results of this study might provide a better enthusiastic to the policymakers of Bangladesh to execute the Power Syst...
This paper investigates the nature of volatility characteristics of stock returns in the Banglade... more This paper investigates the nature of volatility characteristics of stock returns in the Bangladesh stock markets employing daily all share price index return data of Dhaka Stock Exchange (DSE) and Chittagong Stock Exchange (CSE) from 02 January 1993 to 27 January 2013 and 01 January 2004 to 20 August 2015 respectively. Furthermore, the study explores the adequate volatility model for the stock markets in Bangladesh. Results of the estimated MA(1)-GARCH(1,1) model for DSE and GARCH(1,1) model for CSE reveal that the stock markets of Bangladesh capture volatility clustering, while volatility is moderately persistent in DSE and highly persistent in CSE. Estimated MA(1)-EGARCH(1,1) model shows that effect of bad news on stock market volatility is greater than effect induced by good news in DSE, while EGARCH(1,1) model displays that volatility spill over mechanism is not asymmetric in CSE. Therefore, it is concluded that return series of DSE show evidence of three common events, namel...
This thesis examines farm-level efficiency of rice farmers in the High Barind region of Banglades... more This thesis examines farm-level efficiency of rice farmers in the High Barind region of Bangladesh by estimating technical, allocative and economic efficiency using farm level cross section survey data. Two contrasting methods for measuring efficiency are applied: the stochastic ...
Three types of meat are relevant for Bangladesh. These are beef, chicken and mutton. Meat demand ... more Three types of meat are relevant for Bangladesh. These are beef, chicken and mutton. Meat demand in Bangladesh is studied using the Almost Ideal Demand System (AIDS). All three types of meat—beef, chicken and mutton – show inelastic demand. Cross price elasticities show dominance of substitutability.
This paper uses the multivariate causality analysis to examine relationship between education and... more This paper uses the multivariate causality analysis to examine relationship between education and growth in Bangladesh using annual time series data from 1976 to 2003. Recent research works have preferred multivariate to the bivariate approach as the former is thought to be ...
This paper measures farm-specific technical inefficiency using farm-level cross-sectional survey ... more This paper measures farm-specific technical inefficiency using farm-level cross-sectional survey data of rice farmers in Bangladesh. Technical inefficiency effects are modelled as a function of environmental factors, irrigation infrastructure and farm-specific socio-economic factors. ...
The aim of this paper is to investigate the relationship between electricity consumption, energy ... more The aim of this paper is to investigate the relationship between electricity consumption, energy use and GDP in Bangladesh, using annual data covering the period from 1980 to 2014. The bounds testing (ARDL) approach reveal that electricity consumptions have significant and positive long run impact on GDP and vice versa. The results of the estimated ARDL-ECM models indicate that long-run causality is directing from electricity consumptions and energy use to GDP, and GDP and energy use to electricity consumptions. Thus, in the long run, we find evidence of the feedback hypothesis suggesting the interdependent relationship between electricity consumption and economic growth in which causation runs in both directions and serve as complements. Finally, this study also explores that the relationship among the variables is insignificant in the short-run. Thus, the empirical results of this study might provide a better enthusiastic to the policymakers of Bangladesh to execute the Power Syst...
This paper investigates the nature of volatility characteristics of stock returns in the Banglade... more This paper investigates the nature of volatility characteristics of stock returns in the Bangladesh stock markets employing daily all share price index return data of Dhaka Stock Exchange (DSE) and Chittagong Stock Exchange (CSE) from 02 January 1993 to 27 January 2013 and 01 January 2004 to 20 August 2015 respectively. Furthermore, the study explores the adequate volatility model for the stock markets in Bangladesh. Results of the estimated MA(1)-GARCH(1,1) model for DSE and GARCH(1,1) model for CSE reveal that the stock markets of Bangladesh capture volatility clustering, while volatility is moderately persistent in DSE and highly persistent in CSE. Estimated MA(1)-EGARCH(1,1) model shows that effect of bad news on stock market volatility is greater than effect induced by good news in DSE, while EGARCH(1,1) model displays that volatility spill over mechanism is not asymmetric in CSE. Therefore, it is concluded that return series of DSE show evidence of three common events, namel...
This thesis examines farm-level efficiency of rice farmers in the High Barind region of Banglades... more This thesis examines farm-level efficiency of rice farmers in the High Barind region of Bangladesh by estimating technical, allocative and economic efficiency using farm level cross section survey data. Two contrasting methods for measuring efficiency are applied: the stochastic ...
Three types of meat are relevant for Bangladesh. These are beef, chicken and mutton. Meat demand ... more Three types of meat are relevant for Bangladesh. These are beef, chicken and mutton. Meat demand in Bangladesh is studied using the Almost Ideal Demand System (AIDS). All three types of meat—beef, chicken and mutton – show inelastic demand. Cross price elasticities show dominance of substitutability.
This paper uses the multivariate causality analysis to examine relationship between education and... more This paper uses the multivariate causality analysis to examine relationship between education and growth in Bangladesh using annual time series data from 1976 to 2003. Recent research works have preferred multivariate to the bivariate approach as the former is thought to be ...
This paper measures farm-specific technical inefficiency using farm-level cross-sectional survey ... more This paper measures farm-specific technical inefficiency using farm-level cross-sectional survey data of rice farmers in Bangladesh. Technical inefficiency effects are modelled as a function of environmental factors, irrigation infrastructure and farm-specific socio-economic factors. ...
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Papers by Prof. Dr. Md. Abdul Wadud