The asymmetric and non-linear relationship between capital flight and economic growth nexus

The paper sought to explore the effect of capital flight on the economic growth nexus in Ghana. The study used quarterly time series data from 1976 to 2020 to test three hypotheses. The paper used non-linear autoregressive distributive lagged employing unit root test, co-integration test, and Wald t...

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Main Authors: John MacCarthy, Helena Ahulu, Rose Thor
Format: Article
Language:English
Published: Taylor & Francis Group 2022-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2022.2103924
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author John MacCarthy
Helena Ahulu
Rose Thor
author_facet John MacCarthy
Helena Ahulu
Rose Thor
author_sort John MacCarthy
collection DOAJ
description The paper sought to explore the effect of capital flight on the economic growth nexus in Ghana. The study used quarterly time series data from 1976 to 2020 to test three hypotheses. The paper used non-linear autoregressive distributive lagged employing unit root test, co-integration test, and Wald test to assess the asymmetrical relationship among the variables. The study posits that both the positive and negative changes in capital flight affect economic growth significantly. Again, the study revealed that capital flight and other macroeconomic variables explain about 75.28% of economic growth. Furthermore, the model can restore the short-run relationship to the dynamic long-long equilibrium at the speed of 35.6%. The study recommends that government economic policymakers build economic confidence by stabilizing economic conditions in the country to reduce the incentives for capital outflows. Further, as a priority, the government must formulate strategies to recover looted public funds by corrupt public officials stacked in foreign accounts and inject them into the economy to boost economic growth.
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spelling doaj-art-3aa226979eae4ae7a6eb95dae903cfad2025-08-20T02:34:25ZengTaylor & Francis GroupCogent Economics & Finance2332-20392022-12-0110110.1080/23322039.2022.2103924The asymmetric and non-linear relationship between capital flight and economic growth nexusJohn MacCarthy0Helena Ahulu1Rose Thor2Accounting Department, University of Professional Studies, Accra, GhanaAccounting Department, University of Professional Studies, Accra, GhanaAccounting Department, University of Professional Studies, Accra, GhanaThe paper sought to explore the effect of capital flight on the economic growth nexus in Ghana. The study used quarterly time series data from 1976 to 2020 to test three hypotheses. The paper used non-linear autoregressive distributive lagged employing unit root test, co-integration test, and Wald test to assess the asymmetrical relationship among the variables. The study posits that both the positive and negative changes in capital flight affect economic growth significantly. Again, the study revealed that capital flight and other macroeconomic variables explain about 75.28% of economic growth. Furthermore, the model can restore the short-run relationship to the dynamic long-long equilibrium at the speed of 35.6%. The study recommends that government economic policymakers build economic confidence by stabilizing economic conditions in the country to reduce the incentives for capital outflows. Further, as a priority, the government must formulate strategies to recover looted public funds by corrupt public officials stacked in foreign accounts and inject them into the economy to boost economic growth.https://www.tandfonline.com/doi/10.1080/23322039.2022.2103924asymmetricrelationshipcapital flightpanelmodeleconomic growth
spellingShingle John MacCarthy
Helena Ahulu
Rose Thor
The asymmetric and non-linear relationship between capital flight and economic growth nexus
Cogent Economics & Finance
asymmetric
relationship
capital flight
panel
model
economic growth
title The asymmetric and non-linear relationship between capital flight and economic growth nexus
title_full The asymmetric and non-linear relationship between capital flight and economic growth nexus
title_fullStr The asymmetric and non-linear relationship between capital flight and economic growth nexus
title_full_unstemmed The asymmetric and non-linear relationship between capital flight and economic growth nexus
title_short The asymmetric and non-linear relationship between capital flight and economic growth nexus
title_sort asymmetric and non linear relationship between capital flight and economic growth nexus
topic asymmetric
relationship
capital flight
panel
model
economic growth
url https://www.tandfonline.com/doi/10.1080/23322039.2022.2103924
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