Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines
Date of Publication
4-4-2023
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Management of Financial Institutions
Subject Categories
Finance
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management Department
Thesis Advisor
Marycris Albao
Defense Panel Chair
Benedict Rañoa Bismark
Defense Panel Member
Mr. Rene D. Cuartero
Mr. Reinnite Madrid
Abstract/Summary
This study utilizes the Toda-Yamamoto (1995) method to evaluate the Granger causality between the Stock Market index and a few macroeconomic indices. The Philippine Stock Exchange index (PSEi), which represents the stock market, is the subject of this study, which focuses on monthly data from January 2007 to December 2021. Macroeconomic indicators include Consumer Price Index, Exchange Rate, Industrial Production, Interest Rate, Money Supply, and Trade Balance. First, results has shown that the Consumer Price Index and Money Supply are both granger caused by the PSEi. Second, the Stock Market has shown a negative relationship with Exchange Rate, Industrial production, and Trade Balance. Third, Interest Rate has no significant relationship with the PSEi. Lastly, macroeconomic indicators didn’t indicate significant results to be conclusive, thus their relationship with the stock market cannot be concluded. Indicating that the PSEi is informationally efficient in regards to the selected macroeconomic indicators in the study.
Abstract Format
html
Language
English
Format
Electronic
Keywords
Stock exchanges—Philippines; Economic indicators—Philippines
Recommended Citation
Bardullas, K. O., Co, V. T., Leung, A. P., & Tadeo, A. J. (2023). Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines. Retrieved from https://animorepository.dlsu.edu.ph/etdb_finman/57
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Embargo Period
4-22-2033