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SUBJECT:

INTRODUCTORY

ECONOMETRICS

SUBMITTED BY:

SHAGUN GUPTA (13/24022)

B.A. ECONOMICS (H)

SEMESTER IV

SECTION A

ABSTRACT:

The following report is concerned with examining few economic variables and their brief analysis

using basic econometric tools, essentially by running regression. For carrying out regression,

computer software by the name of GRETL has been used. The purpose of this activity was to get

familiarized with this software and use of theoretical concepts of econometrics to real data set. OLS

estimation is used to run regression though the variables. The economic theories that are tested in the

following report are:

1. Relationship between money supply & income on the basis of Quantity Theory of Money, which

states that Money supply = k*Price Level*Income. Thus in this model we will expect a positive

sign between M1 and Disposable Income.(Model 1)

2. Relationship between income & FDI: according to economic theory,

Income (or output) = Consumption + Investment + Govt. Expenditure + Net Exports. So in this

model we will expect a positive relationship between FDI and Disposable Income, FDI being a

form of investment. (Model 2)

3. Relationship between income & savings rate: according to economic theory there is a negative

relation between income and savings rate as higher the savings rate, lesser is there left to

consume, thus not adding to the total income.(Model 3)

4. Relationship between consumption & savings rate, income, money stock: according to economic

theory there is negative relation between consumption and savings (since Savings = Income

Consumption), a positive relation between consumption and income (since Consumption =

Autonomous Consumption + c*Income), and a positive relationship between consumption and

money stock (as possession of more liquid money leads to more fluidity of money and thus more

expenditure). (Model 4)

Further, all the 4 models are converted from linear to log linear form. Then MWD test and the

Ramsey RESET test is conducted for all the models

Finally, in the last example (Model 5), the problem that arises due to multicollinearity is exhibited.

VARIABLE NAME DESCRIPTION LABEL UNIT OF MEASUREMENT

RDPIPC Real disposable income: per capita $ million

PSR Personal savings rate %

FDI Foreign direct investment $ million

M1 M1 money stock $ billion

PCE Personal consumption expenditure $ million

This is a panel dataset, for the US economy, for the time period 1959 to 2014 (thus total number of

observations = 56)

SOURCE OF DATASET:

The data has been taken from the following website: https://research.stlouisfed.org/.

TESTS CONDUCTED:

T-test for significance of i (i.e. coefficient of variable Xi (or ln Xi )

H1: i 0

Test statistic:

k = number of parameters to e estimated

= level of significance

H1: not H0

Test statistic:

MWD TEST:

H1: log-linear model is better fit

We reject the null in case t-ratio for Z1 is significant and t-ratio for Z2 is insignificant.

H1: Y = 1 + 2(X) + 3 + 4 +i is a better

model.

We reject the null in case 3 and 4 together come out to be significant through F-test of 2nd models

new R2 and old R2.

REGRESSION MODELS & THEIR ANALYSIS:

MODEL: 1

ECONOMIC THEORY: Relationship between money supply & income on the basis of QTM

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

Const 14986.6 653.851 22.9205 <0.00001

M1 0.954105 0.0525702 18.1492 <0.00001

Sum squared resid 4.99e+08 S.E. of regression 3038.790

R-squared 0.859152 Adjusted R-squared 0.856544

F(1, 54) 329.3918 P-value(F) 1.21e-24

Log-likelihood 527.5183 Akaike criterion 1059.037

Schwarz criterion 1063.087 Hannan-Quinn 1060.607

Rho 0.945789 Durbin-Watson 0.102050

INTERPRETATION:

2 here is +0.954105: this implies that a unit increase in M1 will lead to an increase of 0.954105

units in the expected value of RDPIPC. This model is consistent with the quantity theory of money

which states that: Money supply = k*GDP*(General Price level), which shows that money supply is

directly proportional to GDP. Thus the positive sign of 2 here is consistent with the background

economic theory.

Another route through which the direct relationship can be explained between M1 and RDPIPC is

that when money supply increases, it reduces the rate of interest, thus increasing the investment done

in the economy. Hence the income or output also increases.

Since here the t-ratio for 2 is 18.1492, thus M1 is a significant variable in this model.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln RDPIPC

Const 6.66415 0.0921821 72.2934 <0.00001

Ln M1 0.382302 0.0103861 36.8089 <0.00001

Mean dependent var 10.04022 S.D. dependent var 0.349579

Sum squared resid 0.257613 S.E. of regression 0.069070

R-squared 0.961672 Adjusted R-squared 0.960962

F(1, 54) 1354.894 P-value(F) 6.26e-40

Log-likelihood 71.22560 Akaike criterion 138.4512

Schwarz criterion 134.4005 Hannan-Quinn 136.8808

Rho 0.931636 Durbin-Watson 0.121488

INTERPRETATION:

2 (= +0.38) here represents elasticity, which implies that 1% increase in M1 will to 38% increase in

expected value of RDPIPC. Since the value of 2 (= +0.38) is less than 1, thus real income is

inelastic with respect to money supply.

Model 1C:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

Const 16641.8 452.204 36.8014 <0.00001

M1 0.82827 0.0360417 22.9809 <0.00001

Z1 26643.9 2943.1 -9.0530 <0.00001

As we can see that t-ratio for Z1 is pretty significant with a value of -9.0530. Thus we reject H0,

implying that log-linear model is better.

Model 1D:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln RDPIPC

Const 5.66971 0.421432 13.4534 <0.00001

ln M1 0.545551 0.0683743 7.9789 <0.00001

Z2 1.84447e-05 7.64301e-06 2.4133 0.01930

As we can see that t-ratio for Z2 is 2.4133, which will be rejected at 0.5% significance. Thus we

conclude that log- linear is better fit.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

const 18762.2 7500.70 2.501 0.0156 **

M1 2.81724 1.17219 2.403 0.0198 **

3.31578e-05 4.30372e-05 0.7704 0.4445

with p-value = P (F(2,52) > 63.7767) = 1.02e-014.

Since, p-value = P(F(2,52) > 63.7767) = 1.02e-014 is a very small probability, we reject H0. This

implies that the earlier model was incorrectly specified and that the new model is a better fit.

MODEL: 2

ECONOMIC THEORY: Relationship between income & FDI

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

Const 18478.7 577.104 32.0197 <0.00001

FDI 0.00739124 0.000459879 16.0721 <0.00001

Sum squared resid 6.12e+08 S.E. of regression 3366.872

R-squared 0.827097 Adjusted R-squared 0.823895

F(1, 54) 258.3135 P-value(F) 3.12e-22

Log-likelihood 533.2597 Akaike criterion 1070.519

Schwarz criterion 1074.570 Hannan-Quinn 1072.090

Rho 0.969882 Durbin-Watson 0.032155

INTERPRETATION:

2 is +0.00739124: this implies that a unit increase in FDI will lead to a increase of 0.00739124 units

in expected value of RDPIPC. This model again is consistent with the economic theory- an increase

in FDI adds to an economys investment component of the GDP (= C + I + G + X-M), thus giving a

positive relation between FDI and RDPIPC.

Since here the absolute t-ratio for 2 is 16.0721, thus FDI is a significant variable.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln RDPIPC

const 8.11613 0.0541899 149.7721 <0.00001

ln FDI 0.158583 0.0043984 36.0547 <0.00001

Sum squared resid 0.268068 S.E. of regression 0.070457

R-squared 0.960117 Adjusted R-squared 0.959378

F(1, 54) 1299.944 P-value(F) 1.84e-39

Log-likelihood 70.11166 Akaike criterion 136.2233

Schwarz criterion 132.1726 Hannan-Quinn 134.6529

rho 0.911982 Durbin-Watson 0.112327

INTERPRETATION:

2 (= +0.158) here represents elasticity, which implies that 1% increase in FDI will to 15.8% increase

in the expected value of RDPIPC. Since the value of 2 (= +0.158) is less than 1, thus real income is

inelastic with respect to FDI.

THE MWD TEST:

Model 2C:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

Const 18999.8 218.63 86.9041 <0.00001

FDI 0.00716209 0.000173174 41.3579 <0.00001

Z1 17574.1 967.642 -18.1618 <0.00001

As we can see that t-ratio for Z1 is -18.1618, which is pretty significant. Thus we conclude that log-

linear is better fit.

Model 2D:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln RDPIPC

Const 8.04051 0.057239 140.4726 <0.00001

Z2 7.69856e-06 2.6728e-06 -2.8803 0.00572

ln FDI 0.164778 0.00465494 35.3985 <0.00001

As we can see that t-ratio for Z2 is 2.8803, which is also significant. Thus we cannot conclude that

log- linear is better fit.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

const 131814 19464.0 6.772 1.14e-08 ***

FDI 0.106560 0.0152784 6.975 5.43e-09 ***

0.000413496 7.25655e-05 5.698 5.74e-07 ***

3.99585e-09 8.18339e-010 4.883 1.04e-05 ***

with p-value = P(F(2,52) > 74.383) = 5.57e-016

Since, p-value = P(F(2,52) > 74.383) = 5.57e-016 is a very small probability, we reject H0. This

implies that the earlier model was incorrectly specified and that the new model is a better fit.

MODEL: 3

ECONOMIC THEORY: Relationship between income & PSR

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

Const 43913.6 1482.82 29.6150 <0.00001

PSR 2332.48 165.859 -14.0631 <0.00001

Sum squared resid 7.59e+08 S.E. of regression 3749.905

R-squared 0.785518 Adjusted R-squared 0.781546

F(1, 54) 197.7697 P-value(F) 1.08e-19

Log-likelihood 539.2935 Akaike criterion 1082.587

Schwarz criterion 1086.638 Hannan-Quinn 1084.157

Rho 0.754371 Durbin-Watson 0.421582

INTERPRETATION:

2 is -2332.48: this implies that a unit increase in PSR will lead to a decrease of 2332.48 units in the

expected value of RDPIPC. The negative sign of 2 is consistent with the economic theory as

increase in savings leads to decrease in current years consumption and thus income. (However

higher current savings lead to higher investment in future.)

Since here the absolute t-ratio for 2 is 14.063, thus PSR is significant variable.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln RDPIPC

Coefficient Std. Error t-ratio p-value

Const 11.464 0.131847 86.9493 <0.00001

ln PSR 0.693721 0.0629631 -11.0179 <0.00001

Mean dependent var 10.04022 S.D. dependent var 0.349579

Sum squared resid 2.069337 S.E. of regression 0.195758

R-squared 0.692122 Adjusted R-squared 0.686421

F(1, 54) 121.3941 P-value(F) 1.98e-15

Log-likelihood 12.88690 Akaike criterion 21.77381

Schwarz criterion 17.72310 Hannan-Quinn 20.20336

rho 0.776045 Durbin-Watson 0.348991

INTERPRETATION:

2 (= -0.693) here represents elasticity, which implies that 1% decrease in PSR will to 69.3%

increase in expected value of RDPIPC. Since the value of 2 (= -0.693) is less than -1, thus real

income is inelastic with respect to savings rate.

THE MWD TEST:

Model 3C:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

const 44128.8 1522.28 28.9886 <0.00001

PSR 2352.1 169.071 -13.9119 <0.00001

Z1 3736.03 5409.77 -0.6906 0.49283

As we can see that t-ratio for Z1 is -0.6906, which is not significant. Thus we conclude that linear

model is a better fit.

Model 3D:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln RDPIPC

Const 11.5361 0.134743 85.6159 <0.00001

ln PSR 0.728703 0.0644319 -11.3097 <0.00001

Z2 8.69879e-06 4.70112e-06 -1.8504 0.06984

As we can see that t-ratio for Z2 is -1.8504, which is not significant. Thus we conclude that log-

linear is better fit.

Since there is a contradiction in this particular models test, we can use both the models.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

const 359199 90248.2 3.980 0.0002 ***

PSR 23668.1 5814.29 4.071 0.0002 ***

0.000453623 0.000102538 4.424 4.98e-05 ***

5.87651e-09 1.35628e-09 4.333 6.75e-05 ***

with p-value = P(F(2,52) > 10.0335) = 0.000207

Since, p-value = P(F(2,52) > 10.0335) = 0.000207 is a very small probability, we reject H0. This

implies that the earlier model was incorrectly specified and that the new model is a better fit.

MODEL: 4

ECONOMIC THEORY: Relationship between PCE & income, PSR, M1

OLS, using observations 1959-2014 (T = 56)

Dependent variable: PCE

Const 1757.61 1063.4 -1.6528 0.10439

RDPIPC 0.19951 0.0342657 5.8224 <0.00001

PSR 131.742 56.8957 -2.3155 0.02456

M1 0.22002 0.0274612 8.0120 <0.00001

Sum squared resid 18264541 S.E. of regression 592.6560

R-squared 0.975092 Adjusted R-squared 0.973655

F(3, 52) 678.5510 P-value(F) 1.16e-41

Log-likelihood 434.9239 Akaike criterion 877.8479

Schwarz criterion 885.9493 Hannan-Quinn 880.9888

Rho 0.933880 Durbin-Watson 0.118955

INTERPRETATION:

2 here is equal to +0.19951, which means that when RDPIPC increases by 1 unit, expected value of

PCE will increase by 0.19951 units. The positive relation between PCE and RDPIPC is in

accordance with the Keynesian consumption function (C = Ca + cY), thus giving a positive sign for

2 .

3 is equal to -131.742, which implies that an increase of a unit in PSR will lead to a 131.742 fall in

expected value of PCE. The negative relation between PSR and PCE is in consistence with the

economic theory that income has 2 components: savings and consumption (Y = S + C, => C = Y

S).

4 is equal to +0.22002 which means that an increase in M1 by a unit will lead to an increase of

0.22002 in expected value of PCE. The positive relation seen between PCE and M1 is due to the fact

that more money supply available in the market, the more people will have in hand to spend.

Since the t-ratio for all the 3 coefficients are high are large enough (>2), hence all 3 variables are

significant in the above model.

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln PCE

Const 14.4303 1.38149 -10.4455 <0.00001

ln M1 0.623549 0.0723566 8.6177 <0.00001

ln RDPIPC 1.68079 0.19108 8.7963 <0.00001

ln PSR 0.0826155 0.0546069 -1.5129 0.13636

Sum squared resid 0.460513 S.E. of regression 0.094106

R-squared 0.993921 Adjusted R-squared 0.993571

F(3, 52) 2834.219 P-value(F) 1.39e-57

Log-likelihood 54.96091 Akaike criterion 101.9218

Schwarz criterion 93.82041 Hannan-Quinn 98.78092

Rho 0.996777 Durbin-Watson 0.141312

2 (= +0.623) here represents elasticity of PCE w.r.t M1, which implies that 1% increase in M1 will

to 62.3% increase in expected value of PCE and also since the value of 2 (= +0.623) is less than 1,

thus personal consumption is inelastic with respect to money supply.

3 (= +1.68) here represents elasticity of PCE w.r.t RDPIPC, which implies that 1% increase in

RDPIPC will to 168% increase in expected value of PCE, and also since the value of 3 (= +1.68) is

more than 1, thus personal consumption is elastic with respect to real income.

4 (= -0.0826) here represents elasticity of PCE w.r.t PSR, which implies that 1% increase in PSR

will to 8.26% decrease in expected value of PCE, and also since the value of 3 (= +-0.0826) is less

than 1, thus personal consumption is inelastic with respect to savings rate.

Model 4C:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: PCE

const 6282.16 1172.06 -5.3599 <0.00001

PSR 31.0721 53.8641 0.5769 0.56657

RDPIPC 0.348592 0.0381772 9.1309 <0.00001

M1 0.153448 0.0248974 6.1632 <0.00001

z1 0.170437 0.0305497 -5.5790 <0.00001

As we can see that t-ratio for Z1 is -5.5790, which is pretty significant. Thus we conclude that log-

linear is better fit.

Model 4D:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: ln PCE

Const 13.8138 1.06754 -12.9398 <0.00001

ln M1 0.646331 0.0557862 11.5859 <0.00001

ln RDPIPC 1.60763 0.14748 10.9007 <0.00001

ln PSR 0.120443 0.0424654 -2.8363 0.00653

z2 6.97553e-05 1.14868e-05 -6.0726 <0.00001

As we can see that t-ratio for Z1 is -6.0726, which is pretty significant. Thus we conclude that linear

model is a better fit.

THE RAMSEY TEST:

OLS, using observations 1959-2014 (T = 56)

Dependent variable: PCE

const 1890.19 385.860 4.899 1.05e-05 ***

RDPIPC 0.134992 0.0174267 7.746 4.11e-010 ***

PSR 57.9357 28.1500 2.058 0.0448 **

M1 0.109034 0.0224540 4.856 1.22e-05 ***

0.000177672 1.34777e-05 13.18 6.78e-018 ***

7.94443e-09 8.92335e-010 8.903 6.90e-012 ***

Test statistic: F = 174.209520,

with p-value = P(F(2,50) > 174.21) = 2.92e-023

Since, p-value = P(F(2,52) > 174.21) = 2.92e-023 is a very small probability, we reject H0, and thus

the restricted model is not a good fit/ misspecified.

MODEL: 5

OLS, using observations 1959-2014 (T = 56)

Dependent variable: RDPIPC

Const 7031.99 1638.23 4.2924 0.00008

M1 0.10594 0.0716105 -1.4794 0.14519

PCE 5.23158 0.353286 14.8083 <0.00001

PSR 497.864 128.344 3.8791 0.00030

FDI 0.00951452 0.000874324 -10.8821 <0.00001

As it can be seen that when regression is carried out with RDIPC as dependent variable and FDI,

PSR, M1 & PCE as explanatory variables, the whole regression analysis falls apart as there is no

consistency with economic theory (except in the case of PCE). This problem arises due to

multicollinearity. Hence no interpretation can be given for this model without first analyzing the

effect of this multicollinearity in detail.

CONCLUSION:

The study conducted above for the period of 56 years on U.S economy has displayed the validity of

all the economic theories mentioned in the abstract beforehand, viz.,

1. Model 1 showed a positive relationship between money supply and real income, thus

validating QTM. It also showed that money supply is significant variable in the model, hence

the model was a good fit, though income was inelastic with respect to it. Also, according to

the MWD test, we find that the log linear model is a better fit that the simple linear model,

which is also stressed by the Ramsey test- it concludes that the original model was not as

good as the new unrestricted model. (for the un/restricted models see the abstract)

2. Model 2 showed a positive relationship between FDI and real disposable income, thus

confirming the economic theory that suggests that investment is a component in determining

the total income of an economy. Even though FDI is a significant variable in the model, real

disposable income is inelastic with respect to FDI. The MWD test suggests that the log linear

model is a better fit than the simple linear model. The Ramsey test says that the originally

specified model is incorrect and the new model is a better fit.

3. Model 3 showed a negative relation saving rate and the real disposable income, thus

confirming the economic theory that suggest that consumption and savings rate are negatively

related, thus savings is negatively related to current years real income (as consumption is a

vital component in determining the income. The t-test suggests that the PSR is a significant

variable in the model, although inelastic w.r.t savings rate. The MWD gives an indecisive

conclusion regarding the fitness of the log-linear or simple linear model, thus we can use both.

The Ramsey test shows that the initial model is incorrectly specified and the new unrestricted

model is better.

4. Model 4 also confirms all the economic theory once again- consumption expenditure is

positively related to real income and money supply, while negatively related to savings rate.

All the explanatory variables are significant while only income induces an elastic behavior to

consumption. The MWD says both models- linear and log linear are appropriate fit, while

Ramsey suggests that the simple linear model is misspecified.

Since all the economic theories are validated in this study, we can conclude all the above 4

models as suitable.

APPENDIX:

The dataset:

YEAR PSR FDI RDPIPC PCE M1 YEAR PSR FDI RDPIPC PCE M1

1959 10.3 6604 11811 317.5 1685 1987 7.3 334552 23929 3092.1 8922.7

1960 10.1 6925 11877 331.6 1683.7 1988 7.8 401766 24826 3346.9 9297.1

1961 11.3 7253 12097 342 1716.6 1989 7.8 467886 25340 3592.8 9385.8

1962 11.1 7555 12482 363.1 1757.9 1990 7.8 505346 25555 3825.6 9726.8

1963 10.6 7835 12766 382.5 1811.5 1991 8.2 533404 25395 3960.2 10307.8

1964 11.5 8147 13485 411.2 1881 1992 8.9 540270 26133 4215.7 11590.3

1965 11.3 8532 14144 443.6 1961 1993 7.3 593313 26216 4471 12940.7

1966 11.1 8947 14726 480.6 2051.6 1994 6.3 617982 26611 4741 13742.6

1967 12.2 9708 15198 507.4 2132.4 1995 6.4 680066 27180 4984.2 13716.1

1968 11.2 10468 15728 557.4 2280.9 1996 5.9 745619 27719 5268.1 13281.8

1969 10.7 11684 16102 604.5 2416.7 1997 5.7 824136 28397 5560.7 12842.8

1970 12.6 13224 16643 647.7 2509.1 1998 6.2 920044 29723 5903 12967.4

1971 13.3 13622 17191 701 2677.5 1999 4.4 1101709 30350 6307 13227.6

1972 12.1 14737 17821 769.4 2868.3 2000 4.2 1421017 31524 6792.4 13244.7

1973 13.1 17845 18725 851.1 3075.7 2001 4.3 1518473 32075 7103.1 13683

1974 12.9 22606 18343 932 3229.7 2002 5 1499952 32754 7384.1 14359.8

1975 13 25209 18613 1033 3375.9 2003 4.8 1580994 33342 7765.5 15286

1976 11.1 47528 19002 1150 3566.3 2004 4.5 1742716 34221 8260 16131.2

1977 10.2 55413 19406 1277 3838.6 2005 2.5 1905979 34424 8794.1 16461.5

1978 10.2 68976 20080 1426 4153.8 2006 3.3 2154062 35458 9304 16497.6

1979 9.8 88579 20248 1590 4470.7 2007 3 2345923 35866 9750.5 16471

1980 10.6 127105 20158 1755 4748.2 2008 4.9 2397396 36078 10013.6 17212.6

1981 11.2 164623 20458 1938 5099.6 2009 6.1 2398208 35616 9847 19652.6

1982 11.5 184842 20685 2074 5435.7 2010 5.6 2623646 35684 10202.2 20906

1983 9.5 193708 21214 2287 6038 2011 6 2798681 36298 10689.3 24119.4

1984 10.7 223538 22480 2498 6463.7 2012 7.2 2994341 37126 11083.1 27742.9

1985 8.6 247223 22960 2723 7043.4 2013 4.9 3176877 36772 11484.3 30542.2

1986 8.2 284701 23632 2898 7995.1 2014 4.9 3298932 37411 11928.6 33675

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