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Full-Text Articles in Econometrics

Built By Hand, Run By Machine: Robots And The Uneven Displacement Of Native And Migrant Workers In Germany (2012-2024), Farida Mohamed Elkhosht Jan 2027

Built By Hand, Run By Machine: Robots And The Uneven Displacement Of Native And Migrant Workers In Germany (2012-2024), Farida Mohamed Elkhosht

Theses and Dissertations

This study investigates whether industrial robot adoption generates differential employment effects for native and migrant workers across German local labor markets, using district-level data for 393 districts over 2012–2024. This question matters because Germany combines one of the world's highest concentrations of industrial robots with one of the largest migrant workforces in the OECD. Despite growing policy interest in the distributional effects of technological change, limited evidence exists on whether automation affects native and migrant employment differently within the same local labor markets. Using Bartik shift-share design to measure exogenous variation in robot exposure, the study finds that the effect …


Parental Gender Bias In Youth Employment Standards: Evidence From Upper Egypt, Mahmoud Saeed Jun 2026

Parental Gender Bias In Youth Employment Standards: Evidence From Upper Egypt, Mahmoud Saeed

Theses and Dissertations

Youth unemployment remains a critical challenge in Egypt, with female labor force participation among the lowest globally. While structural factors such as limited job creation and public sector contraction are well-documented, the role of family-level decision-making in constraining women's labor market entry has received limited quantitative attention. This thesis examines parental gender bias in employment standards in Upper Egypt, investigating whether and how parents impose systematically different job requirements for daughters compared to sons. Using primary survey data from 17,284 unemployed youth aged 18-35 across six governorates, paired with responses from their parents, this study analyzes parental preferences across six …


The Impact Of Financial Inclusion On Inflation In The Mena Region: Oil Vs Non-Oil Countries, Jailan Elsaid Feb 2025

The Impact Of Financial Inclusion On Inflation In The Mena Region: Oil Vs Non-Oil Countries, Jailan Elsaid

Theses and Dissertations

The study examines the impact of financial inclusion on inflation as a tool for monetary policy effectiveness in the MENA region, separating the analysis into oil and non-oil countries from 2004 to 2022. The Principal Component Analysis (PCA) technique is used to create a multidimensional index of financial inclusion through usage and access dimensions. Additionally, PVAR GMM estimation and Granger causality tests are implemented to analyze the dynamics and causality between financial inclusion and inflation, while controlling for other variables such as broad money, real effective exchange rate, and real GDP growth, which may influence the relationship according to the …


From Home To Abroad: The Intergenerational Impact Of Household Member Migration On Women’S Economic & Social Empowerment In Egypt, Menna Elgohary Feb 2025

From Home To Abroad: The Intergenerational Impact Of Household Member Migration On Women’S Economic & Social Empowerment In Egypt, Menna Elgohary

Theses and Dissertations

This thesis investigates to what extent the migration of a household member to an Arab country leads to increased social and economic empowerment among Egyptian women of two age categories (15-35 and +35) over two waves. Determined through Principle Component Analysis (PCA) of panel data from Egypt Labor Market Panel Surveys in 2018 and 2023, composite indices of social and economic empowerment serve as dependent variables in an IV 2SLS regression model. The model assesses whether household member migration, proxied by migration prevalence on the district (qism) level as an IV, causes a significant increase in social and economic empowerment …


Internet Penetration And Firm Innovation In The Digital Era: A Sectoral Analysis Of U.S. Firms, Mariam Elgarf Feb 2025

Internet Penetration And Firm Innovation In The Digital Era: A Sectoral Analysis Of U.S. Firms, Mariam Elgarf

Theses and Dissertations

This paper studies the effect of macro-level internet penetration on firm-level innovation in the United States, proxied by research and development expenditure. The IV approach is used to address the problem of potential endogeneity, covering data from 2000 to 2022 across five super industries: consumer goods and retail, energy and electricity, media and entertainment, financial services, and technology and telecommunications. The results show that internet penetration has a positive effect on the innovative performance of all sectors; however, this effect is more pronounced in the financial service and media sectors. Firm-specific characteristics also influence this relationship, such as debt-to-assets ratio, …


Refugees Insertion And Labor Market Outcomes And: An Analysis Of The Egyptian Context, Salma Ebrahim Jun 2024

Refugees Insertion And Labor Market Outcomes And: An Analysis Of The Egyptian Context, Salma Ebrahim

Theses and Dissertations

This thesis examines the association between the inflow of refugees to Egypt and labor market outcomes during the period 2012-2018, using data from the Egyptian Labor Market Panel Survey (ELMPS). By applying Difference-in Differences and Probit models, the study compares labor market outcomes between Greater Cairo, characterized by high refugee inflow, and the Suez Canal region, which has a very low inflow. The labor force outcomes analyzed wages, formality and labor force participation. The results indicate that the refugee influx is associated with a decline in wages for both formal and informal workers in the treatment group compared to the …


Revisiting The Exchange Rate Pass- Through To Domestic Prices In Egypt, Ahmed Abdelhamid Jul 2023

Revisiting The Exchange Rate Pass- Through To Domestic Prices In Egypt, Ahmed Abdelhamid

Theses and Dissertations

Exchange rate pass-through (ERPT) refers to the extent to which the movements in the exchange rate influence domestic prices. This study revisits the exchange rate pass-through in Egypt using quarter data from 2006 to 2022. The study employs a Structural Vector Autoregression (SVAR) model to estimate the degree of ERPT. The findings suggest that ERPT in Egypt is incomplete, meaning that changes in the exchange rate do not fully pass through to consumer prices. The study also investigates the role of the money supply in absorbing the shocks in the nominal exchange rate. The study has important implications for policymakers …


Financial Inclusion And Monetary Policy - Investigating The Relationship Between Financial Inclusion And Monetary Policy: The Case Of Egypt, Salma Maher Feb 2022

Financial Inclusion And Monetary Policy - Investigating The Relationship Between Financial Inclusion And Monetary Policy: The Case Of Egypt, Salma Maher

Theses and Dissertations

In the past decade, financial inclusion has become an issue of increasing importance to developing nations. This is due to its perceived effects on poverty alleviation, sustainable growth and enhancing monetary policy effectiveness. Unfortunately, there is little empirical research on the effects of financial inclusion. The thesis hopes to contribute to the literature by inspecting the relationship between financial utilization indices and monetary policy in Egypt. The thesis utilizes quarterly data on outstanding deposits and loans from 2004 to 2020 as well as a VAR model – supplemented with an ARDL model – to test the aforementioned relationship. The thesis …


Cryptocurrencies Bandwagon…Fad Wave Or Investment Asset? Firm Level Analysis Of Panel Data In Egypt, Yasmine Galal Feb 2022

Cryptocurrencies Bandwagon…Fad Wave Or Investment Asset? Firm Level Analysis Of Panel Data In Egypt, Yasmine Galal

Theses and Dissertations

The crypto market is growing rapidly and gaining momentum globally. The current study is tackling the impact of the crypto exchanges on the stock market in Egypt. The author consolidated firm level data from DataStream and Cryptocurrency data from CoinDesk to conduct this study over the period 2014-2020. The methodology is based on Fixed Effect and IV-GMM models to study the differential impact across sectors and firm attributes. Our main findings can be highlighted as follows: (a) cryptocurrencies are substitutes to stocks. (b)Two periods are highlighted in the analysis: 2016 post currency devaluation and COVID-19 pandemic, where the adoption was …


The Effect Of Covid-19 On The Performance Of Listed Firms: Do The Governments’ Policies And Vaccination Rates Play A Role? Evidence From Countries In The Middle East And North Africa, Mofida El Bassioni Jan 2022

The Effect Of Covid-19 On The Performance Of Listed Firms: Do The Governments’ Policies And Vaccination Rates Play A Role? Evidence From Countries In The Middle East And North Africa, Mofida El Bassioni

Theses and Dissertations

This study uses a quantitative approach to estimate the empirical results of COVID-19, stringency index, and vaccination rates on the stock returns of Bahrain, Egypt, Morocco, Oman, Qatar, Saudi Arabia, Tunisia, and UAE. Additionally, the researcher included firm-specific variables such as liquidity and leverage, total capital, employees, and date of incorporation. Total capital and employees were used as proxies for company size and for whether the firm is capital intensive or not, while date of incorporation was used as a proxy for company age. Additionally, the researcher created interaction strings between COVID-19 cases and stringency index, COVID- 19 cases and …


Macroeconomic Shocks And Credit Risk Stress Testing: Evidence From The Egyptian Banking Sector, Noha Elgaliy Jan 2022

Macroeconomic Shocks And Credit Risk Stress Testing: Evidence From The Egyptian Banking Sector, Noha Elgaliy

Theses and Dissertations

Stress tests can satisfy a range of policy objectives and ensure banks are adequately resilient to common economic shocks or specific financial risks. Though the growing body of literature on stress testing, the existing studies have usually focused on developed countries who have relatively stable macroeconomic indicator when compared developing countries. Therefore, this thesis aims to present a macroeconomic credit risk model that explicitly links a set of selected macroeconomic factors including gross domestic product, inflation, lending interest rates and exchange rate to banking non-preforming loans using evidence from the Egyptian banking sector over the time period from 2011 to …


Is Egypt On A Sustainable Path Of Debt Repayment: Evidence From Imf Framework And Fiscal Reaction Function, Maha Rashied Jun 2021

Is Egypt On A Sustainable Path Of Debt Repayment: Evidence From Imf Framework And Fiscal Reaction Function, Maha Rashied

Theses and Dissertations

Fiscal policy is the starting point for an economy to achieve solid economic and social objectives through macroeconomic stability. Risks associated with excessive borrowing and the required fiscal adjustments are threatening especially to developing countries whose debt to GDP ratios are on the rise. Those countries’ fiscal policies’ sustainability is questioned; hence this research aims at testing for Egypt public debt sustainability and assessing the method capitalized on by the Egyptian authorities; the IMF Approach. By comparing the IMF Debt Sustainability Analysis Approach to the fiscal reaction function with ARDL and VAR as estimation methods, the results of both methods …


The Extent To Which The Provision Of Water And Sanitation Services Affect The Individual’S Decision To Migrate: The Case Of Egypt, Sara Mohamed Soliman Jun 2021

The Extent To Which The Provision Of Water And Sanitation Services Affect The Individual’S Decision To Migrate: The Case Of Egypt, Sara Mohamed Soliman

Theses and Dissertations

Determinants of migration, although researched copiously shed little light on the importance of access to sustainable, basic water and sanitation utilities on an individual’s decision to migrate. This research reveals that individuals originating from rural Upper Egypt, rural and urban Lower Egypt, and rural and urban Alexandria and Suez Canal regions are more likely to migrate relative to those from the urban Greater Cairo region. Access to water has been deemed as insignificant while access to sanitation is a significant factor in determining migration patterns as do macro- economic differences in origin governorates, gender, educational background before migration, and employment …


The Determinations Of Public Trust In The Government Of Egypt: An Empirical Study, Mohamed Elimam Jan 2021

The Determinations Of Public Trust In The Government Of Egypt: An Empirical Study, Mohamed Elimam

Theses and Dissertations

Trust is a concept that is usually studied in the context of social interactions. At varying levels, we trust our families and friends, we trust strangers who share some traits with us and even trust institutions like banks with our savings and to handle our personal finances. By expansion, political trust, or the public's trust in government as a whole and as individual agencies. Trust in government forms a basis for the legitimacy. High levels of political trust facilitates the implementation of policies with more willing compliance from the public. This is more evident in situations like global and national …