Hisham Hassan | University of Khartoum (original) (raw)

Papers by Hisham Hassan

Research paper thumbnail of The importance of trade openness and inflation for attracting Foreign Direct Investment in GCC Countries

Research paper thumbnail of International Journal of Energy Economics and Policy Sensitivity of Fiscal Balances to Oil Price Shocks: Short and Long Term Effects in the Context of Oman

SSRN Electronic Journal, 2019

Research paper thumbnail of Demographic Transition and Economic Implications in Sudan

SSRN Electronic Journal, 2018

Research paper thumbnail of An Econometric Perspective Social Spending and Economic Growth in the Sudan

SSRN Electronic Journal, 2014

Research paper thumbnail of A Revised Human Development Index (RHDI) for Sudan: An Empirical Study

SSRN Electronic Journal, 2010

Abstract This paper aims to measure human development in the Sudan during the period 1975-2003, u... more Abstract This paper aims to measure human development in the Sudan during the period 1975-2003, using a Revised Human Development Index (RHDI). The main argument of the paper is that the conventional Human Development Index (HDI) underestimates Sudan's ...

Research paper thumbnail of Sensitivity of Fiscal Balances to Oil Price Shocks: Short and Long Term Effects in the Context of Oman

International Journal of Energy Economics and Policy, 2019

This paper examines the fiscal balances in Oman and their sensitivity to oil price shocks in the ... more This paper examines the fiscal balances in Oman and their sensitivity to oil price shocks in the short and long term, using annual data for the period 1980–2016, and employing the vector auto regression model. Results of the study indicated that oil prices Granger cause gross domestic product (GDP) growth, capital formation and inflation. Impulse response analysis showed that an innovation in the oil prices and consequent oil revenues have a similar effect on most of the macroeconomic variables in Oman. Most of these variables show an increase in the first four quarters except for government expenditure and inflation. However, in many cases, this increase has quickly shifted to decrease over the successive quarters except for inflation, which showed a steady increase over time. Variance decomposition analysis, on the other hand, indicated that net oil price shock appears to be a key factor contributing to the volatility of GDP growth over time in Oman.

Research paper thumbnail of Modelling GDP for Sudan using ARIMA

SSRN Electronic Journal, 2020

This paper aims to obtain an appropriate ARIMA model for the Sudan GDP using the Box-Jenkins meth... more This paper aims to obtain an appropriate ARIMA model for the Sudan GDP using the Box-Jenkins methodology during the period 1960-2018 the various ARIMA models with different order of autoregressive and moving-average terms were compared. The appropriate model for Sudan is an ARIMA (1,1,1), the results of an in-sample forecast showed that the relative and predicted values were within the range of 5%, and the forecasting effectiveness of this model, its relatively adequate and efficient in modeling the annual GDP of the Sudan.

Research paper thumbnail of Optimum government size and economic growth in case of Indian states: Evidence from panel threshold model

Economic Modelling, 2019

This paper investigates the relationship between optimum government size and economic growth usin... more This paper investigates the relationship between optimum government size and economic growth using data of Indian states during 1990-91 to 2017-18. Our results derived from panel threshold regression model show a positive and significant impact of government size on economic growth within the estimated thresholds for both aggregate and sub-panels based on income and regions. Once the government size moves above the upper threshold level, then its impact declines and turns to be insignificant. Thus, our findings suggest the policymakers for maintaining the government size within the thresholds limit.

Research paper thumbnail of Trade, Income Distribution and Inequality: Sudan and Turkey in Comparative Perspective

SSRN Electronic Journal, 2019

Research paper thumbnail of Causal Relations Growth, Inequality and Poverty in Sudan

The relationship between growth and inequality has been analyzed by a number of recent empirical ... more The relationship between growth and inequality has been analyzed by a number of recent empirical studies. This paper re-examines the sources of growth for the period 1956-2003 for Sudan. It builds upon different models to investigate empirically the relationship between economic growth - as measured by GDP per capita growth - and inequality (the growth, inequality and poverty triangle hypotheses), using data from the national and international sources. We investigate the following hypotheses: i) whether growth, inequality and poverty are cointegrated using the Johansen approach and F-bound cointegration test, ii( whether growth Granger causes inequality, iii) and whether inequality Granger causes poverty. Finally, a VAR is constructed and impulse response functions (IRFs) are employed to investigate the effects of macroeconomic shocks. The results suggest that growth; poverty and inequality are cointegrated when poverty and inequality are the dependent variable, but are not cointegr...

Research paper thumbnail of Some Salient Features of Poverty in Sudan

Research paper thumbnail of The Effects of Social Spending on Growth in Sudan

This paper have investigated the effects of social spending benefits on economic growth for the S... more This paper have investigated the effects of social spending benefits on economic growth for the Sudan. The paper tries to answer the following questions: i) whether economic growth and social spending are cointegrated, ii(whether social spending Granger causes economic and a VAR was constructed.The results show that in the short run social spending lead to increase the GDP per capita output equal on average 0.5% and an increase in primary education enrolment by 1% is associated with an increase in the growth of 0.8%, in contrast the health capital have negative and insignificant impacts

Research paper thumbnail of Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan

Sudan is one of the countries which economy depends on rain fed agriculture and also facing recur... more Sudan is one of the countries which economy depends on rain fed agriculture and also facing recurring cycles of natural drought. For many decades, recurrent drought, with intermittent severe droughts, had become normal phenomenon in Sudan. This paper presents linear stochastic models known as multiplicative seasonal autoregressive integrated moving average model (SARIMA) used to simulate monthly rainfall drought in Gadaref station, Sudan. For the analysis, monthly rainfall drought data for the years 1971–2010 were used. The seasonality observed in ACF and PACF plots of monthly rainfall drought data was removed using first order seasonal differencing prior to the development of the SARIMA model. Interestingly, the SARIMA (0,0,5)x(1,0,1)12 model developed here was found to be most suitable for simulating monthly rainfall drought over the Gadaref station. This model is considered appropriate to forecast the monthly rainfall drought to assist decision makers establish priorities for wat...

Research paper thumbnail of An Analysis of Growth and Inequality in Sudan: Cointegration and Causality Evidence (1956-2003)

SSRN Electronic Journal, 2008

This analytical review explores the links between growth, poverty and inequality in Sudan for the... more This analytical review explores the links between growth, poverty and inequality in Sudan for the period 1956-2003. This paper build upon different models to investigate empirically the relationship between economic growthas measured by GDP per capita growth-and inequality as measured by Gini coefficient (the growth, inequality and poverty triangle hypotheses), using data from the national and international sources. The paper tries to answer the following questions: i) whether growth, inequality and poverty are cointegrated, ii(whether growth Granger causes inequality, iii) and whether inequality Granger causes poverty. Finally, a VAR is constructed and impulse response functions (IRFs) are employed to investigate the effects of macroeconomic shocks. The results suggest that growth; poverty and inequality are cointegrated when poverty and inequality are the dependent variable, but are not cointegrated when growth is the dependent variable. In the long-run the causality runs from inequality, poverty to growth, and to poverty, while in the short-run causal effects, runs from poverty to growth. Thus, there is unidirectional relationship, running from growth to poverty, both in the long-run and short run.

Research paper thumbnail of Social Protection and Economic Growth in the Sudan: Trends and Perspectives

SSRN Electronic Journal, 2010

This paper takes into account the recent role of social protection on economic growth as a socioe... more This paper takes into account the recent role of social protection on economic growth as a socioeconomic political stabilizer. Social protection outcome in Sudan is influenced by limited targeting actions with very low interventions between results in economic growth and accesses to basic social services. These may affects the social protection contributes to the process of development in the Sudan during the period under consideration. The results show that more social spending increase output which enhances GDP per capita growth by 0.5% with 3.1% towards convergence equilibrium in the long run. Moreover, universal approach and expanded cover to social protection services which aim at building a social protection as a productive factor may have contributed to enhancing income security, education and health outcomes, reducing the poverty, income inequality, socio-political stability, encouraged poor productive activities and enhancing economic growth lead to sustainable development.

Research paper thumbnail of Cointegration growth, poverty and inequality in Sudan

By Hisham Mohamed Hassan; Abstract: This analytical review explores the links between growth, pov... more By Hisham Mohamed Hassan; Abstract: This analytical review explores the links between growth, poverty and inequality in Sudan for the period 1956-2003.

Research paper thumbnail of Fiscal Federalism in Sudan : Current Challenges and Opportunities

Research paper thumbnail of Risks, Vulnerability and Primary Education in Sudan

SSRN Electronic Journal, 2010

This paper has dealt with risks and vulnerability facing primary education in Sudan at micro and ... more This paper has dealt with risks and vulnerability facing primary education in Sudan at micro and macro levels. Sudan is exerting great efforts to achieve a good progress in primary education system as indicated by GER, however, the system is still facing weakness in different ways. The pupils in Sudan suffer from different kinds of risks and vulnerable that our communities have failed to handle; at home (parents, adults, etc.), at school (teachers), and at community level (laws, policies, etc.). The paper has also shown that for children, the experience of risk, vulnerability at micro and macro levels is shaped by four broad characteristics. Multidimensionality, changes over the course of pupils, relational nature, and voicelessness.

Research paper thumbnail of The importance of trade openness and inflation for attracting Foreign Direct Investment in GCC Countries

Research paper thumbnail of International Journal of Energy Economics and Policy Sensitivity of Fiscal Balances to Oil Price Shocks: Short and Long Term Effects in the Context of Oman

SSRN Electronic Journal, 2019

Research paper thumbnail of Demographic Transition and Economic Implications in Sudan

SSRN Electronic Journal, 2018

Research paper thumbnail of An Econometric Perspective Social Spending and Economic Growth in the Sudan

SSRN Electronic Journal, 2014

Research paper thumbnail of A Revised Human Development Index (RHDI) for Sudan: An Empirical Study

SSRN Electronic Journal, 2010

Abstract This paper aims to measure human development in the Sudan during the period 1975-2003, u... more Abstract This paper aims to measure human development in the Sudan during the period 1975-2003, using a Revised Human Development Index (RHDI). The main argument of the paper is that the conventional Human Development Index (HDI) underestimates Sudan's ...

Research paper thumbnail of Sensitivity of Fiscal Balances to Oil Price Shocks: Short and Long Term Effects in the Context of Oman

International Journal of Energy Economics and Policy, 2019

This paper examines the fiscal balances in Oman and their sensitivity to oil price shocks in the ... more This paper examines the fiscal balances in Oman and their sensitivity to oil price shocks in the short and long term, using annual data for the period 1980–2016, and employing the vector auto regression model. Results of the study indicated that oil prices Granger cause gross domestic product (GDP) growth, capital formation and inflation. Impulse response analysis showed that an innovation in the oil prices and consequent oil revenues have a similar effect on most of the macroeconomic variables in Oman. Most of these variables show an increase in the first four quarters except for government expenditure and inflation. However, in many cases, this increase has quickly shifted to decrease over the successive quarters except for inflation, which showed a steady increase over time. Variance decomposition analysis, on the other hand, indicated that net oil price shock appears to be a key factor contributing to the volatility of GDP growth over time in Oman.

Research paper thumbnail of Modelling GDP for Sudan using ARIMA

SSRN Electronic Journal, 2020

This paper aims to obtain an appropriate ARIMA model for the Sudan GDP using the Box-Jenkins meth... more This paper aims to obtain an appropriate ARIMA model for the Sudan GDP using the Box-Jenkins methodology during the period 1960-2018 the various ARIMA models with different order of autoregressive and moving-average terms were compared. The appropriate model for Sudan is an ARIMA (1,1,1), the results of an in-sample forecast showed that the relative and predicted values were within the range of 5%, and the forecasting effectiveness of this model, its relatively adequate and efficient in modeling the annual GDP of the Sudan.

Research paper thumbnail of Optimum government size and economic growth in case of Indian states: Evidence from panel threshold model

Economic Modelling, 2019

This paper investigates the relationship between optimum government size and economic growth usin... more This paper investigates the relationship between optimum government size and economic growth using data of Indian states during 1990-91 to 2017-18. Our results derived from panel threshold regression model show a positive and significant impact of government size on economic growth within the estimated thresholds for both aggregate and sub-panels based on income and regions. Once the government size moves above the upper threshold level, then its impact declines and turns to be insignificant. Thus, our findings suggest the policymakers for maintaining the government size within the thresholds limit.

Research paper thumbnail of Trade, Income Distribution and Inequality: Sudan and Turkey in Comparative Perspective

SSRN Electronic Journal, 2019

Research paper thumbnail of Causal Relations Growth, Inequality and Poverty in Sudan

The relationship between growth and inequality has been analyzed by a number of recent empirical ... more The relationship between growth and inequality has been analyzed by a number of recent empirical studies. This paper re-examines the sources of growth for the period 1956-2003 for Sudan. It builds upon different models to investigate empirically the relationship between economic growth - as measured by GDP per capita growth - and inequality (the growth, inequality and poverty triangle hypotheses), using data from the national and international sources. We investigate the following hypotheses: i) whether growth, inequality and poverty are cointegrated using the Johansen approach and F-bound cointegration test, ii( whether growth Granger causes inequality, iii) and whether inequality Granger causes poverty. Finally, a VAR is constructed and impulse response functions (IRFs) are employed to investigate the effects of macroeconomic shocks. The results suggest that growth; poverty and inequality are cointegrated when poverty and inequality are the dependent variable, but are not cointegr...

Research paper thumbnail of Some Salient Features of Poverty in Sudan

Research paper thumbnail of The Effects of Social Spending on Growth in Sudan

This paper have investigated the effects of social spending benefits on economic growth for the S... more This paper have investigated the effects of social spending benefits on economic growth for the Sudan. The paper tries to answer the following questions: i) whether economic growth and social spending are cointegrated, ii(whether social spending Granger causes economic and a VAR was constructed.The results show that in the short run social spending lead to increase the GDP per capita output equal on average 0.5% and an increase in primary education enrolment by 1% is associated with an increase in the growth of 0.8%, in contrast the health capital have negative and insignificant impacts

Research paper thumbnail of Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan

Sudan is one of the countries which economy depends on rain fed agriculture and also facing recur... more Sudan is one of the countries which economy depends on rain fed agriculture and also facing recurring cycles of natural drought. For many decades, recurrent drought, with intermittent severe droughts, had become normal phenomenon in Sudan. This paper presents linear stochastic models known as multiplicative seasonal autoregressive integrated moving average model (SARIMA) used to simulate monthly rainfall drought in Gadaref station, Sudan. For the analysis, monthly rainfall drought data for the years 1971–2010 were used. The seasonality observed in ACF and PACF plots of monthly rainfall drought data was removed using first order seasonal differencing prior to the development of the SARIMA model. Interestingly, the SARIMA (0,0,5)x(1,0,1)12 model developed here was found to be most suitable for simulating monthly rainfall drought over the Gadaref station. This model is considered appropriate to forecast the monthly rainfall drought to assist decision makers establish priorities for wat...

Research paper thumbnail of An Analysis of Growth and Inequality in Sudan: Cointegration and Causality Evidence (1956-2003)

SSRN Electronic Journal, 2008

This analytical review explores the links between growth, poverty and inequality in Sudan for the... more This analytical review explores the links between growth, poverty and inequality in Sudan for the period 1956-2003. This paper build upon different models to investigate empirically the relationship between economic growthas measured by GDP per capita growth-and inequality as measured by Gini coefficient (the growth, inequality and poverty triangle hypotheses), using data from the national and international sources. The paper tries to answer the following questions: i) whether growth, inequality and poverty are cointegrated, ii(whether growth Granger causes inequality, iii) and whether inequality Granger causes poverty. Finally, a VAR is constructed and impulse response functions (IRFs) are employed to investigate the effects of macroeconomic shocks. The results suggest that growth; poverty and inequality are cointegrated when poverty and inequality are the dependent variable, but are not cointegrated when growth is the dependent variable. In the long-run the causality runs from inequality, poverty to growth, and to poverty, while in the short-run causal effects, runs from poverty to growth. Thus, there is unidirectional relationship, running from growth to poverty, both in the long-run and short run.

Research paper thumbnail of Social Protection and Economic Growth in the Sudan: Trends and Perspectives

SSRN Electronic Journal, 2010

This paper takes into account the recent role of social protection on economic growth as a socioe... more This paper takes into account the recent role of social protection on economic growth as a socioeconomic political stabilizer. Social protection outcome in Sudan is influenced by limited targeting actions with very low interventions between results in economic growth and accesses to basic social services. These may affects the social protection contributes to the process of development in the Sudan during the period under consideration. The results show that more social spending increase output which enhances GDP per capita growth by 0.5% with 3.1% towards convergence equilibrium in the long run. Moreover, universal approach and expanded cover to social protection services which aim at building a social protection as a productive factor may have contributed to enhancing income security, education and health outcomes, reducing the poverty, income inequality, socio-political stability, encouraged poor productive activities and enhancing economic growth lead to sustainable development.

Research paper thumbnail of Cointegration growth, poverty and inequality in Sudan

By Hisham Mohamed Hassan; Abstract: This analytical review explores the links between growth, pov... more By Hisham Mohamed Hassan; Abstract: This analytical review explores the links between growth, poverty and inequality in Sudan for the period 1956-2003.

Research paper thumbnail of Fiscal Federalism in Sudan : Current Challenges and Opportunities

Research paper thumbnail of Risks, Vulnerability and Primary Education in Sudan

SSRN Electronic Journal, 2010

This paper has dealt with risks and vulnerability facing primary education in Sudan at micro and ... more This paper has dealt with risks and vulnerability facing primary education in Sudan at micro and macro levels. Sudan is exerting great efforts to achieve a good progress in primary education system as indicated by GER, however, the system is still facing weakness in different ways. The pupils in Sudan suffer from different kinds of risks and vulnerable that our communities have failed to handle; at home (parents, adults, etc.), at school (teachers), and at community level (laws, policies, etc.). The paper has also shown that for children, the experience of risk, vulnerability at micro and macro levels is shaped by four broad characteristics. Multidimensionality, changes over the course of pupils, relational nature, and voicelessness.