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The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive

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  • Motlhasedi, Naomi
  • Phiri, Andrew

Abstract

This study becomes the first to examine cointegration and causal effects between mass media and corruption in South Africa for interpolated quarterly data of the corruption perception index and the world press freedom index conducted between the period of 2002 and 2014. The method of empirical investigation is the momentum threshold autoregressive (MTAR) model with a corresponding threshold error correction (TEC) component. Our empirical results reveal a negative long-run cointegration relationship between the two variables with causality running from corruption to the press freedom index. These findings explain why increased mass media has not resulted in a decline in corruption levels and rather suggests that a direct decline in levels of corruption would induce an increase in the freedom of mass media communication.

Suggested Citation

  • Motlhasedi, Naomi & Phiri, Andrew, 2015. "The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive," MPRA Paper 64338, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:64338
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    References listed on IDEAS

    as
    1. Bruce E. Hansen, 2000. "Sample Splitting and Threshold Estimation," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.
    2. Enders, Walter & Granger, Clive W J, 1998. "Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 304-311, July.
    3. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
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    More about this item

    Keywords

    Corruption; Mass communication; Threshold Co-integration; South Africa.;
    All these keywords.

    JEL classification:

    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • Z0 - Other Special Topics - - General

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