A bound testing approach to cointegration
Impact of Financial Deepening on Economic Growth in Indian Perspective: ARDL Bound Testing Approach to Cointegration
... 2 Associate Professor, HNB Garhwal Central University, Srinagar Garhwal, Uttarakhand, India 3 Professor, Graphic Era Hill University, Deharadun, Uttarakhand, India ABSTRACT The present work is an attempt to investigate ...
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Islamic home financing and the real sectors in Malaysia: An ARDL bound testing approach to cointegration
... (ARDL) bound testing cointegration approach, impulse response function (IRF), and forecast error variance decomposition (FEVD) to analyze the long-run and short-run relationships between ...
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Telecommunication Infrastructure and Economic Growth in Nigeria: New Evidence From ARDL Bound Testing Approach to Cointegration
... growth in Nigeria using the autoregressive distributed lag model (ARDL) estimation technique approach. Telecommunication Infrastructure has been identified as having both direct and indirect impact on the growth ...
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Testing the Ricardian Equivalence Hypothesis in Zimbabwe: An ARDL Bound Testing Approach
... Using Bound Testing approach to Cointegration and Error Correction Model developed within the context of the Auto- Regressive-Distributed-Lag (ARDL) framework developed by Pesaran and Shin ...
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THE DEMAND FOR RESIDENTIAL ELECTRICITY IN NIGERIA: A BOUND TESTING APPROACH
... bounds testing approach for testing the existence of a cointegration ...The bound testing approach has certain econometric advantages in comparison to other single ...
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Relationship Between GDP And GDS In The UAE: ARDL Bound Testing Approach
... This study explores the relationship between Gross Domestic Product (GDP) and Gross Domestic Saving (GDS) in United Arab Emirates (AUE covering the period 1980 – 2013, using the autoregressive distribution lag (ARDL) ...
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Co2 Emissions and Economic Growth in Vietnam: An ARDL Bound Testing Approach
... Figure-4. Plot of CUSUMSQ statistics Souces: Author’s calculation in Eviews 10 5. CONCLUSION AND DISCUSSIONS This study aims to study the effect of CO2 emission on Vietnam economic growth for the 1986-2015 period by ...
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Efficacy of Fiscal and Monetary Policy in Sierra Leone: An ARDL Bound Testing Approach
... lag Bound Testing estimation framework popularized by Hashem, and Yongcheol ...the cointegration bound testing results confirm the existence of cointegration amongst the ...
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An Assessment of Health Care and Economic Growth in Sudan: An ARDL Bound testing Approach.
... Arora (2001) used a combination of variables to express health: life expectancy at birth, at ages five, 10, 15, or 20, and stature at adulthood to examine economic growth in the 19 th century in 10 countries with ...
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Aid-growth Nexus in Bangladesh: An Evidence from the ARDL Bound Testing Approach
... ARDL bound testing approach to cointegration for the estimation of the ...model. Bound testing approach to cointegration is constructed within the widely used ARDL ...
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Openness, Financial Development and Economic Growth in Algeria: An ARDL Bound Testing Approach
... (ARDL) cointegration framework. The results based on the bounds testing procedure confirm that a long-run relationship between openness, financial development, and economic growth ...
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Energy Consumption, Manufacturing Output and Economic Growth in Pakistan: An ARDL Bound Testing Approach
... It is necessary to check for the level of stationarity to estimate the long and short run dynamics between variables. Otherwise the results could be biased or may show inconsistency. Another reason of considering ...
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Inflation and Economic Growth Nexus in BRICS: Evidence from ARDL Bound Testing Approach
... © 2016 AESS Publications. All Rights Reserved. 2 Contribution/ Originality The present study is one of very few studies which have examined the relationship between inflation and economic growth in the context of BRICS. ...
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External Debt and Economic Growth in Nigeria: Empirical Insights from the Bound Testing Approach
... (OLS) approach to Cointegration, unit root testing, serial correlation testing, test for checking heteroskedasticity and CUSUM test of ...
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ESTIMATING THE IMPACT OF THE COMPONENTS OF PUBLIC EXPENDITURE ON ECONOMIC GROWTH IN NIGERIA (A BOUND TESTING APPROACH)
... to testing the above model, there will be need to first perform unit root tests on each of the variables to check for ...(Bound Testing) developed by Pesaran and Shin (2001). The bound ...
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An examination of FDI and growth nexus in Bangladesh: engle granger and bound testing cointegration approach
... Keywords: Foreign Direct Investment, Growth, Cointegration, Bound testing, Engle Granger, Causality. Introduction Over the years it is acknowledged by many development experts across the countries ...
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Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests
... which uses the lags of the dependent variable and the lagged and contemporaneous values of the independent variables, through which the short-run effects can be directly estimated, and the long-run equilibrium ...
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Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger causality tests
... bounds testing approach of ...the cointegration test and the causality reflect better the Benin and Togo economies that are less dependent on ...
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Savings and Economic Growth in Botswana: An Analysis Using Bounds Testing Approach to Cointegration
... upper bound and the lower bound, there is no conclusive inference; if it exceeds the upper bound, we can reject the null hypothesis of no cointegration; but we cannot reject the null ...
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Climate Change Impact On Rice Production in Pakistan: An ARDL-Bounds Testing Approach to Cointegration
... ARDL approach as it is very much reliable in case of small sample sizes and avoids the issues of endogeneity and help to investigate the coefficients in the ...of cointegration cannot be rejected, however, ...
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