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ARDL Bounds

Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F Test Approach

Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F Test Approach

... ARDL bounds F-test approach following Pesaran and Shin (1997) and Pesaran et ...The ARDL procedure does not require all the series in the model to be of equal order of integration; it allows ...

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Fiscal policy sustainability in Nigeria: ARDL bounds testing technique

Fiscal policy sustainability in Nigeria: ARDL bounds testing technique

... Table 2 displays system based ARDL bounds test cointegration outcomes for measuring equilibrium. From Table 2, value of calculated F-statistic is (1.549). Comparing the value with the critical lower ...

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Climate Change Impact On Rice Production in Pakistan: An ARDL-Bounds Testing Approach to Cointegration

Climate Change Impact On Rice Production in Pakistan: An ARDL-Bounds Testing Approach to Cointegration

... the ARDL bounds testing approach to cointegration are presented in Table ...the ARDL bounds testing approach to cointegration confirms long-run association between rice production (lnRP), ...

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Cointegration between Investment and Saving in Selected Asian Countries: ARDL Bounds Testing Procedure

Cointegration between Investment and Saving in Selected Asian Countries: ARDL Bounds Testing Procedure

... Sinha (2002) investigates the same issue for Japan and ten other Asian countries. Saving and investment rates are cointegrated for Myanmar and Thailand when structural breaks are taken into account. The causality tests ...

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Linkages between Inflation and Economic Growth in Serbia: An ARDL Bounds Testing Approach

Linkages between Inflation and Economic Growth in Serbia: An ARDL Bounds Testing Approach

... the ARDL model, selection of the appropriate lag length is ...the ARDL bounds testing. ARDL cointegration results are given in Table ...critical bounds generated by Pesaran et ...

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Health and economic growth in Vista countries: An ARDL bounds test approach

Health and economic growth in Vista countries: An ARDL bounds test approach

... Unit root tests are required to determine the maximal integration order before conducting the ARDL bounds test. To examine the existence of unit roots and determine the order of integration of the four ...

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The impact of Inflation and Unemployment on Economic Growth in Jordan:  AN ARDL Bounds Testing Approach

The impact of Inflation and Unemployment on Economic Growth in Jordan: AN ARDL Bounds Testing Approach

... ( ARDL) bounds testing approach and Error Correction Model (ECM-ARDL) model are applied to examine the both long-run and short-run causality issues between the variables under ...The bounds ...

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Crime and economic conditions in Malaysia: An ARDL Bounds Testing Approach

Crime and economic conditions in Malaysia: An ARDL Bounds Testing Approach

... (ARDL) bounds testing procedure to investigate the long-run relationship between economic conditions variable and criminal activity using annual data for the period 1973 to ...

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Determinants of Inward FDI in Mongolia: An Application of the ARDL Bounds Testing Approach to Cointegration

Determinants of Inward FDI in Mongolia: An Application of the ARDL Bounds Testing Approach to Cointegration

... (ARDL) bounds testing approach to cointegration, fully modified ordinary least squares, and the Granger causality test within the vector error-correction model (VECM) ...

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Effect of health on economic growth in Ghana:An application of ARDL bounds test to cointegration

Effect of health on economic growth in Ghana:An application of ARDL bounds test to cointegration

... employing ARDL bounds test approach to cointegration, and controlling for the effects of education, international trade, FDI, inflation, and accumulation of physical capital, we find that economic growth is ...

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The Effects of Openness and Globalization on Inflation: An ARDL Bounds Test Approach

The Effects of Openness and Globalization on Inflation: An ARDL Bounds Test Approach

... the ARDL Bounds test approach to level relationship proposed by Pesaran et ...from Bounds test approach confirm the existence of the long-run relationship among the variables for both ...

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Cash Reserve Requirement and Credit to SMEs in Nigeria: An ARDL Bounds Test Aproach

Cash Reserve Requirement and Credit to SMEs in Nigeria: An ARDL Bounds Test Aproach

... The ARDL approach will be used because it eliminates the problem of the order of ...the ARDL bounds test is suitable for a small sample ...(2001) ARDL generally provides unbiased estimates of ...

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The Impact of Information and Communication Technology (ICT) Development on Economic Growth in Sudan: An Application of ARDL Bounds Testing Approach

The Impact of Information and Communication Technology (ICT) Development on Economic Growth in Sudan: An Application of ARDL Bounds Testing Approach

... (2001), ARDL approach are utilized in the economic literature to empirically determine the existence of any long-run relationship among the ...The ARDL model has some advantages over other cointegration ...

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Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach

Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach

... employing ARDL procedure, they conclude that Among the determinants of capital flight from Bangladesh, political instability appears to be the most consequential ...

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Analysis of Factors Affecting The Export Performance in Cambodia The ARDL Bounds Testing Approach

Analysis of Factors Affecting The Export Performance in Cambodia The ARDL Bounds Testing Approach

... This empirical study examines the factors affecting export performance in Cambodia through the period of 1993-2015. This study employed Autoregressive Distributed Lag (ARDL) model to investigate the long and ...

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Remittances, Foreign Direct Investment, Imports and Economic Growth: Empirical Evidence from Vietnam

Remittances, Foreign Direct Investment, Imports and Economic Growth: Empirical Evidence from Vietnam

... the ARDL model excels with some advantages: (1) performing well with small sample sizes, (2) applicable for different orders if co-integration, ...from ARDL through a simple linear transformation without ...

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A time preference measure of the social discount rate for Iran

A time preference measure of the social discount rate for Iran

... This study estimates the social discount rate for Iran using the social rate of time preference method. The elasticity of marginal utility of consumption, an important component of the social discount rate, is estimated ...

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Disaggregated Import Demand Function: A Case Study of Pakistan

Disaggregated Import Demand Function: A Case Study of Pakistan

... Macro-analysis suggests that the nominal exchange rate needs to be adjusted for variations in local and international prices. After adjustment, nominal devaluation policy would be effective and improve the trade balance, ...

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Does Credit Growth ‘Cause' Current Account Deficits? Evidence from Turkey

Does Credit Growth ‘Cause' Current Account Deficits? Evidence from Turkey

... the ARDL bounds testing approach to investigate causality implications between credit growth and current account deficits in the Turkish ...the ARDL methodology avoids classification of the variables ...

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On the relationship between business cycle and college enrollment in the U.S.: a time series approach

On the relationship between business cycle and college enrollment in the U.S.: a time series approach

... (ARDL) bounds test and Johansen test for cointegration showed a stable long-run cointegrating relationship among unemployment rate, per capita GDP, and college ...

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