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ARDL model

Impact of Import and Export on GDP of Egypt: Application of ARDL Model

Impact of Import and Export on GDP of Egypt: Application of ARDL Model

... non-linear ARDL model is the most appropriate methodology to be used in the analysis of such ...The ARDL approach analysis and estimates are held on the grounds of an assumption that the annual GDP ...

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DOES FINANCIAL DEEPENING ENHANCE ECONOMIC GROWTH? EVIDENCE FROM NIGERIA USING ARDL MODEL AND POOLED ADDITIVE PREDICTOR

DOES FINANCIAL DEEPENING ENHANCE ECONOMIC GROWTH? EVIDENCE FROM NIGERIA USING ARDL MODEL AND POOLED ADDITIVE PREDICTOR

... Regression model analysis and the autoregressive distributed lag (ARDL) model estimates revealed that the financial deepening indicators have no effect on economic growth but their pooled additive ...

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Validity test of environmental Kuznets curve hypothesis in turkish economy: application of ardl model

Validity test of environmental Kuznets curve hypothesis in turkish economy: application of ardl model

... F tests are compared with asymptotic critical values for testing of hypothesis tests. In the evaluation in which lower and upper limits are determined at significance levels of 1%, 5% and 10%, null hypothesis in which ...

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ARDL model as a remedy for spurious regression: problems, performance and prospectus

ARDL model as a remedy for spurious regression: problems, performance and prospectus

... The Unit root and Cointegration analysis are the only ways to circumvent the spurious regression in case of nonstationarity in conventional Econometrics. Nevertheless, these procedures are equally unreliable because of ...

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Estimating Supply Response of Some Strategic Crops in Egypt Using ARDL Model

Estimating Supply Response of Some Strategic Crops in Egypt Using ARDL Model

... the ARDL model to estimate the supply response of wheat planted area to the farmgate price of the main crop indicates that farmgate price has a significant impact on wheat planted area at the ...estimated ...

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The J Curve Dynamics of Turkey: An Application of ARDL Model

The J Curve Dynamics of Turkey: An Application of ARDL Model

... In regards to the empirical evidence for the Turkish J-curve, one can identify readily a few previous studies with inconclusive results. Rose (1990) finds that the real exchange rates have no impact on the trade balance. ...

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An ARDL model of unrecorded and recorded economies in Turkey

An ARDL model of unrecorded and recorded economies in Turkey

... The procedure applies a modified Wald test to carry out the restrictions on the parameters of the VAR (k) model. The test has an asymptotic (chi-square) distribution with k degrees of freedom in the limit when a ...

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Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model

Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model

... This paper investigated the determinants of inflation sources in Iraq over the period of 1995–2015. We have applied ADF and PP unit root tests to test stationarity of the variables. Further, the ARDL bounds ...

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Education expenditure and economic growth: Some empirical evidence from Côte d’Ivoire

Education expenditure and economic growth: Some empirical evidence from Côte d’Ivoire

... There are many recent studies on African countries about the relationship between education expenditure and economic growth. However, the case of Côte d’Ivoire has been so far neglected. The aim of this paper is then to ...

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An Empirical Analysis of Cambodia's Import Demand Function

An Empirical Analysis of Cambodia's Import Demand Function

... (ARDL) model to investigate the impact of relative prices, foreign direct investment, final consumption expenditure, export volume, exchange rate and foreign exchange reserve on import demand in Cambodia ...

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Autoregressive distributed lag modelling for Malaysian palm oil prices

Autoregressive distributed lag modelling for Malaysian palm oil prices

... This study aims to forecast the monthly price of palm oil using ARDL model. Apart from that, the study also compared the performances of ARDL model with other forecasting model such as ...

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Causality Relation Among Export, Import And Exchange Rate In Indonesia

Causality Relation Among Export, Import And Exchange Rate In Indonesia

... co-integration model who found long periods relation between export/GDP with effective exchange rate as well as long period relation and short period between import/GDP with effective exchange ...correction ...

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Fiscal revenues and macroeconomic effects : case of Burkina Faso

Fiscal revenues and macroeconomic effects : case of Burkina Faso

... 1990). ARDL cointegration technique is preferable when dealing with variables that are integrated of different order, I(0), I(1) or combination of the both and, robust when there is a single long run relationship ...

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What Matters for Economic Growth in Pakistan: Fiscal Policy or its Composition?

What Matters for Economic Growth in Pakistan: Fiscal Policy or its Composition?

... the model are integrated of different orders, these tests become very ...complicated. ARDL approach is preferred over other approaches because of the following ...the model to be integrated of order ...

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Military Spending and the Sino-US Arms Race: An Analysis Using Bootstrap ARDL

Military Spending and the Sino-US Arms Race: An Analysis Using Bootstrap ARDL

... bootstrap ARDL model to explore a Sino-US arms race and the correlation between military spending and gross debt between China and the United States covering the period from 1995 to ...

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Shifts in euro area Beveridge curves and their determinants

Shifts in euro area Beveridge curves and their determinants

... an ARDL model to test for the statistical significance of observed shifts and changes in the slope of the Beveridge curve since the onset of the global financial and economic crisis for both the euro area ...

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Growth Accounting for Saudi Arabia

Growth Accounting for Saudi Arabia

... The most popular method of doing cointegration is given by Johansen (1988). But Johansen’s method has a precondition that all the variables should be integrated by the same order. Initial investigation revealed that GDP, ...

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Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model

Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model

... lag model and an unrestricted error correction model to estimate the long run and short run relationships between infl ation, exchange rate movement and interest ...correction model was applied due to ...

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Public Sector Wage and Inflation in Ghana

Public Sector Wage and Inflation in Ghana

... the ARDL model is based on its efficiency in small sample size as in this study (29 observations) and the possibility of the variables having a different optimum number of ...The ARDL also allows for ...

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ARDL Cointegration Tests for Beginner

ARDL Cointegration Tests for Beginner

... The main advantage of this testing and estimation strategy (ARDL procedure) lies in the fact that it can be applied irrespective of the regressors are I(0) or I(1), and this avoids the pre-testing problems ...

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