Auto Regressive Distributed Lag Model (ARDL)
A comparison of genetic algorithm and auto -regressive distributed lag model in determination of total factors productivity growth in the agricultural sector of iran
... study, Auto-Regressive Distributed Lag (ARDL) and Genetic Algorithm (GA) methods are applied to time series of 1978-2008 to accurately measure total factor productivity (TFP) in the ...
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Growth Accounting for Saudi Arabia
... the auto-regressive distributed lag model (ARDL), the study establishes a co-integrating relationship between real gross domestic product (GDP), investment expenditure, labor ...
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Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach
... using Auto- regressive Distributed Lag (ARDL)-bounds testing approach and unrestricted error correction model (UECM) to cointegration ...
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Commodity Prices and Macroeconomic Variables in India: An Auto Regressive Distributed Lag (ARDL) Approach
... of ARDL model and ECM model. The ARDL test suggests that there is long- run cointegration between agriculture index price and macroeconomic variables, and also between energy index price and ...
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Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique
... developed ARDL approach is used in empirical literature to determine the relationship among the ...this ARDL bounds testing approach in investigating the economic-energy growth ...The ARDL ...
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THE EFFECT OF EXCHANGE RATE DEREGULATION ON THE MANUFACTURING OUTPUT IN NIGERIA: AN AUTO-REGRESSIVE DISTRIBUTED LAG (ARDL) APPROACH
... The rationale for the choice of the variables used in our model is the Cost of Innovation and Technology theory (earlier reviewed), proposed by Harris (2001).This theory hypothesized that exchange rate could ...
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The Antecedent of Domestic Investment in Indonesia: Auto Regressive Distributed Lag Approach
... the ARDL model, this study found that the economic growth, inflation and real interest rates variables show a positive relationship and the exchange rate is negatively related in the short ...
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Agricultural exports and the growth of agriculture in India
... the Auto Regressive Distributed Lag (ARDL) bounds testing approach developed by Pesaran et ...the model are integrated of order zero, ...The ARDL bounds test- ing ...
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Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
... implements Auto Regressive Distributed Lag (ARDL) approach to cointegration to examine the existence of a long-run relationship among the series: energy consumption, population, ...
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The impact of macroeconomic, oil prices and socio-economic factors on exchange rate in Pakistan: an auto regressive distributed lag approach
... the ARDL does not require that all the series must have same order of integration although which is needed for Johansen co-integration and Engle Granger residual ...the ARDL test is comparatively more ...
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THE IMPACT OF HEALTH EXPENDITURE ON THE GROWTH OF THE NIGERIAN ECONOMY: THE ARDL APPROACH
... analysis, Auto-regressive Distributed Lag (ARDL) Model approach and Error Correction Mechanism (ECM) are employed as the estimating techniques to test the existence of long-run ...
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THE PERSISTENCY AND THE SUSTAINABILITY OF THE INDONESIA'S CURRENT ACCOUNT DEFICIT
... Autoregressive Distributed Lag (ARDL). Metode ARDL memungkinkan terkointegrasinya sejumlah variabel yang memiliki derajat stasioneritas yang berbeda-beda, sehingga lebih efisien dalam ...
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What Matters for Economic Growth in Pakistan: Fiscal Policy or its Composition?
... Table 5 summarizes the estimates of long run coefficients of all the four equations. The estimated short run coefficients using ARDL approach are reported in Table 6. Comparing the coefficients of the variables in ...
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Autoregressive distributed lag modelling for Malaysian palm oil prices
... In univariate analysis, the Box-Jenkins approach has been used where the Autoregressive Integrated Moving Average (ARIMA) model were used (Fatimah and Roslan, 1986; Khin, Zainalabidin, Chinnasamy and ...
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Public Sector Wage and Inflation in Ghana
... According to the work of Perry and Cline (2013) using a vector autoregressive technique and a deduction from the Post-Keynesian identification strategy and structuralist theories of inflation, there is a positive ...
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International Capital Mobility and Saving Investment Nexus in Nigeria: Revisiting Feldstein Horioka Hypothesis
... (MF) model, perfect capital mobility means that fiscal policy is most effective under a floating exchange rate while monetary policy is most effective under fixed exchange ...Autoregressive Distributed ...
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Impact of Oil Price Changes on Selected Macroeconomic Variables in Nigeria
... price volatility with the realised volatility (RV) and made several findings. For China, it was reported that oil price volatility impacts output growth in the short run. And, for India and the Philippines, oil price ...
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An econometric modelling of government activities total energy demand nexus for Ghana
... The long-run determinant of total energy demand was estimated using the model in which total energy demand is the dependent variable. The results are reported in Table 9. The results indicate that government ...
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The Impact of Commodity Prices, Interest Rate and Exchange Rate on Stock Market Performance: Evidence from Zambia
... To confirm the Validity of the model, the following residual diagnostic tests were done heteroskedasticity, Serial correlation and normality. The results in Table 5 Shows that all the tests were satisfied except ...
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An Empirical Analysis of Cambodia's Import Demand Function
... This paper explores the long-and short-run relationship between import demand function of Cambodia and its explanatory variables (relative prices, exchange rate, foreign direct investment, final consumption expenditure ...
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