autoregressive distributed lag
Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model
... Most economists agree that the emergence of substantial inflationary pressure in Iraq was due to the monetary growth arising from large increase in the money supply by government to finance enormous budget deficit. This ...
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Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model
... an autoregressive distributed 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 ...the ...
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Relationship between Remittance and Economic Growth in Sri Lanka an Autoregressive Distributed lag Model (ARDL)
... the autoregressive distributed lag (ARDL) bounds test for cointegration, also a vector error correction model to estimate the short- and long-run equilibrium ...
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Monetary Uncertainty and Demand for Money Stability in Nigeria: An Autoregressive Distributed Lag Approach
... This paper investigates the effect of monetary uncertainty (MUC) on the stability of money demand function in Nigeria using the Autoregressive Distributed Lag approach for the period of 1980-2014. ...
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Quantile autoregressive distributed lag model with an application to house price returns
... an autoregressive dynamic framework with exogenous stationary ...quantile autoregressive distributed lag model ...heterogeneous autoregressive behavior across the ...
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The Stability of Money Demand Function in Jordan: Evidence from the Autoregressive Distributed Lag Model
... In this article, we attempt to examine the stability of real money demand function for the narrow and broad money (RM1, RM2) for the period 1995: Q1-2016: Q4 in Jordan using the autoregressive distributed ...
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AUTOREGRESSIVE DISTRIBUTED LAG MODELING OF THE EFFECTS OF SOME MACROECONOMIC VARIABLES ON ECONOMIC GROWTH IN NIGERIA
... Autoregressive Distributed Lag Model (ARDL) model plays a key role when faced with making vital economic decision from past ...changes distributed over future ...
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The Contribution of Commercial Banks to GDP Growth in Nigeria using Autoregressive Distributed Lag Model
... In most econometrics literature, the Autoregressive Distributed Lag (ARDL) model is often applied in many economic analyses to study short and long run relationships. This is because ARDL model can ...
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Autoregressive distributed lag modelling for Malaysian palm oil prices
... Dynamic regression has gained attention of researcher in time series forecasting. It allows for the inclusion of information from the past observations of a series as well other information that may be relevant. There ...
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Estimation of Private Consumption Function of Iran: Autoregressive Distributed Lag Approach to Co-integration
... Considering consumption due to its pivotal role in economic growth and also aggregate demand and specially its long-run analysis have always been in the center of attention. In this study, we have estimated private ...
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UNDERSTANDING INVESTMENT-EXCHANGE RATE VOLATILITY NEXUS IN NIGERIA: AN AUTOREGRESSIVE DISTRIBUTED LAG APPROACH
... Licensed under Creative Common Page 29 Table 9 contains the regression results for the effect of exchange rate volatility on domestic investment in Nigeria. The result sh[r] ...
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Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
... Ortalo-Magn´ e and Rady, 1999, 2006; Rosenthal, 2006). We argue that QR can be used to de- scribe the asymmetric responses of house prices returns to income and interest rates shocks. We interpret the conditional ...
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Liquidity Creation Analysis On Indonesian Bank Using Panel Ardl Approach
... on liquidity creation is still too small. The research of Hestiyani and Arfianto (2013) shows that the impact of reserve requirement on liquidity creation is negative. Pratama and Wahyudi (2016) find that there is an ...
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Impact of Oil Price Changes on Selected Macroeconomic Variables in Nigeria
... The Autoregressive Distributed Lag (ARDL) model; the results revealed that the change in oil price had a positive and significant impact on government revenue and government expenditure, but had no ...
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Does financial development increase rural urban income inequality? Cointegration analysis in the case of Indian economy
... as autoregressive distributed lag (ARDL) bounds testing approach to cointegration as the most appropriate specification to examine the long run relationship between financial development and ...
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An Empirical Analysis of Cambodia's Import Demand Function
... uses Autoregressive Distributed Lag (ARDL) model to investigate the impact of relative prices, foreign direct investment, final consumption expenditure, export volume, exchange rate and foreign ...
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Causality Relation Among Export, Import And Exchange Rate In Indonesia
... general autoregressive conditional heterokedasticity (GARCH) and autoregressive conditional heterokedasticity (ARCH) ...and autoregressive distributed lag (ARDL) model explained that ...
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Dynamics of Health Expenditures in OECD Countries: Panel ARDL Approach
... The economy policies show their effect on the applications of the macro and micro variables, in a delay of a specific time period. For example, the impact of an investment made today, in the health sector, shows its ...
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On the relationship between business cycle and college enrollment in the U.S.: a time series approach
... developed autoregressive distributed lag (ARDL) bounds testing approach and Johansen test for cointegration on annual time-series from 1970 to 2011 were used in the present study to show that college ...
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Examining the Fiscal Policy Poverty Reduction Nexus in Nigeria
... the autoregressive distributed lag framework with ECM we include three major components of fiscal policy variables (Government capital expenditure, Government recurrent expenditure and Government ...
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