Autoregressive Distributed Lag (ARDL)
Monetary Uncertainty and Demand for Money Stability in Nigeria: An Autoregressive Distributed Lag Approach
... Global financial crisis of 2008 has seriously affected Nigerian economy leading to a slowdown in the growth of the economy, a rise in unemployment rate and a decline in trade volume (Doguwa et al., 2014). These ...
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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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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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Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model
... the autoregressive distributed lag (ARDL) approach, or bound test of cointegration technique, suggested by Pesaran and Shin (1995); Pesaran and Shin (1999) and extended by Pesaran et ...(2001). ...
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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)
... employed Autoregressive Distributed Lag (ARDL) models to examining the unit root properties of the variables and Consequently, this study used the diagnostic tests such as the residual normality ...
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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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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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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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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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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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Liquidity Creation Analysis On Indonesian Bank Using Panel Ardl Approach
... (Autoregressive Distributed Lag) method, it shows that: (1) earning volatility has significant negative impact on long term and insignificant impact on short term liquidity creation, (2) reserve ...
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DOES FINANCIAL DEEPENING ENHANCE ECONOMIC GROWTH? EVIDENCE FROM NIGERIA USING ARDL MODEL AND POOLED ADDITIVE PREDICTOR
... the autoregressive distributed lag (ARDL) model estimates revealed that the financial deepening indicators have no effect on economic growth but their pooled additive effect on economic growth is ...
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Sustainability of the Current Account: Evidence from Pakistan
... the autoregressive distributed lag (ARDL) framework for small sample sizes, the short run parameters of the ordinary least squares (OLS) estimators are consistent and the ARDL based estimators of the ...
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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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On the relationship between business cycle and college enrollment in the U.S.: a time series approach
... The Autoregressive Distributed Lag (ARDL) bounds testing approach (Pesaran et al., 2001) was used to test for cointegration. The major advantages of the ARDL method are that: i) it can distinguish ...
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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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Study on the Relationship between Economic Growth and Water Pollution in Jiangxi Province—Based on ARDL Model
... the Autoregressive Distributed Lag (ARDL) approach is used to study the long-term equilibrium and short-term dynamic adjustment relationship between economic growth and water pollu- tion in cities of ...
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CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach
... In another hand, Marashdeh (2006) suggests that one of the main reasons for preferring the ARDL model against others (Engle and Granger, Johansen, Johansen and Juselius and Gregory and Hansen) is that it is applicable ...
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