Autoregressive Distributed Lag (ARDL) Model
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 ...
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Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
... Bayesian inference requires an analyst to set priors. Setting the right prior is crucial for precise forecasts. By using an autoregressive distributed lag model, this paper analyzes how ...
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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 ...QADL model with an application to house price returns in the ...
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Impact of price realization on India’s tea export: Evidence from Quantile Autoregressive Distributed Lag Model
... quantile autoregressive distributed lag model (QADL), recently suggested by Xiao (2009) and Galvao et ...and autoregressive distributed lag model, capture the mean ...
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The Relationship between FDI outflows, Exports and GDP in India: An Application of the Autoregressive Distributed Lag Model
... ARDL model to cointegration and Granger causality test within VECM, Belloumi (2014) examines the dynamic causal relationship between economic growth, foreign direct investment, trade openness, labour, and capital ...
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The Contribution of Commercial Banks to GDP Growth in Nigeria using Autoregressive Distributed Lag Model
... ARDL model to examine the contributions of commercial Banks to GDP growth in ...ARDL(1,1,1,2) model revealed that loans and advances, and lending rates are significantly positively related to GDP in Nigeria ...
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The Stability of Money Demand Function in Jordan: Evidence from the Autoregressive Distributed Lag Model
... Alyousef (2014), estimated broad money demand function (M2) in Saudi Arabia, based on ARDL model, and relying on quarterly data for the period (1996-2012). The study used the variables of real income, interest ...
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The Effect of Inflation Rates on Stock Market Returns in Sudan: The Linear Autoregressive Distributed Lag Model
... linear autoregressive distributed lag (ARDL) model was applied to monthly data over the period from September 2003 to December 2019, with the exchange and money supply growth rates, and ...
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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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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 periods. This is a ...
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An econometric modelling of government activities total energy demand nexus for Ghana
... The paper modelled both long run and short run effects of government activities on total energy demand in Ghana for the period 1970 to 2011 using Autoregressive Distributed Lag Model (ARDL). ...
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Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
... the autoregressive coefficients can be expressed as monotone functions of a single, scalar random ...to model value-at-risk where the quantiles follow an autoregressive ...
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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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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 ...
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Are Crude Oil, Gas And Coal Prices Co integrated?
... the Autoregressive Distributed Lag (ARDL) approach to cointegration adapted to cointegration analysis on Oil, Gas and coal ...ARDL model was specified in logarithmic form which coefficients ...
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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 ...
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ON AUTOREGRESSIVE DISTRIBUTED LAG, COINTEGRATION AND ERROR CORRECTION MODEL: An Application to Some Nigeria Macroeconomic Variables
... ARDL model approach to cointegration to 5 selected Nigeria macroeconomic series considered and found that the Ination and GDP series have long run relationships with the other macroeconomic series in the annual ...
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International Technology Spillover, Energy Consumption and CO2 Emissions in China
... intensity. Autoregressive distributed lag model I is esti- mated on condition that RD/Q is equal to RD/Y; Autore- gressive distributed lag model II is estimated on condi- ...
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The Effect of Crime on the Job Market: An ARDL approach to Argentina
... This paper provides further evidence on the impact of crime on the job market using the time series data over the period 1980-2007 for Argentina. We also address methodological flaws by earlier crime studies by employing ...
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Insurance - Economic Growth Nexus: Evidence from Botswana
... the autoregressive distributed lag (ARDL) bounds test approach proposed by Pesaran and Shin (1999) and Pesaran et ...correction model (Narayan and Narayan, ...the model simultaneously ...
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