Autoregressive distributed lag model
Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
... an autoregressive distributed lag model (ADL) is ...The model is solved by ‘mixed estimation’ set forth in Theil and Goldberger ...
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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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Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model
... The autoregressive distributed lag model approach was chosen due to the fact that the variables had a mixture of I(0) and I(1) ...erent lag-lengths as they enter 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 Stability of Money Demand Function in Jordan: Evidence from the Autoregressive Distributed Lag Model
... Al-Samara (2008), attempt to find the most important explanatory factors for the money demand in the Syrian economy using a logarithmic function, and identified the appropriate monetary transmission mechanisms and choose ...
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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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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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The Contribution of Commercial Banks to GDP Growth in Nigeria using Autoregressive Distributed Lag Model
... Table 2 above, The GDP, Loans and Advances, Average Savings are stationary in their first difference, that is integrated of order one I(1). While the Natural Logarithm transform of Lending Rates is stationary at level. ...
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The Relationship between FDI outflows, Exports and GDP in India: An Application of the Autoregressive Distributed Lag Model
... test suggests that all variables are cointegrated when we used outbound FDI as the dependent variable. The results indicate that, though all the variables are helpful in explaining the long-run movement in FDI outflows, ...
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Relationship between Remittance and Economic Growth in Sri Lanka an Autoregressive Distributed lag Model (ARDL)
... The model having lag 2 is the best model, because it has no serial correlation, no heteroskedasticity and residuals are normally ...The model is also stable. The model has getting ...
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Delayed Fiscal Adjustment and Economic Growth: Empirical Evidence using Autoregressive Distributed Lag Bound Testing Model
... This study is an attempt to quantify the delayed fiscal adjustment using an accounting framework and to test its short and long run effects on growth in Tunisia by using 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 periods. This is a ...
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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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An Empirical Analysis of Cambodia's Import Demand Function
... Muhammad and Zafar (2016) used Autoregressive Distributed Lag model to estimate the long run and short run of import demand function of Pakistan during 1973-2013. He introduced important ...
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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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Sustainability of the Current Account: Evidence from Pakistan
... constraint model and using autoregressive distributed lag bound testing approach, it is concluded that there is a long-run relationship between real exports and ...
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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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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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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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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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