bounds test
Cash Reserve Requirement and Credit to SMEs in Nigeria: An ARDL Bounds Test Aproach
... root test was carried out using the Kwiatkowski-Phillip-Schmidt-Shin (KPSS) on these variables; Cash Reserve Ratio (CRR), Credit to SME (SME), Financial Openness (FIN), Financial Deepening (FD), Inflation Rate ...
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Health and economic growth in Vista countries: An ARDL bounds test approach
... The present study examined the relationship between health and economic growth in the VISTA countries (Vietnam, Indonesia, South Africa, Turkey and Argentina). The study employed time series data covering the period ...
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Testing Export led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach
... Theoretically, the ELG hypothesis suggests that there is a positive link between export and growth. The fundamental idea of traditional international trade and development theory is that export-oriented policies would ...
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Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test
... This study examines the causality between electricity consumption and economic growth for Thailand during 2000Q1 and 2014Q2. The bounds test in a trivariate framework is employed. The causality tests are ...
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Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test
... The main objective of the present study is to examine the causal links between electricity consumption and real GDP in Thailand. The available data from 2000Q1 to 2014Q2 are used. The bounds test or ...
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Agriculture and Environmental Kuznets Curves in the case of Turkey: evidence from the ARDL and bounds test
... e Bounds test approach for the co-integration and ARDL (Autoregressive Distributed Lag) method are employed to show the existence of long-term relationship between the carbon dioxide emission and its ...
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The Effects of Openness and Globalization on Inflation: An ARDL Bounds Test Approach
... to test for the existence of a long-run relationship between series under consideration, the Bounds test approach to level relationship is ...the Bounds test under two different ...
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The Effects of Globalization on Employment: Bounds Test Approach in Turkey Sample
... as bounds testing approach (ARDL), is more flexible and useful in comparison with the ones developed by Engle and Granger (1987); Johansen (1988) and Johansen and Juselıus ...the bounds test approach ...
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The Relationship between Energy Consumption and Economic Growth in the USA: A Non Linear ARDL Bounds Test Approach
... We study the relationship between energy consumption and economic growth in the case of USA by using an asymmetric ARDL bounds test approach to achieve the actual model. The quarterly data set covers the ...
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The Determinants of Inflation in India: The Bounds Test Analysis
... The empirical analysis in this paper is based on the annual time series data for the period 1989-90 to 2012-2013. One implication is that most of the time series data are non-stationary in nature and the application of ...
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Testing for serial correlation in regression when bounds test is inconclusive
... O f the 90 bounds tests, no less than 17, that isjnearly 20 per cent, were inconclusive at the 5 per cent probability level; and of those that were inconclusive, the corresponding tau te[r] ...
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Effect of health on economic growth in Ghana:An application of ARDL bounds test to cointegration
... The aim for the unit root test was to ensure the absence of variables that are integrated of order two, I(2). This was to avoid spurious ARDL regression. In this regard, the variables considered in the study were ...
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Insurance - Economic Growth Nexus: Evidence from Botswana
... (ARDL) bounds test approach proposed by Pesaran and Shin (1999) and Pesaran et ...to test the significance of lagged level variables in a conditional unrestricted equilibrium correction model ...
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The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach
... Saima et al. (2008) reinvestigated the export-led growth hypothesis in Pakistan using annual time series data on exports, imports, terms of trade, the labor force participation rate as explanatory variables and gross ...
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Wagner's law revisited: Cointegration and causality tests for New Zealand
... lag bounds test technique was used to select the optimal model and these results suggest that there is a cointegrating relationship between the share of government spending in national output and per capita ...
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On the relationship between business cycle and college enrollment in the U.S.: a time series approach
... (ARDL) bounds test and Johansen test for cointegration showed a stable long-run cointegrating relationship among unemployment rate, per capita GDP, and college ...
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Modeling Housing Demand for New Residential Buildings in Urban Areas
... Although these studies have investigated housing demand, this study uses a different approach which differentiates short-run from long-run housing demand. Furthermore, this study focuses on the demand for new housing, ...
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Does financial depth impact economic growth in North Cyprus?
... ARDL bounds test for cointegration was applied to investigate the impact of the banks ’ deposits and the inflation rate on economic growth in North ...the bounds test for cointegration, we ...
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The J Curve Dynamics of Turkey: An Application of ARDL Model
... On considering the long-run Granger causality, one suggests that the lagged error correction term with the expected sign is statistically significant which also confirms the results of the bounds test. The ...
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Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F Test Approach
... Following Enderrs (1995), ADF and PP unit root tests are performed to check the stationarity of the series as the selection of appropriate unit root test (stationarity) is complicated in general. The unit root ...
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