Bounds testing approach
Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
... August, 2011 Abstract This study employs the bounds testing approach to cointegration to investigate the relationships between the prices of two strategic commodities: gold and oil and t[r] ...
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Determinants of Inward FDI in Mongolia: An Application of the ARDL Bounds Testing Approach to Cointegration
... The study at hand investigated the determinants of inward FDI in Mongolia by analyzing the short- and long-run relationships among FDI, domestic market size, human capital, macroeconomic uncertainty, financial ...
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Climate Change Impact On Rice Production in Pakistan: An ARDL-Bounds Testing Approach to Cointegration
... ARDL bounds testing approach is used to examine the impact of climate change on rice production in Pakistan over time series data from the period 1968 to ...
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The Impact of Aid and Macroeconomic Policy on Growth in Nigeria: A Bounds Testing Approach
... ARDL bounds testing approach to cointegration by applying time series analysis to data from ...the bounds testing approach showed that a positive long-term relationship exists ...
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The impact of Inflation and Unemployment on Economic Growth in Jordan: AN ARDL Bounds Testing Approach
... ARDL) bounds testing approach and Error Correction Model (ECM-ARDL) model are applied to examine the both long-run and short-run causality issues between the variables under ...The bounds ...
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The Relationship between Education Expenditure and Economic Growth in Turkey: Bounds Testing Approach
... The relationship between education expenditures and economic growth is among the practical studies attracting high interest in Economics literature. The analysis was carried out with the bounds testing ...
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Linkages between Inflation and Economic Growth in Serbia: An ARDL Bounds Testing Approach
... In the context of measuring the effects of structural policy, the analysis of the relation of economic growth and inflation is essential for the economy of the Republic of Serbia. The high inflation rate for years has ...
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Analysis of Factors Affecting The Export Performance in Cambodia The ARDL Bounds Testing Approach
... test approach and error correction model through the period from 1970 to 1999; authors used export price, trading partners’ income, and competitor price as variables to be ...
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Agricultural Trade and Its Determinants: Evidence from Bounds Testing Approach for Turkey
... Now, considering the stationary of variables in first differences for Turkey, Table 4 gives the bound test results for co-integration between LPR, LRGDP, LREER, LPPI and BALANCE under three different scenarios suggested ...
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Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach
... analysis of the long-run relationships 7 . Therefore, this is another advantage for our sample, since the sample used in this analysis is a 35 years’ annual observati ons. Furthermore, the endogeneity is less a problem ...
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The Impact of Information and Communication Technology (ICT) Development on Economic Growth in Sudan: An Application of ARDL Bounds Testing Approach
... bound testing approach to co integration and Error Correction Model (ECM), developed within an Autoregressive Distributed Lag (ARDL) framework, the study investigates whether a long-run relationship exists ...
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The Validity of Export-Led Growth Hypothesis for Jordan: A Bounds Testing Approach
... cointegration approach was used to ensure the existence of the long-run linear combination among variables over the study period as well as the short run ...
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Business cycles and the synchronization process: a bounds testing approach
... interrelationships among the variables. Finally, the estimated cointegrating coefficients have nonstandard distributions and therefore cannot be used for tests of hypotheses on true coefficient values. Likewise, the ...
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Crime and economic conditions in Malaysia: An ARDL Bounds Testing Approach
... (2) where and are white noise. In this study we estimate the long-run coefficients, using OLS since the existence of cointegration between the two variables of interest eliminates the problem of spurious regression ...
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Education Expenditure and Economic Growth in Mauritius: An Application of the Bounds Testing Approach
... To test for the robustness of the results obtained, the study used tests for autocorrelation, normality, misspecification, and heteroscedasticity (see Table 4). First, the coefficients of determination of for both ...
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An Examination of the Impact of Unemployment and Inflation on the Nigerian Economy: A Bounds Testing Approach
... (ARDL) approach and other econometric tools of analysis to answer the objectives set out in the ...and Bounds Test method of cointegration employed indicates that the series used in the model are all ...
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Is hike in inflation responsible for rise in terrorism in Pakistan?
... ARDL bounds testing approach to investigate long run cointegration between inflation, terrorism and economic growth, it is necessary to find out integrating order of the ...cointegration ...
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Dynamic Inter relationships among tourism, economic growth and energy consumption in India
... the bounds testing approach to cointegration proposed by Pesaran et ...accounting approach, namely variance decomposition to ascertain the causal and the inter-relationships among the tourism, ...
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Should Portuguese Economy Invest in Defense Spending? A Revisit
... Because of the same integrating order of the variables, the ARDL bounds testing approach to cointegration must be applied to test whether cointegration exists or not among the series suc[r] ...
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Inflation and Financial Sector Correlation: The Case of Bangladesh
... ARDL bounds testing approach to cointegration, we report that inflation reduces the efficiency of financial intermediaries in the long-and-short ...
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