Distributed lag
Exchange Rate, Inflation and Interest Rates Relationships: AnAutoregressive Distributed Lag Analysis
... auto-regressive distributed lag to co-integrate andanalyse the relationship between exchange rate, interest rate and inflation in ...the lag value of exchange ...
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Relationship between Remittance and Economic Growth in Sri Lanka an Autoregressive Distributed lag Model (ARDL)
... 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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Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model
... This paper investigates the impact of exchange rate movement and the nominal interest rate on infl ation in Ghana. It also looks at the presence of the Fisher Eff ect and the International Fisher Eff ect scenarios. It makes ...
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Modelling distributed lag effects in mortality and air pollution studies: the case of Santiago
... a distributed lag structure be modelled parsimoniously in the context of air pollution-mortality studies (or indeed any study)? Secondly, how sensitive are the estimated relative risk ratios to seemingly ...
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Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model
... Most economists agree that the emergence of substantial inflationary pressure in Iraq was due to the monetary growth arising from large increase in the money supply by government to finance enormous budget deficit. This ...
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The Antecedent of Domestic Investment in Indonesia: Auto Regressive Distributed Lag Approach
... Investment is one of the important factor in a developing country’s economy such as Indonesia which really needs the flow of investment to create jobs. The Investment comes from two sources, namely foreign investment and ...
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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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Commodity Prices and Macroeconomic Variables in India: An Auto Regressive Distributed Lag (ARDL) Approach
... The relationships between selected study variables is examined by the autoregressive distributed lag model (ARDL) suggested by Pesaran et al. (2001). This method is adopted because of three reasons. ...
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The Contribution of Commercial Banks to GDP Growth in Nigeria using Autoregressive Distributed Lag Model
... Autoregressive Distributed Lag (ARDL) Models have played a prominent role in numerous application in the Nigerian economy. Examples include the study of fiscal decentralization, economic growth and human ...
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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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Quantile autoregressive distributed lag model with an application to house price returns
... This paper studies quantile regression in an autoregressive dynamic framework with exogenous stationary covariates. Hence, we develop a quantile autoregressive distributed lag model (QADL). We show that ...
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Modelling distributed lag effects in epidemiological time series studies
... Noting the deficiencies of alternative techniques, this paper has used the method of rational lags to approximate the infinite distributed lag impact of a change in air pollution. The method is ...
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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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Attributable risk from distributed lag models
... on distributed lag models (DLMs) [7,8], generalized to distributed lag non-linear models (DLNMs) when including non-linear exposure-response associations ...
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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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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
... autoregression distributed lag model ...augmented distributed lag approach in terms of root mean square error for non-Gaussian heavy tail ...
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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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Reducing and meta-analysing estimates from distributed lag non-linear models
... long lag period, after an initial protective effect. This complex lag pattern can explain the different results provided by the less flexible alternative ...the lag curve at 0°C (p-value < ...
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Effects of Real Exchange Rate on Trade Balance: Empirical Evidence from Nigeria
... (2012) explored the relationship between changes in real exchange rate and trade balance in Pakistan using the Autoregressive Distributed Lag (ARDL) approach to co[r] ...
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