Nonlinear ARDL (NARDL)
Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL
... policymakers to keep the food price inflation stable, this study aims to investigate the determinants of food price inflation. This study contributes to the existing literature by employing Nonlinear ARDL ...
27
Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach
... a nonlinear autoregressive distributed lag (NARDL) model, Kisswani and Elian (2017) examined the linkage between oil prices and Kuwait Stock Exchange (KSE) ...the nonlinear ARDL ...
9
The Effects of Oil Price Movement on Nigerian Macroeconomic Variables: Evidence from Linear near and Nonlinear ARDL Modelling
... and nonlinear effects of oil price movement on critical macroeconomic variables (output, price and exchange rate) in Nigeria using ARDL modeling ...and nonlinear ARDL modeling techniques that ...
25
Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL
... novel nonlinear ARDL (NARDL) approach recently developed by Shin et ...well-known ARDL model of Pesaran and Shin (1999) and Persaran et ...the nonlinear ARDL enables evaluation of both ...
29
Nexus between financial innovation and economic growth in South Asia: evidence from ARDL and nonlinear ARDL approaches
... This study examined the relationship between financial innovation and economic growth in Bangladesh, India, Pakistan, and Sri Lanka for the period Q1 1975 to Q4 2016. The autoregressive distributed lag (ARDL) ...
19
Oil and food prices in Malaysia: a nonlinear ARDL analysis
... In this study, we examine the bearings oil price has on the food price index for a net food-importing country, i.e. Malaysia. Recognizing potential roles of market power, cost structures and public policy schemes in ...
14
Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches
... for ARDL, the result shows that there exists long run relationship between the four (4) variables, namely, exchange rate, palm oil production, palm oil price and palm oil ...
25
Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis
... Up to date, several techniques using time series analysis have been adopted in testing these theories empirically. Latest of these techniques is a Nonlinear Autoregressive Lag (NARDL). While extensive studies have ...
28
Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL
... However, many previous papers does not take into account asymmetry effect of exchange rate. Igue & Ogunleye (2014) uses ARDL method to examine the relationship but the technique does not take into account the ...
26
Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL
... of nonlinear relationship between house prices and inflation in ...the nonlinear directions of inflation on Malaysian house prices but also its asymmetric reactions associated with positive and negative ...
36
EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
... Based on the objective of the study, which is focused on the relation between the interest rate differential and the exchange rate, we dwell more on the results that produce better estimates of cointegration between the ...
24
The Effect Of The Income Of Revenue To The Agrıcultural Productıon: Turkey Example
... The aim of this research is to introduce the effects of decoupling payments on agricultural production in Turkey during the period of 1980-2017. According to the result of the study; According to coefficients of ...
15
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 ...
18
Relationship between Remittance and Economic Growth in Sri Lanka an Autoregressive Distributed lag Model (ARDL)
... This present research study investigates the long-run relationship between remittances and the economic growth in Sri Lanka. Remittances make a vital contribution to Sri Lankan economy for many years. In 2018, the ...
17
Fiscal policy sustainability in Nigeria: ARDL bounds testing technique
... This study investigates fiscal policy’s sustainability in Nigeria from 1961-2016, using annual data of public revenues and expenditure, all as a ratio of GDP. The study applies ARDL bounds testing cointegration ...
7
Imports economic growth nexus: ARDL approach to cointegration
... This paper implements Auto-Regressive Distributed Lags (ARDL) to cointegration to explore long-run relation; and Granger procedure within Vector Error Correction Model (VECM) to test direction of causality between ...
16
THE impact of remittance inflows on poverty in Botswana: an ARDL approach
... The ARDL approach has been selected for this study because of a number of advantages that include among other advantages: robustness in small samples (Solarin and Shahbaz 2013); the approach does not require all ...
13
Banking Services and Investments in Cameroon: An Approach by the ARDL Method
... the ARDL (Auto Regressive Distributed Lag Model) method allowed us to determine the cointegration’s relationships between the different variables and the optimal number of delays associated with each ...
13
Demand of Thai Tourists to Lao PDR: An Ardl Approach
... We find that the demand of Thai tourism to Lao PDR is positively related to Thailand’s income factor at a 1% significance level. However, the price factor, substitution price factor and Thailand’s political crisis in the ...
7
THE SAVING-INVESTMENT RELATION IN THE POST-COMMUNIST ALBANIA
... (2001). ARDL model is a dynamic specification which includes lagged values of the dependent and explanatory variables as well as contemporaneous values of explanatory variables to estimate both long and short run ...
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