The Autoregressive Distributed Lag (ARDL) Model
Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model
... an autoregressive distributed lag model and an unrestricted error correction model to estimate the long run and short run relationships between infl ation, exchange rate movement and ...
9
Determinants of Economic Growth in the Kingdom of Saudi Arabia: An Application of Autoregressive Distributed Lag Model
... Financial development influences economic growth by the way in which savings become accessible and the intermediation of these savings to investment opportunities that brings the highest return. Thus, construction and ...
10
Impact of Trade Liberalization on Economic Growth in Japan: Autoregressive Distributed Lag Model (ARDL)
... The objective of this study is to identify the impact of trade liberalization on economic growth in Japan. Annual data are utilized from 1985 to 2016 via on Autoregressive Distributed Lag ...
15
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 ...
48
Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
... Bayesian inference requires an analyst to set priors. Setting the right prior is crucial for precise forecasts. By using an autoregressive distributed lag model, this paper analyzes how ...
12
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 ...
7
The Stability of Money Demand Function in Jordan: Evidence from the Autoregressive Distributed Lag Model
... Alyousef (2014), estimated broad money demand function (M2) in Saudi Arabia, based on ARDL model, and relying on quarterly data for the period (1996-2012). The study used the variables of real income, interest ...
7
The Contribution of Commercial Banks to GDP Growth in Nigeria using Autoregressive Distributed Lag Model
... the Autoregressive Distributed Lag (ARDL) model is often applied in many economic analyses to study short and long run ...ARDL model can deal with economic variables that are integrated ...
12
Security Spending and Foreign Direct Investment Inflows in Nigeria: An Autoregressive Distributed Lag Model Approach
... Various diagnostic tests such as unit root test and Bound Test performed on the variables of interest motivated the choice of ARDL in this paper. The variables of interest have different orders of integration i. e. I(1) ...
10
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 ...
8
Relationship between Remittance and Economic Growth in Sri Lanka an Autoregressive Distributed lag Model (ARDL)
... employed Autoregressive Distributed Lag (ARDL) models to examining the unit root properties of the variables and Consequently, this study used the diagnostic tests such as the residual normality ...
17
Long-run relationship between Islamic stocks returns and macroeconomic variables: An application of the autoregressive distributed lag model
... the model takes sufficient numbers of lags to capture the data generating process in a general-to-specific modeling framework (Laurenceson and Chai, ...optimal lag-length for each variable, where p is the ...
15
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
... autoregression distributed lag model ...proposed model is able to accommodate exogenous covariates in the QAR ...augmented distributed lag approach in terms of root mean square ...
22
The Relationship between FDI outflows, Exports and GDP in India: An Application of the Autoregressive Distributed Lag Model
... Using data on export sales and foreign subsidiary sales of US firms in 38 countries across 52 industries, Helpman et al. (2003) try to estimate the effects of trade frictions (such as transport cost and tariffs), ...
12
Comparison the Error Rate of Autoregressive Distributed Lag (ARDL) and Vector Autoregressive (VAR) (Case Study: Forecast of Export Quantities in DIY)
... Regression model that enters current independent variable value, and lagged value is called distributed-lag model, if it enters one or more lagged value, it is called ...dynamic model ...
11
Autoregressive distributed lag models and cointegration
... The autoregressive distributed lag model (ADL) is the major workhorse in dynamic single-equation ...EC model with stationary series ...
16
The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach
... Prior studies on long run relationship between exchange rate and the monetary variables have their weaknesses. Their standard approach to testing the monetary exchange rate model has been through the cointegration ...
16
Trade- GDP Nexus in Nigeria: An Application of Autoregressive Distributed Lag (ARDL) Model
... Abstract This study examined Trade-GDP nexus in Nigeria using the autoregressive distributed lag(ARDL) approach. The study covers the periods 1970-2012, employing data sourced from Central Bank of ...
9
Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model
... Correction Model with a negative sign remained statistically significant with approximately 34% speed of adjustment to restore the equilibrium in the long-run, which was convergent ...Import; Autoregressive ...
8
Autoregressive distributed lag modelling for Malaysian palm oil prices
... to model Malaysian average monthly prices of crude palm oil using dynamic regression ...The model investigated is Autoregressive Distributed Lag (ARDL) ...The model uses ...
27