نتایج جستجو برای: nonlinear autoregressive distributed lag model
تعداد نتایج: 2472952 فیلتر نتایج به سال:
iran is one of the most concentrated areas of afghan migrants and refugees. most afghans dispersed throughout the country mixed with iranian households. the majority of afghan immigrants are typically unskilled and illegal workers. this study aims at investigating the nature of the causal relationship between afghan immigrants and two main labor market indicators, average wages and unemployment...
abstract irregular extraction from agricultural wells around parishan lake, moreover fall of groundwater surface and water salty, would affect the level of lake water and move lake water into wells. in this study we have evaluated the externalities of extraction from agricultural wells around the lake. therefore feedback effect is considered between agricultural activity around the lake and lev...
The phenomenon of fiscal illusion has always been an intriguing topic in the public finance literature. Fiscal illusion is a concept in which misinterpretation of fiscal parameters and tax expenses and liabilities lead to bias in budgetary decision making at all levels of the government. The current research presents an empirical analysis of the fiscal illusion in the Iranian economy, using fiv...
T he completed MCI includes three main channels of interest rate, exchange rate and credit rate. In developing countries such as Iran, this indicator, which contains a credit channel, could be better used to illustrate the country’s monetary condition. This study has been done to calculate this index for the period of 1978–2012. For this purpose, the function of the total economy demand ...
The purpose of this study is to investigate the causal relationship between the structure and performance in the banking industry of Iran. In doing so, the data and information of public and private banks from 1996 to 2015 is examined using Toda-Yamamoto causality test (TY) and Autoregressive Distributed Lag (ARDL) approach. Herfindahl-Hirschman index (HHI) (the degree of market concentration) ...
Studying currency shocks impact on the stock market could be beneficial regarding to exchange rate fluctuations caused by various exchange policies in recent years. Therefore symmetrical or asymmetrical impacts of negative and positive dollar shockwaves in the market on indexes of chemical and basic metals industry are under investigation by weekly data collected since 2006 up to 2016 as these ...
Although the current literature has widely explored paraphernalia of renewable energy on environment, overlooks asymmetric association with environment. To contribute this gap in existing body related literature, study carry out nonlinear impact consumption along control variables like non-renewable energy, urbanization, and gross domestic product CO2 emission Pakistan. The employs autoregressi...
Motivated by swings in the exchange rate of many developing economies which exert influence on firms? input costs, output, stock prices, and profits, study investigated asymmetric reactions prices industrial output to various shocks Nigeria using a multiple threshold nonlinear autoregressive distributed lag model high frequency series from January 1999 December 2021. Empirical results suggest t...
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