T his study examines how oil price shocks interact with the stock market index within a nonlinear autoregressive distributed lag model in Iran. Based on quarterly data for the period from 1991 to 2017, the findings revealed statistically significant evidence of short-run and long-run asymmetric behavior of stock market index in response to the positive a...

The objectives of this study are first, to examine a nonlinear long-run relationship between exchange rate and reserve related item in Malaysia. Second, the causal rate, item, money supply, interest foreign direct investment, price Third, forecast Malaysia for next 50 years. To achieve our objective, we employed autoregressive distributed lag model (NARDL), Toda Yamamoto causality test variance...

Dynamic linear regression models are used widely in applied econometric research. Most applications employ autoregressive (AR) models, distributed lag (DL) or (ARDL) models. These however, perform poorly for data sets with unknown, complex nonlinear patterns. This paper studies and semiparametric extensions of the dynamic model explores two techniques to allow unknown forms nonlinearities funct...

Experts believe that by lowering the interest rate on bank accounts, total cost of goods and services decreases, and secondly, investment production increases,  both of which lead to lower inflation and provide stable employment field, on the other hand, are concerned about the negative effects of lowering the interest rate without lowering inflation and know the underlying requirement of nomin...

Purpose: The objective studies the influence of government debt on expansion Vietnamese economy was subject research presented in this article. Theoretical framework: Most governments developing nations have budget deficits due to excessive spending and inadequate revenue. When chooses pay deficit through borrowing, it incurs a liability known as public economic growth. Design/methodology/appro...