Unemployment hysteresis of Middle East and North African (MENA) countries is investigated under a battery unit root testing frameworks in the extant literature, including recently proposed Panel SUR Dickey-Fuller-like test with Fourier Exponential Smooth Transition Regression (ESTR) nonlinearities. The function allows for smooth nonlinear breaks, while ESTR nonlinearity instantaneous breaks. tw...

The purpose of this paper is to predict the lending interest rate and deposit Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) appropriate in predicting both rates from 2022 2026 data presented World Bank Open Data 1976 2021. To test goodness fit, AIC (Akaike Information Criterion) BIC (Bayesian index values have calc...

this study aims to evaluate the link between economic growth and consumer price index (cpi) in japan for the period of 1980-2014. initial series were adjusted for stationarity using the augmented dickey- fuller (adf) test for unit root followed by the application of johansen co-integration test in order to examine the long-run relationship among the variables, while the causalities were evaluat...

The current study is aimed at using co-integration in assessing the level of market integration among selected cotton markets India. Monthly price data were collected for period 2008-09 and 2016-17 from AGMARKNET website. advanced time series econometric tools like Augmented Dickey-Fuller (ADF) test, Johansen test Granger Causality used to E-Views software. subjected consequences unit root stat...

The so-called Cauchy estimator uses the sign of the first lag as instrument variable in autoregressions, and the resulting IV t-type statistic has a standard normal limiting distribution even in the unit root case. Thus, nonstandard asymptotics of the usual unit root tests such as the augmented Dickey-Fuller [ADF] test can be avoided. Moreover, the ADF test is affected by unconditional heterosk...

The purpose of this study is to determine whether the market index returns and sectoral indices in Saudi stock (TADAWUL) follow a random walk process as stated by efficient hypothesis for years 2011-2020. normal distribution test, runs variance ratio Augmented Dickey-Fuller (ADF) were used check hypotheses. At weak-form level, empirical findings reject hypothesis, indicating proving that not al...

This study aims to analyze the analysis of factors that influence amount money in circulation from 1990 2019. The data used this is secondary for period - research model uses Vector Autoregression (VAR) model. unit root test was carried out with Augmented Dickey Fuller (ADF) where all stationary variables were second different. results are based on VAR analysis. Foreign debt affects supply Indo...

Purpose: The key objective of the analysis is to explore impact oil prices and exchange rates on inflation rate in Pakistan by using annual time-series data from period 1980 2020.
 Design/Methodology/Approach: augmented Dickey-Fuller test, bound test approach, ARDL model are applied achieve objectives study.
 Findings: It found that crude real effective be significant factors influenc...

For risk management and stable pricing in the cryptocurrency market, it is necessary to determine interdependence of speculative behaviour crypto assets. The correlation high volatility caused by financial assets market can lead spreading risks. study aims measure spillover effect prices market. used SADF test, generalized Dickey-Fuller test (GSADF), frequency domain causality Breitung Candelon...

This article is an attempt to evaluate the effect of external debt on economic growth for during period 1980–2016. The Augmented Dickey Fuller (ADF) test used determining stationarity, whereas ADF results exhibit that variables found are . empirical indicate and total service have deleterious statistically significant impacts GDP rate. other explanatory namely human capital by life expectancy, ...