نتایج جستجو برای: nardl

تعداد نتایج: 246  

Journal: : 2021

Yatırımcılar yatırım kararlarını hisse senetlerinden bekledikleri getiriye göre verirler.. Çünkü senedi getirilerini etkileyen birçok işletme içi ve dışı faktör bulunduğundan, yapılan tahminler her zaman tutarlı sonuçlar vermemektedir. Bu çalışmanın amacı faktörleri gösteren finansal oranlar ile sanayi üretim endeksi işletmelerin getirileri arasındaki asimetrik ilişkileri Shin, Yu, Greenwood-Ni...

Journal: :Journal of economics and international finance 2022

The study explores the impacts of systematic and nonsystematic monetary policy shocks how they affect transmission process in Nigeria from 1986 to 2020 using quarterly data. objective was improve understanding non-systematic Nigeria. Data on variables such as rate, all-share index, exchange private sector credits, inflation rate were used investigate impact these channels. adopted methods unit ...

Journal: : 2022

Fisher hipotezi nominal faiz oran? ile enflasyon aras?ndaki ili?kinin varl???n? tan?mlamaktad?r. Nominal enflasyondaki de?i?imlere önemli ölçüde tepki vermektedir. Türkiye’de 1981-2020 dönemi için ili?kisinin geçerlili?i do?rusal olmayan otoregressif gecikmesi da??t?lm?? (NARDL) modelinin tahmin edilmesi ara?t?r?lmaktad?r. Bu model, de?i?kenler asimetrik etkileri de dikkate alan ili?kiyi ara?t?...

Journal: :Journal of Economics, Finance and Administrative Science 2022

Purpose The study examines the impact of real exchange rates and asymmetric on stock prices in Malaysia, Philippines, Singapore, Korea, Japan, United Kingdom (UK), Germany, Hong Kong Indonesia. Design/methodology/approach This uses autoregressive distributed lag (ARDL) approach non-linear (NARDL) approach. Findings ARDL shows more economic variables are found to be statistically significant tha...

Journal: :Ekonomska Istrazivanja-economic Research 2022

The ongoing climate changes have put forth various challenges for each industry to achieve their sustainable environmental goals, in an orderly manner. Like the other extensively growing industries, China's Film and Drama industries are responsible contributing effectively toward a environment. In order validate same, this study has applied Nonlinear Autoregressive Distributed Lag (NARDL) techn...

  هدف اصلی این تحقیق، بررسی اثر نوسانات نرخ ارز واقعی بر مصرف بخش خصوصی با تأکید بر تقارن یا عدم تقارن آن در افق زمانی مختلف است. برای این‌منظور، ابتدا نوسانات نرخ ارز واقعی، با استفاده از مدل IGARCH  استخراج شده و به شوک­های مثبت و منفی تجزیه شده‌است. سپس اثرات نامتقارن شوک­های مثبت و منفی نوسانات نرخ ارز بر رفتار مصرفی بخش خصوصی با استفاده از الگوی ARDL غیرخطی یا NARDL  در طی دوره زمانی 1395-...

هدف پژوهش حاضر، بررسی اثرات نامتقارن شوک‌های قیمت نفت خام بر عمر ذخایر نفت در کشورهای عضو سازمان اوپک است. در این تحقیق اثرات شوک‌های مثبت و منفی قیمت نفت خام اوپک بر شاخص عمر ذخایر نفت کشورهای عضو سازمان اوپک با استفاده از الگوی خودرگرسیونی وقفه‌های توزیعی غیرخطی (NARDL) به‌صورت سالانه  طی دوره زمانی 1980 تا 2015 موردبررسی قرارگرفته است. نتایج حاکی از آن است که اثرات شوک‌های مثبت و منفی قیمت ن...

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...

Journal: : 2022

There are discussions in the literature on whether there disadvantages terms of environmental quality and economic advantages provided by foreign direct investments developing countries. These discussions, which were studied within framework Pollution Haven Hypothesis, have been subject many empirical studies. This study aims to investigate relationship between carbon emissions, growth, amount ...

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