نتایج جستجو برای: nonlinear autoregressive distributed lag model
تعداد نتایج: 2472952 فیلتر نتایج به سال:
Abstract This study re-investigates the money supply determination process for Japan. The methodology of this study, which differs from previous studies, is constructed on assumption potential nonlinear (asymmetric) relations between and monetary base via multiplier. To aim, autoregressive distributed lag (ARDL) model by Shin, Yu Greenwood-Nimmo, (2014) applied. allows us to examine endogeneity...
Import policies for food products, including beef, need to support national security while protecting the domestic industry. This study aims develop a model beef import demand of Indonesia. The employed annual secondary data from various sources 1990 2019. Autoregressive distributed lag (ARDL) and error correction models (ECM) were adapted predicting long-run short-run demand, by considering in...
When modeling time series data using autoregressive-moving average processes, it is a common practice to presume that the residuals are normally distributed. However, sometimes we encounter non-normal residuals and asymmetry of data marginal distribution. Despite widespread use of pure autoregressive processes for modeling non-normal time series, the autoregressive-moving average models have le...
In this paper we examine the forecast accuracy of four univariate time series models for 47 macroeconomic variables of the G7 economies. The models considered are the linear autoregressive model, the smooth transition autoregressive model, and two neural network models. The two neural network models are different because they are specified using two different techniques. Forecast accuracy is as...
one of the most significant discussion and challenges propounded in the macroeconomics is the effects of fluctuations of exchange rate on the macroeconomic variables (production, employment, inflation and … etc).in this direction, the important and noticeable point is the factors which lead to fluctuations in the exchange rate which, from amongst these factors as an example, is fluctuations in ...
The objective of this paper is to investigate the influence economic conditions and regulatory interventions as potential drivers credit card delinquency in Malaysia. Using quarterly data from 1999 2021 autoregressive distributed lag model, we find that national income, wealth, expectations future conditions, supply determine delinquency. We also evidence favour a solution curbing deteriorating...
Inflation expectation resulting from the exchange rate increases is one of widely discussed topics in literature. The extent effect pass-through on inflation, and duration impact are essential data that should be considered determining disinflation policies. literature findings show high level rises much faster especially dollarized economies with inflation inertia. On other hand, it has been r...
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