نتایج جستجو برای: nonlinear autoregressive distributed lag model
تعداد نتایج: 2472952 فیلتر نتایج به سال:
This paper examines the asymmetric effect of Bitcoin on three altcoins, namely Ethereum (ETH), Ripple (XRP) and Litecoin (LTC) by using Nonlinear Autoregressive Distributed Lag (NARDL) model for period July 2015 to March 2019. We provide evidence impact altcoins both in short-run long-run. In short-run, a decrease price has greater than an increase prices altcoins. asymmetry is more frequent af...
This study uses the Autoregressive Distributed Lag (ARDL) model to study the dynamic determinant factors that influence both long and short-term international tourism demand in Cambodia from 12 countries. The annual time series data (1994–2013) are used in this study. The study finds that only the international tourism demand model of Australia, Canada, Thailand, the United Kingdom, and USA are...
The distributed lag effect of ambient particulate air pollution that can be attributed to all cause mortality in Kathmandu valley, Nepal is estimated through generalized linear model (GLM) and generalized additive model (GAM) with autoregressive count dependent variable. Models are based upon daily time series data on mortality collected from the leading hospitals and exposure collected from th...
background: injuries and deaths from road traffic crashes are one of the main public health problems throughout the world. this study aimed to identify determinants of fatality traffic accident in iran for the twenty-span year from 1991 to 2011. methods: a time series analysis (1991-2011) was used to examine the effects of some of the key explanatory factors (gdp per capita, number of doctors p...
globalization is integration of national economies in global economy and infers on increasing the flow of goods and services. in this study the consequences of globalization were studied through the analysis of level of international trade index (lit) in the caviar export equation. the required data were gathered from statistical yearbook of foreign trade, statistical yearbook of fisheries, sta...
background: a dramatic increase in healthcare expenditures is a major health policy concern worldwide. understanding factors that underlie the growth in healthcare expenditures is essential to assist decision-makers in finding best policies to manage healthcare costs. we aimed to examine the determinants of healthcare spending in iran over the periods of 1978-2011. methods: a time series analys...
This paper examines the causality between income inequality and crime in Malaysia for the period 1973-2003. Autoregressive Distributed Lag (ARDL) bounds testing procedure is employed to (1) analyze the impact of income inequality on various categories of criminal activities as well as to (2) analyze the impact of various categories of criminal activities on income inequality. Interestingly our ...
The present study examines the nonlinear dynamic relation among the factors affecting the export of Iran handmade carpets between 1352- 95, and focuses on the macroeconomic variables. For this purpose, the Nonlinear Autoregressive Distributed Lag (NARDL) Technique is used. The results indicate that there is a nonlinear short-run and long-run relation among the variables of the model. Among the ...
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