نتایج جستجو برای: nonlinear autoregressive distributed lag model

تعداد نتایج: 2472952  

Journal: :Sustainability 2022

The current study explored the impact of renewable energy use, urbanization, economic growth and trade in services on CO2 emission Maldives by using annual data series ranging from 1990 to 2020. We have checked variables influences utilizing nonlinear autoregressive distributed lag (NARDL) method with long-run short-run connections. Findings via showed that use has positive negative coefficient...

Journal: :Journal of Islamic Monetary Economics and Finance 2022

This study constructs the financial stability indexes of Islamic and conventional banking systems for Indonesia using dynamic factor model. Both are then linked to economic performance in by employing a nonlinear autoregressive distributed lag (NARDL) We contribute literature investigating possibility asymmetric linkages between both system performance. The constructed broad range macro-financi...

1996
Rolf Tschernig Lijian Yang

Within the class of seasonal nonlinear autoregressive models quarterly Ger-man unemployment rates are investigated with respect to the kind and structure of nonlinearities in the conditional mean function using recently developed non-parametric estimation and lag selection techniques. These methods include local constant and local linear estimators which are also used as building blocks for a n...

Journal: :Ekonomska Istrazivanja-economic Research 2022

This study empirically examines the asymmetric relationship between public-private partnerships investment in energy (PPPIE) sector and CO2 emissions for selected Asia economies from 1990 to 2019. For estimation, we used nonlinear autoregressive distributed lag modelling (NARDL) econometric approach. The findings reveal that a positive change PPPIE hinders environmental quality by increasing In...

ژورنال: تحقیقات اقتصادی 2016

از مهم ترین عوامل تأثیرگذار بر تجارت هر کشور نرخ ارز و درآمد ملی کشورهای طرف تجاری است. با توجه به روابط اقتصادی و سیاسی ایران و ونزوئلا طی سالیان اخیر، هدف مقالة حاضر، بررسی تأثیر نوسانات نرخ ارز بر صادرات ایران به ونزوئلا می‌باشد. داده‌های مورد استفاده در این مطالعه، داده‌های سالانه برای سال‌های 1362تا 1392می‌باشد. در این پژوهش، متغیّر نوسانات نرخ ارز از جزء اخلال‌های مدل گارچ[1] (GARCH) محاسب...

Journal: :The Quarterly Review of Economics and Finance 2023

This paper investigates the interaction between monetary policy and financial stability in Gulf Cooperation Council (hereafter GCC) countries by introducing a new composite index to monitor vulnerabilities crisis periods. To this end, study estimated reaction functions for each GCC country (namely, Bahrain, Kuwait, Saudi Arabia, United Arab Emirates) using Nonlinear Autoregressive Distributed L...

Journal: : 2022

Foreign direct investment (FDI) is an important driver of countries’ economic development. Factors such as looser environmental regulations may cause dirty FDI to flow mainly developing countries. This explained by the Pollution Haven Hypothesis. The paper aims investigate whether Hypothesis valid in Turkey using nonlinear autoregressive distributed lag (NARDL) approach for period 1974–2017. re...

Journal: :International Trade, Politics and Development 2022

Purpose This paper investigates the asymmetric impact of real effective exchange rate (REER) on Egypt's domestic output from 1960 to 2020. Design/methodology/approach A Nonlinear Autoregressive Distributed Lag (NARDL) model is utilized isolate currency depreciations appreciations and account for potential asymmetry in REER. The analyses various channels via which REER could affect output. Findi...

Journal: :International Journal of Business and Society 2021

This study discusses the relationship between hot money and stock market in China by employing Autoregressive Distributed Lag (ARDL) Nonlinear (NARDL) methods. The data used this is quarterly over period 2000: Q1 to 2017: Q4. results show that oil price, economic growth possess a long-run towards China, whereas, no effect found from inflation. price are both positively related while there negat...

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