نتایج جستجو برای: ardl co integration techniques

تعداد نتایج: 1140931  

Journal: :Social Science Research Network 2021

The aim of this research is to look at the relationship between economic growth and unemployment in Liberia from 2001 2019. To investigate association Gross Domestic Product (GDP), unit root test Augmented Dickey-Fuller (ADF) Co-integration were used. Auto Regressive Distribution Lag (ARDL) bounds used decide if variables have a long run linkage. ARDL model findings indicate that there no long-...

2015
Pooja Joshi A K Giri

The purpose of the present study is to examine the dynamic long run and the short run relationship between stock price and a set of macroeconomic variables for Indian economy using monthly data from April 2004 to July 2014. The long run relationship is examined by implementing the ARDL bounds testing approach to co-integration. VECM method is used to test the short and long run causality and Va...

Journal: Iranian Economic Review 2015

The purpose of this study is to investigate the role of oil, natural gas and coal consumption in Iran’s economic growth during the periods from 1980 to 2012. The stationary analysis is performed by using ADF and Phillips-Perron unit root test and Auto-Regressive Distributed Lag (ARDL) approach was used to test for co-integration between the variables. The findings show that the variables are co...

2005
Erdal Özmen

This paper investigates whether the Feldstein and Horioka (1980) argument on domestic saving-investment relationship is supported by the data of the countries in the Middle East and North Africa (MENA) region when the financial development levels and exchange rate regimes are taken into account. To this end, we employ both the ARDL bounds cointegration test and panel mean group procedures. The ...

Journal: :International Journal of Finance Research 2023

This research work employed Autoregressive distributed lag (ARDL) and Bound Test for co-integration with Vector Error Correction (VEC) Models estimation of long run short effect on Gross Domestic Product (GDP) in Nigeria. In order to achieve this, annual data GDP, Unemployment, Exchange, Interest rate from 1980-2017 The Augmented Dickey Fuller (ADF) revealed that the variables are stationary at...

Journal: :Journal of economics, finance and management studies 2021

The government has attempted to target specific macroeconomic factors in order stimulate economic growth Kenya through monetary and fiscal policies. Despite these efforts, Kenya's GDP is hampered by high interest rates rate volatility. ability address instability hinges on its increase growth. Auxiliary evidence shows that perspectives the relationship between ICT are segmented. goal of this st...

Journal: :اقتصاد پولی مالی 0
مصطفی سلیمی فر جلال دهنوی

this study attempts to investigate the relationship between pollution and economic growth for two groups of countries according to environmental kuznets curve hypothesis for a sample of 24 developing countries and 26 oecd countries over the period 1980 - 2005. then, we examine this hypothesis using modern econometrics techniques including panel co-integration and panel unit-root. the panel data...

Journal: :International Journal of Financial Research 2021

The purpose of this study is to identify the determinants tax revenues (TXR) in Jordan. covered period (1990-2019) and used ARDL Bound test for co-integration, Long Run form, Error Correction regression examine hypotheses. results bound co-integration equation (CointEq1) shows that there exists a long run relationship between (INDUST, LPCI, FD, FAID, GE, OPEN) analysis revealed per capita GDP, ...

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