Abstract This paper develops a novel hybrid Autoregressive Distributed Lag Mixed Data Sampling (ARDL-MIDAS) model that integrates both deep neural network multi-head attention Transformer mechanisms, and number of covariates, including sophisticated stochastic text time-series features, into mixed-frequency regression with long memory structure. In doing so, we demonstrate how the resulting cla...

The paper proposes a new bootstrap approach to Pesaran, Shin, and Smith’s bound tests in conditional equilibrium correction model overcome some typical drawbacks of the latter, such as inconclusive inference distortion size. are worked out under several data-generating processes, including degenerate cases. Monte Carlo simulations confirm better performance relative ones asymptotic F test on in...

Bu çal??mada sürdürülebilir bir büyüme için gerekli olan sanayi üretim endeksinin belirleyenlerinin incelenmesi amaçlanm??t?r. Sanayi sektörünün toplam ç?kt? içindeki pay? yakla??k %20 civarlar?nda olsa da gayrisafi yurtiçi has?lan?n önemli öncül göstergesi olmas? aç?s?ndan önemlidir. endeksi ile ilgili literatür incelendi?inde endeksini etkileyen faktörlerin ve analiz yöntemlerinin birbirinden...

El objetivo de la investigación es determinar existencia una relación a largo plazo entre las variables demanda dinero Honduras representadas por los agregados monetarios M1 y M2 macroeconómicas: Tipo Cambio, Producto Interno Bruto e Inflación en el periodo 2002-2021. La perspectiva teórica desarrollo dos modelos econométricos cointegración forma Autorregresiva Rezagos Distribuidos (ARDL). dise...

Abstract This paper examines the long run and short link between dividend payout policy corporate performance of quoted companies in Nigeria over period 2001–2018. The study employs data 80 listed collected from audited financial statements publication Central Bank Nigeria. Using Pooled Mean Group-Autoregressive Distributed Lag approach, result shows that negatively statistically influence run,...