نتایج جستجو برای: regressive distributed lags ardl method

تعداد نتایج: 1865329  

Journal: :Review of education, administration and law 2023

This study aims to examine the impact of Institutional quality, Employment, and trade openness on environment (CO2 emission in metric tonnes) for period between 2002 2021, using data from top ten CO2-producing nations (China, United States, India, Russia, Japan, Germany, Iran, South Korea, Saudi Arabia, Indonesia). We employ panel-based Auto Regressive Distributive Lags (ARDL) model that includ...

Journal: :Jurnal Ekonomi Pembangunan 2021

This study aims to prove how COVID-19 in response the Indonesia stock market applying an Auto-Regressive Distributed Lag (ARDL) cointegration method. analyzes relationship between natural logarithm of daily trading volume Stock Exchange and confirmed cases both short run long run. Bound test were used analyze data from 2 March 2020 until 30 November 2020. The findings result show short-run, is ...

Journal: :Region 2023

This study aimed to examine the long and short-run relationships between credit market development agricultural production using Autoregressive Distributed Lags (ARDL) Bounds test for cointegration, as well direction of causality by Granger test. The results ARDL revealed that institutional had a significant long-run effect on in all countries under examination, except Tunisia; is: Benin, Kenya...

Journal: :Economics of development 2021

The role of institutions in both the inflow and impact foreign direct investment is great im¬portance. quality a country can towards improving growth. This paper analyzes individual combined effect on economic growth Ghana. used Auto Regressive Distributed Lag (ARDL) tech¬nique for secondary data obtained from 1995 to 2019. All series, except institution index, were drawn World Bank Development...

Journal: :Financial Innovation 2021

Abstract With the rapid expansion of RMB exchange rate’s floating range, effects rate and global commodity price changes on China’s stock prices are likely to increase. This study uses both auto regressive distributed lag (ARDL) nonlinear ARDL (NARDL) approaches explore symmetric asymmetric prices. Our findings show that without considering critical variable prices, there is no cointegration re...

Journal: :Economies 2021

This paper examines the nexus between financial development and energy consumption in South Africa. To determine long run short relationship Africa, uses an Auto Regressive Distributed Lag bounds test (ARDL) Granger causality to establish type of correlation 1980 2018. ARDL testing method offers concrete long-run estimates t-statistics as it is flexible whether adopted variables are I(0) or I(1...

Journal: :Journal of physics 2021

Abstract The purpose of this research is to conduct data forecasting on the spread COVID-19 in West Nusa Tenggara Province, Indonesia at end 2020. used NTB Province including number positive patient, patients recovered and patient passed away. process uses Autoregressive Distributed Lag (ARDL) method GUI Multiple Forecasting System (G-MFS) based MATLAB by determining prediction next day graph e...

1997
M. Hashem Pesaran Yongcheol Shin

This paper examines the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the underlying variables are I(1). It shows that after appropriate augmentation of the order of the ARDL model, the OLS estimators of the short-run parameters are p T -consistent with the asymptotically singular covariance matrix, and the ARDL-based estimators of the long-run ...

Credit risk is due to that recipients of the facility, deliberately or involuntarily, don’t have ability to repay their debts to the banking system that this risk is critical in Iran compared to the global. Therefore, the purpose of this study was to investigate the effect of macroeconomic variables on credit risk of Iranian banking industry during the 2006-2016 years and also simulation and pr...

Journal: :Ekonomska Istrazivanja-economic Research 2022

This study examines the trends in environmental sustainability and human well-being through green technologies, clean energy, taxes using panel data for top eight advanced economies from 1990 to 2018. The applies an technique, cross-sectionally augmented distributed lags (CS-ARDL), find long-run short-run associations between these variables. Moreover, role of foreign investment is added as a c...

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