نتایج جستجو برای: autoregressive distribution lags model ardl
تعداد نتایج: 2587661 فیلتر نتایج به سال:
This research aims to examine the effect of export and import on economic growth. The data used are time series consisting export, in period 2004Q1-2018Q1. test results using autoregressive distributed lag (ARDL) model indicates that short long run, there is In every 1% decline lead 1.17% increase growth, while 1.83% growth.Keywords: Export, import, ARDL modelJEL Classifications: C130, F140, F4...
Objective : This study explores and compares short-run long-run analyses of the validity precautionary mercantilist approaches to accumulation foreign exchange reserves (FER) in Pakistan. Research Design & Methods uses quarterly data from 1990 (1st) 2015 (4th). The autoregressive distributed lags (ARDL) test is used check for Findings empirical results reveal that Pakistan accumulates FER a...
This study looked at the link connecting growth of economy and health spending in Central Eastern Sub-Saharan Africa. To assess short long-term effects total per capita expenditure on across African areas (East Africa Africa), panel data analysis was employed. In short-term, per-capita (THE_PC) has an upbeat outcome economic (LGDP_PC) all levels significance. long-term, current per-capital (CHE...
This study examines the relationship between income inequality and economic growth in South Africa for period 1989 to 2018. The is motivated by high disparity stagnant that experiencing. Using autoregressive distributed lag (ARDL) bounds testing technique, we established a long-run inequality. results revealed has negative impact on long run, no effect short run. These are robust with an estima...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
The literature on the nexus between trade openness, income inequality and poverty appears conspicuously of diverse outcomes. Perhaps, mixed findings may be attributed to methodology economic structure country in view. current study examines openness Nigeria 1981 2019 using Autoregressive Distributed Lags (ARDL) methodology. Our show that had different effects short long run. While its relations...
This study investigates the responsiveness of manufacturing sector performance to major macroeconomic determinants in Nigeria, covering the period between 1981 and 2018. It contributes to attendant literature by examining the asymmetric impact of each of the macroeconomic variables, including GDP per capita, exchange rate, inflation rate, interest rate proxied by prime lending rate, and gross f...
This paper aims at estimating the energy demand elasticity in relation to gross domestic product Indonesia based on data from 1995 2018. The sectors examined are industry, trading, transportation, and housing sectors. method of analysis is Autoregressive Distributed Lag (ARDL). An interesting estimation result here that industry sector negative both short long term. other three show positive el...
This paper discusses the coherent forecasting in two types of integervalued geometric autoregressive time series models order one, viz., Geometric Integer-valued Autoregressive (GINAR(1)) model and New (NGINAR(1)) model. GINAR(1) uses binomial thinning for process generation, whereas, NGINAR(1) negative thinning. The k-step ahead conditional probability mass function corresponding generating fu...
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