Results 11 to 20 of about 30,763 (280)
ARDL: An R package for the analysis of level relationships [PDF]
Journal of Open Source Software, 2022 Autoregressive Distributed Lag (ARDL) and Error Correction Models (ECM) (Pesaran & Shin, 1999) are widely used in various economic, environmental, political science applications etc. These are very flexible because of the autoregressive (AR) and the distributed lag (DL, essentially AR terms of the independent variables) terms in the ARDL model.
Kleanthis Natsiopoulos +1 more
openaire +4 more sources
Financial development and economic growth in an oil-rich economy: The case of Saudi Arabia [PDF]
, 2013 We investigate the effect of financial development on economic growth in the context of an oil-rich economy. In doing so, we allow for the effect of financial development to be different for the oil and non-oil sectors of the economy in the long–run ...
Samargandi, N, Ghosh, S, Fidrmuc, J
core +7 more sources
ARDL: An R Package for ARDL Models and Cointegration
Computational Economics, 2023 This paper presents the ARDL package for the statistical language R, demonstrating its main functionalities in a step by step guide. Some of its main advantages over other related R packages are the intuitive API, and the fact that includes many important features missing from other packages that are essential for an in depth analysis. Additionally, it
Kleanthis Natsiopoulos +1 more
openaire +2 more sources
Bootstrap cointegration tests in ARDL models
Economic Modelling, 2022 The paper proposes a new bootstrap approach to the Pesaran, Shin and Smith's bound tests in a conditional equilibrium correction model with the aim to overcome some typical drawbacks of the latter, such as inconclusive inference and distortion in size.
Bertelli S., Vacca G., Zoia M.
openaire +4 more sources
İstanbul İktisat Dergisi, 2022 Private consumption expenditures, which constitute more than half of the real gross domestic product, are significant for the macroeconomy. The primary purpose of this study is to investigate the effects of plastic card expenditures, gross domestic ...
Serkan Göksu
doaj +1 more source
Revisiting the Validity of Phillips Curve in Nigeria: An ARDL Approach [PDF]
Management and Economics Review, 2023 It is evident that in Nigeria inflation and unemployment are growing simultaneously and pose a serious question in terms of the validity of the Phillips curve in Nigeria.
Yakubu EGDE +3 more
doaj +1 more source
The food import: International tourism nexus in Croatia: An application of the ARDL and NARDL approach and causality [PDF]
Ekonomika Poljoprivrede (1979), 2021 The purpose of this study is to examine the relationship between food import dependency and the international tourist arrivals in Croatia during the period spanning 1969-2018.
Šergo Zdravko, Gržinić Jasmina
doaj +1 more source
Financial Development and Inflation-Unemployment Trade-off: Empirical Evidence from Developing and Developed Countries [PDF]
پژوهشهای برنامه و توسعه, 2020 In the growing literature on “Maco-Financial Economics” it is important to consider financial development as a supply-side policy and investigate its effects on macroeconomic variables such as economic growth, inflation, and unemployment.
Mohammad Ali Aboutorabi +2 more
doaj +1 more source
Money Demand Balances and Exchange Rate Policy in Pakistan: An ARDL and Non-ARDL Analysis
Journal of Business and Social Review in Emerging Economies, 2020 This paper investigates the impact of exchange rate on the money demand balances in Pakistan by applying linear and non-linear ARDL approach. The purpose of study is not only examining the impact of exchange rate and demand for money but also to analyze that whether demand for money in Pakistan is stable or not.
null Shazia Sana +3 more
openaire +2 more sources
An ARDL model of unrecorded and recorded economies in Turkey [PDF]
Journal of Economic Studies, 2010 PurposeThe goal of this paper is twofold: to estimate the unrecorded economy (UE) of Turkey over the period 1987‐2007 using a revised version of the currency demand approach, and to analyze the relationship between the UE and recorded GDP.Design/methodology/approachThe paper proposes to measure the UE using the autoregressive distributed lag (ARDL ...
DELL'ANNO, Roberto, HALICIOGLU F.
openaire +2 more sources