Results 241 to 250 of about 22,207 (281)

Adaptive LASSO estimation for ARDL models with GARCH innovations [PDF]

Econometric Reviews, 2015
In this paper we show the validity of the adaptive LASSO procedure in estimating stationary ARDL(p,q) models with GARCH innovations. We show that, given a set of initial weights, the adaptive Lasso selects the relevant variables with probability converging to one. Afterwards, we show that the estimator is oracle, meaning that its distribution converges
Medeiros, Marcelo C., Mendes, Eduardo Fonseca   +1 more
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Nonlinear ARDL Approach and the J-Curve Phenomenon

Open Economies Review, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bahmani-Oskooee, Mohsen, Fariditavana, Hadise   +1 more
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An ARDL Approach to the Oil and Growth Nexus: Portuguese Evidence

Energy Sources, Part B: Economics, Planning, and Policy, 2012
In the literature, the causal relationship between oil consumption and economic growth has been poorly studied. Portugal is a medium-sized economy, which has experienced several episodes that make it of particular interest in the study of periods of economic expansion and stagnation.
Fuinhas, José Alberto, Marques, António Cardoso   +1 more
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Foreign Inflows and Economic Development in Nigeria: An ARDL and Novel Dynamic ARDL Simulation Approach

2022
Several studies have been done on foreign inflows and economic development in Nigeria using various estimation techniques, but this study examined the effect of foreign inflows on economic development in Nigeria employing ARDL approach and the Novel dynamic ARDL simulation approach. Foreign Direct Investment was captured as physical investments made by
Ofierohor, Ufuoma Earnest, Ohale, Lawrence, Nkoro, Emeka   +2 more
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Demand for money in Iran: An ARDL approach [PDF]

, 2007
The objective of this study is to estimate the demand for money in Iran using the autoregressive distributed lag (ARDL) approach to cointegration analysis. The empirical results show that there is a unique cointegrated and stable long-run relationship among M1 monetary aggregate, income, inflation and exchange rate.
Shahrestani, Hamid, Sharifi-Renani, Hosein   +1 more
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Are saving and investment cointegrated? An ARDL bounds testing approach

Economics Letters, 2002
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De Vita, Glauco, Abbott, Andrew James
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The demand for new housing in Turkey: an application of ARDL model [PDF]

Global Business and Economics Review, 2007
This study provides empirical estimates for new residential homes demand function in Turkey using the time series data for the period 1964–2004. An aggregate demand function for new private dwellings in Turkey is formed and is estimated using bounds testing cointegration procedure proposed by Pesaran et al.
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Trade Openness, Growth and Income Inequality: Case of Tunisia, an ARDL and PMG/ARDL Approach

European Journal of Science, Innovation and Technology
Trade openness has long been a major topic of debate, mainly because of the countless effects it can have on countries, particularly in terms of growth and wealth. While some see it as an efficient catalyst for growth, others claim that it contributes to the polarization of wealth without generating inclusive economic growth, resulting in the ...
BEN YOUNES, Hamza, BEN AMEUR, Fayçal
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Demand for Money in India: An ARDL Approach

2018
Understanding the stability of monetary aggregates and different determinants of money demand in an economy is necessary for the planning and implementation of monetary policy because of the sensitivity and importance of money in an economy. This study empirically examines the broad money (M3) money demand function in Indian economy by using a robust ...
Abdul Rishad, Akhil Sharma, Sanjeev Gupta   +2 more
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Examining Environmental Sustainability in Italy: Evidence from ARDL and Non-linear ARDL Approaches

2022
Aamir Javed, Agnese Rapposelli
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