Results 1 to 10 of about 13,808,285 (277)
Determinants of Industrial Production in Turkey: ARDL Model
İstanbul İktisat Dergisi, 2021 In this study, it is aimed to examine the determinants of the industrial production index, which is necessary for a sustainable growth. Even though the share of the industrial sector in the total output is around 20%, it is still significant as a ...
Bilge Pekçağlayan
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ARDL investment model of Tunisia [PDF]
Theoretical and Applied Economics, 2013 The paper investigates the determinants of investments in Tunisia using annual data over the period of 1961-2011. The importance of this study comes from the necessity to determine important factors influencing domestic investments in Tunisia.
Abdulbaset M. HAMUDA +3 more
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Misconceptions in Application of Time series Models: The Abuse of ARDL Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 Studies in applied econometrics and related disciplines are widely using time series techniques. Sound application of these techniques requires the satisfaction of their underlying assumptions. One of these techniques is ARDL Model.
Teimur Mohammadi
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The Effect of Digital Transformation on Egyptian Competitiveness Using the ARDL Model [PDF]
Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ, 2021 This study aimed at assessing the “digital transformation” of Egypt and measured its effect on the country’s competitiveness during the period 1996–2019 using the autoregressive distributed lag (ARDL) model.
سالي محمد فريد محمود
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Inflation forecasting using autoregressive distributed lag (ARDL) models
Jurnal Ekonomi & Studi Pembangunan, 2023 This study attempts to evaluate and compare the inflation-predicting performance of several ARDL models. Since there was no cointegration, the ARDL model does not employ an error correction term.
Regi Muzio Ponziani
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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
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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.
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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.
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THE IMPACT OF LONG HAUL, LOW COST FLIGHTS: LINKING THAILAND TO JAPAN AND SOUTH KOREA
Tourism and Hospitality Management, 2022 Purpose - Since the success of low-cost airlines in Thailand in 2014, the low-cost airline industry has expanded the market for long-haul flights. The objective of this study is to determine the impact of long-haul low-cost carriers (LHLCs) on tourism ...
Colin C.H. Law
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The impact of monetary policy tools in achieving monetary stability in Algeria: Approach by the ARDL model [PDF]
Financial Markets, Institutions and Risks, 2023 This study aims to evaluate the performance of monetary policy tools in terms of their impact on macroeconomic indicators to achieve monetary stability in Algeria, by studying their contribution to achieving domestic and external stability.
Abderrahmane Bensaad, Samia Azzazi
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