Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques [PDF]
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows that the current fi nancial and economic crisis that started in 2007 does not appear to have any noticeable impact on the stability of ...
Robert Czudaj, Ansgar Belke
core
Forecasting Iran\'s Agricultural Sector Growth: Using Mixed-frequency Data Sampling (MIDAS) Model [PDF]
پژوهشهای اقتصادی, 2019 Today, forecasting of economic and commercial variables as an important scientific field is developing, and forecasting of macroeconomic variables is of special importance for planners, policy makers and economic enterprises.
Esmaeil Pishbahar +2 more
doaj
The relationship between financialization and economic growth: Evidence from ARDL model for the Turkish economy [PDF]
PanoeconomicusWhile financialization has been widely discussed in the literature, Turkish economy-related literature is understudied. To our knowledge, there is no analysis of the link between financialization and economic growth in the Turkish economy.
Doruk Ömer Tuğsal
doaj +1 more source
Can Health Human Capital Help the Sub-Saharan Africa Out of the Poverty Trap? An ARDL Model Approach. [PDF]
Front Public Health, 2021 Wang QS, Hua YF, Tao R, Moldovan NC.
europepmc +1 more source
Replacing ARDL? Introducing the NSB-ARDL Model for Structural and Asymmetric Forecasting
This paper introduces the NSB-ARDL (Nonlinear Structural Break Autoregressive Distributed Lag) model, a novel econometric framework designed to capture asymmetric and nonlinear dynamics in macroeconomic time series. Traditional ARDL models, while widely used for estimating short- and long-run relationships, rely on assumptions of linearity and symmetry
openaire +2 more sources
Sustainable Development, EarlyView.ABSTRACT Sustainable development depends on economic, social, and environmental aspects, all of which play a key role in long‐term societal well‐being. While much of the existing literature emphasizes environmental aspects, the economic and social components, crucial for achieving SDG8, SDG10, and SDG16, are often overlooked in sustainable development ...
Tunahan Degirmenci
wiley +1 more source
Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model [PDF]
, 2019 This study compares the performance of autoregressive conditional heteroscedastic (ARCH) model and autoregressive distributed lag (ARDL) model in term of relationship detection.
Habeeb, Kashif +2 more
core
Exploring the Drivers of Ecological Sustainability: Insights From the World's Top SDGs Performers
Sustainable Development, EarlyView.ABSTRACT This article investigates the impact of climate technologies, financial inclusion, renewable energy, and economic growth on the environmental sustainability of the five world's top the Sustainable Development Goals (SDGs) performers. Utilizing a newly compiled panel dataset, the analysis employs the load capacity factor as a proxy for ...
Abdullah Emre Caglar +3 more
wiley +1 more source
Flowchart for an implementation of the Autoregressive Distributed Lag (ARDL) model.
, 2020 Flowchart for an implementation of the Autoregressive Distributed Lag (ARDL) model.
Xingpeng Liu (8668332) +5 more
core +1 more source
bootCT: An R Package for Bootstrap Cointegration Tests in ARDL Models
The R JournalThe Autoregressive Distributed Lag approach to cointegration or bound testing, proposed by Pesaran in 2001, has become prominent in empirical research. Although this approach has many advantages over the classical cointegration tests, it is not exempt from drawbacks, such as possible inconclusive inference and distortion in size. Recently, Bertelli and
Vacca, G, Zoia, M, Bertelli, S
openaire +2 more sources