Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia [PDF]
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single-equation Markov-switching (MS) models for two cases: when leading information is available and when it is not.
Bušs, Ginters
core +1 more source
Forecasting Performance of Alternative Error Correction Models [PDF]
It is well established that regression analysis on non-stationary time series data may yield spurious results. An earlier response to this problem was to run regression with first difference of variables.
Iqbal, Javed
core +1 more source
DETERMINANTS OF TRADE BALANCE IN ETHIOPIA:EVIDENCE FROM ARDL MODEL
The annual time series data used in this study span the years 1980 to 2021 to investigate the factors influencing Ethiopia's trade balance. The analysis employs the Autoregressive Distributed Lag (ARDL) model to capture both short-term and long-term dynamics among the variables.
openaire +2 more sources
Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach [PDF]
This paper examines the major sources of economic growth in Iran using annual time series data (1960 to 2003). The time series properties of the data are analysed by Perron’s innovational outlier and additive outlier models.
Pahlavani, Mosayeb
core
Assessing sustainable development and environmental pollution dynamics in Somalia. [PDF]
Abdullahi AM, Ahmed MY.
europepmc +1 more source
Impact of Climate Change, Agricultural Credit and Inflation on Cereal Crop Productivity in Ethiopia: Novel Dynamic Simulated ARDL Approach. [PDF]
Cao J +4 more
europepmc +1 more source
Analyzing the Effectiveness of Macroeconomic Policies in Addressing Poverty in Iraq: An Econometric Study considering Digital Transformation and Artificial Intelligence for the Period (2004-2024). [PDF]
Abdullah Abid Al Mihimdy N +2 more
europepmc +1 more source
Does road safety cointegrate with socio-economic conditions in rich developing countries? [PDF]
Alfaki IA, Grivna M, El Sadig M.
europepmc +1 more source

