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Modelling the Australian J-Curve: An ARDL Cointegration Approach
SSRN Electronic Journal, 2017This study tests for the existence of the J‐curve phenomenon in Australia using quarterly data over the period 1970–2016. The autoregressive distributed lag (ARDL) cointegration and error correction methodologies are used to examine the short‐run and long‐run impacts of the real effective exchange rate on Australia's trade balance.
Kris Ivanovski +2 more
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Testing financial liberalization hypothesis with ARDL modelling approach
Applied Financial Economics, 2007It is a stylised fact that financial ‘repression’ retards economic growth. Hence, financial liberalization is advocated to remove the stranglehold on the economy. Financial liberalization policy argues that deregulation of interest rate would result in a higher real interest rate which would lead to increased savings, increased investment and achieve ...
Shrestha, Min B, Chowdhury, Muhammad K
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Causality between Economic Development and Unemployment: Using ARDL Model
International Journal of Social Science & Entrepreneurship, 2023The meditation of this study is to realizeunemploymentin Pakistan with the perspective of macroeconomic factors, including FDI,private investment,exports and government expenditure.Annual dataused in this study from 1985 to 2019was obtained from different issues of economic surveys and official website of the Pakistan’s Central Bank.
Muhammad Irfan Khan +3 more
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OUTPUT GAP DETERMINANTS IN MOROCCO: EVIDENCE FROM ARDL MODELING
2023This study examines the determinants of the output gap in Morocco using a comprehensive econometric approach. The analysis is based on a thorough review of both theoretical and empirical literature to identify key factors influencing the output gap.
RITAHI, Oussama, ECHAOUI, Abdellah
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ARDL Modeling Using R Software
Journal of Current Trends in Computer Science ResearchThe goal of this paper is helping to apply ARDL models using the R software. We will cover its benefits, show how to use the packages and will make interesting recommendations for estimating models ARDL using R. This paper presents the dynamac package for the statistical language R, demonstrating its main functionalities in a step by step guide.
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Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
2021The aim of this chapter is to use volatility data, obtained from Continuous GARCH process, in the ARDL Bounds testing approach. For this purpose, the volatility of financial data is modelled by the Continuous GARCH process which is a generalized solution of Levy driven stochastic differential equation.
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ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis [PDF]
, 2005 It is a stylised fact that financial "repression" retards economic growth. Hence, financial liberalisation is advocated to remove the stranglehold on the economy. Financial liberalisation policy argues that deregulation of interest rate would result into a higher real interest rate which would lead to increased savings, increased investment and achieve
Shrestha, Min B., Chowdhury, Khorshed
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Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies
Ca-A Cancer Journal for Clinicians, 2022Paolo Tarantino +2 more
exaly
Constructing an Enhanced Unemployment Model in Canada, Using ARDL
Smart Journal of Business Management StudiesThe unemployment rate in Canada has been increasing from 2019 to 2023 and this high volatility of Canada’s unemployment rate has drawn researchers’ attention in recent times. Quarterly data from OECD Data, World Bank, IMF Data and DataStream, were collected from 1993 to 2023, to examine the factors affecting unemployment rate in Canada, using the Unit ...
Halimahton Borhan +4 more
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Euro interest rate swap yields: Some ARDL models
This paper examines the dynamics of euro-denominated (EUR) long-term interest rate swap yields. It shows that the short-term interest rate has an economically and statistically significant effect on EUR swap yields of different maturity tenors, after controlling for various key macroeconomic variables.Akram, Tanweer +1 more
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