Results 221 to 230 of about 34,224 (265)

Determinants of the Export Function in Morocco: Evidence from ARDL and Dynamic ARDL Models

Global Journal of Emerging Market Economies, 2023
Maintaining an acceptable level of trade deficit is one of the main challenges of the trade policy in developing countries like Morocco. Therefore, studying the most influential factors of the export function is of foremost importance. In this regard, our article studies the impact of a set of supply and demand determinants on export behavior in ...
Fatiha El agri   +3 more
openaire   +1 more source

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

open access: possibleEconometric 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.   +1 more
openaire   +3 more sources

Modelling the Australian J-Curve: An ARDL Cointegration Approach

SSRN Electronic Journal, 2017
This 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
openaire   +1 more source

Testing financial liberalization hypothesis with ARDL modelling approach

Applied Financial Economics, 2007
It 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
openaire   +2 more sources

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