Results 241 to 250 of about 13,808,285 (277)

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, Mounir Jerry, Ahlam Qafas, Youness Manzah   +3 more
openaire   +1 more source

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

Econometric 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., Mendes, Eduardo Fonseca   +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, Sefa Awaworyi Churchill, Ahmed Salim Nuhu   +2 more
openaire   +1 more source

ARDL Modeling Using R Software

Journal of Current Trends in Computer Science Research
The 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.
openaire   +1 more source

Euro interest rate swap yields: some ARDL models

Journal of Asset Management
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.
Tanweer Akram, Khawaja Mamun
openaire   +2 more sources

PROCESSES OF FOREIGN TRADE IN UZBEKISTAN ANALYZED IN THE ARDL MODEL

2022
This paper explored the net flow of foreign direct investment, the volume of imports, the value added created in agriculture, the impact of additional value created in industry on the increase in exports from factors affecting the volume of exports in the analysis of Uzbekistan’s foreign trade and analyzed in the ARDL model. In the course of scientific
openaire   +1 more source

AN ARDL MODEL OF AGGREGATE TOURISM DEMAND FOR TURKEY [PDF]

, 2005
This study empirically examines aggregate tourism demand function for Turkey using the time series data for the period 1960-2002. The total tourist arrivals into Turkey are related to world income, relative prices and transportation cost. We employ bounds testing cointegration procedure proposed by Pesaran et al.
openaire  

The Effect of Support Premium on Sunflower Supply: ARDL Model

2022
Dünya ekonomilerinde olduğu gibi Türkiye ekonomisinde de ayçiçeği önemli bir yere sahiptir. Ekonomiler üzerindeki önemine rağmen ürünün literatürde kapsamlı olarak incelenmediği görülmektedir. Dolayısıyla bu çalışmanın amacı: Türkiye’de üreticilerin ayçiçeği üretimini etkileyen faktörleri belirlemek ve destekleme primlerinin ayçiçeği arzı üzerindeki ...
ÖNDER, Kübra, ŞAHİN, Muhammet
openaire   +1 more source

Constructing an Enhanced Unemployment Model in Canada, Using ARDL

Smart Journal of Business Management Studies
The 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, Azhana Othman, Geetha Subramaniam, Rozita Naina Mohamed, Abdul Rahim Ridzuan   +4 more
openaire   +1 more source

ardl: Estimating autoregressive distributed lag and equilibrium correction models

The Stata Journal, 2023
Sebastian Kripfganz
exaly