Results 31 to 40 of about 32,965 (248)

ardl: Estimating autoregressive distributed lag and equilibrium correction models

The Stata Journal: Promoting communications on statistics and Stata, 2023
We present a command, ardl, for the estimation of autoregressive distributed lag (ARDL) models in a time-series context. The ardl command can be used to fit an ARDL model with the optimal number of autoregressive and distributed lags based on the Akaike or Bayesian (Schwarz) information criterion.
Kripfganz, S, Schneider, DC
openaire   +2 more sources

ARDL modeling using R software

, 2023
Abstract 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.
openaire   +1 more source

An ARDL model of unrecorded and recorded economies in Turkey [PDF]

Journal of Economic Studies, 2010
PurposeThe goal of this paper is twofold: to estimate the unrecorded economy (UE) of Turkey over the period 1987‐2007 using a revised version of the currency demand approach, and to analyze the relationship between the UE and recorded GDP.Design/methodology/approachThe paper proposes to measure the UE using the autoregressive distributed lag (ARDL ...
DELL'ANNO, Roberto, HALICIOGLU F.
openaire   +2 more sources

Investigating the Nexus Between Traffic Accidents and Tourism in Jordan: Evidence From the ARDL Approach [PDF]

Journal of Engineering, Project, and Production Management
Several studies have examined various variables to investigate the factors contributing to traffic accidents. This paper adapts the autoregressive distributed lag (ARDL) technique to examine the long-term and dynamic relationship between traffic accident
Maen Qaseem Ghadi
doaj   +1 more source

The Dynamic Model of Valuation for the Bank Stocks (Case Study of Banks of Mellat, Tejarat, Eghtesad-e-Novin, and Karafarin) [PDF]

Journal of Asset Management and Financing, 2019
Objective: The opacity in many banks’ financial reports has brought some difficulties for the analysts and shareholders who are to grasp them. In this research, using ARDL model, we assess the dynamic model of valuation of the shares of the banks listed ...
Ehsan Aghasi, Nader Mehregan, Mehdi Asima   +2 more
doaj   +1 more source

Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective [PDF]

, 2012
We investigate the out-of-sample forecasting ability of the HML, SMB, momentum, short-term and long-term reversal factors along with their size and value decompositions on U.S.
A Abhyankar, A Goyal, C Neely, D B Keim, D K West, D K West, D L Thorton, D Rime, Della Corte, Della Corte, E D Rapach, E D Rapach, E D Rapach, E F Fama, E T Clark, Ekaterini Panopoulou, F E Fama, H J Stock, J Fleming, J Goh, J H Cochrane, J Y Campbell, J Y Campbell, J Y Campbell, K W Newey, M Aiol?, M I Ferreira, S C Ludvigson, S C Ludvigson, Sotiria Plastira, T Dangl, W Goetzmann, X F Diebond   +32 more
core   +1 more source

THE IMPACT OF ECONOMIC INFRASTRUCTURE INVESTMENT ON FOREIGN TRADE FLOWS: THE CASE OF SOUTH AFRICA [PDF]

Oradea Journal of Business and Economics
A well-functioning economic infrastructure is fundamental for sustainable economic growth in both developing and developed countries. It can be an effective tool for addressing economic and socioeconomic challenges and improving a country’s ...
Nomfundo Portia Vacu-Ngqila
doaj   +1 more source

Global influences on UK manufacturing prices: 1970-2000 [PDF]

, 2007
This paper presents substantial new evidence on the competitive process that links together industrial economic and international economics. Our time-series data base concerns manufactured product prices and their domestic and international ...
Coutts, Ken, Norman, Neville R
core   +1 more source

Impact of Government Size on Employment in Iran [PDF]

International Journal of Management, Accounting and Economics, 2015
Given that the role of government is crucial in Iran’s economy, therefore, clarifying the role of government size employment can be very important; especially from the aspect that public sector in the economy is considered as a competitor to the private ...
Somayeh koochakzadeh, Sayyed Jalaee
doaj  

The Effects of Inflation on International Trade Dynamics in South Africa [PDF]

Financial Markets, Institutions and Risks
Inflation remains a critical macroeconomic variable shaping South Africa’s international trade competitiveness. This study investigates the long- and short-run effects of inflation on trade balance dynamics and export-import performance.
Ojo Johnson Adelakun, Thapelo Lekena, M. E. Motampane, Lesia Mots’oanyane, Buthelezi Nyathi   +4 more
doaj   +1 more source