THE EFFECT OF TOURISM OVERNIGHT STAYS ON CROATIA’S EXTRA VIRGIN OLIVE OIL PRICES AND MARKET POWER: AN EMPIRICAL STUDY [PDF]
The objective of this study was to analyse the impact of positive externalities of international tourism demand on increasing the market power (MP) of an extra virgin olive oil (EVOO) wholesaler in Croatia. In the context of this article, the MP measures
Zdravko Šergo +2 more
doaj +1 more source
Indonesian Export Analysis: Autoregressive Distributed Lag (ARDL) Model Approach [PDF]
There are some factors predicted tohave an effect on the countries’ economic devlopment. This study aimed to analyze the long-term and short-term effects of In-flation, Exchange Rate, and Foreign Economic Growth (the destination of the United States, China, and Japan) on the Indonesian Export.
Syarifah Labibah +2 more
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Misconceptions in Application of Time series Models: The Abuse of ARDL Model [PDF]
Studies in applied econometrics and related disciplines are widely using time series techniques. Sound application of these techniques requires the satisfaction of their underlying assumptions. One of these techniques is ARDL Model.
Teimur Mohammadi
doaj
Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective [PDF]
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 +32 more
core +1 more source
Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away? [PDF]
In this study, we seek to better understand the interest rate pass-through in five Central and Eastern European countries -- the Czech Republic, Hungary, Poland, Slovakia and Slovenia, the CEE-5.
Crespo-Cuaresma, Jesus +2 more
core +1 more source
ARDL modeling using R software
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]
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.
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Investigating the Nexus Between Traffic Accidents and Tourism in Jordan: Evidence From the ARDL Approach [PDF]
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
Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project? [PDF]
This paper attempts to analyze the direct impact of exchange rate volatility on the export performance of ten Central and Eastern European transition economies as well as its indirect impact via changes in exchange rate regimes.
Morales-Zumaquero, Amalia +1 more
core +1 more source
THE IMPACT OF ECONOMIC INFRASTRUCTURE INVESTMENT ON FOREIGN TRADE FLOWS: THE CASE OF SOUTH AFRICA [PDF]
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
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