Indonesian Export Analysis: Autoregressive Distributed Lag (ARDL) Model Approach [PDF]
Journal of Economics, Business & Accountancy Ventura, 2021 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 ...
Syarifah Labibah +2 more
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Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2018 In this article, we introduce dynamac, a suite of commands designed to assist users in modeling and visualizing the effects of autoregressive distributed lag models and in testing for cointegration. We discuss the bounds cointegration test proposed by Pesaran, Shin, and Smith (2001, Journal of Applied Econometrics 16: 289–326), which we have adapted ...
Jordan, Soren, Philips, Andrew Q.
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Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns [PDF]
Oxford Bulletin of Economics and Statistics, 2013 This article studies quantile regression in an autoregressive dynamic framework with exogenous stationary covariates. We demonstrate the potential of the quantile autoregressive distributed lag model with an application to house price returns in the ...
Andrews +24 more
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Public Health Expenditures and Health Outcomes in Pakistan: Evidence from Quantile Autoregressive Distributed Lag Model [PDF]
Risk Management and Healthcare Policy, 2021 Irfan Ullah,1 Assad Ullah,2 Sher Ali,3 Petra Poulova,4 Ahsan Akbar,5 Muhammad Haroon Shah,6 Alam Rehman,7 Muhammad Zeeshan,8 Fakhr E Alam Afridi3 1Reading Academy, Nanjing University of Information Science and Technology, Nanjing, People’s Republic of ...
Ullah I +8 more
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Beef Supply Response under Uncertainty: An Autoregressive Distributed Lag Model
Journal of Agricultural and Resource Economics, 2003 This is the first econometric study of dynamic beef supply response to incorporate risk aversion or, more specifically, price variance. Autoregressive distributed lag (ADL) models are estimated for cow-calf and feedlot operations using aggregate data for
Msafiri Daudi Mbaga, Barry T. Coyle
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The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia [PDF]
MATEC Web of Conferences, 2018 The main objective of this study was to observe factors that affecting domestic soybean prices, including government intervention through BULOG. By using Bound Testing Cointegration method with ARDL approach.
Ekananda Mahjus, Suryanto T.
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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
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Autoregressive distributed lag models and cointegration [PDF]
Allgemeines Statistisches Archiv, 2006 This paper considers cointegration analysis within an autoregressive distributed lag (ADL) framework. First, different reparameterizations and interpretations are reviewed.
Hassler, Uwe, Wolters, Jürgen
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Inflation, Exchange Rates and Interest Rates in Ghana: an Autoregressive Distributed Lag Model
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 This paper investigates the impact of exchange rate movement and the nominal interest rate on inflation in Ghana. It also looks at the presence of the Fisher Effect and the International Fisher Effect scenarios.
Dennis Nchor, Samuel Antwi Darkwah
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The impact of China's clean energy market on the market connectivity of rare earth industrial chain. [PDF]
PLoS ONEThe accelerating global transition to clean energy underscores the critical role of rare earth elements in renewable technologies. As the world's largest producer of clean energy and rare earth minerals, China's market dynamics are pivotal to the ...
Junhui Li +4 more
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