Results 271 to 280 of about 97,715 (338)
Determinants of Inflation in Ethiopia: Autoregressive Distributed Lag Model
Journal of Economic Research & Reviews, 2023 Price stability is one of the major goals of monetary policy and the key indicators of macroeconomic stability. Pursuing of price stability is primary to long-run growth and development; it should be the concern of every economy. This study examine the factors in determining inflation in Ethiopia, using the autoregressive distributed lag (ARDL) model ...
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An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis
2012This paper examines the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the underlying variables are I(1). It shows that after appropriate augmentation of the order of the ARDL model, the OLS estimators of the short-run parameters are p T -consistent with the asymptotically singular covariance matrix, and
M. Hashem Pesaran, Yongcheol Shin
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Fuzzy Autoregressive Distributed Lag model-based forecasting
Fuzzy Sets and Systems, 2023Miraç Eren
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The autoregressive distributed lag model
2022202307 bcww ; Accepted Manuscript ; Self-funded ; Published ; Green (AAM)
Liu, A, Liu, X
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Likelihood-based quantile autoregressive distributed lag models and its applications
Journal of Applied Statistics, 2019Time lag effect exists widely in the course of economic operation. Some economic variables are affected not only by various factors in the current period but also by various factors in the past and even their own past values. As a class of dynamical models, autoregressive distributed lag (ARDL) models are frequently used to conduct dynamic regression ...
Yuzhu, Tian +4 more
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, 2020
The study explores the relationship between consumer confidence, household private consumer expenditure and other related macroeconomic financial variables for Brazil, a major, upper middle, income, Latin American country.
Sudeshna Ghosh
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The study explores the relationship between consumer confidence, household private consumer expenditure and other related macroeconomic financial variables for Brazil, a major, upper middle, income, Latin American country.
Sudeshna Ghosh
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Modelling malaria incidence by an autoregressive distributed lag model with spatial component
Spatial and Spatio-temporal Epidemiology, 2017The influence of climatic variables on the dynamics of human malaria has been widely highlighted. Also, it is known that this mosquito-borne infection varies in space and time. However, when the data is spatially incomplete most popular spatio-temporal methods of analysis cannot be applied directly.
Francisco, Laguna +3 more
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Quantile cointegration in the autoregressive distributed-lag modeling framework
Journal of Econometrics, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cho, Jin Seo +2 more
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Forecasting dengue fever cases using autoregressive distributed lag model with outlier factor
, 2020Dengue is a mosquito-borne viral infection that has become one of the public health's biggest challenges. Dengue fever is transmitted through the Aedes Aegpty mosquito. One of the factors that can affect to dengue fever cases is climate factors.
N. M. Huda +2 more
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A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations*
Oxford Bulletin of Economics and Statistics, 2022We provide a guide to using autoregressive distributed lag models for impulse response estimations with an identified structural shock or an external instrument for the shock. We illustrate how specifications widely used in practice can lead to inconsistent and inefficient estimators.
Baek, ChaeWon, Lee, Byoungchan
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