Exploring the impact of social capital, institutional quality and political stability on environmental sustainability: New insights from NARDL-PMG. [PDF]
HeliyonGuan L, Ali Z, Uktamov KF.
europepmc +2 more sources
Stock market return predictability: Google pessimistic sentiments versus fear gauge
Cogent Economics & Finance, 2017 This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than
Ume Habibah +2 more
doaj +1 more source
‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ - A failed replication (negative Type 1 and Type 2) [PDF]
, 2016 Evidence published in this journal by Bal and Rath (2015) purports a bidirectional nonlinear causality between oil price and India’s exchange rate and, for China, unidirectional nonlinear causality running from exchange rate to oil price.
De Vita, Glauco, Trachanas, E.
core +1 more source
ENERGY GENERATION AND AGGREGATE OUTPUT IN NIGERIA: EVIDENCE FROM NARDL
Acta Economica, 2021 Energy generation has received a little or no attention over a period of time. Most scholars are focused on energy consumption and economic growth. This study empirically examined the asymmetric impact of energy generation on aggregate output in Nigeria between 1980 and 2019 using Nonlinear Autoregressive Distributed Lag (NARDL) Model. The stationarity
Musibau Ojo Adejumo +1 more
openaire +2 more sources
Economic Growth Drivers in Romania: Evidence from a NARDL Analysis
Sustainability, 2023 The present study examined the impact of foreign direct investment, trade, final consumption expenditures, exports and imports of goods and services on the Romanian economic growth. The study used yearly data ranging from 1990 to 2020, and stationarity was checked using unit root testing.
Milin Ioana Anda +3 more
openaire +1 more source
A nonlinear autoregressive distributed lag (NARDL) analysis of west texas intermediate oil prices and the DOW JONES index [PDF]
, 2020 © 2020 by the authors. The paper features an examination of the link between the behaviour of oil prices and DowJones Index in a nonlinear autoregressive distributed lag nonlinear autoregressive distributed lag (NARDL) framework.
Allen, David E., McAleer, Michael
core +5 more sources
The asymmetric effects of the current account balance on inflation: A NARDL approach for Turkish economy [PDF]
, 2022 Purpose: We aim to highlight the asymmetric relationship between the current account balance and inflation via the nonlinear boundary test approach for the period 2002:01-2020:10.
Vicil, Erhan, Yıldırım, Yusuf
core +2 more sources
New Evidence of Oil Price Fluctuations and Manufacturing Output in Saudi Arabia, Kuwait and United Arab Emirates [PDF]
Pakistan Journal of Commerce and Social Sciences, 2020 Oil is used as an essential source of energy because it is one of the significant inputs of production especially in manufacturing sectors. This study employs symmetric and asymmetric Autoregressive Distributed Lag Model to explore oil price effect on
Muhammad Faheem +3 more
doaj
A New Materials and Design Approach for Roads, Bridges, Pavement, and Concrete [PDF]
, 2020 Increased understanding of demand for transport energy and how to improve road pavement materials would enable decision makers to make environmental, financial, and other positive changes in future planning and design of roads, bridges, and other ...
Acharya, Tathagata +4 more
core +1 more source
Investigating the Effect of Economic Risk Components on the Development of Sukuk Market in Iran (Nonlinear Autoregressive Distributed Lag Model Approach) [PDF]
تحقیقات مالی اسلامی (پیوسته)The main purpose of this research is to investigate the effects of economic risk components along with economic complexity on the development of sukuk market in Iran during the period of 1389.1-1401.4. The results of the estimation of the model using the
Bahman Khanalizadeh +3 more
doaj +1 more source