Search Results - subject:"ARDL Model"

Revisiting the twin deficits hypothesis : a quantile cointegration analysis over the period 1791-2013

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - 2019

We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791–2013. The main results suggest the existence of nonlinearities and structural breaks in the...

Persistent link: https://www.econbiz.de/10012157295

An analysis of IT software and service exports from India

Hassan Malik, Manzoor; Velan, Nirmala - In: International trade, politics and development 4 (2020) 1, pp. 3-25

exchange rate (REER) database and World Bank development indicators. Auto regressive distributed lag (ARDL) model is used to …

Persistent link: https://www.econbiz.de/10012258155

Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects

Thai-Ha Le; Youngho, Chang; Park, Donghyun - In: The Singapore economic review 67 (2022) 6, pp. 1811-1833

Persistent link: https://www.econbiz.de/10014240133

The role of international trade and agricultural production on economic growth in Somalia : Johansson cointegration approach

Hussein, Ali Mohamud; Ali, Dahir Abdi - In: African journal of business and economic research : AJBER 17 (2022) 4, pp. 123-147

Persistent link: https://www.econbiz.de/10014336538

On the relationship between Asian exchange rates and stock prices : a nonlinear analysis

Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change & restructuring 55 (2022) 1, pp. 361-400

Persistent link: https://www.econbiz.de/10012817338

The effect of fiscal policy on economic growth in South Africa : a nonlinear ARDL model analysis

Nuru, Naser Yenus; Gereziher, Hayelom Yrgaw - In: Journal of economic and administrative sciences 38 (2022) 2, pp. 229-245

Persistent link: https://www.econbiz.de/10013366332

Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model

Hammoudeh, Shawkat; Mensi, Walid; Cho, Jin Seo - In: International economics : a journal published by CEPII … 170 (2022), pp. 66-78

Persistent link: https://www.econbiz.de/10013368869

Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price : do different types of uncertainty matter?

Li, Xin; Li, Zheng; Su, Chi-Wei; Umar, Muhammad; Shao, … - In: Technological forecasting & social change : an … 178 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013349076

ARDL approach to drivers of inclusive growth in India

Rasool, Haroon; Adil, Masudul Hasan; Tarique, Md. - In: The Indian economic journal 70 (2022) 4, pp. 615-634

Persistent link: https://www.econbiz.de/10013475305

Assessing the role of information and communication technology in reducing the gap between rich and poor : the case of South Asia

Ahmad, Seemab; Khan, Dilawar; Ul Haq, Ihtisham - In: International journal of social economics 49 (2022) 11, pp. 1663-1679

Persistent link: https://www.econbiz.de/10013389608