Search Results - subject:"ARDL Model"

Financial liberalization and economic growth : the case of Algeria

Benazza, Mohammed; Layati, Djahida - In: Theoretical and applied economics : GAER review 29 (2022) 4/633, pp. 103-116

Persistent link: https://www.econbiz.de/10014325650

An application of panel ARDL model with cointegration for portfolio management

Ilyas, Umer; Butt, Matti Ullah; Gulzar, Muhammad - In: International journal of economics and business … 23 (2022) 3, pp. 275-298

Persistent link: https://www.econbiz.de/10013253476

Does insurance demand react to economic policy uncertainty and geopolitical risk? : evidence from Saudi Arabia

Hemrit, Wael - In: The Geneva papers on risk and insurance - issues and … 47 (2022) 2, pp. 460-492

Persistent link: https://www.econbiz.de/10013199373

The effect of tourism source market structure on international tourism revenues in Turkey

Ağazade, Seymur - In: Tourism economics : the business and finance of tourism … 28 (2022) 3, pp. 714-727

Persistent link: https://www.econbiz.de/10013267953

Modelling household mortgage debt : the case of the Czech Republic

Fiala, Lukáš - In: Prague economic papers : a bimonthly journal of … 31 (2022) 6, pp. 443-463

Persistent link: https://www.econbiz.de/10013499330

Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach

Nusair, Salah A.; Olson, Dennis O. - In: Journal of international financial markets, … 78 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013357282

(A)symmetric interaction between house prices, stock market and exchange rates using linear and nonlinear approach: the case of Iran

Mahmoudinia, Davoud; Mostolizadeh, Seyed Mohammad - In: International Journal of Housing Markets and Analysis 16 (2022) 4, pp. 648-671

Purpose The purpose of this study was to investigate the dynamic interactive link between housing prices, stock market price and effective exchange rate in the Iranian economy for a monthly period from April, 2004, to March, 2019. In addition, for a more accurate analysis, three control and...

Persistent link: https://www.econbiz.de/10014777851

A reassessment of money demand in Nigeria

Tule, Moses K.; Okpanachi, Usman M.; Ogiji, Patricks; … - In: CBN Journal of Applied Statistics 09 (2018) 1, pp. 47-75

This paper re-examines broad money (M2) demand and its stability in Nigeria using the Autoregressive Distributed Lag (ARDL) bounds testing procedure. First, the results indicate that a stable long-run relationship exists between M2 and its determinants including GDP, stock prices, foreign...

Persistent link: https://www.econbiz.de/10011961670

Asymmetric real-exchange-rate effects on capital accumulation: Evidence from non-linear ARDL models for Mexico

Ibarra-Niño, Carlos Alberto - In: Latin American Economic Review 27 (2018) 1, pp. 1-24

The paper studies the effects of the real exchange rate (RER) on capital accumulation in Mexico in the period since the late 1980s. By testing for the existence of potential asymmetries, the paper seeks to clarify some of the controversies surrounding the subject. It shows the RER's long-run...

Persistent link: https://www.econbiz.de/10013205102

A reassessment of money demand in Nigeria

Tule, Moses K.; Okpanachi, Usman M.; Ogiji, Patricks; … - In: CBN journal of applied statistics 9 (2018) 1, pp. 47-75

Persistent link: https://www.econbiz.de/10011922692