Search Results - subject:"ARDL Model"

Energy consumption, economic growth and financial development: exploring the empirical linkages for India

Mahalik, Mantu Kumar; Mallick, Hrushikesh - In: Journal of Developing Areas 48 (2014) 4, pp. 139-159

This study investigates the relationship between energy consumption, economic growth and financial development in India by using the annual data for the period 1971-2009. An application of Auto Regressive Distributed Lag (ARDL) approach to cointegration results suggest that energy consumption is...

Persistent link: https://www.econbiz.de/10011213001

FOREIGN DIRECT INVESTMENT (FDI) IN ROMANIA. EMPIRICAL EVIDENCE USING RESTRICTED AND UNRESTRICTED ECM MODELS

ANDREI, Dalina Maria - In: Internal Auditing and Risk Management 2 (2014) 34, pp. 1-12

that after applying the ARDL model we obtain the same results of long run association as in applying the conventional ECM …

Persistent link: https://www.econbiz.de/10010813853

Money factors and EMU government bond markets' convergence

Philippas, Dionisis; Siriopoulos, Costas - In: Studies in Economics and Finance 31 (2014), pp. 156-167

Purpose – The authors aim to investigate the cointegrating relationship of the government bond yields, driven by the common money factors in European Monetary Union (EMU). Design/methodology/approach -By adopting a dynamic ARDL transformation, the paper provides short-/long-term estimates of...

Persistent link: https://www.econbiz.de/10010777172

Foreign Portfolio Investment Flows to India: Determinants and Analysis

Garg, Reetika; Dua, Pami - In: World Development 59 (2014) C, pp. 16-28

This paper analyzes the macroeconomic determinants of portfolio flows to India and finds that lower exchange rate volatility and greater risk diversification opportunities are conducive to portfolio flows. However, higher equity returns of other emerging markets discourage these flows. Other...

Persistent link: https://www.econbiz.de/10010779972

On productivity differential of export composition: evidence from India

Debnath, Avijit; Roy, Niranjan; Dasgupta, Priyanka; … - In: Journal of Chinese Economic and Foreign Trade Studies 7 (2014) 1, pp. 38-50

-based autoregressive distributed lag (ARDL) model has been employed to analyse the potential long-run equilibrium relationship. Further …

Persistent link: https://www.econbiz.de/10014847583

Money factors and EMU government bond markets' convergence

Philippas, Dionisis; Siriopoulos, Costas - In: Studies in Economics and Finance 31 (2014) 2, pp. 156-167

Purpose – The authors aim to investigate the cointegrating relationship of the government bond yields, driven by the common money factors in European Monetary Union (EMU). Design/methodology/approach – By adopting a dynamic ARDL transformation, the paper provides short-/long-term estimates...

Persistent link: https://www.econbiz.de/10015014206

On productivity differential of export composition : evidence from India

Debnath, Avijit; Roy, Niranjan; Dasgupta, Priyanka; … - In: Journal of Chinese economic and foreign trade studies 7 (2014) 1, pp. 38-50

Persistent link: https://www.econbiz.de/10010347409

Remittances and economic growth in Bangladesh : an ARDL cointegration approach

Datta, Kanchan; Sarkar, Bimal - In: International journal of economic issues : IJEI 7 (2014) 1, pp. 51-64

Persistent link: https://www.econbiz.de/10010414829

Foreign portfolio investment flows to India : determinants and analysis

Garg, Reetika; Dua, Pami - In: World development : the multi-disciplinary … 59 (2014), pp. 16-28

Persistent link: https://www.econbiz.de/10010415903

Energy consumption, economic growth and financial development : exploring the empirical linkages for India

Mahalik, Mantu Kumar; Mallick, Hrushikesh - In: The journal of developing areas 48 (2014) 4, pp. 139-159

Persistent link: https://www.econbiz.de/10010431481