Search Results - subject:"AutoRegressive Distributed Lag"

Relationship between foreign direct investment inflows and Covid-19 pandemic in Pakistan : a monthly co-integration analysis

Serfraz, Ayesha - 2022

The global COVID-19 pandemic brought many challenges for the world including the downfall in foreign direct investment inflows (FDI). Although there are many other factors which cause a decline in FDI inflows in Pakistan but present study mainly focuses on COVID-19 pandemic as this resulted in...

Persistent link: https://www.econbiz.de/10013466733

Which factors were behind Germany's labour market upswing? : a data-driven approach

Hutter, Christian; Carbonero, Francesco; Klinger, Sabine; … - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1052-1076

Persistent link: https://www.econbiz.de/10013468536

Contagion of credit risk : comparative analysis before and after the pandemic of COVID-19

Ito, Takayasu - In: The journal of corporate accounting & finance 33 (2022) 4, pp. 52-58

Persistent link: https://www.econbiz.de/10013463659

Gender and corruption in MENA countries : new evidence from the ARDL approach

Lamia, Mazigh Jaidane; Khefacha, Islem; Smiri, Belgacem - 2022

Persistent link: https://www.econbiz.de/10013463828

Fully modified estimation in cointegrating polynomial regressions : extensions and Monte Carlo comparison

Lin, Yicong; Reuvers, Hanno - 2022

We study a set of fully modified (FM) estimators in multivariate cointegrating polynomial regressions. Such regressions allow for deterministic trends, stochastic trends, and integer powers of stochastic trends to enter the cointegrating relations. A new feasible generalized least squares...

Persistent link: https://www.econbiz.de/10013463978

Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?

Lin, Yicong; Reuvers, Hanno - 2022

The environmental Kuznets curve predicts an inverted U-shaped relationship between air pollution and economic growth. Current analyses frequently employ models that restrict nonlinearities in the data to be explained by economic growth only. We propose a Global Trend Augmented Cointegrating...

Persistent link: https://www.econbiz.de/10013463979

Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and Serbia

Mojanoski, Goran - In: Economic review : journal of economics & business 20 (2022) 2, pp. 3-14

The purpose of this paper is to identify the long-run and short-run relationship between the values of the Macedonian Stock Exchange Index composed of 10 most liquid listed stocks (MBI10), the Zagreb Stock Exchange Index (CROBEX) composed of the most liquid listed stocks, the Sarajevo Stock...

Persistent link: https://www.econbiz.de/10014466553

Empirical nexus between Chinese investment under China-Pakistan Economic Corridor and economic growth : an ARDL approach

Ullah, Sabeeh; Hussain, Shahzad; Kartawinata, Budi Rustandi - In: Cogent business & management 9 (2022) 1, pp. 1-18

in Pakistan by using the Autoregressive distributed lag estimation framework. For this purpose, quarterly time series …

Persistent link: https://www.econbiz.de/10014420477

The Determinants of Crude Oil Prices : Evidence from ARDL and Nonlinear ARDL Approaches

Ben Salem, Leila; Nouira, Ridha; Jeguirim, Khaled; … - 2022

is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed … lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long …

Persistent link: https://www.econbiz.de/10014242790

Female Unemployment and Economic Growth in Cameroon : An Estimation of a Nonlinear Okun's Law Specification by the ARDL Cointegration Model

Kouam, Jean; Asongu, Simplice - 2022

The main objective of this paper is to assess the impact of female unemployment on economic growth in Cameroon. Using the Auto Regressive Distributed Lag (ARDL) model, applied to data covering the period 1987-2020, our results show that the relationship between female unemployment and economic...

Persistent link: https://www.econbiz.de/10014243492