Search Results - subject:"AutoRegressive Distributed Lag Model"

Disaggregate income and wealth effects on private consumption in Greece

Sideris, Dimitrios; Pavlou, Georgia - 2021

Persistent link: https://www.econbiz.de/10014287558

Oil price, exchange rate, money supply (M2) and inflation in Nigeria : further analysis using the VECM approach

Alfa, Yakubu; Sa'ad, Suleiman; Abdulrasheed, Zubair - In: West African journal of monetary and economic integration 21 (2021) 1, pp. 63-78

This study examines the length of transmission lag from monetary policy rate and money supply to inflation in Nigeria between the periods of January 2007 to March 2018. Using Autoregressive Distributed Lag (ARDL) model, the study reveals that changes in MPR does not transmit instantly to...

Persistent link: https://www.econbiz.de/10014288335

Assessing equity based mutual funds and stock market indices in India using the Engle-Granger cointegration technique

Gupta, Neha; Mathur, Pooja; Singh, Satyendra P. - In: DLSU business & economics review 31 (2021) 1, pp. 112-123

Persistent link: https://www.econbiz.de/10013472284

Investigating the effect of price of rubber fluctuations on stock prices and exchange rates in Malaysia

Seuk Wai Phoong; Phoong, Seuk Yen - In: DLSU business & economics review 31 (2021) 1, pp. 124-131

Persistent link: https://www.econbiz.de/10013472297

Consumer confidence and consumer spending in Brazil : a nonlinear autoregressive distributed lag model analysis

Ghosh, Sudeshna - In: Arthaniti : journal of economic theory and practice 20 (2021) 1, pp. 53-85

Persistent link: https://www.econbiz.de/10014476520

Foreign direct investment, exports and long-term economic growth in Alabama : a co-integration analysis

Castello, Sergio; Biswas, Anindya Kumar - In: Arthaniti : journal of economic theory and practice 20 (2021) 1, pp. 86-94

Persistent link: https://www.econbiz.de/10014476521

Market interactions between agricultural commodities and the dry bulk shipping market

Michail, Nektarios; Melas, Kostis D. - In: The Asian Journal of Shipping and Logistics 37 (2021) 1, pp. 73-81

We investigate and quantify the relationship between agricultural commodities and ocean-going freight rates, using a weekly dataset from 2010 to 2019 and a Vector Error Correction Methodology. The results are firstly supportive of the view that vessel classes are highly interconnected, and...

Persistent link: https://www.econbiz.de/10015475152

The effects of fiscal policy shocks on the business environment

Dobrotă, Gabriela; Voda, Alina Daniela; Dumitrașcu, … - In: Journal of Business Economics and Management (JBEM) 22 (2021) 4, pp. 1084-1103

distributed lag model (ARDL) has been applied in order to obtain the convergence rates to equilibrium with a clear analysis of the … the fiscal policy in seven post-communist countries of the European Union during the period 2000-2018. The autoregressive …

Persistent link: https://www.econbiz.de/10015401241

Short-term inflation projections model and its assessment in Latvia

Bessonovs, Andrejs; Krasnopjorovs, Olegs - In: Baltic Journal of Economics 21 (2021) 2, pp. 184-204

This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly disaggregated consumer prices using cointegrated ARDL approach of [Pesaran, M., & Shin, Y. (1998). An Autoregressive Distributed Lag Modelling Approach to Cointegration...

Persistent link: https://www.econbiz.de/10013470760

Asymmetric adjustment of the sectorial lendingdeposit rate spread in Fiji

Chand, Shamal Shivneel; Singh, Baljeet - In: Bulletin of monetary economics and banking 24 (2021), pp. 89-106

Persistent link: https://www.econbiz.de/10012584018