Search Results - subject:"AutoRegressive Distributed Lag Model"

External debt and unemployment nexus : evidence from West Africa

Udoh, Elijah Abasifreke P.; Onah, Anthony O. - In: West African journal of monetary and economic integration 24 (2025) 1, pp. 1-30

This study examines the dynamic relationship between external debt and unemployment in West Africa, employing the Panel Autoregressive Distributed Lag (P-ARDL) method with the Pooled Mean Group (PMG) estimator. Annual data from 16 West African countries (1991-2021) were analysed. The results...

Persistent link: https://www.econbiz.de/10015605326

Determinants of economic complexity : evidence from BRICS countries, Egypt and Turkey using panel ARDL approach

Sallam, Mohamed A. M. - In: Montenegrin journal of economics 21 (2025) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10015610950

Analysis of the impacts of exogenous shocks on GDP : example of Slovakia

Kolesarova, Stela; Valentiny, Tomas; Chapcakova, Alexandra - In: Montenegrin journal of economics 21 (2025) 2, pp. 217-232

Persistent link: https://www.econbiz.de/10015611012

Dissecting the heterogeneity of China's regional housing markets

Gao, Liping; Gueye, Ghislain Nono; Kim, Hyeongwoo; Son, … - 2025

Persistent link: https://www.econbiz.de/10015548948

When cointegration misleads : regional evidence on housing price determinants in China

Gao, Liping; Gueye, Ghislain Nono; Kim, Hyeongwoo; Son, … - 2025

Persistent link: https://www.econbiz.de/10015548969

Cointegration analysis of crop yields and extreme weather factors using actuaries climate index with application of bonus-malus system

Cheung, Eric C. K.; Ip, Ryan H. L.; Tam, Ho On; Woo, … - In: North American actuarial journal : NAAJ ; leading the … 29 (2025) 4, pp. 791-809

Persistent link: https://www.econbiz.de/10015552911

Environmental degradation, renewable energy, technological innovation, and foreign direct investment as determinants of tourism development in Tunisia : an Autoregressive Distributed Lag-Fully Modified Ordinary Least Squares analysis

Zaghdoud, Oussama - In: Economies : open access journal 13 (2025) 11, pp. 1-25

This study examines how tourism development in Tunisia responds to environmental degradation, renewable energy consumption, technological innovation, and foreign direct investment. Using annual data for 1990-2023, we apply the Autoregressive Distributed Lag (ARDL) bounds approach to identify...

Persistent link: https://www.econbiz.de/10015553017

Uniform inference for cointegrated vector autoregressive processes

Holberg, Christian; Ditlevsen, Susanne - In: Journal of econometrics 247 (2025), pp. 1-36

Persistent link: https://www.econbiz.de/10015556059

Copula-based trading of cointegrated cryptocurrency Pairs

Tadi, Masood; Witzany, Jiří - In: Financial innovation : FIN 11 (2025), pp. 1-32

This study introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs and generate trading signals formulated from a reference asset for analyzing the mispricing index, the study employs linear and nonlinear...

Persistent link: https://www.econbiz.de/10015559473

Demonstrating that the autoregressive distributed lag bounds test can detect a long-run levels relationship when the dependent variable is I(0)

Stewart, Chris - In: Econometrics : open access journal 13 (2025) 4, pp. 1-22

The autoregressive distributed lag bounds t-test and F-test for a long-run relationship that allows level variables to be either I(1) or I(0) is widely used in the literature. However, a long-run levels relationship cannot be detected when the dependent variable is I0, because both tests will...

Persistent link: https://www.econbiz.de/10015562087