Search Results - subject:"AutoRegressive Distributed Lag Model"

Asymmetric evidence of foreign direct investment response to stock returns in Nigeria

Owuru, Joel Ede; Oladele, Olumuyiwa Samuel - In: Future business journal 9 (2023), pp. 1-14

This study examines the response of foreign direct investment (FDI) to asymmetric changes in stock returns in Nigeria. We employed disaggregated monthly data for Nigeria (1985M01–2017M12) to test the magnitude of stock returns’ elasticity of FDI using a nonlinear ARDL modelling framework. By...

Persistent link: https://www.econbiz.de/10014380756

The influence of economic development, capital formation, and internet use on environmental degradation in Saudi Arabia

Alshammry, Manal Ayyad Dhif; Saqib Muneer - In: Future business journal 9 (2023), pp. 1-16

Sustainable economic growth and environmental degradation are two concerns confronting humanity. Saudi Arabia has seen a dramatic rise in its atmospheric carbon emissions during the last three decades. From 1995 to 2020, this research uses the decoupling index and vector error correction model...

Persistent link: https://www.econbiz.de/10014381447

Dynamic estimation of a traditional import demand function for botswana

Malefane, Malefa Rose - In: Global journal of emerging market economies 15 (2023) 3, pp. 436-448

Persistent link: https://www.econbiz.de/10014381455

Can government expenditure help reconstruct the Syrian economy in the post-conflict period? : evidence from the SVAR and nonlinear ARDL models

Mrabet, Zouhair; Alsamara, Mouyad; Mimouni, Karim; … - In: Applied economics 55 (2023) 56, pp. 6661-6675

Persistent link: https://www.econbiz.de/10014382723

Does household borrowing reduce the trade balance? : evidence from developing and developed countries

Xu, Can; Jacobs, Jan; Haan, Jakob de - In: Open economies review 34 (2023) 4, pp. 759-787

Persistent link: https://www.econbiz.de/10014383568

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Kurita, Takamitsu; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014383879

Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition

Cardillo, Giovanni; Giordani, Paolo; Levantesi, Susanna; … - In: Scandinavian actuarial journal 2023 (2023) 9, pp. 916-932

Persistent link: https://www.econbiz.de/10014384025

Autoregressive distributed lag modeling of climate and non-climatic determinants affecting cereal production : empirical evidence from Somalia

Ali, Dahir Abdi; Dahir, Aisha Mohamed; Yusuf, Sagal Mohamed - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 577-584

Persistent link: https://www.econbiz.de/10014384526

Relationship between oil prices and Russia exchange indices : analysis of frequency causality

Akbulaev, Nurkhodzha; Muradzada, Imangulu; Hasanov, Ziyadhan - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 607-615

Persistent link: https://www.econbiz.de/10014384606

Testing environmental Kuznets curve hypothesis in Somalia : empirical evidence from ARDL technique

Hussein, Hassan Abdikadir; Warsame, Abdimalik Ali - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 678-684

Persistent link: https://www.econbiz.de/10014384650