Search Results - subject:"Autoregressive Distributed Lag Model."

How did Covid-19 affect the structural relationship between exchange rates and money supply? : Evidence from Malawi

Banda, Fredrick M.; Edriss, Abdi-Khalil - In: International journal of economics and financial issues … 13 (2023) 1, pp. 199-205

Persistent link: https://www.econbiz.de/10014228452

Exports and economic growth : relationships and threshold analysis for the Southern Africa customs union

Chiwira, Oscar; Muchingami, Lovemore; Jambani, Lawrence - 2023

Persistent link: https://www.econbiz.de/10014466084

Oil prices and their long-term relationship with macroeconomic and financial indicators

Bucevska, Vesna; Gjelevski, Borjan; Matevska, Lea - In: Economic review : journal of economics & business 21 (2023) 1, pp. 3-24

The objective of this paper is to find out whether there is a long-term relationship or in other words cointegration, between the prices of oil futures and the following factors: the consumer price index (CPI), the exchange rate of the USD to the EUR, the prices of gold, and the price of...

Persistent link: https://www.econbiz.de/10014466537

Strednodobá prognóza vývoja ekonomiky Slovenskej republiky v rokoch 2023-2026

Gogora, Matej; Kučerík, Branislav - 2023

Persistent link: https://www.econbiz.de/10014469972

Does economic policy uncertainty explain exchange rate movements in the economic community of West African States (ECOWAS) : a panel ARDL approach

Korley, Maud; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-22

Research proposes that economic policy uncertainty (EPU) leads to exchange rate fluctuations. Given that African countries experience higher levels of uncertainty in developed/emerging markets, we examine the extent to which domestic and foreign EPU affect exchange rates for a panel of 12 ECOWAS...

Persistent link: https://www.econbiz.de/10014484230

Long run non-linearity in CO2 emissions : the I(2) cointegration model and the environmental Kuznets curve

Kivedal, Bjørnar Karlsen - In: Empirica : journal of european economics 50 (2023) 4, pp. 899-931

Persistent link: https://www.econbiz.de/10014420216

Inference for the VEC(1) model with a heavy-tailed linear process errors

Guo, Feifei; Ling, Shiqing - In: Econometric reviews 42 (2023) 9/10, pp. 806-833

Persistent link: https://www.econbiz.de/10014420347

Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models

Boswijk, Herman Peter; Cavaliere, Giuseppe; De Angelis, Luca - In: Econometric reviews 42 (2023) 9/10, pp. 725-757

Persistent link: https://www.econbiz.de/10014420355

Strategizing export promotion in Indian telecom sector : empirical evidence using time and frequency analysis

Mishra, Brajesh; Ghosh, Sajal; Kanjilal, Kakali - In: Macroeconomics and finance in emerging market economies 16 (2023) 3, pp. 545-568

Persistent link: https://www.econbiz.de/10014422144

Stokvel saving and banking sector liquidity in South Africa : cointegration and short-run dynamics

Ngcobo, Lindiwe; Chisasa, Joseph; MaseTshaba, Mantepu Tshepo - 2023

Persistent link: https://www.econbiz.de/10014422443