Search Results - subject:"Nonlinear autoregressive distributed lag"

Asymmetric price adjustments in the Shanghai Containerized Freight Index : evidence from a nonlinear autoregressive distributed lag model

Yu, Byungchul; Shin, Sung-Ho; Ro, Young-Jin - In: International journal of shipping and transport … 17 (2023) 1/2, pp. 60-79

Persistent link: https://www.econbiz.de/10014366871

Assessing the impacts of industrialization, deindustrialization and financialization on Turkey's energy security : evidence from the augmented NARDL method

Karasoy, Alper - In: International journal of energy sector management 17 (2023) 6, pp. 1053-1073

Persistent link: https://www.econbiz.de/10014461544

Asymmetric effects of oil price shocks on income inequality in ASEAN countries

Tan, Yan; Uprasen, Utai - In: Energy economics 126 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014483605

Asymmetric impact of oil price on inflation in Nigeria

Bawa, Sani; Abdullahi, Ismaila S.; Tukur, Danlami; … - In: CBN Journal of Applied Statistics 11 (2020) 2, pp. 85-113

This study examines the impact of oil price shocks on inflation in Nigeria. A Non-Linear Autoregressive Distributed Lag (NARDL) approach was applied on quarterlydata spanning 1999Q1 to 2018Q4. Results showed that oil price increases led toincrease in headline, core and food measures of inflation...

Persistent link: https://www.econbiz.de/10012604576

Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan

Mohamed, Omer Ahmed Sayed; Elmahgop, Faiza Omer Mohammed - In: International journal of economics and financial issues … 10 (2020) 2, pp. 209-215

Persistent link: https://www.econbiz.de/10012215152

Reaction of stock market index to oil price shocks

Shirazi, Masoud; Meibodi, Ali Emami - In: Iranian economic review : journal of University of Tehran 24 (2020) 1, pp. 99-128

Persistent link: https://www.econbiz.de/10012153454

Asymmetric impact of oil price on inflation in Nigeria

Bawa, Sani; Abdullahi, Ismaila S.; Tukur, Danlami; … - In: CBN journal of applied statistics 11 (2020) 2, pp. 85-113

Persistent link: https://www.econbiz.de/10012513286

Which type of energy drove industrial growth in the US from 2000 to 2018?

Bulut, Umit; Inglesi-Lotz, Roula - In: Energy Reports 5 (2019), pp. 425-430

autoregressive distributed lag (NARDL) approach to examine asymmetric relationships, thus contributing to the past literature … industrial production (IP) in the US using monthly data from 2000:01 to 2018:02. To do so, the paper employs the nonlinear …

Persistent link: https://www.econbiz.de/10012651959

Which type of energy drove industrial growth in the US from 2000 to 2018?

Bulut, Umit; Inglesi-Lotz, Roula - In: Energy reports 5 (2019), pp. 425-430

Persistent link: https://www.econbiz.de/10012006859

Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks : a case of emerging economy

Khan, Waseem; Sharma, Vishal; Ansari, Saghir Ahmad - In: Review of development economics : an essential resource … 26 (2022) 3, pp. 1733-1784

Persistent link: https://www.econbiz.de/10013329679