Search Results - subject:"distributed‐lag"

A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart

Huang, Wenyang; Wang, Huiwen; Wang, Shanshan - In: Financial innovation : FIN 10 (2024), pp. 1-29

The structural modeling of open-high-low-close (OHLC) data contained within the candlestick chart is crucial to fnancial practice. However, the inherent constraints in OHLC data pose immense challenges to its structural modeling. Models that fail to process these constraints may yield results...

Persistent link: https://www.econbiz.de/10014540309

Is ESG a new anecdote to investment decisions for Indian investors : an ARDL approach?

Yadav, Ashutosh; Behera, Deepak Kumar - In: Thailand and the world economy 42 (2024) 2, pp. 64-77

Distributed Lag (ARDL) co-integration approach is used in the study to determine the relationship between ESG and stock …

Persistent link: https://www.econbiz.de/10014540679

Dynamics of entrepreneurial ecosystem and entrepreneurship development : evidence from Africa

Abdulai, Alhaji; Hussain, N. Raja - In: Cogent business & management 11 (2024) 1, pp. 1-17

Autoregressive Distributed Lag (ARDL) to estimate the relationships and the Generalised Method of Moments (GMM) to validate the …

Persistent link: https://www.econbiz.de/10014543428

Oil prices and economic growth in China : a time-frequency analysis

Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: Asian Academy of Management journal 29 (2024) 1, pp. 25-54

This study analyses the inherent evolution dynamics of economic activity and global oil prices in China using the tools of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides us further insights into the magnitude and direction...

Persistent link: https://www.econbiz.de/10014555847

Drivers of household saving in East Central European countries : a push and pull model perspective

Endrődi-Kovács, Viktória; Czeczeli, Vivien; Kutasi, … - In: Post-communist economies 36 (2024) 3, pp. 298-320

Persistent link: https://www.econbiz.de/10014557755

The quantity theory of money, 1870-2020

Jung, Alexander - 2024

This study re-assesses the validity of the quantity theory of money (QTM) for the very long sample, 1870 to 2020, for 18 industrial countries using the dataset from Jordà et al. (2017). It considers structural changes in the economic and financial sectors and changes in monetary policy...

Persistent link: https://www.econbiz.de/10014558771

Regional spillover of housing (un)affordability : an empirical study on the residential housing markets for first-time buyers in the U.K

Lo, Daniel; McCord, Michael; Squires, Graham - In: Applied economics 56 (2024) 35, pp. 4251-4268

Persistent link: https://www.econbiz.de/10014559285

Monetary policy and inflation rate in the behavior of consumer sentiment in the us : a fractional integration and cointegration analysis

Monge González, Manuel; Lazcano, Ana; Infante, Juan - In: Research in economics 78 (2024) 3, pp. 1-6

Persistent link: https://www.econbiz.de/10015084553

Disentangling the effects of globalization on growth : evidence from Ethiopia using an ARDL approach

Hordofa, Dereje Fedasa - In: Research in globalization 8 (2024), pp. 1-22

Ethiopia's economic development over 1981-2021 using an autoregressive distributed lag (ARDL) approach in order to assess the …

Persistent link: https://www.econbiz.de/10015050036

Artificial intelligence and skilled employment in South Africa : exploring key variables

Giwa, Fiyinfoluwa; Ngepah, Nicholas - In: Research in globalization 8 (2024), pp. 1-11

objective, the study employs the Autoregressive Distributed Lag (ARDL) model and Granger causality analysis, spanning from 2012Q …

Persistent link: https://www.econbiz.de/10015050056