Search Results - subject:"distributed lag model"

Effects of exchange rate, output gap, and output gap volatility on inflation volatility in Turkey

Özer, Mustafa; Grubišić, Zoran; Küçüksakarya, Sevilay - In: Journal of central banking theory and practice 12 (2023) 1, pp. 5-26

This study first investigates the short and long-run effectsof exchange rate, output gap and output gap volatility on inflationvolatility in Turkey by using the ARDL bounds testing approach.Second, we also examine the causal relationship among these vari-ables by using Toda-Yamamoto and...

Persistent link: https://www.econbiz.de/10014312187

Spillovers between non-commercial traders' activity and spot prices? : analysis of the financialization mechanism in the crude oil market

Focacci, Antonio - In: China finance review international 13 (2023) 2, pp. 157-182

Persistent link: https://www.econbiz.de/10014312259

Polar amplification in a moist energy balance model : a structural econometric approach to estimation and testing

Brock, William A.; Miller, J. Isaac - 2023

Persistent link: https://www.econbiz.de/10014313107

Autoregressive distributed lag estimation of bank financing and Nigerian manufacturing sector capacity utilization

Saka, Kamilu Adio; Bolanle, Yisau I. - In: Quantitative finance and economics 7 (2023) 1, pp. 74-86

Persistent link: https://www.econbiz.de/10014279142

Study on the influence of foreign direct investment on innovations in enterprises in Poland using the ECM model

Salamaga, Marcin - In: Argumenta oeconomica 50 (2023) 1, pp. 119-136

Persistent link: https://www.econbiz.de/10014279376

Institutions in the development of Sub-Saharan African countries in 2004-2019

Kowalewska, Arleta; Osińska, Magdalena; Szczepaniak, … - In: Ekonomia i prawo 22 (2023) 1, pp. 103-125

Persistent link: https://www.econbiz.de/10014279555

The energy mix-environmental aspects of income and economic freedom in Hong Kong : cointegration and frequency domain causality evidence

Agboola, Mary Oluwatoyin; Alola, Andrew Adewale - In: Journal of environmental economics and policy 12 (2023) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10014279668

The analysis of labor market efficiency driven by the Eastern Economic Corridor (EEC)

Siritas Kettanurak - In: Southeast Asian journal of economics 11 (2023) 1, pp. 43-71

This paper aims to study the efficiency of labor market, investigate the determinants of job employment in the Eastern Economic Corridor, and forecast the trend of job employment. The monthly data from January 2016 to September 2021 were collected to explore the long-run relationship among...

Persistent link: https://www.econbiz.de/10014280515

Nexus between military expenditure and economic growth in Bangladesh : a vector error correction model approach

Uddin, S M Nasir; Binte Shafiq, Anika - In: Southeast Asian journal of economics 11 (2023) 1, pp. 123-158

Military expenditure is considered an influential factor in gross domestic product. This study investigates the relationship between military expenditure and gross domestic product in Bangladesh. Time series data, econometric techniques, and some robustness tests are used in this analysis. The...

Persistent link: https://www.econbiz.de/10014280522

Energy Consumption, CO 2 Emissions, Urbanization and Financial Development in Bangladesh : Vector Error Correction Model

Alom, Khairul; Uddin, A.N.M. Meshquat; Islam, Nazrul - 2023

This paper examines empirical relationship among the variables of financial development, CO2 emissions, urbanization, industrial value addition, agricultural value addition and energy consumption in the context of Bangladesh using the data of 1985-2015. Findings of Johansen co-integration test...

Persistent link: https://www.econbiz.de/10014259684