Search Results - subject:"nonlinear autoregressive distributed lag"

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/10012513286

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

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

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

The crime rate and income inequality in Brazil : a nonlinear ARDL approach

Lim Thye Goh; Law, Siong Hook - In: International journal of economic policy in emerging … 15 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012798806

Is the asymmetric impact of aggregate revenue and aggregate earnings on the stock index in accordance with the prospect theory?

Goyal, Vinay; Mitra, Subrata Kumar - In: International review of finance : the official journal … 22 (2022) 1, pp. 200-222

Persistent link: https://www.econbiz.de/10013162507

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

An analysis of the Pollution Haven Hypothesis in the context of Turkey : a nonlinear approach

Temurlenk, M. Sinan; Lögün, Anıl - In: Economics and business review 8/22 (2022) 1, pp. 5-23

Persistent link: https://www.econbiz.de/10013275958

Ability to consume versus willingness to consume : the role of nonlinearities

Sorić, Petar - In: Empirica : journal of european economics 49 (2022) 3, pp. 663-689

Persistent link: https://www.econbiz.de/10013431300