Showing 1 - 10 of 36
, we applied ARDL bounds testing approach to cointegration and robustness of ARDL approach is examined through Johansen and … consumers’ prices and inflation. This gives an indication to the Indian policy analysts to control for factors affecting WPI in …
Persistent link: https://www.econbiz.de/10008765652
, using time series data. ADF unit root test is employed to check for stationarity. ARDL and DOLS approaches to cointegration …
Persistent link: https://www.econbiz.de/10008805480
Using data for SAARC region, we found real GDP per capita is nonlinear stationary implying that shocks to economy by economic policies (external or internal) have permanent effects on real per capita GDP of SAARC countries. This finding reveals that classical growth model works better to boost...
Persistent link: https://www.econbiz.de/10008855813
and the trade balance indicators of Pakistan. Applying Auto Regressive Distributed Lag (ARDL) approach to cointegration we …
Persistent link: https://www.econbiz.de/10008777392
implements Auto Regressive Distributed Lag (ARDL) approach to cointegration to examine the existence of a long-run relationship …
Persistent link: https://www.econbiz.de/10008805450
, income, financial development, population and foreign trade in Portugal using the bounds testing approach to cointegration …
Persistent link: https://www.econbiz.de/10008805471
This paper investigates the static and dynamic effect of inflation and economic growth on terrorism using annual … frequency i.e. 1971-2010 in case of Pakistan. In doing so, ARDL bounds testing approach to cointegration has been applied while … robustness of long run relationship is confirmed by using rolling window approach. The empirical evidence confirms cointegration …
Persistent link: https://www.econbiz.de/10009644151
The paper empirically analyzes, in the Romania’s case, the cointegration and causality between electricity consumption …
Persistent link: https://www.econbiz.de/10008866122
-2009. For this purpose, ARDL bounds testing approach is used to examine cointegration between the variables. ADF, P-P and ADF … indicate cointegration which confirms long run relationship between military expenditures, external debt, economic growth and …
Persistent link: https://www.econbiz.de/10009004853
) and Lee and Strazicich, (2003) structural unit root tests and ARDL bounds testing approach to cointegration in augmented …
Persistent link: https://www.econbiz.de/10009018271