This study tries to answer the question, “has macroeconomic instability detrimental impact on gross domestic product of Pakistan over the period of 1980 to 2012?” For reviewing macroeconomic instability a comprehensive macroeconomic instability index is constructed by incorporating inflation rate, unemployment rate, trade deficit and budget deficit. Autoregressive Distributed Lag (ARDL) model h...

Abstract This study examined the nexus between monetary policy and achievement of a bank’s profit objective. There have been lots arguments about benefits implementation on deposit money operations, since policies seen to impact their performance. was carried out establish influence variables like Liquidity Ratio, Interest Money supply (M 2 ), which are used as instruments, bank profitability T...

In this paper, we use daily administrative data from January 25, 2020 to December 31, examine the relationship between job losses and Malaysian lockdown measures. The Auto Regressive Distributed Lag (ARDL) approach is used estimate both long-run short-run models. results of Bounds F-test for cointegration reveal that there a link government measures (both linear non-linear). positive associatio...

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, the autoregressive distributed lag (ARDL) model, and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, an...

One of the most significant discussion and challenges propounded in the macroeconomics is the effects of fluctuations of exchange rate on the macroeconomic variables (production, employment, inflation and … etc).In this direction, the important and noticeable point is the factors which lead to fluctuations in the exchange rate which, from amongst these factors as an example, is fluctuations in ...

This paper focuses on Indo-Iranian merchandise trade for a period of 30 years from1980-81 to 2009-10. The study is based on econometric modeling comprising 3 versions of the RWM model and alternative forms and specification of regression functions. RWM model(s) evaluates the stationary nature of time series data relating to GNP, Exports, Imports and total merchandise Indo-Iranian trade. Dickey-...