This study constructs the financial stability indexes of Islamic and conventional banking systems for Indonesia using dynamic factor model. Both are then linked to economic performance in by employing a nonlinear autoregressive distributed lag (NARDL) We contribute literature investigating possibility asymmetric linkages between both system performance. The constructed broad range macro-financi...

The paper aims to examine the nonlinear asymmetric relationship among implied volatility indices of Indian stock market, gold, and oil for period from 2nd March 2009 29th October 2021. Nonlinear Autoregressive Distributed Lag (NARDL) model results provide evidence selected variables in short-run long-run. positive negative shocks gold have a significant influence on market. expected has short-t...

Abstract Asian countries consume approximately 90% of the world’s rice supply. Between 2007 and 2014, Thailand, Vietnam, India accounted for 60% exports rice. A nonlinear autoregressive distributed lag (NARDL) econometric model is utilized to estimate impact exchange rate fluctuations on trade in Southeast Asia. Focusing largest importing exporting country by volume, analysis considers Malaysia...

This study investigates the responsiveness of manufacturing sector performance to major macroeconomic determinants in Nigeria, covering the period between 1981 and 2018. It contributes to attendant literature by examining the asymmetric impact of each of the macroeconomic variables, including GDP per capita, exchange rate, inflation rate, interest rate proxied by prime lending rate, and gross f...

Maintaining inflation is one of the prime goals macroeconomic policy executed through country's central bank. The persistence considered a serious problem in developing countries because it erodes standard living majority people. Nowadays, researchers are showing interest energy price shocks as drivers inflation. So, present study examines role pump diesel and gasoline prices on controlling rea...

2000'li yıllar itibariyle yaşanan gıda fiyatlarında artış eğilimi, bu konudaki akademik tartışmaların yaygınlaşmasına neden olmakla birlikte, hükümetleri sosyo-ekonomik çıkarımlar konusunda etkilemektedir. Gıda fiyat artışına yönelik politika önerileri ile fiyatındaki değişimin belirleyicilerinin tespit edilmesi için çok sayıda çalışma yapılmıştır. Aynı yıllarda ham petrol fiyatının eşzamanlı a...

Although the current literature has widely explored paraphernalia of renewable energy on environment, overlooks asymmetric association with environment. To contribute this gap in existing body related literature, study carry out nonlinear impact consumption along control variables like non-renewable energy, urbanization, and gross domestic product CO2 emission Pakistan. The employs autoregressi...

The impact of human activities on environmental degradation has been increasing over time, and ecological footprint measures the environment. An increase in created alarming situations around globe. This study explores causes Pakistan’s high (EFP). asymmetric analysis fossil fuels renewable energy consumption EFP carried out from 1990 to 2020. results obtained NARDL approach revealed that posit...