The general purpose of a dynamic factor model (DFM) is to summarize large number time series into few common factors. In this paper we explore several DFMs on 80 granular, non-overlapping commercial property price indexes in the US, quarterly from 2001Q1 2017Q2. We examine nature and structure factors index forecasts that can be produced DFMs. consider specifications one four As major motivatio...

Perkembangan Retrun On Asset (ROA) pada Bank Umum Syariah dipengaruhi oleh banyak faktor, baik faktor internal maupun eksternal seperti makro ekonomi. Adapun internalnya yaitu Capital Adequacy Ratio (CAR), Non Permorming Financing (NPF) dan to Deposit (FDR). Penelitian ini bertujuan untuk menguji secara empiris pengaruh CAR, NPF FDR terhadap ROA dengan melibatkan analisis dalam jangka pendek pa...

The signal-in-space (SIS) anomaly of BeiDou navigation satellite system (BDS) is an important factor affecting its high accuracy SIS quality assessment. Detecting and eliminating not only method to build fault model BDS, but also helps guarantee the integrity BDS positioning. Based on problem that traditional empirical threshold cannot accurately identify start end times anomalies in detection,...

The contribution of Islamic banking towards economic growth remains debatable amongst academicians and practitioners. This study investigates the relationship between banks’ financing in Indonesia which is largest Muslim population country. adopts Autoregressive-Distributed Lag (ARDL) utilizes time-series quarterly data from 2011Q1 to 2019Q3. uses four predictors: deposit ratio; inflation; gros...

The present study explores the socio-economic scenario of South Asian region before and after outbreak COVID-19 pandemic. It analyses long run short-run association between human development, unemployment economic growth using Pooled Mean Group (PMG) Autoregressive Distributed Lag (ARDL) model situation was found that development has both long-run association, while level only a with region. su...

This paper proposes a factor augmented autoregressive distributed lag (FADL) framework for analyzing the dynamic effects of common and idiosyncratic shocks. We first estimate the common shocks from a large panel of data with a strong factor structure. Impulse responses are then obtained from an autoregression, augmented with a distributed lag of the estimated common shocks. The approach has thr...

JEL Classification: F16, F43 This study examines the impacts of CO2 emissions on economic growth of Vietnam for the period 1986-2015 by using Autogressive Distributed Lag (ARDL) model. The results reveal that there is cointegration relationship between CO2 emissions and economic growth. In the long run carbon dioxide emissions have a significant negative impact on Vietnam economic growth. There...

Every major event on a national or global scale influences the environment, and scientists are always looking for new solutions to decrease ecological destruction. Throughout preceding decade, professionals offered executed policy ideas energy adaptation integration, such as use of renewable energy. Between 1980 2021, study looks at relationship between environmental innovation, efficiency, ins...

The purpose of this study is to identify characteristics and determinants for maintenance fees paid with rent from the complex perspective costs profits in domestic prime office rental markets. analysis targeted buildings Seoul dealt 86 time-series data 1Q 2000 2Q 2021 on a quarterly basis. In order empirically testify, methodology adopted both Autoregressive Distributed Lag (ARDL) Error- Corre...

Most Asian economies consist of tourism attraction destinations. The traditional literature explores the cultural, social, and economic effects tourism; thus, there exists a vacuum related to impacts development on human health local people. Hence, current study examines impact outcomes tourism-based selected economies. panel autoregressive distributed lag (ARDL) methodology is used deduce shor...