Over the years, macroeconomic fundamentals and stock market were found to have symmetrical relationship in numerous scientific investigations. These provide crucial knowledge regarding price indices by providing forecasts for future information on current status of economy. This study employs a Nonlinear Autoregressive Distributed Lags (NARDL) model fill research gap estimating asymmetric betwe...

Este artigo investiga os principais determinantes das exportações do Brasil para a Argentina nos anos 2000, considerando que esse país é grande demandante dos produtos manufaturados brasileiros. Para isso, utiliza metodologia de cointegração pela estimação modelos Autorregressivos Defasagens Distribuídas Lineares (ARDL) e Não-lineares (NARDL) avaliar efeitos curto longo prazos variáveis ligadas...

Growing development of various industries and the necessity for paying attention to sustainable development, on one hand, undesirable effects environmental pollution agricultural social aspects countries, other have caused protection be main concerns policymakers. Accordingly, in recent decades, a large amount theoretical empirical research has focused methods improving quality related effectiv...

This study investigates the asymmetric cointegration and causal relationships between economic growth, carbon emissions, energy consumption in next eleven (11) countries over period 1972–2013. The nonlinear autoregressive distributed lag (NARDL) bounds testing approach nonpragmatic Granger causality tests are employed. research’s empirical results have entrenched vital that significant policy i...

The study examined the effect of financial development on energy consumption in Nigeria from 1990 to 2020. made use secondary data and was analyzed using Non-linear Autoregressive Distributed Lag Model (NARDL). Domestic credit private sector used measure development, while fossil fuel renewable were non-renewable respectively. Other variables included Gross domestic product, interest rate, infl...

This paper examines the long run and short dynamic relationship between real broad money macroeconomic factors in Tunisia for period 2010M01 to 2019M07. We employ linear NARDL bound testing approach co-integration demand measure its determinants. Three broader variables (M2, M3, M4) are considered show that exchange rate have asymmetric significant effects once we introduce nonlinearity as well...

The study examines the asymmetric effect of oil price on exchange rate and stock using Nonlinear Autoregressive Distributive Lag (NARDL) technique time-series data spanning from January 1996 to September 2020. multivariate cointegration test showed evidence a long-run relationship among price, rate, price. linear Granger causality that is granger caused by cause rate. nonlinear nonlinearity BDS...

The adoption of green technology is imperative to realise sustainable development. Considering the same, this study explores drivers Green Innovation (GI) based on theoretical foundation Triple Bottom Line (environmental, social, and economic factors) with integration information communication technologies (ICT) institutional governance (INST) in Pakistan. This employs a nonlinear autoregressiv...

Islamic banks have become alternative intermediary institutions in the banking industry and are expected to play a significant role financial system. Therefore, this study aims examine banks’ contribution stability, also focusing on underlying contracts implemented financing activities from perspective of non-linear relationship. The employs time-series data 2006m1 2021m11 adopts autoregressive...