نتایج جستجو برای: distributed lag model

تعداد نتایج: 2319356  

2015
Abhijith Anand Rajeev Sharma Rajiv Kohli

This research extends extant literature examining the relationship between IS use and performance. While prior theory has predominantly treated IS use as an antecedent of performance and hypothesized a positive effect of use on performance, this research provides an alternative perspective. Specifically, this paper theorizes that under certain contexts performance can be an antecedent of use an...

Journal: :IJISSS 2014
Sami Chaabouni Chokri Abednnadher

This article examines the determinants of health expenditures in Tunisia during the period 1961-2008, using the Autoregressive Distributed Lag (ARDL) approach by Pesaran et al. (2001). The results of the bounds test show that there is a stable long-run relationship between per capita health expenditure, GDP, population ageing, medical density and environmental quality. In fact, on the one hand ...

Journal: :Epidemiology 2016

2017

This paper uses an innovative method through combining autoregressive distributed lag model and a quantile regression, called a quantile autoregressive distributed lag model, to examine the dynamic long-run equilibrium and short-run causal relationship between the stock price of China and the RMB/USD exchange rate from January 1994 to June 2016. The results indicate that there is long-run coint...

2014
Anne Neumann Micaela Ponce

In this paper we investigate natural gas producer’s reactions to changes in market prices. We estimate price elasticities of aggregated supply in the most competitive market for natural gas: the United States. Using monthly time series data form 1987 to 2012 our analysis is based on an Autoregressive Distributed Lag (ARDL) Bound Cointegration approach to obtain short and long-run elasticities o...

2013
O. Olabanji

The study examined the relationship between stock market performance and economic growth in Nigeria. It utilized the bounds testing co-integration procedure also known as autoregressive distributed lag estimation procedure. The empirical model combined key stock market indicators and some traditional macroeconomic variables to estimate the hypothesized relationship in the study. It found that i...

2011
Johannes Mauritzen

This paper attempts to test the effect that wind power production has on the variability of wholesale electricity prices in the spot market. I use a simple distributed lag econometric model and five years worth of hourly and daily data from Denmark, which is one of the few places with a long history of significant wind power penetration. I show that wind power has the effect of reducing intra-d...

2016
Hung-Ming Wu

This study investigates the impact of energy consumption and financial development on economic growth using neo-classical production function in the case of US. The ARDL (Autoregressive distributed lag) bounds testing approach with additional variables (energy consumption and financial development) is used to investigate cointegration during the period of 1967-2012 in US. The ARDL reveals a coi...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید