In this paper, we propose new tests for threshold cointegration in the autoregressive distributed lag (ADL) model. The indicators in the threshold model are based on either a nonstationary or stationary threshold variable. The cointegrating vector in this paper is not pre-specified. We adopt a supremum Wald type test to account for the so-called Davies problem. The asymptotic null distributions...

In this study the prime objective is to initiate autoregressive distributed lag transformation for exchange rate and trade balance avoid possible existence of multicollinearity among explanatory variables analyze variation in real its impact on Pakistan. The Koyck model was used studying immediate long run relationship between by using time series annual data ranging from 1981 2021. result show...

This study aims to determine the influence of internal and external factors on liquidity Islamic banks. The research observation period was from January 2015 April 2019 using autoregressive distributed lag (ARDL) data processing method. ARDL is used short-term long-term independent variables variable. results found that CAR has a significant negative effect FDR, but it not in short term. Likewi...

This paper examines the causality between income inequality and crime in Malaysia for the period 1973-2003. Autoregressive Distributed Lag (ARDL) bounds testing procedure is employed to (1) analyze the impact of income inequality on various categories of criminal activities as well as to (2) analyze the impact of various categories of criminal activities on income inequality. Interestingly our ...