نتایج جستجو برای: ardl co integration techniques
تعداد نتایج: 1140931 فیلتر نتایج به سال:
Purpose The purpose of this paper is to assess the impacts on production five fruit crops from 1961 2018 energy use, CO 2 emissions, farming areas and labor force in China. Design/methodology/approach This analysis applied autoregressive distributed lag-bound testing (ARDL) approach, Granger causality method Johansen co-integration test predict long-term relation between variables. Four machine...
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, the autoregressive distributed lag (ARDL) model, and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, an...
Introduction: One of the main challenges in the field of health economics is detecting the factors affecting on health costs. One of the these factors is air pollution, which has been ignored in most of empirical studies; while air pollution is one of the environmental problems which in recent years has become a serious threat to human health. Therefore, the aim of this study was to evaluate th...
Introduction: This research follows the relationship between macro economic variable (such as inflation rate, national income percapita & unemployment rate) on sale rate of complementary insurance policies between 1369:1 until 1382:4 .with use of quarterly adjustment data Methods: In this research , VAR model has been used and the co-integration with stationary variables have been accounted and...
This paper examines to what extent financial development contributes to output expansion in Malaysia, during the period 1960-2003. An augmented neoclassical growth framework is adopted to provide an evaluation of the impact of financial sector development on economic development. Using the recently developed ARDL bounds procedure, the results show that aggregate output and its determinants are ...
This study estimates three hypotheses of OPEC behavior: market-sharing, target revenue and competitive model for the period 1980 to 2000 for all OPEC courtiers except Iraq. To examine co-integration relation for oil production, we use ADF test in OLS estimation. Also we use ARDL approach to examine these hypotheses and the long run relationship of them. Results indicate none of three hypotheses...
Climate change can disrupt food availability and reduce access to by affecting agricultural production in the world. Thus, current empirical study investigates impacts of climate on rice over different regions Punjab, Pakistan for period 1979–2018. The bound test co-integration method with autoregressive distributed lag (ARDL) was used explore symmetric relationship between production. Furtherm...
The study investigated the impact of monetary policy on unemployment rate in Nigeria. Time series data spanning from 1981 to 2020 was sourced Central Bank Nigeria statistical bulletin and national bureau statistics (various editions). ARDL bounds testing approach co-integration used analyse data. Autoregressive Distributed Lag (ARDL) model Error Correction Model (ECM) were utilized address main...
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