نتایج جستجو برای: ardl co integration techniques

تعداد نتایج: 1140931  

Journal: :Humanities & social sciences communications 2023

Abstract This study intends to examine the impact of current health expenditure, domestic government education social protection, population growth, and foreign direct investment (FDI) on human capital formation in context Pakistan. utilized skill measure capital. The annual data for period 1990–2020 has been extracted from World Development Indicators (WDI) Bank. auto-regressive distributed la...

ژورنال: اقتصاد مقداری 2017

Investment in education and health sector, as human capital, has an important role in economic growth and its enhancement in many countries. Lots of studies have been carried out in this field; however, the effect of simultaneous analysis of education and health, as well as the private and state sectors in economic growth of Iran has not been investigated. Thus, in the present study mutual rela...

2013
Ping-Yu Chen Chia-Lin Chang Chi-Chung Chen Michael McAleer

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, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to investigate the relationship between crude oil price and six global fertilizer prices. The empirical result...

2012
M. Ilyas

This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negati...

Journal: :Energy research letters 2023

Utilizing the Autoregressive Distributed Lag (ARDL) framework for cointegration, this study performs a comprehensive long and short-run analysis of connection between trade development fossil fuel consumption using data from 1980 to 2020. Fossil in Bangladesh Pakistan is influenced by exports, based on co-integration among variables. Trade openness positively significant Nepal. This contrast Ba...

2013
Ping-Yu Chen Chia-Lin Chang Chi-Chung Chen Michael McAleer

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, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to investigate the relationship between crude oil price and six global fertilizer prices. The empirical result...

Journal: :Traektoriâ nauki 2022

This study aimed to ascertain the validity of Phillips Curve in six countries Gambia, Ghana, Guinea, Liberia, Nigeria, and Sierra Leone within West African Monetary Zone (WAMZ). The utilised panel data from these varying 2000 2021, which were obtained World Bank database. analysed using Panel unit root test, Johansen Fisher (JFP) co-integration Pairwise Dumitrescu Hurlin (PDHP) Causality Tests,...

Journal: :Pakistan journal of humanities and social sciences 2022

Southeast Asian countries have seen substantial economic growth over the years, but they not been able to maintain environmental quality at same time. Non-renewable sources constitute a significant proportion of energy consumption in ASEAN which can repercussions for long-term sustainable development. While impacts and on studied before, literature is quiet about nexus between globalization, re...

Journal: Iranian Economic Review 2020

T his study examines the effect of oil fluctuation export earnings on government income and expenditure in Nigeria using a time series data from 1986 to 2015. The study utilized co-integration techniques and ordinary least square as the methods of analyses. The co-integration tests indicate the existence of a long-run equilibrium relationship between oil...

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