نتایج جستجو برای: regressive distribution lags ardl model
تعداد نتایج: 2586013 فیلتر نتایج به سال:
این مطالعه به صورت تجربی، پویایی اثر منحنی j دو جانبه بین ایران و شش شریک منتخب تجاری اش (چین، فرانسه، آلمان، کره جنوبی، سوئیس و امارات متحده عربی) را با استفاده از داده های سری زمانی طی دوره زمانی 2005- 1979 بررسی می کند. اثرات کوتاه مدت و بلندمدت کاهش ارزش ریال بر تراز تجاری بین ایران و شش شریک تجاری اش با استفاده از روش اقتصاد سنجی الگوی خود رگرسیونی با وقفههای توزیعی (ardl)[1] و الگوی تصحی...
abstract oil export revenues have a major share in both iranian government incomes and gross domestic product (gdp). with regard to the importance of agricultural sector in economic growth, rural development and rural welfare improvement, this sector indubitably influenced by temporary and unexpected shocks in oil export. therefore we employed feder(1982) and auto-regressive distributed lag (ar...
This paper analyzes the delays and therefore the unpredictability of foreign aid in Africa. As many African countries are dependant to foreign aid, it’s important to understand to what extent aid delays matters for the absorptive capacity and therefore influences aid effectiveness. As the aid literature on absorptive capacity was mainly focused on dutch disease, decreasing returns and instituti...
Asymptotic properties of MLEs and QMLEs of mixed regressive, spatial autoregressive models are investigated. The stochastic rates of convergence of the MLE and QMLE for such models may be less than the √ n-rate under some circumstances even though its limiting distribution is asymptotically normal. When spatially varying regressors are relevant, the MLE and QMLE of the mixed regressive, autoreg...
China has been running a large trade surplus with the rest of the world, particularly with the USA and EU. This has caused considerable diplomatic tensions and tremendous pressure on the Chinese currency. Existing analytical studies, however, mostly focus on real exchange rate and income as determinants of China’s trade imbalances. Little attention has been given to the role of inflow and outfl...
An analytical formula for the probability distribution of stock-market returns, derived from the Heston model assuming a mean-reverting stochastic volatility, was recently proposed by Drăgulescu and Yakovenko in Quantitative Finance 2002. While replicating their results, we found two significant weaknesses in their method to pre-process the data, which cast a shadow over the effective goodness-...
This study examines the trends in environmental sustainability and human well-being through green technologies, clean energy, taxes using panel data for top eight advanced economies from 1990 to 2018. The applies an technique, cross-sectionally augmented distributed lags (CS-ARDL), find long-run short-run associations between these variables. Moreover, role of foreign investment is added as a c...
Some concern has been expressed over the continuous low production from Marginal oil field. This problem ascribed to multitude of hindrances occasioned by nature earth formation in zone. Attempts ascertain character or complexion such problems have often eluded researchers and operators study adopts use auto-regressive time series model find out root cause mechanism that generate high output ma...
This study aimed to analyze the impacts of government expenditure and public revenues on economic growth via estimation fiscal multipliers for period (1975-2017). Also, analyzed value effects determinants this multiplier, namely openness trade, debt, exchange rate, size automatic stabilizers. In order achieve these purposes, used descriptive approach Auto-Regressive Distribution Lag (ARDL) appr...
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