نتایج جستجو برای: ardl model jel classification
تعداد نتایج: 2504876 فیلتر نتایج به سال:
JEL Classification: F16, F43 This study examines the impacts of CO2 emissions on economic growth of Vietnam for the period 1986-2015 by using Autogressive Distributed Lag (ARDL) model. The results reveal that there is cointegration relationship between CO2 emissions and economic growth. In the long run carbon dioxide emissions have a significant negative impact on Vietnam economic growth. There...
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 examines the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the underlying variables are I(1). It shows that after appropriate augmentation of the order of the ARDL model, the OLS estimators of the short-run parameters are p T -consistent with the asymptotically singular covariance matrix, and the ARDL-based estimators of the long-run ...
The behavior of OPECchr('39')s main exporter, Saudi Arabia and OPECchr('39')s core members (Kuwait, Qatar, and UAE) are of concern to Iran and other oil importing or exporting countries. Excess oil production capacity of OPECchr('39')s core countries lets them to have different behavior in normal and exceptional periods. In this paper, we apply a modified griffin’s model to seasonal data for th...
This study examines the causal relationship between foreign direct investment and economic growth. Methodology is based on the Toda-Yamamoto test for causality relationship and the bounds testing (ARDL). Time-series data covering the period 19702005 for Malaysia, the study found, in the case of Malaysia there is no strong evidence of a bi-directional causality and long-run relationship between ...
modeling and prediction of bread waste using time series models and artificial neural networks (ann)
this paper presents the application of multivariate time series model (ardl) to investigate factors affecting bread waste and to explore the relationships among shortrun, longrun and error correction coefficient and the independent variables over the period 1978-2006. results reveal that gross national product and urbanization have positive effects on bread waste in the long term, while the bre...
Immigration, Income and Unemployment: an Application of the Bounds Testing Approach to Cointegration
This study aims at investigating the nature of the causal relationship between immigration and two macroeconomic indicators, GDP per capita and unemployment, in Sweden using autoregressive distributed lag (ARDL) bounds testing procedure and Granger-causality within vector error correction model (VECM) based on annual data spanning the period between 1980 and 2004. Results of the ARDL bounds tes...
This paper contributes to the literature by empirically examining whether the influence of public debt on economic growth differs between the short and the long run and presents different patterns across euro-area countries. To this end, we use annual data from both central and peripheral countries of the European Economic and Monetary Union (EMU) for the 1960-2012 period and estimate a growth ...
providing of food products for increasing population, enhancing food security, increasing of production and foreign incomes are among the major program purposes of each country and monetary policies are one of the methods that immediately affected on food price and on major agriculture variables. time series analysis was used for studying the impacts of monetary policies effect on food price in...
the major challenge facing iranian economy is its overwhelming dependence on the oil exports. however, the world oil price has been subject to a lot of shocks, which have destabilized the iranian terms of trade. hence, this paper empirically examines the effect of terms of trade volatility on iran’s economic growth over 1967-2006. for this purpose, based on a garch model, a proxy for the terms ...
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