نتایج جستجو برای: autoregressive distribution lags model (ardl)
تعداد نتایج: 2587661 فیلتر نتایج به سال:
introduction: agriculture as one of old sectors of economy has been important role in the supply food for peoples and raw materials. globalization causes rapid growth of world trade and reduces information and communications costs. globalization and rapid growth of trade increases the potential benefits of trade for agriculture from various aspects. the potential benefits of trade for agricultu...
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 ...
this paper investigates the short- run and long-run effects of government size and exports on the economic growth of iran as a developing oil export based economy for the period of 1974 - 2008 using an autoregressive distributed lags (ardl) framework. a modified form of feder (1982) and subsequently ram’s (1986) model has been applied to include both government size and exports in growth equati...
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...
This study aimed to examine the long and short-run relationships between credit market development agricultural production using Autoregressive Distributed Lags (ARDL) Bounds test for cointegration, as well direction of causality by Granger test. The results ARDL revealed that institutional had a significant long-run effect on in all countries under examination, except Tunisia; is: Benin, Kenya...
There are some factors predicted tohave an effect on the countries’ economic devlopment. This study aimed to analyze long-term and short-term effects of In-flation, Exchange Rate, Foreign Economic Growth (the destination United States, China, Japan) Indonesian Export. The Auto-Regressive Distributed Lag (ARDL) Model is used in this analysis from 1968 through 2017. results show that long-term, i...
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...
It is widely accepted among economists, policy makers and central bankers that the main objective of macroeconomic to achieve a high sustained economic growth rate while maintaining low inflation rate. also generally believed detrimental medium long-run growth. This study thus aims at bridging these gaps in literature by examining empirically determinants credit private sector based on supply d...
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...
این مطالعه به بررسی تأثیر سیاستهای مالی دولت بر رشد اقتصادی ایران برای دوره زمانی 82-1338 با استفاده از روش های ardl[1] و vdcf[2]می پردازد. نتایج تحقیق حاکی از آن است که از میان ابزارهای سیاست مالی دولت، مخارج عمرانی و مالیاتها به ترتیب دارای اثرمستقیم و معکوس معناداری بر رشد اقتصادی هستند، ولیکن مخارج مصرفی اثر معناداری بر رشد اقتصادی ندارد.از نتایج به دست آمده برای امر سیاستگزاری می توان به ا...
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