The present paper analyses the relations between food and oil prices for Malaysia using a nonlinear autoregressive distributed lags (NARDL) model. The bounds test of the NARDL specification suggests the presence of cointegration among the variables, which include the food price, oil price and real GDP. The estimated NARDL model affirms the presence of asymmetries in the food price behavior. Nam...

Bu çalışmada Türkiye’de kamu harcamaları ile ekonomik büyüme arasındaki ilişki Wagner Yasası çerçevesinde 2006Q1 – 2020Q4 dönemi için ARDL ve Doğrusal Olmayan (NARDL) yöntemleri araştırılmaktadır. NARDL yöntemi büyümedeki pozitif negatif değişimlerin harcamalarındaki etkisi ayrıştırılabilmektedir. yönteminden elde edilen bulgulara göre arasında uzun dönemli bir bulunamamıştır. yöntemine ise eko...

The present paper analyzes the existence of a long-run relationship between the trade balance and exchange rate of Iran and South Korea by a new approach. It proposes an asymmetric co-integrating NARDL model by two positive and negative partial sum decompositions which can use mixed I (0) and I (1) variables by bounds testing approach. The proposed tests are based on calculated F –statistics an...

This study assesses the asymmetric effectiveness of Turkey's monetary policy and fiscal under inflation targeting regime in period 2006-2020. We employed non-linear autoregressive distributed lag (NARDL) method Hatemi-J causality test with assistance St. Louis equation, which relates growth nominal income money supply public expenditures. The NARDL model revealed that an increase gross domestic...

Investigating the remittance-financial development relationship is an ongoing endeavor among economists and policy makers. Building improving on existing work, this study considers possibility that relation between remittances financial potentially asymmetric. This applies linear ARDL captures of asymmetrical by applying non-linear Autoregressive Model (NARDL). Using NARDL, attempt made to esti...

Investigating the Asymmetric Effects of Financial Development on Income Inequality in Iran: Using Nonlinear Auto-Regressive Distributed Lag (NARDL) Approach

The main objective of this study is to examine the effect sickle energy consumption, renewable energy, and forest area on emission carbon dioxide (CO2) in Morocco. Many studies have abord subject using a different approachs, most which used econometric models such as Vector Autoregressive (VAR) Error Correction Model (ECM) Distributed Lag (ARDL). In study, we opted for Non-linear (NARDL) model....