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Displaying results 1 to 25 of 44.

  1. Some new insights on the empirics of Goodwin's growth-cycle model
    Author: Araújo, Ricardo Azevedo; Dávila-Fernández, Marwil J.
    Published: [2018]
    Publisher:  Università di Siena, [Siena]

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    Language: English
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    Series: Quaderni del Dipartimento di economia politica e statistica ; n. 790 (novembre 2018)
    Subjects: Distributive cycles; Growth-cycle; HP Ölter; VAR; ARDL
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  2. The impacts of oil price shocks on tourism receipts for selected MENA countries
    do structural breaks matter?
    Author: Kisswani, Khalid M.; Kisswani, Amjad M.; Harraf, Arezou
    Published: [2019]
    Publisher:  Economic Research Forum (ERF), Dokki, Giza, Egypt

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    Series: Working paper series / Economic Research Forum ; no. 1305 (April 2019)
    Subjects: tourism receipts; Oil price; cointegration; ARDL; structural breaks
    Scope: 1 Online-Ressource (circa 19 Seiten
  3. A multivariate autoregressive distributed lag unit root test
    Author: McNown, Robert F.; Sam, Chung Yan; Soo Khoon Goh; Goh, Kim-Leng
    Published: July 27, 2023
    Publisher:  Department of Economics, University of Colorado Boulder, Boulder, Colorado

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    Series: Discussion papers in economics / Department of Economics, University of Colorado Boulder ; no. 23, 01
    Subjects: Multivariate Unit Root Test; ARDL; Cointegration; Bootstrap; Model Mispecification; Size and Power Analysis
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  4. Estimating the causal relationship between external debt and inflation in Jordan
    evidence from an ardl and toda-yamamoto approaches
    Author: Sharaf, Mesbah Fathy; Shahen, Abdelhalem Mahmoud; Binzaid, Badr Abdulaziz
    Published: [2023]
    Publisher:  Economic Research Forum (ERF), Dokki, Giza, Egypt

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    Fachinformationsverbund Internationale Beziehungen und Länderkunde
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    German Institute for Global and Area Studies, Bibliothek
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    Series: ERF working papers series ; no. 1641 (July 2023)
    Subjects: Öffentliche Schulden; Auslandsschulden; Inflation; Kausalität; External Debt; Exchange rate; Money supply; Inflation; Jordan; Causality; ARDL
    Scope: 1 Online-Ressource (22 Seiten), Tabellen, Diagramme
    Notes:

    Literaturverzeichnis
  5. Central Banks' responses to COVID-19 in ASEAN economies
    Author: Singh, Charan; Jena, Pabitra Kumar
    Published: August 2021
    Publisher:  Economic Research Institute for ASEAN and East Asia, [Jakarta]

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    Series: ERIA discussion paper series ; ERIA-DP-2021-31 = no. 398
    Subjects: COVID-19; ASEAN; ARDL; Volatility Model and Central Bank
    Scope: 1 Online-Ressource (circa 60 Seiten), Illustrationen
  6. Exchange rate pass-through in India
    Author: Parab, Prashant
    Published: August 2022
    Publisher:  Indira Gandhi Institute of Development Research, Mumbai

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    Series: [WP series / Indira Gandhi Institute of Development Research] ; WP-2022, 012
    Subjects: Exchange rate pass-through; ARDL; NARDL; Nominal effective exchange rate; Inflation dynamics
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  7. The impact of stock market development on unemployment
    empirical evidence from South Africa
    Author: Nyasha, Sheilla; Odhiambo, Nicholas M.; Magombeyi, Mercy Tsitsi
    Published: [2022]
    Publisher:  University of South Africa, [Pretoria]

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    Series: UNISA economic research working paper series ; 2022, 10 (August 2022)
    Subjects: Financial development; stock market development; market-based financialdevelopment; unemployment; South Africa; ARDL
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  8. Bank development and unemployment in Kenya
    an empirical investigation
    Author: Nyasha, Sheilla; Odhiambo, Nicholas M.; Magombeyi, Mercy Tsitsi
    Published: [2022]
    Publisher:  University of South Africa, [Pretoria]

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    Series: UNISA economic research working paper series ; 2022, 11 (August 2022)
    Subjects: Unemployment; bank development; bank-based financial development; financial development; Kenya; ARDL
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  9. Determinants of tourism development
    empirical evidence from three developing countries
    Author: Nyasha, Sheilla; Odhiambo, Nicholas M.
    Published: [2022]
    Publisher:  University of South Africa, [Pretoria]

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    Series: UNISA economic research working paper series ; WP 2022, 12 (August 2022)
    Subjects: Tourism Development; Determinants; South Africa; Brazil; Vietnam; ARDL
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
    Notes:

    Doppelte Zählung vergeben
  10. The information in the yield spread for the recession in the case of Pakistan
    Author: Hina, Hafsa; Ahsan, Henna; Afzal, Hania
    Published: 2022
    Publisher:  Pakistan Institute of Development Economics, Islamabad

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    Series: PIDE working papers ; no. 2022, 11
    Subjects: Yield Spread; Recession; ARDL; Pakistan
    Scope: 1 Online-Ressource (circa 21 Seiten)
  11. How macroeconomic conditions affect systemic risk in the short and long-run?
    Author: Kurter, Zeynep O.
    Published: [2022]
    Publisher:  University of Warwick, Department of Economics, Coventry, United Kingdom

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    Series: Warwick economics research papers ; no: 1407 (May 2022)
    Subjects: Systemic Risk; Value at Risk; Quantile Regression; DCC-GJRGARCH; ARDL; Banking Sector
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  12. Examining the deterinants of import demand in Tanzania
    an ARDL approach
    Author: Vacu, Nomfundo; Odhiambo, Nicholas M.
    Published: [2021]
    Publisher:  University of South Africa, [Pretoria]

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    Series: UNISA economic research working paper series ; 2021, 30 (December 2021)
    Subjects: Aggregate Imports; Disaggregated Imports; Tanzania; ARDL; Error Correction Model
    Scope: 1 Online-Ressource (circa 18 Seiten), Illustrationen
  13. Asymmetric impact of real effective exchange rate changes on domestic output revisited
    evidence from Egypt
    Author: Sharaf, Mesbah Fathy; Shahen, Abdelhalem Mahmoud
    Published: March 2022
    Publisher:  University of Alberta, Faculty of Arts, Department of Economics, [Edmonton, Alberta]

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    Series: Working paper / University of Alberta, Faculty of Arts, Department of Economics ; no. 2022, 06
    Subjects: Asymmetric effects; Domestic output; Egypt; ARDL; Real effective exchange rate
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  14. Symmetric and asymmetric effects of financial deepening on income inequality in South Africa
    Author: Biyase, Mduduzi; Chisadza, Carolyn
    Published: [2022]
    Publisher:  Department of Economics, University of Pretoria, Pretoria, South Africa

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    Series: Department of Economics working paper series / Department of Economics, University of Pretoria ; 2022, 14 (February 2022)
    Subjects: financial deepening; income inequality; ARDL; South Africa
    Scope: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  15. The challenging estimation of trade elasticities: tackling the inconclusive Eurozone evidence
    Author: Keil, Sascha
    Published: [2021]
    Publisher:  Dipartimento di Economia, Università degli Studi Roma Tre, Roma

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    Series: Working papers / Dipartimento di economia Università degli studi Roma Tre ; no 261 (2021)
    Subjects: International trade; Competitiveness; Kaldor Paradox; Export equation; ARDL
    Scope: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  16. The threshold impact of remittances on financial development
    new evidence from Egypt
    Author: Sharaf, Mesbah Fathy; Shahen, Abdelhalem Mahmoud
    Published: [2022]
    Publisher:  Economic Research Forum (ERF), Dokki, Giza, Egypt

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    Series: ERF working papers series ; no. 1545 (April 2022)
    Subjects: ARDL; Bounds test; Egypt; Financial Development; Remittances; Threshold impact
    Scope: 1 Online-Ressource (circa 21 Seiten), Illustrationen
  17. Türkiye'de İhracat ve reel kur arasında zamana göre değişen İlişki
    sektörel düzeyde güncel bir İnceleme
    Author: Kazdal, Abdullah; Gül, Selçuk
    Published: [2021]
    Publisher:  Central Bank of the Republic of Turkey, Head Office, Structural Economic Research Department, Ankara, Turkey

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    Language: Turkish
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    Series: Working paper / Türkiye Cumhuriyet Merkez Bankası ; no: 21, 38 (December 2021)
    Subjects: Export; Real Exchange Rate Elasticity; ARDL; Rolling Estimates
    Scope: 1 Online-Ressource (circa 34 Seiten), Illustrationen
  18. The determinants of crude oil prices
    evidence from ARDL and nonlinear ARDL approaches
    Author: Ben Salem, Leila; Nouira, Ridha; Jeguirim, Khaled; Rault, Christophe
    Published: October 2022
    Publisher:  IZA - Institute of Labor Economics, Bonn, Germany

    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL)... more

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    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration provides new insights for examining the determinants of oil prices. All investigations of underlying oil price fluctuations are examined both before and in the COVID-19 pandemic. Our results, based on different econometric specifications, have key policy implications for policymakers both with and without COVID-19 potential considerations.

     
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    Series: Discussion paper series / IZA ; no. 15666
    Subjects: crude oil price; ARDL; Nonlinear ARDL; symmetric and asymmetric; COVID-19
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  19. The determinants of crude oil prices
    evidence from ARDL and nonlinear ARDL approaches
    Author: Salem, Leila Ben; Nouira, Ridha; Jeguirim, Khaled; Rault, Christophe
    Published: October 2022
    Publisher:  CESifo, Munich, Germany

    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL)... more

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    This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration provides new insights for examining the determinants of oil prices. All investigations of underlying oil price fluctuations are examined both before and in the COVID-19 pandemic. Our results, based on different econometric specifications, have key policy implications for policymakers both with and without COVID-19 potential considerations.

     
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    hdl: 10419/267283
    Series: CESifo working papers ; 10050 (2022)
    Subjects: crude oil prices; ARDL; nonlinear ARDL; symmetric and asymmetric
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  20. Identifying the Phillips Curve in Georgia
    Author: Arevadze, Lasha; Sopromadze, Tamta; Tsutskiridze, Giorgi; Mkhatrishvili, Shalva
    Published: [2020]
    Publisher:  National Bank of Georgia, Tbilisi, Georgia

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    Series: NBG working papers ; WP 2020, 01
    Subjects: Phillips Curve; Inflation; Monetary policy; GMM; ARDL
    Scope: 1 Online-Ressource (circa 35 Seiten)
  21. India's external commercial borrowings
    determinants and optimal hedge ratio
    Author: Ranjeev
    Published: January 2022
    Publisher:  Reserve Bank of India, Department of Economic and Policy Research, [Mumbai]

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    Series: RBI working paper series ; WPS (DEPR) 2022, 3
    Subjects: Capital flows; portfolio choice; foreign exchange risk; ARDL
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  22. Remittances and economic growth in South Africa
    applying ARDL bounds testing analysis in the presence of structural breaks
    Author: Biyase, Mduduzi; Manguzvane, Mathias Mandla; Udimal, Thomas
    Published: March 2022
    Publisher:  Economic and Well-being Research Group, [Auckland Park]

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    Series: EDWRG working paper series ; 2022, number 7
    Subjects: ARDL; economic growth; remittances; WDI
    Scope: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  23. The case of pension funds evolution and reforms in South Africa
    a shift from PAYG to FF
    Author: Moleko, Nthabiseng; Ikhide, Sylvanus I.
    Published: March 2019
    Publisher:  The Pensions Institute, Cass Business School, City, University London, London, United Kingdom

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    Series: Discussion paper / Pensions Institute ; PI-19, 02
    Subjects: Pension Funds Reform; South Africa; structural breaks; PAYG to FFS; ARDL; Zivot Andrews
    Scope: 1 Online-Ressource (circa 27 Seiten)
  24. The economic dependency of the Bitcoin security
    Author: Ciaian, Pavel; Kancs, D'Artis; Rajcaniova, Miroslava
    Published: [2021]
    Publisher:  EERI, Economics and Econometrics Research Institute, Brussels, Belgium

    We study to what extent the Bitcoin blockchain security permanently depends on the underlying distribution of cryptocurrency market outcomes. We use daily blockchain and Bitcoin data for 2014-2019 and employ the ARDL approach. We test three... more

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    We study to what extent the Bitcoin blockchain security permanently depends on the underlying distribution of cryptocurrency market outcomes. We use daily blockchain and Bitcoin data for 2014-2019 and employ the ARDL approach. We test three equilibrium hypotheses: (i) sensitivity of the Bitcoin blockchain to mining reward; (ii) security outcomes of the Bitcoin blockchain and the proof-of-work cost; and (iii) the speed of adjustment of the Bitcoin blockchain security to deviations from the equilibrium path. Our results suggest that the Bitcoin price and mining rewards are intrinsically linked to Bitcoin security outcomes. The Bitcoin blockchain security's dependency on mining costs is geographically differenced - it is more significant for the global mining leader China than for other world regions. After input or output price shocks, the Bitcoin blockchain security reverts to its equilibrium security level.

     
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    Series: EERI research paper series ; no 2021, 01
    Subjects: Bitcoin; blockchain; proof-of-work; ARDL; institutional governance technology
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  25. Interdependencies between mining costs, mining rewards and blockchain security
    Author: Ciaian, Pavel; Kancs, D'Artis; Rajcaniova, Miroslava
    Published: [2021]
    Publisher:  EERI, Economics and Econometrics Research Institute, Brussels, Belgium

    This paper studies to what extent the cost of operating a proof-of-work blockchain is intrinsically linked to the cost of preventing attacks, and to what extent the underlying digital ledger's security budgets are correlated with the cryptocurrency... more

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    This paper studies to what extent the cost of operating a proof-of-work blockchain is intrinsically linked to the cost of preventing attacks, and to what extent the underlying digital ledger's security budgets are correlated with the cryptocurrency market outcomes. We theoretically derive an equilibrium relationship between the cryptocurrency price, mining rewards and mining costs, and blockchain security outcomes. Using daily crypto market data for 2014-2021 and employing the autoregressive distributed lag approach - that allows treating all the relevant moments of the blockchain series as potentially endogenous - we provide empirical evidence of cryptocurrency price and mining rewards indeed being intrinsically linked to blockchain security outcomes.

     
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    Series: EERI research paper series ; no 2021, 02
    Subjects: Cryptocurrency; ARDL; blockchain; proof-of-work; security budget; institutional governance technology; network externalities
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen