Relevant bibliographies by topics / ARDL cointegration procedure

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  2. Dissertations / Theses

Academic literature on the topic 'ARDL cointegration procedure'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 June 2024

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Journal articles on the topic "ARDL cointegration procedure"

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Ahsan, Faiza, Abbas Ali Chandio, and Wang Fang. "Climate change impacts on cereal crops production in Pakistan." International Journal of Climate Change Strategies and Management 12, no. 2 (2020): 257–69. http://dx.doi.org/10.1108/ijccsm-04-2019-0020.

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Purpose This paper aims to examine the effects of CO2 emissions, energy consumption, cultivated area and the labour force on the production of cereal crops in Pakistan from the period 1971-2014. Design/methodology/approach The study used the Johansen cointegration test, the autoregressive distributed lag (ARDL) approach and Granger causality test to estimate the long-run cointegration and direction of the relationship between the dependent and independent variables. Findings The outcomes of the Johansen cointegration test confirmed the existence of a long-term cointegrating relationship betwee
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Ghosh, Sudeshna. "Carbon Dioxide Emissions, Energy Consumption in Agriculture: A Causality Analysis for India." Arthaniti: Journal of Economic Theory and Practice 17, no. 2 (2018): 183–207. http://dx.doi.org/10.1177/0976747918792640.

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This article utilises the vector error correction model (VECM) and Granger causality tests to explore short-run and long-run relationships, in India, across carbon dioxide (CO2) emissions, energy consumption, agriculture value added (AV), trade liberalisation and financial development over the time period 1971–2013. The study adopts the autoregressive distributed lag (ARDL)-bound testing approach and Johansen–Juselius maximum likelihood procedure to find out the cointegrating relation among the variables. Both ARDL approach and Johansen–Juselius cointegration approach show that the concerned v
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Menegaki, Angeliki N. "The ARDL Method in the Energy-Growth Nexus Field; Best Implementation Strategies." Economies 7, no. 4 (2019): 105. http://dx.doi.org/10.3390/economies7040105.

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A vast number of the energy-growth nexus researchers, as well as other “X-variable-growth nexus” studies, such as for example the tourism-growth nexus, the environment-growth nexus or the food-growth nexus have used the autoregressive distributed lag model (ARDL) bounds test approach for cointegration testing. Their research papers rarely include all the ARDL procedure steps in a detailed way and thus they leave other researchers confused with the series of steps that must be followed and the best implementation paradigms so that they not allow any obscure aspects. This paper is a comprehensiv
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Wang, Qun Wei, Cheng Ling Cai, and Dan Lu. "Economic Growth, Energy Consumption and Carbon Emissions in China: A Cointegration Analysis." Applied Mechanics and Materials 291-294 (February 2013): 1616–19. http://dx.doi.org/10.4028/www.scientific.net/amm.291-294.1616.

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This paper studies the relationships between economic growth, energy consumption and carbon dioxide emissions using an autoregressive distributed lag (ARDL) procedure and Engle-Granger causality test in China over the period 1965-2011. The empirical results show that GDP, energy and carbon emissions have appeared to be cointegrated. Moreover, there exists unidirectional causality from energy consumption to economic growth and carbon emissions to economic growth in short run. It has also been found that energy consumption and carbon emissions promote economic growth in long run. Some policy imp
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Nam, Soojoong, and Guimin Lu. "Impact of Financial Development on Economic Growth in Chinese Perspectives: ARDL Approach." Northeast Asia Economic Association Of Korea 34, no. 2 (2022): 1–36. http://dx.doi.org/10.52819/jnes.2022.34.2.1.

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In this paper we examine the dynamic causal relationship between financial development and economic growth in China-using the newly developed ARDL-Bounds testing procedure. We use four proxies of financial development, namely M2/GDP, the ratio of private sector credit to GDP, the ratio of stock market capitalization to GDP and the ratio of bond market to GDP in order. The analysis period used annual data from 1978 to 2019. For analyzing the long term equilibrium relationship between the desired variables, we have employed Autoregressive Distributed Lag(ARDL) Bound testing approach. ARDL being
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Akinwalere, Susan Nwadinachi. "The Impact of Foreign Direct Investment on the Utilisation of Natural Resources in Nigeria." BORDER CROSSING 8, no. 2 (2018): 433–54. http://dx.doi.org/10.33182/bc.v8i2.605.

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The purpose of this article is to examine the impact of FDI on the utilization of natural resources in Nigeria. This article uses annual data from 1970 to 2015 and employs the Autoregressive Distributed Lag (ARDL) bounds testing approach to cointegration, a testing procedure for level relationships developed by Pesaran and Shin (1999) and Pesaran et al. (2001). The ARDL cointegration approach examines the long-run relationship between FDI and natural resources on one hand and GDP on the other hand. The empirical results indicate that aggregate FDI has a positive and statistically significant i
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Hasan, Arshad, and Zafar Mueen Nasir. "Macroeconomic Factors and Equity Prices: An Empirical Investigation by Using ARDL Approach." Pakistan Development Review 47, no. 4II (2008): 501–13. http://dx.doi.org/10.30541/v47i4iipp.501-513.

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The relationship between macroeconomic variables and the equity prices has attracted the curiosity of academicians and practitioners since the publication of seminal paper of Chen, et al. (1986). Many empirical studies those tested the relationship reveal that asset pricing theories do not properly identify macroeconomic factors that influence equity prices [Roll and Ross (1980); Fama (1981); Chen, et al. (1986); Hamao (1986); Faff (1988); Chen (1991); Maysami and Koh (2000) and Paul and Mallik (2001)]. In most of these studies, variable selection and empirical analyses is based on economic ra
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Hossain, Md Akter, Sanjoy Kumar Acharjee, Afrida Jinnurain Urbee, Md Golam Kibria, and Farian Tahrim. "The Intricate Impression of Tourism, Patent, And Renewable Energy on Environmental Sustainability." South Asian Journal of Social Sciences and Humanities 5, no. 1 (2024): 1–22. http://dx.doi.org/10.48165/sajssh.2024.5101.

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The growing global attention to indicating climate conversion and plummeting carbon dioxide (CO2) emanations has spurred researchers to examine the influence of several factors on promoting environmental sustainability. This research examines the intricate role of tourism, patent applications, rent from natural resources, and utilization of renewable power in carbon dioxide secretions in Bangladesh. For this purpose, data has been collected from 1995 to 2019 from World Development Indicators (WDI). Augmented Dickey-Fuller (ADF) and the Phillips-Perron (PP) and the ARDL bound cointegration proc
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Budha, Birendra Bahadur. "Demand for Money in Nepal: An ARDL Bounds Testing Approach." NRB Economic Review 25, no. 1 (2013): 21–36. http://dx.doi.org/10.3126/nrber.v25i1.52698.

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This paper investigates the demand for money in Nepal using the Autoregressive Distributed Lag (ARDL) approach for the period of 1975-2011.The results based on the bounds testing procedure reveal that there exist the cointegration among the real money aggregates (Mr1 and Mr2 ), real income, inflation and interest rate. The real income elasticity coefficient is found to be positive and the inflation coefficient is negative. The interest rate coefficient is negative for both of the real monetary aggregates supporting the theoretical explanation. In addition, the error correction models suggest t
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Özaydın, Özgür, and H. Alper Güzel. "Oil Consumption and Economic Growth in Turkey: An ARDL Bounds Test Approach in the Presence of Structural Breaks." Business, Management and Economics Research, no. 56 (June 15, 2019): 77–85. http://dx.doi.org/10.32861/bmer.56.77.85.

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The aim of this study is to investigate the relationship between oil consumption and income in Turkey, using annual data from 1961 to 2016. The stationarity properties of the series are analyzed with Lee and Strazicizh (2003), unit root test allowing for two structural breaks, along with the conventional unit root tests namely ADF, PP and KPSS. Due to conflicting findings of the unit root tests, ARDL bounds test approach to cointegration is used to capture the relationship between oil consumption and income. The findings of the ARDL bounds test indicated that oil and income are cointegrated. T
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Dissertations / Theses on the topic "ARDL cointegration procedure"

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Ben, Hamida Rania. "L'énergie entre les opportunités de développement et les risques de la dégradation de la qualité de l'environnement : cas du gouvernorat de Sfax (Tunisie)." Thesis, Clermont-Ferrand 1, 2014. http://www.theses.fr/2014CLF10455/document.

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Cette thèse répond à un double objectif, elle s’est concentrée d’une part sur le rôle joué par l’énergie dans le développement industrielle et économique des pays et d’autres parts sur les retombées de son usage sur l’environnement et l’état de santé des individus. Nous avons élaboré et exploité une base de données relative à la région de Sfax, qui a été utilisée pour l’analyse empirique adaptée à chaque axe de recherche. Le cheminement suivi pour argumenter cette thèse nous a amené à constituer trois chapitres. Au niveau du premier chapitre, nous avons particulièrement apprécié le rôle que l’
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Ben, Hamida Rania. "L'énergie entre les opportunités de développement et les risques de la dégradation de la qualité de l'environnement : cas du gouvernorat de Sfax (Tunisie)." Electronic Thesis or Diss., Clermont-Ferrand 1, 2014. http://www.theses.fr/2014CLF10455.

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Cette thèse répond à un double objectif, elle s’est concentrée d’une part sur le rôle joué par l’énergie dans le développement industrielle et économique des pays et d’autres parts sur les retombées de son usage sur l’environnement et l’état de santé des individus. Nous avons élaboré et exploité une base de données relative à la région de Sfax, qui a été utilisée pour l’analyse empirique adaptée à chaque axe de recherche. Le cheminement suivi pour argumenter cette thèse nous a amené à constituer trois chapitres. Au niveau du premier chapitre, nous avons particulièrement apprécié le rôle que l’
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