Relevant bibliographies by topics / Autoregressive distributed lag (ARDL)

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Autoregressive distributed lag (ARDL)'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Autoregressive distributed lag (ARDL)"

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Ponziani, Regi Muzio. "Inflation forecasting using autoregressive distributed lag (ARDL) models." Jurnal Ekonomi & Studi Pembangunan 24, no. 2 (2023): 316–30. http://dx.doi.org/10.18196/jesp.v24i2.17620.

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This study attempts to evaluate and compare the inflation-predicting performance of several ARDL models. Since there was no cointegration, the ARDL model does not employ an error correction term. Subsequently, model development showed that ARDL(2,2) should be used. Besides the formally developed model, some other more arbitrarily chosen ARDL models were also included, i.e., ARDL(1,1), ARDL(2,0), ARDL(1,0), ARDL(0,1), and ARDL(0,2). This research measures forecasting performance with inflation as the forecasting object. The duration of the monthly inflation statistics ranged from January 2011 t
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Kripfganz, Sebastian, and Daniel C. Schneider. "ardl: Estimating autoregressive distributed lag and equilibrium correction models." Stata Journal: Promoting communications on statistics and Stata 23, no. 4 (2023): 983–1019. http://dx.doi.org/10.1177/1536867x231212434.

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We present a command, ardl, for the estimation of autoregressive distributed lag (ARDL) models in a time-series context. The ardl command can be used to fit an ARDL model with the optimal number of autoregressive and distributed lags based on the Akaike or Bayesian (Schwarz) information criterion. The regression results can be displayed in the ARDL levels form or in the error-correction representation of the model. The latter separates long-run and short-run effects and is available in two different parameterizations of the long-run (cointegrating) relationship. The popular bounds-testing proc
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Handoyo, Samingun, Ying-Ping Chen, Tiara Mawidha Shelvi, and Heni Kusdarwati. "Modeling Vector Autoregressive and Autoregressive Distributed Lag of the Beef and Chicken Meat Prices during the Covid-19 Pandemic in Indonesia." Journal of Hunan University Natural Sciences 49, no. 3 (2022): 220–31. http://dx.doi.org/10.55463/issn.1674-2974.49.3.25.

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The impact of the COVID-19 pandemic has spread to all aspects of life. Modeling the price of beef and chicken meat is very important for the government to avoid extreme fluctuations of both commodities in the prices so that society's purchasing power can be maintained. This study has several objectives, namely building VAR and ARDL models from multiple time series data (beef and chicken meat prices), conducting variable selection with forwarding subset selection on input lag in the ARDL model, and measuring the performance of the VAR and ARDL models on the both of beef and chicken meat prices
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Siti Afifatul Farichah. "ANALISIS INFLASI DI INDONESIA: PENDEKATAN AUTOREGRESSIVE DISTRIBUTED LAG (ARDL)." Jurnal Cakrawala Ilmiah 1, no. 10 (2022): 2467–84. http://dx.doi.org/10.53625/jcijurnalcakrawalailmiah.v1i10.2577.

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Inflasi diartikan sebagai sebuah peristiwa kenaikan harga beberapa barang dan jasa dimana kenaikan ini terjadi secara berkepanjangan secara umum dari tahun ke tahun. Pemerintah memiliki tujuan jangka Panjang berkaitan dengan Inflasi untuk menjaga kestabilan besarnya inflasi agar tetap stabil pada tingkat nilai yang rendah. Adanya permasalahan inflasi akan berdampak secara langsung terhadap pertumbuhan ekonomi. Pada penelitian ini, penulis hendak mengaanalisis adanya pengaruh Jumlah Uang beredar dan Indeks Harga Konsumen terhadap inflasi di Indonesia. Penelitian ini menggunakan metode penelitia
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Bhowmik, Debesh. "Indian Fiscal Deficit in Autoregressive Distributed Lag (ARDL) Model." Advancement in Management and Technology 05, no. 04 (2025): 01–15. https://doi.org/10.46977/amt.2025.v05i04.001.

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In this paper the author showed the trends of fiscal deficit and examined the short run and the long run nexus between fiscal deficit and gross domestic product per capita, inflation rate (CPI), external debt (% of GDP), unemployment rate (% of labour force), income inequality (income share difference between top 10% and bottom 50%), and military expenditure, respectively, during 1950-51-2023-24 in India by applying Auto Regressive Distributed Lag model. The paper found that the fiscal deficit contains a quadratic trend and denoised wavelet shrinkage. Automatically selected ARDL (3,0,2,3,0,0,3
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Efendi, Achmad, Yusi Tyroni Mursityo, Ninik Wahju Hidajati, Nur Andajani, Zuraidah Zuraidah, and Samingun Handoyo. "Multiple Time Series Modeling of Autoregressive Distributed Lags with Forward Variable Selection for Prediction." WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 21 (April 19, 2024): 1012–26. http://dx.doi.org/10.37394/23207.2024.21.84.

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The conventional time series methods tend to explore the modeling process and statistics tests to find the best model. On the other hand, machine learning methods are concerned with finding it based on the highest performance in the testing data. This research proposes a mixture approach in the development of the ARDL (Autoregressive Distributed Lags) model to predict the Cayenne peppers price. Multiple time series data are formed into a matrix of input-output pairs with various lag numbers of 3, 5, and 7. The dataset is normalized with the Min-max and Z score transformations. The ARDL predict
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Ningrum, Dewi Kusuma, and Sugiyarto Surono. "Comparison the Error Rate of Autoregressive Distributed Lag (ARDL) and Vector Autoregressive (VAR) (Case study: Forecast of Export Quantities in DIY)." JURNAL EKSAKTA 18, no. 2 (2018): 167–77. http://dx.doi.org/10.20885/eksakta.vol18.iss2.art8.

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Forecasting is estimating the size or number of something in the future. Regression model that enters current independent variable value, and lagged value is called distributed-lag model, if it enters one or more lagged value, it is called autoregressive. Koyck method is used for dynamic model which the lagged length is unknown, for the known lagged length it is used the Almon method. Vector Autoregressive (VAR) is a method that explains every variable in the model depend on the lag movement from the variable itself and all the others variable. This research aimed to explain the application of
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Abedi, Ali, Mohammad Mousavi Baygi, Parinaz Poursafa, et al. "Air pollution and hospitalization: an autoregressive distributed lag (ARDL) approach." Environmental Science and Pollution Research 27, no. 24 (2020): 30673–80. http://dx.doi.org/10.1007/s11356-020-09152-x.

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Sukmana, Rania, Tarno Tarno, and Puspita Kartikasari. "PEMODELAN AUTOREGRESSIVE DISTRIBUTED LAG UNTUK MEMPREDIKSI NILAI IMPOR NON-MIGAS DI INDONESIA." Jurnal Gaussian 13, no. 2 (2025): 499–508. https://doi.org/10.14710/j.gauss.13.2.499-508.

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The International Monetary Fund warns countries about the global economic recession in 2023. Efforts required from policy makers to prevent a recession. A deficit balance of payments shows signs of recession because the rate of imports is higher than exports. The highest import value over the last decade is non-oil and gas commodities. Factors affecting imports include exchange rates, prices of goods, and consumer income. Import activities require proper studies to make policies so that research is needed, one of which is by using the Autoregressive Distributed Lag (ARDL) method. ARDL is a reg
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Kriskkumar, Karunanithi, Niaz Ahmad Mohd Naseem, and Wan Ngah Wan Azman-Saini. "Investigating the Asymmetric Effect of Oil Price on the Economic Growth in Malaysia: Applying Augmented ARDL and Nonlinear ARDL Techniques." SAGE Open 12, no. 1 (2022): 215824402210799. http://dx.doi.org/10.1177/21582440221079936.

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This paper attempts to investigate if the effect of oil price on growth is asymmetrical for Malaysia, a small-open-dynamic oil-exporting country, over a period from 1981 to 2017. The empirical method employed in this study is the augmented autoregressive distributed lag model (ARDL) bound test approach and the recent innovative nonlinear autoregressive distributed lag (NARDL) model. Results suggest that neglecting nonlinearities can lead to misleading results. More precisely, the result reveals that adjustments in the price of oil influence Malaysia’s economic growth asymmetrically. An increas
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Dissertations / Theses on the topic "Autoregressive distributed lag (ARDL)"

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Laniran, Temitope J. "Impact of state fragility on capital flows and economic growth in Nigeria." Thesis, University of Bradford, 2018. http://hdl.handle.net/10454/17218.

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This thesis aims to investigate the impact of state fragility on capital inflows and economic growth in Nigeria over the period 1980-2015. In line with existing studies, it adopts an augmented neoclassical growth model where capital is divided into domestic and foreign capital inflows (FDI, ODA and Remittances). Using an autoregressive distributed lag (ARDL) bounds testing approach to co-integration, significant long-run relationship was confirmed between state fragility, capital flows and economic growth. The results reveal domestic capital to be very significant and contribute positively to
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Bakin, Bilge. "The Causal Relationships Among Economic Growth, Foreign Direct Investment And Financial Sector Development In East Asian Countries: An Ardl Approach." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613256/index.pdf.

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The main purpose of the study is to examine the cointegration relationships among economic growth, foreign direct investment and financial sector development in 4 East Asian countries, namely Korea, Malaysia, the Philippines and Thailand between the years 1971-2008 by autoregressive distributed lag (ARDL) approach. In the existing literature, there is no study examining the causal relationships among economic growth, foreign direct investment and financial sector development by applying ARDL methodology for these East Asian countries. The contribution of this study to the literature, the coin
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Torres, Luís Filipe Nunes Pardal Esteves. "Modelling the demand for military expenditure in Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/6540.

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Mestrado em Economia<br>Throughout history, countries from all over the world have devoted a considerable amount of resources to produce security. This evidence has motivated a growing number of studies that examine the determinants of the demand for military expenditure. Albeit the difficulty to develop a general theoretical framework and the inexistence of a standard empirical approach to model the demand for military expenditure, it is an important issue to understand which factors may influence the military expenditure demand function of a country. The aim of this dissertation is to find
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Larsson, Rasmus, and Sebastian Haq. "The dynamics of stock market returns and macroeconomic indicators: An ARDL approach with cointegration." Thesis, KTH, Entreprenörskap och Innovation, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189993.

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Macroeconomic indicators are amongst the most important and used tools for investors as they provide an outlook for the economy and thus improve the assessment of investments e.g. for asset allocation. The purpose of this thesis is to investigate the short- and long-run relationship between the US stock market index S&amp;P500 and six selected macroeconomic indicators during different time regimes during 2000-2016. The chosen indicators are Personal spending, Initial jobless claims, M1 Money supply, Building permits, Michigan Consumers Sentiment index and the ISM Manufacturing index as they me
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Erdem, Fatma Pinar. "Business Cycles In Emerging Economies." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613853/index.pdf.

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Until very recently, most emerging market economies have achieved higher growth rates for the last decade. It is controversial whether this good economic environment is due to domestic reforms or due to favorable external factors. In this framework, the main aim of this study is to investigate the structure and sources of business cycles in emerging market economies and to determine how these cycles differ than those in developed countries. The role of external and domestic factors on business cycles are analyzed by applying not only the conventional panel data estimations but also common corr
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Sagir, Serhat. "Effects Of Monetary Policy On Banking Interest Rates: Interest Rate Pass-through In Turkey." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613717/index.pdf.

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In this study, the effects of CBRT monetary policy decisions on the consumer, automobile, housing and commercial loans of the banks during the period from the early of 2004 to the middle of 2011 are examined. In order to perform this study, it is benefited from weekly weighted average loan interest rate data of the banks, which is the data having the highest frequency that could be obtained from the electronic data distribution system of CBRT. Monetary policy instruments of Central Bank may change in the course of time or monetary policy could be executed by more than one instrument. Therefor
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Ferdi, Fouad. "Dynamique macroéconomique des firmes financiarisées." Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCD006.

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La question principale de ce travail de recherche est de déterminer le type du régime de croissance économique des pays dits « avancés ». Pour ce faire, j’étudie le schéma d’accumulation du capital au travers du comportement d’investissement des entreprises non financières, afin d’en établir les conséquences en termes de stabilité économique. Je défends l'idée d'une instauration depuis les années 1980 d'un régime de croissance basé, entre autres, sur le capital intangible et financier, dont j'étudie les caractéristiques et les conséquences sur l'économie. A partir de cette hypothèse, je propos
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Chetty, Roheen. "An Analysis of the Finance Growth Nexus in Nigeria." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/33430.

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This study empirically examines the relationship between financial development and economic growth in Nigeria. It employs statistical techniques such as the Autoregressive Distributed Lag approach as well as a short and long run Granger Causality test on time series data spanning from 1960-2016. Empirical results reveal that the financial development indicators have a long run relationship with economic growth in Nigeria and the existence of unidirectional and bidirectional Granger causality was also discovered. This study recommends that policy should be geared towards promoting financial dev
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Olfati, Ronak. "The Impact of Oil Revenue on the Iranian Economy." Thesis, University of Bradford, 2018. http://hdl.handle.net/10454/16834.

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This study aims to identify the effects of oil income on economic growth in Iran over the period 1955-2014. The empirical literature indicates that countries with natural resources are growing more slowly than their counterparts. However, the results from this literature are far from conclusive, particularly in regard to the role played by oil-rich countries. Needless to say, this role depends on other factors as well, including the political situation in the country, the quality of institutions, and the efficacy of the financial system. Some empirical research has found that natural resources
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Louw, Riëtte. "Forecasting tourism demand for South Africa / Louw R." Thesis, North-West University, 2011. http://hdl.handle.net/10394/7607.

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Tourism is currently the third largest industry within South Africa. Many African countries, including South Africa, have the potential to achieve increased economic growth and development with the aid of the tourism sector. As tourism is a great earner of foreign exchange and also creates employment opportunities, especially low–skilled employment, it is identified as a sector that can aid developing countries to increase economic growth and development. Accurate forecasting of tourism demand is important due to the perishable nature of tourism products and services. Little research on foreca
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Books on the topic "Autoregressive distributed lag (ARDL)"

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Pesaran, Hashem. An autoregressive distributed lag modelling approach to cointegration analysis. Department of Applied Economics, University of Cambridge, 1995.

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Book chapters on the topic "Autoregressive distributed lag (ARDL)"

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Phong, Le Hoang, Ho Hoang Gia Bao, and Dang Thi Bach Van. "Testing J-Curve Phenomenon in Vietnam: An Autoregressive Distributed Lag (ARDL) Approach." In Econometrics for Financial Applications. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-73150-6_39.

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Slesman, Ly. "Natural Resource Rents and Economic Development: Evidence from Brunei Darussalam." In Asia in Transition. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-97-6926-1_3.

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Abstract This chapter examines Brunei Darussalam’s economic development from the perspective of an oil and gas-dependent economy. First, using relevant socio-economic indicators, it assesses the economic structures, tracing their evolution to their current forms, the dynamics of Brunei’s reliance on the oil and gas sector, and the relative importance of the non-oil and gas sector in its economic progress. Is Brunei’s experience with oil and gas dependency in line with the ‘resource curse’ or ‘resource blessing’ viewpoints? What do the data say? The analysis provides answers to these questions
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Alexander, Rhoda, and Husam Aldin Al-Malkawi. "The Impact of Macroeconomic Factors on the Nifty Auto Index." In Lecture Notes in Civil Engineering. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-27462-6_2.

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AbstractThe aim of the paper is to investigate the association between selected macroeconomic variables like crude price, exchange rate, index of industrial production, inflation, interest rate, repo rate, gold price and the auto index of the National Stock Exchange (NSE) of India during a time when the automotive sector in India witnessed the sharpest dip in sales. The study adopts Autoregressive Distributed Lag (ARDL) co-integration approach and performs suitable diagnostic tests. Results indicate that, exchange rate has a significant negative relationship with Nifty auto index in the long r
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Rahmouni, Abdelwahab, Mohamed Meddi, and Hafsa Karahaçane. "Modeling and Forcasting of Surface Runoff in the Beni Bahdel Dam: Using ARDL Model (Autoregressive Distributed Lag)." In Recent Advances in Environmental Science from the Euro-Mediterranean and Surrounding Regions. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-70548-4_241.

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Parly, Haidah Syafi, Siti Meriam Zahari, Muhammad Asmu’i Abdul Rahim, and S. Sarifah Radiah Shariff. "An Autoregressive Distributed Lag (ARDL) Analysis of the Relationships Between Employees Provident Fund’s Wealth and Its Determinants." In Communications in Computer and Information Science. Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-7334-4_16.

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Ha, Nguyen Thi Vinh. "Evaluating Impact of Climate Change to Fishing Productivity of Vietnam: An Application of Autoregressive Distributed Lag (ARDL) Regression Model." In Global Changes and Sustainable Development in Asian Emerging Market Economies Vol. 2. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-81443-4_43.

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Liu, Anyu, and Xinyang Liu. "The autoregressive distributed lag model." In Econometric Modelling and Forecasting of Tourism Demand. Routledge, 2022. http://dx.doi.org/10.4324/9781003269366-3.

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Phong, Le Hoang, Dang Thi Bach Van, and Ho Hoang Gia Bao. "A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis on the Determinants of Vietnam’s Stock Market." In Beyond Traditional Probabilistic Methods in Economics. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04200-4_27.

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Puntoon, Wiranya, Payap Tarkhamtham, and Woraphon Yamaka. "The Effects of Oil Shocks on Inflation in Leading Crude Oil Importing Countries: Non-linear Autoregressive Distributed Lag." In Machine Learning for Econometrics and Related Topics. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-43601-7_23.

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Rahmadi, Saiful, Rosnawintang, Ernawati, Aini Indridjawati, and Burhanuddin. "The Effect of State Openness and Institutional Economy on Economic Growth in ASEAN Countries: An Application of Autoregressive Distributed Lag Model." In Proceedings of the 7th International Conference on Accounting, Management and Economics (ICAME-7 2022). Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-146-3_65.

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Conference papers on the topic "Autoregressive distributed lag (ARDL)"

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Mittal, Amit, Somesh Sharma, Shweta Arora, Prakash Garia, and Pradeep Kumar Sharma. "Assessing Water Dissolved Oxygen Dynamics: Autoregressive Distributed Lag (ARDL) Approach for Environmental Sustainability." In 2024 8th International Conference on Inventive Systems and Control (ICISC). IEEE, 2024. http://dx.doi.org/10.1109/icisc62624.2024.00099.

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Hamid, Mohd Fahmi Abdul, and Ani Shabri. "Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach." In THE 3RD ISM INTERNATIONAL STATISTICAL CONFERENCE 2016 (ISM-III): Bringing Professionalism and Prestige in Statistics. Author(s), 2017. http://dx.doi.org/10.1063/1.4982864.

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Fitri, Fadhilah, Toni Toharudin, and I. Gede Nyoman Mindra Jaya. "Marine capture fisheries production and intensity of rainfall: An application of autoregressive distributed lag (ARDL) model." In STATISTICS AND ITS APPLICATIONS: Proceedings of the 2nd International Conference on Applied Statistics (ICAS II), 2016. Author(s), 2017. http://dx.doi.org/10.1063/1.4979454.

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Atsi, Eugene Ray. "OIL PRICES, EXCHANGE RATE VOLATILITY AND FDI INFLOWS ON THE ECONOMIC GROWTH OF GHANA: WAVELET TECHNIQUE AND ARDL APPROACH." In MBP 2025 Tokyo International Conference on Management & Business Practices, 21-22 January. Global Research & Development Services, 2025. https://doi.org/10.20319/icssh.2025.1338.

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Ghana, like many other developing economies, is intricately connected to global economic trends and fluctuations. This paper investigates the influence of oil prices, exchange rate volatility and FDI inflows on Ghana’s economic growth. Moreover, it determines the level of interdependencies and the lead/lag connectedness among the variables. The study utilizes time series data from 1995 to 2022 and applies the Autoregressive Distributed Lag (ARDL) model as well as Wavelet Multiple techniques (Wavelet Multiple Correlation (WMC) and Wavelet Multiple Cross-Correlation (WMCC)). Based on the ARDL mo
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Kutlutürk, Murat Mustafa, Hakan Kasım Akmaz, and Ahmet Çetin. "The Effect of Higher Education on Growth: A Cointegration Analysis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00797.

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In this study the relationship between higher education and economic growth was investigated using annual data between 1988 and 2012 for Turkey. To see short and long run effects of higher education on growth the Autoregressive Distributed Lag (ARDL) testing approach was used. In this investigation ratio of higher education graduates in employment was used as an explanatory variable. Zivot and Andrews test was implemented for the variables. The long and short run effects of higher education on growth was found significant. Granger causality test was implemented and one way Granger causality fr
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Szabó, Jakub, and Peter Jančovič. "Inflation Dynamics & Real Economic Activity: Examination of the Cost-Based Hybrid New Keynesian Phillips Curve for the Czech Republic." In EDAMBA 2021 : 24th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2022. http://dx.doi.org/10.53465/edamba.2021.9788022549301.465-475.

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The New Keynesian Phillips Curve (NKPC) became a staple in the New Keynesian economics, assuming an existence of a short-term trade-off between inflation and real economic activity, either in a form of labor unit costs or output gap. Extending the cost-based NKPC with hybrid, backward-looking price setting to the Czech Republic, we aim to examine the impact of unit labor costs, inflation expectations, import prices and real effective exchange rate on the development of inflation between 2000M1 and 2020M12. Dealing with nonstationary and cointegrated time series, we compare results employing an
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Çetintaş, Hakan, and Damira Baigonushova. "Testing the Relationship Between Government Spending and Revenue: Case of Kyrgyzstan." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01473.

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Sound fiscal policy is very important to promote price stability and sustainable growth in real economy. Thus, understanding the relationship between government spending and revenue is also essential to evaluate how to address fiscal imbalances. So, the focus of this research is to investigate the relationship between government revenue and spending in Kyrgyzstan. For this purpose, we have used an Autoregressive Distributed Lag (ARDL), also Variance Decomposition approach and found that these two data are cointegrated. Findings support “the tax- spend hypothesis” for fiscal discipline in Kyrgy
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İsmihan, Mustafa, Mustafa Besim, and Kamil Sertoğlu. "The Impact of External Instability and Socio-economic Infrastructure on the Productivity Dynamics of North Cyprus." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02350.

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This study aims to explore the long-term productivity dynamics of the economy of the Turkish Republic of Northern Cyprus by using a simple Autoregressive Distributed Lag (ARDL) Model. More specifically, we aim to analyze the impact of macroeconomic instability and socio-economic infrastructure on total factor productivity over the 1977-2017 period. Additionally, this study develops a socio-economic infrastructure index by combining information from communication, energy, education and health indicators. The main result of this paper is that while total factor productivity is positively and sig
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Al-Assaf, Dr Ghazi. "Understanding the Nexus Between Oil Price Volatility and Trade Balance in GCC Countries: A Comparative Investigation of Linear and Nonlinear ARDL Models." In 5th World Conference on Business, Management, Finance, Economics, and Marketing. Eurasia Conferences, 2024. http://dx.doi.org/10.62422/978-81-968539-6-9-019.

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The GCC countries, being rich in oil deposits, have always experienced volatility in the price of oil, and the consequences are predominantly in the form of the trade balance proportions. This research work attempts to unravel the complex interplay of oil price volatility and trade balance in GCC countries through the use of comparative analysis of Linear Autoregressive Distributed Lag (ARDL) and Nonlinear ARDL models. This research uses annual time-series data covering the period 1989-2021, which includes the major GCC economies of Saudi Arabia, the United Arab Emirates, Qatar, Kuwait, Bahrai
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Đorđević, Bojan, and Sunčica Stanković. "The COVID-19 Pandemic, Government Response, and Serbian Stock Market: Evidence from ARDL Cointegration Model." In 6th International Scientific Conference – EMAN 2022 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eman.s.p.2022.59.

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The existence of a real possibility that the current health crisis could lead to an economic crisis has prompted governments worldwide to make great efforts to sustain their markets. This paper explores the im­pact of COVID-19 and Serbian government anti-Covid activities on the do­mestic stock market using the Autoregressive Distributed Lag (ARDL) Coin­tegration model. In its research, the paper considers the impact of the num­ber of newly infected and the number of deaths from coronavirus daily, as well as measures taken by governments to combat viruses on the represent­ative Belgrade stock e
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Reports on the topic "Autoregressive distributed lag (ARDL)"

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Kraujalienė, Lidija, Atif Yaseen, and Inga Bilinskienė. Effects of Natural Resources and Renewable Energy Consumption on Carbon Dioxide Emmisions in the Country Economics. Vilnius Business College, 2024. https://doi.org/10.57005/ab.2024.3.5.

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Climate change is a highly debated issue among policymakers and stakeholders because it catalyzes numerous other problems. Similarly, natural resources are a blessing for any country’s economic development, but sometimes, this blessing can become a source of many problems. The research rigorously employs the Autoregressive Distributed Lag (ARDL) model, a widely accepted econometric tool for analyzing long-run relationships, and aims to investigate the impact of natural resources, renewable energy consumption, and agricultural activities on carbon emissions, considering economic growth in Russi
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Mehbub Anwar, Ahm, Nourah Al-Hosain, and Yagyavalk Bhatt. Analyzing the Interplay of Urbanization, Economic Development, and Seaborne Trade A Case of Saudi Arabia. King Abdullah Petroleum Studies and Research Center, 2024. https://doi.org/10.30573/ks--2024-dp62.

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Urbanization is widely recognized as a critical factor influencing economic growth and global trade, yet there is ongoing debate about whether it drives these outcomes or is a consequence of them. To address this, it is essential to determine whether urbanization spurs economic development and trade, or if these processes influence urbanization, or if the relationship is one of mutual causality. This study investigates the interplay between urbanization, economic development, and trade in both the short and the long term. Using data from Saudi Arabia spanning from 1991 to 2022, the research em
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Fossong, Derrick, and Ashu Mc Moi Ndi. Digital Tax Policy and Tax Revenue Collection in Cameroon. Institute of Development Studies, 2023. http://dx.doi.org/10.19088/ictd.2023.060.

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Cameroon adopted a digital tax policy some eight years ago. Before full implementation of the digital tax policy in 2016, councils in Cameroon, especially local councils, reported many challenges due to delays and irregularities in central government revenue-sharing (shared taxes). The direct taxes and fees collected by the councils were felt to be low, given the effort needed to collect them. It is important to understand whether adoption of the digital tax policy has increased the much-needed tax revenue for local council projects, and enhanced general tax revenue. General tax revenue refers
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Reyes, Celia, Connie Bayudan-Dacuycuy, Michael Abrigo, et al. PIDS-BSP Annual Macroeconometric Model for the Philippines: Preliminary Estimates and Ways Forward. Philippine Institute for Development Studies, 2020. https://doi.org/10.62986/dp2020.16.

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Given new programs and policies in the Philippines, there is a need to formulate a macroeconometric model (MEM) to gain more insights on how the economy and its sectors are affected. This paper discusses the estimation of an annual MEM that will be used for policy analysis and forecasting with respect to the opportunities and challenges brought about by new developments. The formulation of an annual MEM is useful in assisting major macroeconomic stakeholder, such as the National Economic and Development Authority and the Bangko Sentral ng Pilipinas (BSP) in their conduct of policy simulations,
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