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Relevant bibliographies by topics / Autoregressive Distributed Lag (ARDL) model / Dissertations / Theses

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Dissertations / Theses on the topic 'Autoregressive Distributed Lag (ARDL) model'

Author: Grafiati

Published: 5 June 2025

Last updated: 16 July 2025

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1

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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2

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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3

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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4

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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5

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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6

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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7

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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8

Král, Ondřej. "Phillipsova křivka z pohledu analýzy časových řad v České republice a Německu." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360701.

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Government fiscal and monetary policy has long been based on the theory that was neither proven nor refuted since its origination. The original form of the Phillips curve has undergone significant modifications but its relevance remains questionable. This thesis examines the correlation between inflation and unemployment observed in the Czech Republic and Germany over the last twenty years. The validity of the theory is tested by advanced methods of time series analysis in the R environment. All the variables are gradually tested which results in the assessment of the correlation between the t

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9

Kang, Shin-jae. "Korea's export performance : three empirical essays." Diss., Manhattan, Kan. : Kansas State University, 2008. http://hdl.handle.net/2097/767.

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10

Yusof, Yusniliyana. "Socio-economic Development and the Role of Fiscal Decentralisation in Malaysia." Phd thesis, 2018. http://hdl.handle.net/1885/148710.

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Malaysia is one of the countries in the world that has adopted a unique system of governance that involves monarchy, democracy and federal system. Nevertheless, all the thirteen states are governed by employing a federal governance structure headed by the Prime Minister. Given the federal structure of Malaysian economy, it is logical to expect the variations in the socio-economic development across the states. It is interesting and also important to understand the force behind the variations across the performance of the states. This thesis first id

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11

Chiliba, Laston. "A re-examination of the exchange rate overshooting hypothesis: evidence from Zambia." Thesis, 2014. http://hdl.handle.net/10539/15273.

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Thesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Graduate School of Business Administration, 2014.<br>Dornbusch’s exchange rate overshooting hypothesis has guided monetary policy conduct for many years though empirical evidence on its validity is mixed. This study re-examines the validity of the overshooting hypothesis by using the autoregressive distributed lag (ARDL) procedure. Specifically, the study investigates whether the overshooting hypothesis holds for the United States Dollar/Zambian Kwacha (USD-ZMK) exchange rate. In add

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12

Maturure, Primus. "Trade liberalisation and economic growth in Zimbabwe." Diss., 2019. http://uir.unisa.ac.za/handle/10500/25667.

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Liberalisation of trade is deepening, and so have the incentive schemes put in place by a number of countries to promote it. International trade promotion agencies in developing countries are actively promoting their countries as the best, with which to trade. With international trade emerging as a favourite source of revenue and technology transfer for most countries, profound questions about the impact of trade liberalisation to economic growth are addressed in this study. The main purpose of this study is to empirically assess the relationship between trade liberalisation and economic grow

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13

Matlasedi, Nchokoe Tony. "The impact of the real effective exchange rate on South Africa's trade balance." Thesis, 2016. http://hdl.handle.net/10386/1696.

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Thesis (M. Commerce (Economics)) -- University of Limpopo, 2016<br>The purpose of this paper is to ascertain the impact of the real effective exchange rate on South Africa‟s trade balance and whether the J-curve phenomenon and the Marshal-Lerner condition are satisfied in the economy. Using data spanning the period 1980Q1 – 2014Q4, the Autoregressive Distributed Lag (ARDL) bounds test as well as the Johansen cointegration test were employed to test for the long run cointegrating relationship between the variables. The ARDL approach was employed to estimate both the long run and short run model

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14

Parahara, Withanalage Niroshani Anuruddika Kumari. "Analysis of motives and the impact of foreign remittance on financial development, poverty and income inequality: empirical evidence from Sri Lanka." Thesis, 2019. https://vuir.vu.edu.au/40469/.

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Foreign remittance is the main external source of finance for Sri Lanka. It contributes immensely towards the country’s economy and makes up around 8 per cent of the GDP. However, there is a lack of study on foreign remittance in the Sri Lankan context, which hinders the potential of creating a comprehensive policy on remittance. Hence, this thesis has analysed the motives for foreign remittance and its determinants, the impact of foreign remittance on financial development, alongside its influence on poverty and income inequality in Sri Lanka. The objective of this research was to provide

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15

Dzikiti, Weston. "Banking sector, stock market development and economic growth in Zimbabwe : a multivariate causality framework." Diss., 2017. http://hdl.handle.net/10500/22818.

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The thesis examined the comprehensive causal relationship between the banking sector, stock market development and economic growth in a multi-variate framework using Zimbabwean time series data from 1988 to 2015. Three banking sector development proxies (total financial sector credit, banking credit to private sector and broad money M3) and three stock market development proxies (stock market capitalization, value traded and turnover ratio) were employed to estimate both long and short run relationships between banking sector, stock market and economic growth in Zimbabwe. The study employs the

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