Log in

Relevant bibliographies by topics / Autoregressive Distributed Lag (ARDL) model / Journal articles

To see the other types of publications on this topic, follow the link: Autoregressive Distributed Lag (ARDL) model.

Journal articles on the topic 'Autoregressive Distributed Lag (ARDL) model'

Author: Grafiati

Published: 5 June 2025

Last updated: 16 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Autoregressive Distributed Lag (ARDL) model.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

2

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

3

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

4

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

5

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

6

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

7

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

8

Nurdiansyah, Denny, and Agus Sulistiawan. "PEMODELAN JUMLAH KASUS DEMAM BERDARAH DENGUE DENGAN MENGGUNAKAN MODEL AUTOREGRESSIVE DISTRIBUTED LAG." Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika 4, no. 3 (2023): 1965–77. http://dx.doi.org/10.46306/lb.v4i3.526.

Full text

Abstract:

This study aims to model dengue hemorrhagic fever (DHF) cases with an autoregressive distributed lag (ARDL) model to investigate significant predictor variables in Bojonegoro Regency. The selected predictor variables are the percentage of poverty, population, health facilities, and health workers. A research design with a quantitative approach was used to investigate the predictor variables in dengue cases with the ARDL model and the help of EViews. Stationarity, cointegration, classical assumptions, parameter significance, and model goodness assessment, namely R-square, MSE, AIC, and SBC, wer

APA, Harvard, Vancouver, ISO, and other styles

9

Chikri, Hassan, Adil Moghar, Manar Kassou, and Faris Hamza. "New evidence from NARDL model on CO2 emissions: Case of Morocco." E3S Web of Conferences 234 (2021): 00026. http://dx.doi.org/10.1051/e3sconf/202123400026.

Full text

Abstract:

The main objective of this study is to examine the effect of sickle energy consumption, renewable energy, and forest area on the emission of carbon dioxide (CO2) in Morocco. Many studies have abord this subject using a different approachs, most of which have used econometric models such as Vector Autoregressive (VAR) Error Correction Model (ECM) and Autoregressive Distributed Lag (ARDL). In this study, we opted for the Non-linear Autoregressive Distributed Lag (NARDL) model. The data used covers the period from 1990 to 2018 (annual data). The results of our model are significant and prove the

APA, Harvard, Vancouver, ISO, and other styles

10

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

11

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.

Full text

Abstract:

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

APA, Harvard, Vancouver, ISO, and other styles

12

Sapra, Sunil. "A comparative study of parametric and semiparametric autoregressive models." International Journal of Accounting and Economics Studies 10, no. 1 (2022): 15–19. http://dx.doi.org/10.14419/ijaes.v10i1.31978.

Full text

Abstract:

Dynamic linear regression models are used widely in applied econometric research. Most applications employ linear autoregressive (AR) models, distributed lag (DL) models or autoregressive distributed lag (ARDL) models. These models, however, perform poorly for data sets with unknown, complex nonlinear patterns. This paper studies nonlinear and semiparametric extensions of the dynamic linear regression model and explores the autoregressive (AR) extensions of two semiparametric techniques to allow unknown forms of nonlinearities in the regression function. The autoregressive GAM (GAM-AR) and aut

APA, Harvard, Vancouver, ISO, and other styles

13

AQIBAH, MAHMUDATUL, NI LUH PUTU SUCIPTAWATI, and I. WAYAN SUMARJAYA. "MODEL DINAMIS AUTOREGRESSIVE DISTRIBUTED LAG (STUDI KASUS: PENGARUH KURS DOLAR AMERIKA DAN INFLASI TERHADAP HARGA SAHAM TAHUN 2014-2018)." E-Jurnal Matematika 9, no. 4 (2020): 240. http://dx.doi.org/10.24843/mtk.2020.v09.i04.p304.

Full text

Abstract:

The aim of this research is to determine the dynamic model equation of autoregressive distributed lag by using koyck method, to find out the effect of log US dollar exchange rate and log inflation on log stock price in 20142018, and to forecast value of log stock price on January 2019August 2019. The data used in 20142018. The data was transformed into logarithm format. Time series plot of log US dollar exchange rate, log inflation, and log stock price suggest that the fluctuation in the data, for instance, both upward and downward trends, during the period. We obtained that the Koyck transfor

APA, Harvard, Vancouver, ISO, and other styles

14

Faudzi, Maman, and Gea Dwi Asmara. "Analisis Neraca Perdagangan Indonesia: Pendekatan ARDL." Journal of Macroeconomics and Social Development 1, no. 1 (2023): 1–16. http://dx.doi.org/10.47134/jmsd.v1i1.17.

Full text

Abstract:

Abstrak: Penelitian ini dilakukan untuk mengetahui pengaruh serta hubungan antar variabel Kurs, Jumlah Uang Beredar (M2), Inflasi, dan Cadangan Devisa terhadap Neraca Perdagangan Indonesia tahun 1986-2021. Data yang digunakan dalam penelitian ini adalah data time series dalam bentuk tahunan yang didapat dari web resmi World Bank dan Bank Indonesia (BI). Penelitian ini dibangun dengan model Autoregressive Distributed Lag (ARDL) dan diolah menggunakan software Eviews10. Dengan menggunakan Maximum Lag sebesar 2. Dari hasil olah data yang dilakukan menunjukkan bahwa dalam jangka pendek semua varia

APA, Harvard, Vancouver, ISO, and other styles

15

Ekananda, Mahjus, and T. Suryanto. "The Autoregressive Distributed Lag Model to Analyze Soybean Prices in Indonesia." MATEC Web of Conferences 150 (2018): 05035. http://dx.doi.org/10.1051/matecconf/201815005035.

Full text

Abstract:

The main objective of this study was to observe factors that affecting domestic soybean prices, including government intervention through BULOG. By using Bound Testing Cointegration method with ARDL approach. In the short term the world soybean price variables in the t-period and exchange rate affect the domestic soybean prices positively and significantly. The variable volume of soybean imports, GDP, and the role of BULOG as sole importer in the t-period does not affect the domestic soybean price significantly. In the long run, the t-period import tariff has a negative and significant effect.

APA, Harvard, Vancouver, ISO, and other styles

16

Shittu, Olanrewaju I., Raphael A. Yemitan, and OlaOluwa S. Yaya. "ON AUTOREGRESSIVE DISTRIBUTED LAG, COINTEGRATION AND ERROR CORRECTION MODEL: An Application to Some Nigeria Macroeconomic Variables." Australian Journal of Business and Management Research 02, no. 08 (2012): 56–62. http://dx.doi.org/10.52283/nswrca.ajbmr.20120208a07.

Full text

Abstract:

This paper reviews the use of the traditional ARDL and the ARDL approach to cointegration for the analysis of short-run dynamic and long run relationship when series are difference stationary (series can be integrated of different orders). The two models were used to estimate the short-run dynamics and the long run relationships between selected Nigeria’s macroeconomic series. The results compares favorably with the theory that the ARDL is equivalent to the short-run dynamics of the error correction model (the resultant model from the ARDL approach to cointegration).

APA, Harvard, Vancouver, ISO, and other styles

17

Yahya Abd, Tabarak, and Firas A. Mohammed Almohana. "Building A hybrid Time Series Model Using ARDL With LSTM and GRU Models." Journal of Economics and Administrative Sciences 30, no. 144 (2024): 501–16. https://doi.org/10.33095/wh488343.

Full text

Abstract:

Purpose: The aim of the research is to utilize a hybrid model that combines the linear model represented by Autoregressive Distributed Lag (ARDL) and the nonlinear model represented by deep learning models, such as Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU). Theoretical Framework: The theoretical framework integrates the linear component represented by the Autoregressive Distributed Lag (ARDL) model and the nonlinear component represented by deep learning models, namely Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) To create hybrid models. Design/Methodology/Ap

APA, Harvard, Vancouver, ISO, and other styles

18

Lee, Kyung-Hee and Kyung Soo Kim. "A Study on Estimating Tourism Elasticities using Autoregressive Distributed Lag(ARDL) model." Management & Information Systems Review 36, no. 2 (2017): 81–92. http://dx.doi.org/10.29214/damis.2017.36.2.005.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

My, Nguyen Quang, Mustafa Sayim, and Hamid Rahman. "The Impact of Exchange Rate on Market Fundamentals: A Case Study of J-curve Effect in Vietnam." Research in Applied Economics 9, no. 1 (2017): 45. http://dx.doi.org/10.5296/rae.v9i1.11019.

Full text

Abstract:

This study examines if there is an equilibrium relationship between gross domestic product (GDP), exchange rate fluctuation and trade balance in long-term and short-term in Vietnam. The results show that the short-term and long-term exchange rate fluctuations impact the trade balance in Vietnam; both ARDL (Autoregressive Distributed Lag) and ECM (Error Correction Model) methodologies implied that exchange rate has a statistically negatively impact on the trade balance. Particularly, Autoregressive distributed lag (ARDL) utilized to test the long -term impact, shows the trade balance deficit be

APA, Harvard, Vancouver, ISO, and other styles

20

Sihem, Boudeb. "An Econometric Estimation of Impact of Economic Growth on Employment in Algeria during the Period (1994- 2018)." Milev Journal of Research and Studies 6, no. 1 (2020): 210–29. http://dx.doi.org/10.58205/mjrs.v6i1.454.

Full text

Abstract:

This paper aims at measuring the impact of economic growth on employment in Algeria during the period 1994- 2018. Using an Autoregressive Distributed Lag (ARdl) Model, the results show that the economic growth rates are insufficient to reduce unemployment rates

APA, Harvard, Vancouver, ISO, and other styles

21

Jufri, Achmad, and Slamet Haryono. "COVID-19, KURS DAN INDEKS SAHAM SYARIAH DI ASIA: SEBUAH PENDEKATAN SIMETRIS DAN ASIMETRIS." I-Finance: a Research Journal on Islamic Finance 7, no. 2 (2022): 85–106. http://dx.doi.org/10.19109/ifinance.v7i2.10262.

Full text

Abstract:

Penelitian ini bertujuan untuk menguji hubungan simetris jangka panjang pandemi Covid-19 dan kurs dollar terhadap indeks saham syariah di wilayah Asia dan menguji hubungan asimetris jangka panjang atau asimetris spillover effect indeks saham syariah Cina terhadap indeks saham syariah di wilayah Asia dalam periode 01 Januari 2020 sampai 30 Septermber 2021. Untuk menguji hubungan simetris jangka panjang, digunakan model Autoregressive Distributed lag (ARDL) dan model Nonliner Autoregressive Distributed Lag (NARDL) untuk menguji hubungan asimetris jangka panjang. Hasil pengujian dengan model ARDL

APA, Harvard, Vancouver, ISO, and other styles

22

Bassey, Enya Ndem, Tumba Henry James, and Bassey Agala Friday. "Autoregressive Distributed Lag Approach (ARDL) to Corruption and Economic Growth Nexus in Nigeria." Journal of Environmental Science and Economics 1, no. 3 (2022): 23–31. https://doi.org/10.5281/zenodo.6730700.

Full text

Abstract:

The corruption in Nigeria is generating concern around the globe and among its citizens. This concern is because corruption has continued undermining the country's socio-economic development. Thus, this study empirically investigates the impact of corruption on economic growth in the Nigerian economy using annual data from 1980 to 2018. The study employed the autoregressive distributed lag (ARDL) model as its estimation technique. In this study, economic growth was proxied by gross domestic product growth rate (GDPGR), while corruption was proxied by the corruption perception index. The re

APA, Harvard, Vancouver, ISO, and other styles

23

Zaretta, Bara, and Lenni Yovita. "HARGA SAHAM, NILAI TUKAR MATA UANG DAN TINGKAT SUKU BUNGA ACUAN DALAM MODEL AUTOREGRESSIVE DISTRIBUTED LAG (ARDL)." Jurnal Penelitan Ekonomi dan Bisnis 4, no. 1 (2019): 9–22. http://dx.doi.org/10.33633/jpeb.v4i1.2318.

Full text

Abstract:

Beberapa penelitian terdahulu telah banyak yang membuktikan adanya pengaruh antara nilai tukar Rupiah terhadap Dolar Amerika dan BI Rateterhadap IHSG. Namun dengan menggunakan pendekatan model Autoregressive Distributed Lag(ARDL) dalam penelitian ini lebih dalam lagi melihat dinamika hubungan jangka panjang maupun jangka pendek untuk variabel nilai tukar Rupiah terhadap Dolar Amerika, BI Ratedan IHSG. Untuk dapat menangkap dinamika tersebut diperlukan seleksi model ARDL terbaik dengan beberapa prosedur pengujian. Periode penelitian dimulai dari Juli 2005 sampai dengan Desember 2017, dimana dal

APA, Harvard, Vancouver, ISO, and other styles

24

Khoirina, Jami’atul, Denny Nurdiansyah, and Alif Yuanita Kartini. "AUTOREGRESSIVE DISTRIBUTED LAG MODELING FOR RICE PRICE PREDICTOR ANALYSIS IN BOJONEGORO REGENCY." Jurnal Statistika dan Aplikasinya 9, no. 1 (2025): 89–101. https://doi.org/10.21009/jsa.09108.

Full text

Abstract:

Rice price fluctuations in Bojonegoro Regency are driven by complex interactions of economic, social, and environmental elements. These dynamics have a direct impact on the welfare of low-income households, making it essential to understand the underlying factors to support effective price stabilization efforts. Addressing this issue requires a comprehensive econometric model capable of capturing both immediate and lagged effects of relevant variables. This study analyzes the main drivers of rice price changes in Bojonegoro Regency by applying the Autoregressive Distributed Lag (ARDL) model. I

APA, Harvard, Vancouver, ISO, and other styles

25

Hakim, Lukman, and Akmal Riza. "THIRD PARTY FUNDS AND WORKING CAPITAL FINANCING AT ISLAMIC BANKS IN INDONESIA: ARDL-ECM APPROACH." An-Nisbah: Jurnal Ekonomi Syariah 10, no. 2 (2024): 135–48. http://dx.doi.org/10.21274/an.v10i2.8712.

Full text

Abstract:

Abstrak: Penelitian ini bertujuan untuk menganalisis pengaruh dana pihak ketiga dan tingkat margin pembiayaan terhadap realisasi pembiayaan modal kerja yang disalurkan bank syariah pada sektor UMKM di Indonesia. Menggunakan data time series selama periode 2014.6-2018.9, model analisis yang digunakan adalah autoregressive distributed lag (ARDL). Penelitian mengungkapkan adanya hubungan kointegrasi jangka panjang antara realisasi pembiayaan dengan dana pihak ketiga dan tingkat margin pembiayaan. Dalam jangka panjang dan jangka pendek, dana pihak ketiga berpengaruh positif dan signifikan terhadap

APA, Harvard, Vancouver, ISO, and other styles

26

Mahira, Ulfa, and Hijri Juliansyah. "PENGARUH EKSPOR KARET ALAM DAN INFLASI TERHADAP CADANGAN DEVISA DI INDONESIA." JURNAL EKONOMIKA INDONESIA 11, no. 2 (2022): 22. http://dx.doi.org/10.29103/ekonomika.v11i2.9853.

Full text

Abstract:

Penelitian ini bertujuan mengetahui ekspor karet alam dan inflasi terhadap cadangan devisa Indonesia. Jenis data dalam penelitian ini adalah time series dari tahun 1970 hingga 2019 dengan menggunakan metode analisis penelitian Autoregressive Distributed Lag (ARDL). Hasil analisis data berdasarkan model ARDL menunjukan variabel ekspor karet alam dalam jangka pendek dan jangka panjang memiliki pengaruh positif dan signifikan terhadap cadangan devisa. Sedangkan variabel inflasi baik dengan menggunakan model ARDL diperoleh hasil baik pada jangka pendek maupun jangka panjang tidak terdapat pengaruh

APA, Harvard, Vancouver, ISO, and other styles

27

CHRIS, OGBECHIE, and OSEMENSHAN ANETOR FRIDAY. "DETERMINANTS OF CAPITAL FLOWS INTO NIGERIA: AN AUTOREGRESSIVE-DISTRIBUTED LAG (ARDL) APPROACH." Journal of Economics and Trade 1, no. 1 (2016): 38–50. https://doi.org/10.5281/zenodo.1404019.

Full text

Abstract:

The rate of capital flows into the emerging markets is alarming and has become a subject of debate in the literature. It is mostly believed that capital flows are beneficial to the economies of the developing countries as it engenders the efficient allocation of global resources thereby increasing the availability of capital required for investment and economic growth. Despite the general belief, the macroeconomic variables that determine capital flows remain controversial. In the light of this, the study attempted to examine the long-run and short-run determinants of capital flows into Nigeri

APA, Harvard, Vancouver, ISO, and other styles

28

Babatunde Peter Ekundayo. "RICE PRODUCTION, IMPORTS AND ECONOMIC GROWTH IN NIGERIA: AN APPLICATION OF AUTOREGRESSIVE DISTRIBUTED LAG." International Journal of Advanced Economics 5, no. 2 (2023): 48–56. http://dx.doi.org/10.51594/ijae.v5i2.449.

Full text

Abstract:

Inconsistent and inefficient policies, climate issues and general poor funding have been adjudged to hinder increased domestic rice production in Nigeria. Rather than tackling these challenges, the nation has continued to opt for importation to supplement her domestic production, if not for recently, as a ‘stop-gap’ for food security. Geared towards strengthening the resilient efforts of the small holder farmers and driving increased rice production, this paper examined the trends in rice imports and production between 1980 and 2021; and also identified the determinants of rice imports in Nige

APA, Harvard, Vancouver, ISO, and other styles

29

Madouri, Hadda, and Mohamed Mkidiche. "Algerian real effective exchange rate forecast: autoregressive distributed lag model versus artificial neural networks model." Journal of Development and Consultancy for Research and Studies 6, no. 1 (2021): 1–15. https://doi.org/10.5281/zenodo.14241987.

Full text

Abstract:

The purpose of this study is to conduct an experimental investigation into the ability of multivariate economic models. We will use the linear lagging autoregressive models approach and the artificial neural network approach and use fundamental macroeconomic variables, including productivity differences between Algeria and trading partners, oil price, degree of trade openness, and government expenditures, to examine whether the artificial neural network models have the ability to better predict the effective of the real Algerian dinar exchange rate.The results showed that the multivariate arti

APA, Harvard, Vancouver, ISO, and other styles

30

Cahayati, Sakina, Darwanto Darwanto, and Mochammad Ardani. "DETERMINAN PERMINTAAN ASURANSI SYARIAH DI INDONESIA: ANALISIS VARIABEL MAKROEKONOMI." Syar'Insurance: Jurnal Asuransi Syariah 8, no. 1 (2022): 14–26. http://dx.doi.org/10.32678/sijas.v8i1.6150.

Full text

Abstract:

Penelitian ini menganalisis faktor-faktor yang mempengaruhi permintaan asuransi syariah di Indonesia. Metode analisis yang digunakan dalam penelitian ini adalah Autoregressive Distributed Lag - Error Correction Model (ARDL-ECM) dengan rangkaian data bulanan dari Januari 2015 sampai Desember 2019. Hasil estimasi ARDL-ECM model (1,0,0,0,0,0) menunjukan bahwa permintaan asuransi syariah tidak bergantung pada variabel inflasi dan premi asuransi konvensional dalam jangka pendek dan panjang. Adapun permintaan asuransi syariah ditentukan oleh pendapatan perkapita masyarakat, SBIS rate, dan pertumbuha

APA, Harvard, Vancouver, ISO, and other styles

31

Ahead Alfarkh, Aya, та Prof Ahmad Ibrahim Malawi. "أثر التحرير المالي على الاحتياطيات الأجنبية في الأردن". Jordan journal of applied sciences-Humanities Science Series 33, № 1 (2022): 15. http://dx.doi.org/10.35192/jjoas-h.v33i1.370.

Full text

Abstract:

This study aimed to investigate the impact of financial liberalization on foreign reserves in Jordan over the period (1998-2018). Several diagnostic tests have been applied, such as Augmented Dickey- Fuller (ADF) and Phillips-Perron (PP) test for Stationarity. The results have shown that all of the time series are not stationary in their levels, where are their first differences are stationaryaccording to Dickey- Fuller test (ADF), but the results have shown that some of the time series are stationary in their levels and some of them are stationary in the first difference according to Ph

APA, Harvard, Vancouver, ISO, and other styles

32

Simionescu, Mihaela. "Machine Learning vs. Econometric Models to Forecast Inflation Rate in Romania? The Role of Sentiment Analysis." Mathematics 13, no. 1 (2025): 168. https://doi.org/10.3390/math13010168.

Full text

Abstract:

Given the high inflationary pressure in Romania, the aim of this paper is to demonstrate the potential of autoregressive distributed lag (ARDL) models incorporating sentiment analysis to provide better inflation forecasts compared to machine learning (ML) techniques. Sentiment analysis based on National Bank of Romania reports on quarterly inflation may provide valuable inputs for econometric models. The ARDL model, utilizing inflation and sentiment index data from the previous period, outperformed the proposed seasonal autoregressive integrated moving average (SARIMA) model and the ML techniq

APA, Harvard, Vancouver, ISO, and other styles

33

Alauddin, Md, Refat Ferdous, Hazera-tun Nessa, and Jyotirmay Biswas. "Oil and Food Prices in Bangladesh: A Linear and Non-Linear ARDL Analysis." Bangladesh Development Studies XLV, no. 1&2 (2024): 87–109. http://dx.doi.org/10.57138/edwu7929.

Full text

Abstract:

Fluctuations in the oil price profoundly impact many other prices in the economy, as oil is used to produce numerous goods and services. While literature is ample regarding the linear relationship between crude oil prices and food prices, academic discussion on the presence of non-linear relationships is relatively evolving. This paper strives to explore the existence of both linear and non-linear relationships between crude oil price and food price in Bangladesh by employing the autoregressive distributed lag (ARDL) model and the non-linear autoregressive distributed lag (NARDL) model, respec

APA, Harvard, Vancouver, ISO, and other styles

34

Ilhom, Ochilov. "Improving the Methodology of Econometric Analysis of the Efficiency of Financial Activity of Agricultural Agroclusters of Uzbekistan." Yashil iqtisodiyot va taraqqiyot 1, no. 4 (2024): 12–19. https://doi.org/10.5281/zenodo.13133043.

Full text

Abstract:

In this article, the econometric analysis of the factors affecting the financial activity of the existing agriculturalagroclusters in Uzbekistan and their assessment are made, and scientific recommendations on forecast indicators aredeveloped. Since the research data are based on multivariate time series, the autoregressive distributed lag (ARDL)model was used to develop the econometric models.

APA, Harvard, Vancouver, ISO, and other styles

35

Ahmad Ridha, Nurjannah, and Ratna Mutia. "Analisis Permintaan Uang di Indonesia: Pendekatan Autoegressive Distributed lag (Ardl)." Jurnal Samudra Ekonomika 5, no. 2 (2021): 152–60. http://dx.doi.org/10.33059/jse.v5i2.4273.

Full text

Abstract:

Penelitian ini mengkaji permintaan uang di Indonesia dengan menggunakan pendekatan autoregressive distributed lag (ARDL). Tujuan dari penelitian ini adalah untuk mengetahui fungsi permintaan uang di Indonesia dan faktor-faktor yang mempengaruhinya selama periode 1990:1-2019:4 dengan menggunakan data kuartal. Ada dua persamaan estimasi untuk uang sempit (M1) dan uang luas (M2). Hasil pengujian bounds testing menunjukkan bahwa ada hubungan jangka panjang yang stabil antara permintaan uang dan determinannya. Hasil persamaan pertama (M1) dalam jangka panjang variabel GDP dan inflasi bertanda posit

APA, Harvard, Vancouver, ISO, and other styles

36

Silas, Mwiathi Peter. "Fiscal Decentralization and Economic Growth in Kenya: An Autoregressive Distributed Lag (ARDL) Approach." Journal of Economics, Business, and Commerce 2, no. 1 (2025): 148–56. https://doi.org/10.69739/jebc.v2i1.523.

Full text

Abstract:

This study investigated the effects of fiscal decentralization on economic growth in Kenya using time series data for the period 1991 – 2023. Both theoretical and empirical literature on the effects of fiscal decentralization on economic growth is controversial and inconclusive. This study complements this subject by looking at a composite measure of fiscal decentralization and examining other factors that might moderate the effects of fiscal decentralization on economic growth. Within the framework of the Keynesian model, the Autoregressive Distributed Lag model was used to estimate the short

APA, Harvard, Vancouver, ISO, and other styles

37

聂, 景春. "An Adaptive Fuzzy Autoregressive Distributed Lag Time Series Based on Semi-Parametric Model." Operations Research and Fuzziology 14, no. 01 (2024): 938–46. http://dx.doi.org/10.12677/orf.2024.141087.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Kriskkumar and Naseem. "Analysis of Oil Price Effect on Economic Growth of ASEAN Net Oil Exporters." Energies 12, no. 17 (2019): 3343. http://dx.doi.org/10.3390/en12173343.

Full text

Abstract:

In this paper, the linear and nonlinear effects of oil price on growth for Association of Southeast Asian Nations (ASEAN)—3 net oil-exporting countries, namely Brunei, Malaysia and Vietnam, are investigated. The empirical analysis applies the augmented autoregressive distributed lag model (ARDL) bound test approach and the nonlinear autoregressive distributed lag model (NARDL) methodology over the period of 1979 to 2017. Evidence suggests that ignoring nonlinearities may lead to misleading results. Specifically, results reveal that the effect of oil price is asymmetric for the case of Brunei,

APA, Harvard, Vancouver, ISO, and other styles

39

Ayadi, Folorunso Sunday, Sunday Mlanga, Monday Isaac Ikpor, and Robert A. Nnachi. "Empirical Test of Pollution Haven Hypothesis in Nigeria Using Autoregressive Distributed Lag (Ardl) Model." Mediterranean Journal of Social Sciences 10, no. 3 (2019): 48–58. http://dx.doi.org/10.2478/mjss-2019-0041.

Full text

Abstract:

Abstract This study set out to investigate the reality or otherwise of the pollution haven hypothesis in Nigeria using data from 1970 to 2017 and using the autoregressive distributed lag (ARDL) models both in the short and long run. The study used FDI inflows as measure of economic activity and carbon dioxide emission as a measure of regulatory stringency. The study finds the previous FDI inflows as a significant determinant of current FDI both in the short and long run. This implies that the more FDI an economy attracts, the more potentials it has to further attract more FDI. Population, a me

APA, Harvard, Vancouver, ISO, and other styles

40

LUCKSTEAD, JEFF. "ASYMMETRIC EXCHANGE RATE PASS-THROUGH IN U.S. IMPORTS OF COCOA." Journal of Agricultural and Applied Economics 50, no. 3 (2018): 369–86. http://dx.doi.org/10.1017/aae.2018.1.

Full text

Abstract:

AbstractBoth the autoregressive distributed lag (ARDL) and the nonlinear ARDL frameworks are applied to model U.S. imports of cocoa beans from Côte d'Ivoire, Ghana, and the Dominican Republic (more than 90% of U.S. cocoa imports originate from these three countries). The results provide evidence of nonlinear and asymmetric pass-through of exchange rates, regional quality difference, and imperfect competition in U.S. cocoa imports. Furthermore, a rise or fall in U.S. income leads to an increase or decrease in U.S. cocoa imports.

APA, Harvard, Vancouver, ISO, and other styles

41

Lastri, Lastri, Elvis F. Purba, Jusmer Sihotang, and Clear Rita Laoli. "Analysis Of The Influence Of Production, Price, Land Area And Exchange Rates On Indonesian Tobacco Exports." Jurnal Ilmu Sosial Mamangan 12, no. 3 (2025): 1662–73. https://doi.org/10.22202/mamangan.v12i3.5450.

Full text

Abstract:

Indonesia's tobacco exports are currently experiencing a setback. For this reason, this research uses the ARDL (Autoregressive Distributed Lag) model with variables of production, land area, international prices and exchange rates which influence Indonesian Tobacco Exports both in the short and long term. For the short term, the ARDL model forecasting variables for production, land area, international prices and exchange rates have a significant effect on Indonesian tobacco exports, while for the long term the variables of international prices and exchange rates have a significant effect on In

APA, Harvard, Vancouver, ISO, and other styles

42

Pahlavani, Mosayeb, Ed Wilson, and Andrew C. Worthingt. "Trade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) Model." American Journal of Applied Sciences 2, no. 7 (2005): 1158–65. http://dx.doi.org/10.3844/ajassp.2005.1158.1165.

Full text

APA, Harvard, Vancouver, ISO, and other styles

43

Ghimire, Deepak, and Prasanna Paudel. "Corruption-Growth Nexus in SAARC Nations: A Panel Autoregressive Distributed Lag Model (ARDL) Landscape." SAIM Journal of Social Science and Technology 1, no. 1 (2024): 123–41. http://dx.doi.org/10.70320/sacm.2024.v01i01.009.

Full text

Abstract:

Purpose: This study aims to analyze the dynamic impact of corruption on the economic growth of SAARC nations (Afghanistan, Bangladesh, Bhutan, India, Maldives, Nepal, Pakistan and Srilanka) using the data between 2002-2022. This study is also devoted on the determination of the impact of foreign direct investment and trade of coastal countries on the overall economic growth of SAARC nations. Research Methods: It employed panel ARDL (Autoregressive Distributed Lag) method without location dummy, with location dummy and, with interaction variables such as coastal FDI (Foreign Direct Investment)

APA, Harvard, Vancouver, ISO, and other styles

44

Al-Jafari, Mohamed Khaled, and Hatem Hatef Abdulkadhim Altaee. "Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model." Journal of Social Sciences Research, no. 52 (January 25, 2019): 381–88. http://dx.doi.org/10.32861/jssr.52.381.388.

Full text

Abstract:

Most economists agree that the emergence of substantial inflationary pressure in Iraq was due to the monetary growth arising from large increase in the money supply by government to finance enormous budget deficit. This was true especially during the comprehensive sanction imposed on the country between 1990 till 2003. Others point out to exchange rate depreciations as another cause to inflation. Such controversy about the causes of inflation in Iraq has necessitated studying this phenomenon quantitatively. Our main contribution is to assess empirically the effects of money supply, exchange ra

APA, Harvard, Vancouver, ISO, and other styles

45

Ichsan, Ratna Husein, Devi Andriyani, Desi Irmayani, and Ifan Maulana. "Analyzing Factors Driving Economic Growth in Indonesia Using the Autoregressive Distributed Lag (ARDL) Model." International Journal of Professional Business Review 8, no. 7 (2023): e02862. http://dx.doi.org/10.26668/businessreview/2023.v8i7.2862.

Full text

Abstract:

Purpose: This research aims to determine the effect of foreign direct investment (FDI), inflation, and employment on Indonesia's economic progress from 1990 to 2021. Theoretical framework: The theoretical literature on the influence of foreign direct investment on economic growth offers two distinct approaches. On the basis of the preceding theoretical explanation, it can be determined that inflation is a continuous increase in the price of goods and services over a given period, not just for a single item. Design/methodology/approach: This study uses the ARDL (Autoregressive Distributed Lag)

APA, Harvard, Vancouver, ISO, and other styles

46

Ghimire, D., and P. Paudel. "Corruption-Growth Nexus in SAARC Nations: A Panel Autoregressive Distributed Lag Model (ARDL) Landscape." SAIM Journal of Social Science and Technology 1, no. 1 (2024): 123–41. https://doi.org/10.5281/zenodo.13589752.

Full text

Abstract:

<strong>Purpose</strong>: This study aims to analyze the dynamic impact of corruption on the economic growth of SAARC nations (Afghanistan, Bangladesh, Bhutan, India, Maldives, Nepal, Pakistan and Srilanka) using the data between 2002-2022. This study is also devoted on the determination of the impact of foreign direct investment and trade of coastal countries on the overall economic growth of SAARC nations. <strong>Research Methods: </strong>It employed panel ARDL (Autoregressive Distributed Lag) method without location dummy, with location dummy and, with interaction variables such as c

APA, Harvard, Vancouver, ISO, and other styles

47

Bouyacoub, Brahim. "Inflation Targeting and Economic Growth in the Middle East and North Africa (MENA): empirical modeling using ARDL approach." Financial Markets, Institutions and Risks 6, no. 1 (2022): 5–12. http://dx.doi.org/10.21272/fmir.6(1).5-12.2022.

Full text

Abstract:

This paper analyses the relationship between Inflation Targeting and economic growth in 20 countries in the Middle East and North Africa (MENA) countries region (Algeria, Saudi Arabia, Palestinian Authority, Bahrain, Djibouti, United Arab Emirates, Egypt, Iraq, Iran, Jordan, Kuwait, Lebanon, Libya, Morocco, Mauritania, Oman, Qatar, Syria, Tunisia, and Yemen), using an Autoregressive Distributed Lag (ARDL) model over the period 2000-2020. An autoregressive distributed lag (ARDL) model is an ordinary least square (OLS) based model which is applicable for both non-stationary time series as well a

APA, Harvard, Vancouver, ISO, and other styles

48

Saâdaoui, Foued, and Othman Ben Messaoud. "Multiscaled Neural Autoregressive Distributed Lag: A New Empirical Mode Decomposition Model for Nonlinear Time Series Forecasting." International Journal of Neural Systems 30, no. 08 (2020): 2050039. http://dx.doi.org/10.1142/s0129065720500392.

Full text

Abstract:

Forecasting has always been the cornerstone of machine learning and statistics. Despite the great evolution of the time series theory, forecasters are still in the hunt for better models to make more accurate decisions. The huge advances in neural networks over the last years has led to the emergence of a new generation of effective models replacing classic econometric models. It is in this direction that we propose, in this paper, a new multiscaled Feedforward Neural Network (FNN), with the aim of forecasting multivariate time series. This new model, called Empirical Mode Decomposition (EMD)-

APA, Harvard, Vancouver, ISO, and other styles

49

Mohamed, Reda Abonazel, and Elnabawy Nourhan. "Using the ARDL Bound Testing Approach to Study the Inflation Rate in Egypt." Economic Consultant 31, no. 3 (2020): 24–41. https://doi.org/10.46224/ecoc.2020.3.2.

Full text

Abstract:

According to economic theory, the change in any economic variables may affect another economic variable through the time and these changes are not instantaneously, but also over future periods. The Autoregressive distributed lag (ARDL) model has been used for decades to study the relationship between variables using a single equation time series. The ARDL model is one of the most general dynamic unrestricted models in econometric literature. In this model, the dependent variable is expressed by the lag and current values of independent variables and its own lag value. The paper studies the dyn

APA, Harvard, Vancouver, ISO, and other styles

50

Moddilani, Ganiko, and Irwandi Irwandi. "Perkembangan Teknologi Informasi, TFP, dan Emisi Gas CO2 di Indonesia." Jurnal Ekonomi dan Pembangunan Indonesia 21, no. 1 (2021): 31–40. http://dx.doi.org/10.21002/jepi.v21i1.1301.

Full text

Abstract:

This paper examines the development of information technology, total factor productivity (TFP), and urbanization of CO2 gas emissions in Indonesia from 1975–2014. To discuss empirically, this study uses the Autoregressive Distributed Lag (ARDL) model. There are several results in this study. Firstly, the TFP coefficient value in the short term is lower than the long term, so that the Enviromental Kuznets Curve (EKC) hypothesis is not proven. This is one of the causes of rising CO2 gas emissions. Secondly, information technology has a significant impact on the increase of CO2 gas emissions. Thi

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!