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

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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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.

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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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Thi, Ha Tran, Quang Dong Nguyen, and Anh Duc Le. "The Asymmetric Impact of Exchange Rate Changes on Bilateral Trade between Vietnam and the US: Does the COVID-19 Pandemic Matter?" International Journal of Economics and Financial Issues 15, no. 1 (2024): 386–96. https://doi.org/10.32479/ijefi.17607.

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This study examines the relationship between the exchange rate and the Vietnam-US trade balance by employing a combination of Autoregressive Distributed Lag (ARDL) and non-linear Autoregressive Distributed Lag (NARDL) approaches with disaggregated data from 21 industries from 2008 to 2022. The findings reveal that, in both ARDL and NARDL models, a real Vietnamese Dong (VND) depreciation does not significantly impact on the aggregated trade balance in the long-run. The results provide evidence of an asymmetric impact of the real exchange rate on the trade balance. These findings also suggest th

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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.

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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

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Rahmasari, Aulia, Eka Hawari Sunani, Miftahul Jannah, Fathulaili Fathulaili, Linda Kurnia, and Ahmad Satria. "ARDL Method: Forecasting Data Kemiskinan di NTB." JTAM | Jurnal Teori dan Aplikasi Matematika 3, no. 1 (2019): 52. http://dx.doi.org/10.31764/jtam.v3i1.767.

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Abstrak: Penelitian ini bertujuan untuk memprediksi data Jumlah penduduk miskin di Provinsi Nusa Tenggara Barat (NTB) tahun 2019 dengan menggunakan metode Autoregressive Distributed Lag (ARDL). Jenis penelitian ini merupakan penelitian kuantitatif. Data yang digunakan dari tahun 2002-2018, dengan parameter error MAD, MSE, MRSE dan MAPE. Berdasarkan hasil simulasi data diperoleh hasil prediksi tahun 2019 jumlah penduduk miskin di NTB sebesar 718.059 jiwa, dengan nilai MAD sebesar 4.040,26667, MSE sebesar 1.943.057.717, MRSE sebesar 44.080,1284 dan MAPE sebesar 3%.  Abstract: This st

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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.

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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

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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.

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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

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O. Manasseh, Charles, Ifeoma C. Nwakoby, Felicia C. Abada, Felix C. Alio, and Ogochukwu Okanya. "Money Demand in Nigeria: Application of Autoregressive Distributed Lag (ARDL) Approach." Asian Economic and Financial Review 11, no. 4 (2021): 308–21. http://dx.doi.org/10.18488/journal.aefr.2021.114.308.321.

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Dewi, Fitri Kurnia, and Heri Sudarsono. "Analisis Profitabilitas Bank Syariah Di Indonesia: Pendekatan Autoregressive Distributed Lag (ARDL)." Al-Mashrafiyah: Jurnal Ekonomi, Keuangan, dan Perbankan Syariah 5, no. 1 (2021): 59. http://dx.doi.org/10.24252/al-mashrafiyah.v5i1.20281.

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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.

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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

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Gürel, Sinem Pınar. "The validity of the Fisher effect for an inflation targeting country." Ekonomski pregled 72, no. 5 (2021): 697–717. http://dx.doi.org/10.32910/ep.72.5.3.

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The aim of this paper is to investigate the relationship between interest and inflation rates. In this regard, the validity of the Fisher Effect under an inflation targeting regime country is examined by considering the possibility of non-linearities. To this aim, the Fisher Effect is analysed by using various types of interest rates to identify the short-, mid- and long-term dynamics. Autoregressive distributed lag (ARDL) and non-linear autoregressive distributed lag (NARDL) models were estimated for Turkish economy between 2006-2019 periods. The empirical findings of ARDL models reveal the v

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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.

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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

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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.

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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

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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.

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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

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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.

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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).

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Nulhanuddin, Nulhanuddin, and Devi Andriyani. "Autoregressive Distributed Lag Kurs Dan Ekspor Karet Remah Terhadap Pertumbuhan Ekonomi Indonesia." Jurnal Ekonomi Regional Unimal 3, no. 2 (2020): 47. http://dx.doi.org/10.29103/jeru.v3i2.3205.

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This study aims to determine the effect of short-term and long-term exchange rates and crumb rubber exports on the economic growth of Indonesia. The data used are secondary data for 39 years from 1980 to 2018 accessed on www.world.bank.wdi.data.bank.org, www.pertanian.go.id, www.bps.go.id, and www.bps.go.id. The data analysis method used is the Autoregressive Distributed Lag (ARDL) approach with the help of EViews 10 software. The results show that the economic growth is stationary at the level and exchange rate and exports of stationary crumb rubber at the first difference level and have coin

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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.

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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

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Almosabbeh, Imadeddin Ahmed. "Is the Relationship Between Government Spending and Private Consumption in Egypt Symmetric?" Margin: The Journal of Applied Economic Research 14, no. 3 (2020): 285–308. http://dx.doi.org/10.1177/0973801020920096.

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The aim of this study, using Egyptian data from 1970 to 2016, is to explore the relationship between government spending and private consumption spending and to understand whether the relationship between the two is symmetric. The study uses the autoregressive distributed lag (ARDL) approach to explore a cointegration relationship between the two variables, and the nonlinear autoregressive distributed lag (NARDL) approach to test the hypothesis of a symmetric relationship between the two variables. By applying the ARDL approach, the study concludes that the effect of government spending on con

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Syafitri, Aidillia, Sri Ulfa Sentosa, and Dwirani Puspa Artha. "Dampak Nilai Tukar (Kurs) terhadap Neraca Pembayaran di Indonesia: Pendekatan Autoregressive Distributed Lag." Jurnal Kajian Ekonomi dan Pembangunan 7, no. 1 (2025): 21. https://doi.org/10.24036/jkep.v7i1.17252.

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The purpose of this study is to determine how the exchange rate (Kurs) affects the balance of payments in Indonesia. This study uses time series data from 1993-2023. The analysis technique used is Autoregressive Distributed Lag (ARDL). Based on the ARDL test, the exchange rate has a positive relationship and a significant effect on the balance of payments in the short term, while in the long term the exchange rate has a positive relationship but has no significant effect on the balance of payments. National income and interest rates have a negative relationship and have a significant effect on

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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.

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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.

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Yasser, Mai, Doaa Salman, and Mohamed Essam. "HDI, Oil Prices, Government Expenditures in GCC: Evidence from a Cross Sectional ARDL Approach." Ekonomika 103, no. 3 (2024): 91–105. http://dx.doi.org/10.15388/ekon.2024.103.3.6.

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This study explores the relationship between oil prices and the Human Development Index (HDI) in the Gulf Cooperation Council (GCC) countries. It investigates whether oil prices remain the primary driver of economic growth and development in the region. The analysis employs a Cross-Sectional Autoregressive Distributed Lag (CS-ARDL) approach and Cointegrated Autoregressive Distributed Lag (CCEMG) methods, following unit root and stationarity tests. The findings reveal an insignificant correlation between oil prices and HDI in the overall GCC countries. However, significant relationships are obs

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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.

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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

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Harahap, Choirunnisa Tri Ana, Rocky Ardiansyah Habibi Harahap, and Utari Evy Cahyani. "The Nexus Of Zakat, Infaq and Sadaqah (ZIS) And Economic Growth in Indonesia: ARDL Method." Journal of Islamic Social Finance Management 5, no. 1 (2024): 20–28. https://doi.org/10.24952/jisfim.v5i1.10498.

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Zakat, Infaq and Sadaqah is an instrument of Islamic philanthropy that has an important role in society and can encourage economic growth through income redistribution and reduction of social inequality in Indonesia. For a Muslim, it is obligatory to pay zakat, while spending money on infaq and sadaqah is sunnah. Zakat, Infaq and Sadaqah funds are expected to be channeled to the poor who need (mustahik) to improve their welfare in order to achieve economic growth of the Indonesian people. The period in this study is Zakat, Infaq and Sadaqah and Economic Growth in Indonesia 2002-2019. This rese

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Syrbek, Perizat, Laila Bimendiyeva, Saltanat Kondybayeva, Aigul Tlesova, and Adil Tolepov. "Nexus between Energy Intensity, CO2 Emissions and Food Security: Asymmetric and Symmetric View from Kazakhstan." International Journal of Energy Economics and Policy 15, no. 2 (2025): 616–23. https://doi.org/10.32479/ijeep.18486.

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The aim of this study is analyzed nexus between energy intensity, CO2 emissions with food security in Kazakhstan. As dependent Food security indicator food production index and for energy intensity indicator Energy intensity level of primary energy were taken. As socio-economic indicators GDP per capita and population growth are taken. Data cover 2000-2021 years and extracted from World Bank Data and Worldometers. As research methods Nonlinear Autoregressive Distributed Lag (NARDL) Analysis and Linear Autoregressive Distributed Lag (ARDL) were applied. According to NARDL method, Fossil CO2 emi

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draibati, yassera, Mahmoud Mohammad, and malak atwez. "Estimating Agricultural Production Function in Syria using Autoregressive Distributed Lag Approach) ARDL(." Journal of Agricultural Economics and Social Sciences 11, no. 12 (2020): 1101–7. http://dx.doi.org/10.21608/jaess.2021.57356.1001.

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Yong, Wan-Lin, Jerome Kueh, Yong Sze Wei, and Jang-Haw Tiang. "Energy Consumption and Economic Growth Nexus in China: Autoregressive Distributed Lag (ARDL)." Journal of Public Administration and Governance 10, no. 2 (2020): 194. http://dx.doi.org/10.5296/jpag.v10i2.16900.

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This paper intends to investigate the nexus between energy consumption, carbon dioxide emission, total export and economic growth of China from 1971 to 2014. This study adopted Autoregressive Distributed Lag (ARDL) bounds test to examine the existence of short-run and long-run relationships among the variables. Empirical findings indicated that energy consumption contribute to economic growth while carbon dioxide emission is impeding the growth. There is a positive long-run relationship between both energy consumption and total export with economic growth of China. However, a negative relation

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Kueh, Jerome, and Yong Sze Wei. "FDI-Led-Growth in Malaysia: Autoregressive Distributed Lag (ARDL) Bounds Testing Approach." International Business Research 11, no. 11 (2018): 46. http://dx.doi.org/10.5539/ibr.v11n11p46.

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This study intends to investigate the validity of the foreign direct investment, FDI-led-growth hypothesis in Malaysia in this era. Autoregressive Distributed Lag (ARDL) bounds test approach is adopted to examine the impact of FDI inflow towards growth of Malaysia based on annually data from 1980 to 2016. Empirical results indicate that FDI inflow has significant positive impact on economic growth. This implies that FDI inflow remain important tool for stimulating economic growth of Malaysia. In addition, there is a negative impact of FDI inflow on economic growth during the 1997 Asian Financi

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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.

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Nteegah, Alwell, and Polycarp Ihejirika. "Energy Access and Poverty in Nigeria: An Autoregressive Distributed Lag (ARDL) Investigation." Asian Research Journal of Current Science 6, no. 1 (2024): 271–82. https://doi.org/10.56557/arjocs/2024/v6i1122.

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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.

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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

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Okuduwor A. A, Amadi Robert C.C, and Udi O.F. "Assessing Agricultural Export Evidence on Economic Growth in Nigeria (1999-2020)." International Journal of Business and Applied Economics 2, no. 2 (2023): 79–96. http://dx.doi.org/10.55927/ijbae.v2i2.2312.

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This study examined the impact of agriculture export on economic growth in Nigeria from 1999 to 2020. Specifically, the study investigated the impact of agriculture exports (as percentage of merchandize export), exchange rate and trade openness on economic growth (measured using gross domestic product growth rate). Annual data used for the study were sourced from World Development Indicator (WDI) and Central Bank of Nigeria (CBN) Statistical Bulletin. The study used econometric techniques of Augmented Dickey-Fuller (ADF), bound test and autoregressive distributed lag (ARDL) for empirical analy

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APAN, Mehmet, Hüseyin KARAMELİKLİ, Mehmet İSLAMOĞLU, and Hakim AZİZ. "The Symmetric and Asymmetric Relationship Between the Ratio of Non-Performing Loans and the Return on Equity: Evidence from Borsa İstanbul." International Journal of Contemporary Economics and Administrative Sciences 14, no. 2 (2024): 642–61. https://doi.org/10.5281/zenodo.14608886.

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<strong>Abstract</strong> The Non-Performing Loans (NPL) ratio is an important indicator of banks' success in credit management in the banking industry. With the increase in this ratio, banks' profitability is adversely affected. This study investigates the short and long-term asymmetric relationship between NPLs and the Return On Equity (ROE) of banks listed on the Borsa Istanbul (BIST) using quarterly data from 2008:Q1-2017:Q4. We have formulated four different models for each bank with Autoregressive Distributed Lag (ARDL), and Non-Linear Autoregressive Distributed Lag (NARDL) to evaluate t

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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.

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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

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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.

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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

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Hok, Leanghak. "Competitiveness and government spending in Cambodia: An autoregressive distributed lag approach." Theory, Methodology, Practice 16, no. 2 (2020): 27–40. http://dx.doi.org/10.18096/tmp.2020.02.03.

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In the globalization age, global competitiveness is gaining attention from policymakers and scholars. This paper focuses on a measurement of trade competitiveness based upon the expansion of market size. Fiscal policy has become a subject of debate since the global crisis of 2008. This paper attempts to examine the influence of government spending (i.e., government investment and consumption) on trade competitiveness. The Autoregressive Distributed Lags (ARDL) approach is used to estimate the dynamic relationship. The result, based on Cambodia's annual data from 1970 to 2015, shows that Cambod

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Kwang-Jing Yii, Chai-Thing Tan, Nian-Meng Tan, Xue-Wen Teng, Ting-En Khor, and Sui-Hang Fan. "Hot Money and Stock Market in China: Empirical Evidence from ARDL and NARDL Approaches." International Journal of Business and Society 22, no. 2 (2021): 713–33. http://dx.doi.org/10.33736/ijbs.3753.2021.

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This study discusses the relationship between hot money and stock market in China by employing the Autoregressive Distributed Lag (ARDL) and Nonlinear Autoregressive Distributed Lag (NARDL) methods. The data used in this study is quarterly data over the period 2000: Q1 to 2017: Q4. The results show that oil price, economic growth and hot money possess a long-run relationship towards stock market in China, whereas, no effect is found from inflation. The oil price and economic growth are both positively related to stock market while there is a negative relationship from hot money. Furthermore, t

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Dale, Tahir Desta, Mekdelawit Reta, and Bizuneh Girma. "Determinants of Tax Revenue in Ethiopia: Autoregressive Distributed Lag Approach." Ethiopian Journal of Business and Social Science 6, no. 2 (2024): 1–30. http://dx.doi.org/10.59122/154f59lk.

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Tax revenue is the main source of revenue for governments in advanced and emerging economies, which fund government spending. The main goal of this research is to look at the factors affecting tax revenue in Ethiopia from 1996 to 2020 using time series data. The impact of agricultural-to-GDP, service-to-GDP, inflation, corruption, political stability, and tax reformation on the ratio of tax revenue to GDP was investigated in this study. The short-run and long-run associations between the variables were determined using the autoregressive distributed lag (ARDL) co-integration approach. The stud

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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.

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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

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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.

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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

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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.

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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

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Pratama, Nugraha, Irsad Lubis, and M. Syafii. "The Analysis of Factors Affecting Social Security of Labour in Indonesia." International Journal of Research and Review 11, no. 2 (2024): 556–75. http://dx.doi.org/10.52403/ijrr.20240257.

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This research aims to analyze the factors affecting Social Security of labour in Indonesia in the 1991-2022 period reviewed from the variables of total active participants (JPA), Gross Domestiv Product (GDP0, Inflation, Minimum Wage (UM) and Workforce Participation Rate (TPAK). The research employs secondary data, namely annual data obtained from the Central Statistics Agency and BPJS Ketenagakerjaan (Employee Social Security System) report. This research employs regression analysis method of Autoregressive Distributed Lag (ARDL). This research result indicates that in the long term, the varia

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Xiao, Chong, and Riya Tabish. "Green Finance Dynamics in G7 Economies: Investigating the Contributions of Natural Resources, Trade, Education, and Economic Growth." Sustainability 17, no. 4 (2025): 1757. https://doi.org/10.3390/su17041757.

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Despite the growing emphasis on sustainable development, the role of green finance in the context of G7 economies remains largely unexplored. The increasing emphasis on green financial transformation motivates this study to analyze the influence of natural resources (NARSs), population (POPS), education (EDCT), trade (TRD), and economic growth (ECNG) on green finance (GRF) in G7. Using panel data from 1996 to 2021, this study employs the Pooled Mean Group Autoregressive Distributed Lag (PMG-ARDL) methodology to investigate both the long-run and short-run relationships among these variables. To

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