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Academic literature on the topic 'Nonlinear Ardl'

Author: Grafiati
Published: 11 September 2021
Last updated: 12 June 2025

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Journal articles on the topic "Nonlinear Ardl"

1

Qamruzzaman, Md. "Nexus between financial innovations, remittances and credit performance: Evidence from augmented ARDL and nonlinear ARDL." Investment Management and Financial Innovations 18, no. 3 (2021): 295–311. http://dx.doi.org/10.21511/imfi.18(3).2021.25.

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The motivation for this study is to assess the impact of financial innovation and remittances on bank-based financial institutions’ credit performance in Bangladesh for the period 1981–2019. The study applies augmented ARDL (AARDL) and nonlinear ARDL (NARDL) to identify both long-run and short-run effects and directional causality by performing non-granger casualty tests. AARDL confirms the presence of a long-run association between financial innovation, remittance, trade openness, FDI, and credit performance, which is measured by non-performing loans. In the long run, financial innovation and FDI volatility expose a positive link with NPLs, but remittance inflows and trade openness establish a negative association. Asymmetry shocks in financial innovation reveal a positive relationship with credit performance. In contrast, the asymmetric shock of remittance and trade openness unveil a negative tie to credit performance, especially in the long run. Furthermore, directional causality provides evidence to support a feedback hypothesis explaining causality between financial innovation and credit performance, as well as remittance inflows and credit performance. These findings suggest that credit performance is guided by future development in remittances and financial innovation; thus, closer attention from policymakers and financial experts is persistent to capitalize or mitigate the impact of the financial system.
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2

Chang, Bisharat Hussain, Suresh Kumar Oad Rajput, and Niaz Ahmed Bhutto. "Impact of Exchange Rate Volatility on the US Exports: A New Evidence From Multiple Threshold Nonlinear ARDL Model." Journal of International Commerce, Economics and Policy 10, no. 02 (2019): 1950009. http://dx.doi.org/10.1142/s1793993319500091.

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This study extends previous literature by examining the effect of extremely large to extremely small changes in the exchange rate volatility on the US exports to developing countries such as Brazil, India, Mexico, and South Africa. We use novel approach called multiple threshold nonlinear ARDL (MTNARDL) and compare its results with ARDL and nonlinear ARDL models. The ARDL model supports insignificant results, whereas standard nonlinear ARDL model indicates asymmetric effect of exchange rate volatility on the US exports to Mexico only. Finally, the MTNARLD model indicates that in the short run, the effect of extremely large changes in exchange rate volatility does not significantly differ from the effect of small changes in exchange rate volatility on the US exports to all sample countries. Whereas in the long run, the effect of extremely large changes in exchange rate volatility is significantly different from the effect of small changes in exchange rate volatility on the US exports to all sample countries. The findings of this novel methodology suggest different policies in the long run and short run.
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3

Farooq, Fatima, Muhammad Faheem, and Muhammad Zahid Usman. "Does Globalization Asymmetrically Affect CO2 Emissions in Pakistan? A New Evidence through NARDL Approach." Review of Education, Administration & LAW 3, no. 3 (2020): 511–22. http://dx.doi.org/10.47067/real.v3i3.96.

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The study examines the impact of globalization and institutional quality on environmental degradation in Pakistan. The study employs symmetric and asymmetric Autoregressive Distributed Lag Model (ARDL) at a time to check the linear and nonlinear effect of globalization on the environment over 1985 to 2017. The long-run findings of linear ARDL shows globalization affect positively to the environment and all other control variables FDI, GDP are significant with a positive sign while institutional quality and the interaction term of globalization and institutional quality is significant with a negative sign. The study also finds the marginal effect of interaction term and found that globalization has a different effect on the environment with different level of institutional quality. The linear ARDL model is not suitable to check the asymmetric behaviour of globalization on the environment. For this, the study applied a nonlinear ARDL estimation method. The findings of the nonlinear ARDL model showed the asymmetric behaviour of globalization on the environment. This study provides a new direction by proving the asymmetric relationship of globalization on environment quality that is more beneficial for policymakers and government officials.
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4

Bahmani-Oskooee, Mohsen, and Hadise Fariditavana. "Nonlinear ARDL Approach and the J-Curve Phenomenon." Open Economies Review 27, no. 1 (2015): 51–70. http://dx.doi.org/10.1007/s11079-015-9369-5.

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5

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.

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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.
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6

Usman, Ojonugwa, and Osama Elsalih. "Testing the Effects of Real Exchange Rate Pass-Through to Unemployment in Brazil." Economies 6, no. 3 (2018): 49. http://dx.doi.org/10.3390/economies6030049.

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This paper attempts to test the pass-through of the real exchange rate (RERT) to unemployment in Brazil over the period 1981M1–2015M11 using linear and nonlinear Autoregressive Distributed Lag (ARDL) models. The result of the linearity test suggests that the relationship between RERT and unemployment is linear in the short-run and nonlinear in the long-run. Therefore, using the symmetric ARDL model for the short-run analysis, we find that an increase in the RERT decreases the unemployment rate. The result of the nonlinear ARDL for the long-run analysis shows that the unemployment rate reacts to the RERT appreciations and depreciations differently with depreciations having a strong effect. However, the pass-through of the RERT to unemployment is incomplete both in the short- and long-run. These findings have important policy implications for the designing of appropriate monetary policy in response to a rise in unemployment resulting from a change in the real exchange rate.
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7

Damane, Moeti, and Lira Peter Sekantsi. "Nexus between financial innovation and economic growth in Lesotho: evidence from ARDL and nonlinear ARDL approaches." International Journal of Financial Innovation in Banking 3, no. 1 (2021): 49. http://dx.doi.org/10.1504/ijfib.2021.10037768.

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8

Damane, Moeti, and Lira Peter Sekantsi. "Nexus between financial innovation and economic growth in Lesotho: evidence from ARDL and nonlinear ARDL approaches." International Journal of Financial Innovation in Banking 3, no. 1 (2021): 49. http://dx.doi.org/10.1504/ijfib.2021.114941.

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9

Bahmani-Oskooee, Mohsen, and Hadise Fariditavana. "Nonlinear ARDL approach, asymmetric effects and the J-curve." Journal of Economic Studies 42, no. 3 (2015): 519–30. http://dx.doi.org/10.1108/jes-03-2015-0042.

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Purpose – Previous research that investigated the effects of currency depreciation on the trade balance assumed that the adjustment of all variables in a given model is in linear fashion. The authors wonder if introduction of nonlinearity in the adjustment of some variables such as the exchange rate can shed additional light on evidence of the J-curve. The new approach also allows to test whether exchange rate changes have symmetric or asymmetric effects on the trade balance. Estimates of a trade balance model for Canada, China, Japan, and the USA reveal that the effects are indeed asymmetric. The paper aims to discuss these issues. Design/methodology/approach – The methodology is based on linear and nonlinear ARDL approach. Findings – When nonlinearity is introduced into testing approach for the J-curve, more evidence is found in support of the J-curve. Research limitations/implications – The models are estimated using aggregate trade flows of each country with the rest of the world, hence they suffer from aggregation bias. Using trade flows at bilateral level and at commodity level are highly recommended for future research. Originality/value – This is the first paper that applies nonlinear ARDL approach to test the short-run and long-run effects of currency depreciation on the trade balance.
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10

Karamelikli, Huseyin. "Linear and Nonlinear Dynamics of the Turkish Trade Balance." International Journal of Economics and Finance 8, no. 2 (2016): 70. http://dx.doi.org/10.5539/ijef.v8n2p70.

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<p>This study empirically analyses bilateral trade of Turkey with her main trade partners using monthly time series data over the period of 2000 to 2015. J-curve theory and short-run dynamics of bilateral trade is tested by linear ARDL and Non-linear ARDL approaches. The empirical results indicate that there is no J-curve effect during short-run for United States and for France; it symmetrically exists to Germany and asymmetrically to United Kingdom. Also long-run relationship between exchange rate and trade balance has mixed results. Asymmetric long-run relationship between exchange rate and trade balance for United States exists where it is symmetrically most appropriate for Germany. In the other hand this study failed to verify any long-run relationship between exchange rate and trade balance for France and for United Kingdom.</p>
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