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Showing 1 to 20 of 152 for “"ARDL"”.
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An ARDL modelling approach to international tourism demand in Tanzania
The objective of this study was to model the extent of international tourist demand in Tanzania. Thus, the study aimed to investigate the factors affecting international tourism demand. Domestic tourism prices, travel costs, alternative destination tourism prices, exchange rates, world income and …
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Determinants of private equity investment in South Africa: an ARDL Bounds Testing Approach
… to 2016. The autoregressive distributed lag (ARDL) bounds approach to co-integration (M. Hashem Pesaran, Shin, & Smith, 2001) is adopted to determine the relationship between economic, financial, and regulatory variables and growth in Private Equity Funds under management. For economic …
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Assessing the impact of domestic and external debt on the Gambia’s economic growth : an ardl analysis
… employs the Autoregressive Distributed Lag (ARDL) bounds testing approach to examine the dynamic relationship between public debt components and GDP growth, while incorporating key macroeconomic variables such as inflation, interest rates, and foreign direct investment (FDI). The results …
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The impact of fiscal and monetary policy on economic growth in Southern African Custom Union (SACU) member economies between 1980 and 2017: a panel ARDL approach
… this, Panel Auto Regression Distributed Lags (PARDL) estimation technique was utilized in this study. Pooled Mean Group (PMG) PARDL model estimator was used in this study. The results indicate that fiscal and monetary policy influence economic growth significantly in the long run. However, …
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The impact of Education Expenditure, Tertiary Enrolment and Innovation on Economic Growth in South Africa.
… study found that the VECM, FMOLS, CCR, DOLS and ARDL methods strongly suggest the existence of a long run cointegrating relationship between economic growth, labour, capital, enrolment, expenditure and innovation that is consistent with economic theory in all cases except for the ARDL model. The …
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An assessment of the relationship between money supply and economic growth in Namibia
… money supply and economic growth in Namibia. The ARDL bounds test approach to cointegration was applied on quarterly data from 2008: Q1 to 2020: Q4. The study employed the Augmented Dickey-Fuller, and Phillip Peron tests to examine the order of integration of the variables, and the results …
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The impact of commercial banks development on economic growth in Namibia
… employed the Auto-Regression Distributive Lag (ARDL) methodology in determining existence of the short-run and long-run relationships. Furthermore, the study employed the Granger causality test in determining the causal relationship between banking sector development and economic growth. From …
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The effect of fintech on banking performance in South Africa.
… study used the Autoregressive Distributed Lag (ARDL) model and the Granger Causality test to inform the investigation. ARDL model helped the researcher to establish whether FinTech firm presence has a significant directional relationship with the determinants of performance in the banking …
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The relationship between financial inclusion, economic growth and poverty: A study of Jordan
… applies the Autoregressive Distributed Lag (ARDL) model to examine the annual time-series data collected from the CBJ, World Bank, and IMF. The Augmented Dickey Fuller test is used to test the stationarity of variables used in the ARDL model. The study shows that financial inclusion has a …
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The relationship between commodity price volatility and exchange rate stability in a single commodity dependent economy: The case of Zambia
… the period January 2005 to February 2015. The ARDL bounds short-run estimate reveals there is both positive and negative coefficient interaction of copper price movements on the exchange rates in the short-run. However, the overall impact of copper prices on the exchange rate, is not …
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Current account deficits and sustainability: evidence from South Africa
… on the linear Engle-Granger, Johansen, Maki, ARDL tests, and nonlinear ARDL (NARDL) tests, on exports - imports, and investments – savings variables. The tests are applied to three data samples for robust results: annual data between 1946-2021, full quarterly data 1960Q1-2021Q4, and short …
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Investigating the relationship between non-bank financial sector development and economic growth in Namibia
… and utilizes the Autoregressive Distributed Lag (ARDL) model to examine the long-run relationship between the variables after having carried out the unit root test employing Kwiatkowski-Phillips-Schmidt-Shin (KPSS). The empirical results of the study show a positive significant relationship …
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Evaluating the impact of Africa Growth and Opportunity Act (AGOA) in South Africa's economy
… technique. The auto-regressive distributed lag (ARDL) framework was used in the bound testing cointegration process, which enabled the researcher to obtain the current impact on trade liberalisation and economic growth under AGOA in South Africa. Since the study used ARDL to test AGOA benefits in …
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An examination of the effects of government spending on interest rates and trade balance in Namibia
… in Namibia for the period, 1980 to 2018. An ARDL bounds cointegration technique and Vector Error Correction Model (VECM) were employed for the analysis. As a precondition, the time series data used in the study were tested for stationarity using ADF, PP, and KPSS unit roots tests. The …
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Foreign direct investment and growth in Tanzania : roles of the domestic financial system and human capital
… the framework of Autoregressive Distributed Lag (ARDL) developed by Peresan et al. (2001) also used by Fosu and Frimpong (2006); and Khan (2007). An ARDL estimation technique follows three main steps. After testing for unit roots, an Ordinary Least Square (OLS) model is estimated in order to test …
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Financial development and economic growth: evidence from Lesotho, 1981 - 2022
… utilizes the Autoregressive Distributed Lag (ARDL) approach to cointegration, specifically applying the ARDL bounds-testing methodology. To capture the multifaceted aspects of financial development, four distinct proxy variables are used: ratio of liquid liabilities to GDP, private credit by …
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Monetary policy and exchange rates in different economic contexts: Case study of South Africa
… economies. The Autoregressive-Distributed Lag (ARDL) model is utilized to find the objective of this study. Not much research has taken place involving the relationship of the interest rates, money supply with the exchange rate in the context of South Africa. To my knowledge this is the first …
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A study of the role of the manufacturing sector in Zambia’s economic growth – a quantitative approach.
… 2014Q1 to 2021Q4 that was analysed using the ARDL model through regression analysis. The study found a long-run relationship that exists between the dependent and the independent variables using the ARDL bounds testing approach. The study has found that there is no statistically significant …
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The impact of mobile communications infrastructure investment on economic growth in South Africa
… study is the autoregressive distributed lags (ARDL) approach with secondary data sourced from the World Bank Group and Global System Mobile Association (GSMA) databases over the period 1994 to 2016. To model the relationship, the study used a neoclassical growth model with proxies for economic …
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The macro-economic determinants of remittances: the case of Malawi
… studied using Autoregressive Distributed Lag (ARDL) estimation techniques to explore the long run and short run effects The findings of the ARDL bounds show that the dependent and independent variables have a long-term relationship. According to the test results for short-run correlations …
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