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Showing 1 to 8 of 8 for “"ARDL bounds test"”.
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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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Budget deficit and economic growth in Namibia
… employed the Auto Regressive Distributed Lag (ARDL) Bounds Test and estimated the coefficients of the variables from the Error Correction Model in examining the relationship between budget deficit and economic growth. According to the cointegration test, the result has shown that past budget …
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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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An assessment of the relationship between budget deficit and economic growth in Namibia
… employs the Auto Regressive Distributed Lag (ARDL) bounds test and estimates the coefficients of the variables from the unrestricted error correction model in examining the relationship between budget deficit and economic growth. The KPSS unit root test results show that real GDP, debt and …
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Investigating the nexus between investment in agriculture and agriculture output: a case for Namibia
… and sub-sector levels. The paper adopted the ARDL bounds test model constructed with quarterly data for the period 2000 to 2020 and found that investment and agricultural output exhibit a long-run relationship. The coefficient estimates showed that public investment, development bank loans and …
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Monetary policy transmission mechanism nexus economic growth: evidence from Botswana
… the Augmented Dickey-Fuller (ADF) unit root test was applied. The presence of long-run correlations among the variables in the study was assessed using the Autoregressive Distributed Lag (ARDL) bounds test to cointegration. Only estimates for the short-run relationship are considered because …
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Impact of air connectivity on tourism, FDI and trade: insight from the Western Cape
… to 2018. The Autoregressive Distributed Lag (ARDL) bounds approach for cointegration was used to assess whether long-run relationships existed between air connectivity and tourism, FDI and trade. The ARDL bounds test found a cointegrated relationship between air connectivity and tourism, FDI …
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An analysis of monetary policy and its effect on inflation and economic growth in South Africa
… inclusive of the Autoregressive Distributed Lag (ARDL) model, the standard ARDL bounds test to cointegration, the Error Correction Model and Toda-Yamamoto granger noncausality test. Furthermore, the study made use of a quantitative research design and included time series, macro-economic variables …