Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 39 for “"ARDL model"”.
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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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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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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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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 emprical investigation into the relationship between exchange rate volatility and economic growth in Liberia (1980 TO 2012)
… autoregressive conditional heteroskedasticity model to estimate volatility. The order of integration of the variables was tested and the variables were found not to have the same order of integration. The bounds test confirmed co-integration between GDP growth, exchange rate volatility, …
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An investigation of the relationship between balance of payments and economic growth in Namibia
… analysis and Autoregressive Distributive Lag (ARDL) model were used in estimating the long run relationship between balance of payments and economic growth. Cointegration was found among the variables in the models that were estimated, that is, Thirlwall‟s extended model for developing …
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The Effects of Dollarisation to the Zimbabwean Economy (1990-2017)
… study employed Autoregressive Distributed Lag (ARDL) model to establish the short and long run relationship between dollarisation, financial performance indicators (FPIs) (Inflation, foreign direct investment, trade openness and Gross Domestic Product) and non-financial performance indicators …
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The impact of government debt on economic growth: An empirical investigation of Namibia
… We employ an Autoregressive Distribution Lag (ARDL) model that serves as an analysis of the short and long run link between public debt and economic growth. In addition, we explore other possible indicators that are likely to affect economic growth such as government expenditure, inflation, …
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Gender inequality and its impact on economic growth: a study of the relationship between gender inequality in employment, education and growth in South Africa
… economy. The Autoregressive Distributive- Lag (ARDL) model is used to quantify the long run relationships between the dependent (economic growth) and independent (women’s employment and education levels) with Granger causality tests used to examine short-run causal relationships between the …
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An analysis of monetary policy and its effect on inflation and economic growth in South Africa
… the study employed various econometric models 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 …
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Determinants of private investments in South Africa
… private investment in SA. The study employs an ARDL model for co-integration to explore the presence of a long-run relationship between the variables and the granger causality within VECM to check the interrelations among the series. The findings reveal that all variables are co-integrated to …
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The relationship between financial sector development and economic growth: the case of Zambia
… quality. The results, derived from the ARDL model, indicate that financial sector development has a positive long-term relationship with economic growth, with no significant short-term effects. While improvements in bank efficiency were found to be positively associated with financial …
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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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Analysing the effects of debt financing on fiscal sustainability of the City of Windhoek
… Dendrograms. The study then used temporal causal modelling and ARDL model estimation to establish the nature of relationships between fiscal sustainability and debt burden indicators within the context of financial independence. The study found evidence of both long-term and short-term …
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Estimating the demand for money in a developing country
… paper employs an Autoregressive Distributed Lag (ARDL) model using a two equation technique that includes cointegration and an error-correction model (ECM). The cointegration model estimates the long-run relation that might exists between the dependent variable and the explanatory variables, and …
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Investigating the Insurance – Growth Nexus from a Low-Income Country: Perspective of Malawi
… insurance and economic expansion in Malawi have hardly been explored in the literature. This study investigated the long run and short run causal relationship between insurance industry activities and economic growth in Malawi using time series data from 1983 to 2019. The study employed the linear …
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The impact of stock market performance on economic growth in Malawi
… (GDP). The Autoregressive Distributed Lag (ARDL) model was used to test for the existence of a long- run co-integrating relationship between the variables, while Granger causality tests, impulse response functions and variance decomposition analyses were employed to examine the short- run …
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Evaluating the impact of bilateral and multilateral official development assistance on economic growth in Zambia
… on a modified neo-classical economic growth model that incorporates multilateral and bilateral ODA as determinants of economic growth, this study employed the ARDL model to investigate the long-run and short-run relationship between GDP per capita and ODA from 1975 to 2016. Two similar growth …
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Investigating the determinants of sovereign bond yield spread in Namibia
… tests and the Autoregressive Distributed lag (ARDL) bound test. The study further performed diagnostic tests such asnormality test, serial correlation, heteroscedasticity, Ramsey test, CUSUM and CUSUMSQ to test for the goodness of fit of the model. The results from the unit root testswith the …
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