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 102 for “"Autoregressive Distributed Lag"”.
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An Analysis of the Finance Growth Nexus in Nigeria
… It employs statistical techniques such as the Autoregressive Distributed Lag approach as well as a short and long run Granger Causality test on time series data spanning from 1960-2016. Empirical results reveal that the financial development indicators have a long run relationship with economic …
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AN examination of the casual relationship between economic growth, foreign direct investment and exports, in Namibia
… data for the period of 1980:Q1 to 2013:Q4. The Autoregressive Distributed Lag approach to cointegration was used to carry out the study. The study used foreign direct investment (FDI) inflows as a proxy for FDI, export values as a ratio of GDP as a proxy for Exports, and Real Gross Domestic …
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An ARDL modelling approach to international tourism demand in Tanzania
… had on tourism demand. The study applied the Autoregressive Distributed Lag approach to modelling international tourist demand in Tanzania. The findings are consistent with economic theory and with empirical evidence from other studies. The model passed all diagnostic tests. Therefore, the …
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The effect of fiscal policy on inflation volatility in Malawi
… methodology on monthly inflation data. An Autoregressive Distributed Lag (ARDL) process is used to find the long run relationship between inflation volatility and the fiscal variables while the Error Correction Model (ECM) is used to find the short run relationship. The results show that …
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Macroeconomic determinants of the demand for international reserves and monetary disequilibrium in Namibia
… reserves in Namibia. The study employs the autoregressive distributed lag (ARDL) approach to cointegration, covering the period 2000q1 to 2021q4. Empirical results reveal the existence of a long-run relationship between reserve demand and the regressors, that is, broad money, foreign direct …
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Aggregation bias, trade liberalisation and the J-curve in South Africa : exploring the bilateral real exchange rate - trade balance relationship
… of the results are assessed USl11g the Autoregressive Distributed Lag (ARDL) Approach to co-integration. We find strong evidence of aggregation bias. In all cases a real exchange rate depreciation improves the bilateral (and aggregate) trade balance, but the strength of the relationship …
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Technology diffusion and productivity : evidence from the South African manufacturing sector
… growth and human capital is analysed using the autoregressive distributed lag (ARDL) approach to cointegration. The results show that there is evidence of an equilibrium relationship between the variables; that foreign technology spillovers have taken place in the manufacturing sector, and that …
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The effect of financial development on economic growth: the case of South Africa
… in the preceding years. The study utilizes an Autoregressive Distributed Lag approach to cointegration and a Solow model to consider the role of banks, financial institutions, and financial markets independently. The results reveal that financial institutions have a considerable role in …
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An examination of the impact of education on economic growth in Namibia
… (ADF) and Phillips Perron (PP) tests. The Autoregressive Distributed Lag approach to co-integration is employed to carry out the study. The study also uses the Granger Causality test. In particular the research main objective is to investigate the relationship between education and economic …
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Financial System Development and Economic Development in Malawi
… the period range 1980 to 2019, and employing an Autoregressive Distributed Lag (ARDL) cointegration technique or bound cointegration technique, the paper finds a significant long run negative relationship between financial system development and economic development, which runs from financial …
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Essays on financial development and economic performance
… annual data for 67 countries from 1971 to 2007. Autoregressive distributed lag (ARDL) and cross-sectionally augmented autoregressive distributed lag (CS-ARDL) models have been applied to confront cross-country heterogeneity and error cross-country dependence. A positive and significant effect of …
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The relationship between financial inclusion, economic growth and poverty: A study of Jordan
… services in Jordan. This study 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 …
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Asymmetric Exchange Rate Pass-Through in Southeast Asian Rice Trade
… this analysis is the model employed. A nonlinear autoregressive distributed lag econometric model is utilized. The dependent variable is the bilateral importing LCU real value. The independent variables include lagged dependent variables, exchange rates, and real GDP per capita of the importing …
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An investigation of the determinants of public health expenditure in SADC
… a heterogeneous dynamic panel, making use of the Autoregressive Distributed Lag (ARDL), Pooled Mean Group Estimator. The study established that in the long-run, GOP per capita, infant mortality rate and the ageing population had negative and significant relationships with domestic public health …
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The Effects of Dollarisation to the Zimbabwean Economy (1990-2017)
… 28 years from 1990 to 2017. The 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 …
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A study of the causes of the real net-of-tax cigarette price increases in South Africa (1990-2012)
… subjected to a preliminary analysis using an Autoregressive Distributed Lag Model. The results indicate that there is a relationship between the price of cigarettes and various causal factors. The results do not however substantiate what caused the real net-of-tax price increase from 1990's …
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Asymmetric Nonlinear Correlation between Cryptocurrencies and the Stock Market Performance in South Africa
… to May 2024, the study applies the Nonlinear Autoregressive Distributed Lag (NARDL) model and the Wald test to explore these dynamics. The results indicate a significant asymmetric nonlinear correlation between cryptocurrencies and stock market indices. This asymmetric relationship suggests …
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Analysising the effects of budget deficit dynamics on macroeconomic variables in Namibia
… interest rate in Namibia. The study employed the Autoregressive Distributed Lag Model (ARDL) and Bounds test for the cointegration approach using time series annual data for the period 1990 – 2018. The cointegration results confirm the presence of a long run relationship among variables in all …
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Large-Scale Online Conversations About Public Health: Predicting Real-World Outcomes
… by applying time-series models, including autoregressive distributed lag (ARDL) analyses, to test whether changes in topic prevalence correspond with or precede trends in national, state-level, and drug-specific overdose mortality. Together, these studies demonstrate that large-scale online …
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Impact of state fragility on capital flows and economic growth in Nigeria
… inflows (FDI, ODA and Remittances). Using an autoregressive distributed lag (ARDL) bounds testing approach to co-integration, significant long-run relationship was confirmed between state fragility, capital flows and economic growth. The results reveal domestic capital to be very significant …
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