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.
Results
Showing 1 to 15 of 15 for “"Autoregressive Distributed Lag Model"”.
-
A study of the causes of the real net-of-tax cigarette price increases in South Africa (1990-2012)
… through tariffs. Using a Bertrand duopolistic model this paper presents a theoretical model to explain the effect that tariffs, and other relevant causal factors such as excise taxation might have on the real net-of-tax price. The relationships that exist between the real net-of-tax price and …
-
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 …
-
An Investigation into the Relationship Between Economic Growth, Energy Consumption, and the Environment: Evidence from Nigeria
This thesis employs the Autoregressive Distributed Lag model (ARDL), Toda-Yamamoto causality analysis, and ordinary least square (OLS for robust estimation) techniques to empirically investigate the impact of economic growth and energy consumption on the environment in Nigeria from 1980 to 2020. …
-
A causal relationship between financial intermediation and economic growth: A case study of South Africa
… South Africa using two methodologies, namely the Autoregressive Distributed Lag Model and the Granger Causality Test. The study used annual data obtained from the World Bank statistical reports which covered periods from 1975-2018 in which forty-three observations were used in the study. To …
-
The nexus between financial innovations and velocity of money: Evidence from Namibia
… the period 2000 to 2020. The study relied on the Autoregressive Distributed Lag Model technique to test the relationship. The founding objectives were named to explore whether financial innovation explained the velocity of money and secondly whether there existed a short run or a long-run …
-
The Impact of Chinese Foreign Direct Investment on employment and economic growth in Sub-Saharan Africa
… Saharan Africa (SSA). The study employed a panel Autoregressive Distributed Lag model and conducted Granger causality tests on a sample of the top ten SSA recipients of Chinese FDI for the period 2003 to 2017. The results of the analysis revealed that Chinese FDI had a positive effect during this …
-
The impact of public infrastructure investment on economic growth in Thailand
… framework. A recursive supply-side model based on the Standard Neoclassical Model framework is used using Thai national data on public revenue (taxes, non-tax revenue and debt) to estimate infrastructure investment. An aggregate production function is used based on quarterly time …
-
Income Inequality, Human Capital and Economic Growth in China
… In particular, a panel vector error correction model (panel VECM) is adopted to estimate the impacts of inequality on growth, and vice versa; a factor that is largely overlooked in existing literature. The empirical results suggest that the long-term relationship between inequality and growth …
-
Infrastructural development and Economic growth: A Case study of the SADC region
… its economic growth. To accomplish this a Panel Autoregressive Distributed Lag model was used on a sample of five countries, covering the period of 2003 to 2020, based on the availability of the data. The findings of the study highlighted the fact that infrastructural development is an enabler of …
-
Testing for bubbles in time series data using long historical series
… to the equilibrium. By making use of quantile autoregressive distributed lag model (QARDL), this research explores the cointegration relationship across the whole conditional distribution.
-
Finding theoretical and empirical solutions to the three major puzzles of exchange rate economics : applications in respect of Southern African macroeconomic data
… tests associated with the smooth transition autoregressive family of models. According to Bayesian unit root test results, the nonstationarity hypothesis received small posterior probability relative to other hypotheses. In this setting, the Bayesian results strongly supported the hypothesis …
-
The Effect of China’s Outward Foreign Direct Investment on the Economic Growth of the Visegrád Group
… data from 2004 to 2020. Various econometric models are employed to ensure the robustness of the findings, including panel-based Feasible Generalized Least Squares (FGLS), Pooled Ordinary Least Squares (POLS), Fixed Effects (FE), and Random Effects (RE); Markov-Switching Dynamic Regression …
-
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 …
-
The Determinants of the Merger Arbitrage Spread: Panel Data Approach Evidence from the UK.
… deal using the static fixed and random effects models with ordinary least squares and generalised least squares estimators, respectively. Whilst the former produced plausible results when the autocorrelation and heteroscedasticity in the residuals were corrected for, it was found that a number …
-
Does the inclusion of climate variables improve tourism demand forecasting performance?
… in econometric and combination forecasting models can improve tourism demand forecasting performance. Climate conditions are important tourism resources which can influence tourists’ decision as to when and where to travel, however, our understanding of the value of climate variables in …