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 55 for “"Autoregressive distributed lag (ARDL)"”.
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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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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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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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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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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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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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The Determinants and Economic Effects of Defence Spending: The Case of Rwanda, 1973-2020
… over the past five decades. Employing the Autoregressive Distributed Lag (ARDL) approach to cointegration for the period 1973-2020, the study finds compelling evidence confirming the growth retarding effects of defence spending while also demonstrating that conflict and economic factors …
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The role of private capital flows and financial deepening in the economic growth of South Africa
… between these three variables using the Autoregressive Distributed Lag (ARDL) bounds testing procedure. The causal relationship between the variables is further investigated using the Granger Causality test. Where previous studies mainly focus on investigating the relationship between …
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The determinants of military expenditure in Rwanda
… No studies for Rwanda had been published, regardless of the growing military expenditure. A range of factors such as economic, political, or strategic conditions can drive the demand for defence expenditure. This paper employs a general model of demand for military expenditure and estimates it …
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Investigating the relationship between non-bank financial sector development and economic growth in Namibia
… the period 2001:Q1 to 2019:Q4 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 …
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Assessing the impact of domestic and external debt on the Gambia’s economic growth : an ardl analysis
… data from 1976 to 2023, the 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 …
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Foreign direct investment and growth in Tanzania : roles of the domestic financial system and human capital
… of cointegration within 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) …
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Determinants of life insurance consumption: Evidence from Zambia
… the Augmented Dickey-Fuller (ADF) test, Vector Autoregressive model (VAR) Autoregressive Distributed Lag (ARDL) and the Error Correction Model (ECM) in conducting econometric investigations. Findings from the study show that financial development negatively influences life insurance, while …
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Public Expenditure and Poverty Reduction: Evidence from Nigeria
… duration is for 5-years, 2016-2020. We use the autoregressive distributed lag (ARDL) bounds testing procedure by Pesaran et al. (2001) to estimate the two models, given that the annual data used for the models’ estimations were integrated of order I(1) and I(0) and small sample size. The results …
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Non-Traditional Exports (NTE), Imports and Economic Growth in Ghana
… techniques including unit root and the Autoregressive Distributed Lag (ARDL) regression estimation cointegration technique, together with diagnostic tests to assess the appropriateness of the model. The bounds test results showed the presence of cointegration between GDP growth and the …
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