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 13 of 13 for “"Autoregressive distributed lag (ARDL) model"”.
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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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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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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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Monetary policy and exchange rates in different economic contexts: Case study of South Africa
… in developing and developed 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 …
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Estimating the demand for money in a developing country
… the period 1965 to 2003. The 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 …
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The impact of stock market performance on economic growth in Malawi
… by real Gross Domestic Product (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 …
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Investigating the relationship between agricultural productivity and economic growth in Namibia
… series data for the period 1981 to 2016. The Autoregressive Distributed Lag (ARDL) model was employed to analyze the data. The time series properties of the data were analyzed using Augmented Dickey Fuller and Philip Peron unit root tests. The long run relationship was assessed through the …
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The effect of fintech on banking performance in South Africa.
… (YEA). Methodologically, this 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 …
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Assessing the criticality of germanium as a by-product
… was used to construct supply and demand models in order to obtain estimates for the price elasticities of supply and demand. Ordinary least squares (OLS) regression was used on an autoregressive distributed lag (ARDL) model for both supply and demand. The supply model was constructed with …
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MONEY MEETS MEGAWATTS: EVALUATION OF FINANCING OPTIONS IN NIGERIA AND IMPLICATIONS FOR RENEWABLE ENERGY CAPACITY DEVELOPMENT
… study employed a robust econometric approach—the Autoregressive Distributed Lag (ARDL) model—to analyse the dynamic relationship between energy financing strategies, renewable energy capacity, and economic growth over time. Quantitative secondary data were sourced from the International Renewable …
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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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The impact of domestic savings, financial depth, and financial innovation on economic growth in sub-Saharan African countries
… domestic savings. The dynamic panel threshold model is employed to empirically examine the threshold effect of domestic savings on economic growth. Using data from 35 SSA countries between the period of 1980 and 2022, this study concludes that there is a threshold effect in the relationship …
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Financial reforms, financial development, income inequality and spectral output : evidence from Zambia
… nexus in Zambia from 1980 to 2021, using the Autoregressive Distributed Lag (ARDL) model, Financial Development Index (FDI) and disaggregated sectoral value-added data. Empirical results indicate that financial reforms strengthened the nexus in the short run, but the effects dissipated in the …