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 10 of 10 for “"Autoregressive distributive lag"”.
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The impact of financial development on private investment in South Africa
… Africa over the period 1977 (Q1) to 2015 (Q4). Autoregressive distributive lag model was used in addition to conducting further tests to establish the efficiency of the model using standard diagnostics which confirmed the overall significance of the model. The results find the relationship …
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Government expenditure on education and economic growth in South Africa
… to 2021. The data was analysed by means of the Autoregressive distributive lag technique and Granger causality analysis. The findings revealed that government spending on education and economic growth are positively related in South Africa. Furthermore, the findings revealed that government …
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An investigation of the relationship between balance of payments and economic growth in Namibia
… The Bounds co-integration 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 …
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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
… will have a direct impact on the 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 …
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Can Investing in Information Systems Boost Economic Complexity in South Africa: Movement Towards the Fourth Industrial Revolution?
… complexity. The set objective employs the autoregressive distributive lag (ARDL) methodology. Results of the ARDL bounds test gave an F-statistic of 7.17 greater than the upper bound and this indicated a long run relationship in the series. Furthermore, investment in information systems had …
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Velocity of Money and Financial Development in BRICS Countries
… period 1996 to 2019". The study employed a panel autoregressive distributive lag (PARDL) to estimate the relationship between financial development and velocity of money in BRICS countries. In addition, "panel fully modified least squares and panel dynamic least squares were employed to supplement …
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Nonlinear and Asymmetric Exchange Rate Pass-Through to Consumer Prices in South Africa
… prices in South Africa using the nonlinear autoregressive distributed lag approach and quarterly data spanning from January 2015 to July 2023. The outcome of this study is that there is a nonlinear and asymmetric exchange rate pass-through in South Africa. The nonlinear autoregressive …
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Limiting exchange rate swings under a managed floating regime: Evidence from a panel of 24 currencies
… analysis and regression analysis based on an autoregressive distributive lag model. Then I investigate whether central banks can take advantage of this positive relationship between the gap and the premium in limiting exchange rate swings. My results provide evidence that the gap and the …
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The Effects of financialisation on development in South Africa
… in relation to the non-financial sector. The Autoregressive Distributive-Lag (ARDL) model is used to examine the long-run and short-run associations between financialisation and the key development indicators. The study finds evidence in support of the occurrence of financialisation in South …
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Cointegration tests with smooth breaks and co-movements of international reserves
In the first essay, we propose a new Autoregressive Distributive Lag (ADL) cointegration test in the presence of structural breaks approximated by a Fourier function. The test offers a simple way to capture a smooth structural change in time series data. Exact break dates are not required, and the …