Global ETD Search
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Showing 1 to 13 of 13 for “"NARDL"”.
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Testing the asymmetric effects of Interest Rates in Botswana: A NARDL Approach to the McKinnon-Shaw hypothesis
… a Nonlinear Autoregressive Distributed Lag (NARDL) approach to the McKinnonShaw hypothesis in Botswana. More precisely, the study seeks to test the asymmetric effects of interest rates on the level of savings and investment and the impact of financial liberalisation on economic growth. Till …
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A holland kór azonosítása aszimmetrikus kointegráció segítségével szubszaharai afrikai és dél - amerikai országok esetén
… nemlineáris autoregresszív osztott késleltetésű (NARDL) modellek segítségével válaszoltam, melyeket aszimmetrikus kointegráció tesztelésére használtam. Megállapítottam, hogy amennyiben kointegráló kapcsolat van egy ország reál-effektív árfolyama (REER) és az általa exportált nyersanyag világpiaci …
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Current account deficits and sustainability: evidence from South Africa
… Johansen, Maki, ARDL tests, and nonlinear ARDL (NARDL) tests, on exports - imports, and investments – savings variables. The tests are applied to three data samples for robust results: annual data between 1946-2021, full quarterly data 1960Q1-2021Q4, and short quarterly data 1985Q3-2021Q4. The …
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Asymmetric Nonlinear Correlation between Cryptocurrencies and the Stock Market Performance in South Africa
… 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 that cryptocurrencies may offer …
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Asymmetric and symmetric responses of the environmental performance on tourism industry : a case study of D-8 countries
… advanced econometric models such as ARDL and NARDL. Employing a quantitative approach, the research utilizes panel data from 2008 to 2024, sourced from reputable institutions like the World Data Bank, World Travel and Tourism Council (WTTC) and Yale Center for Environmental Law & Policy. By …
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The determinants of the exchange rate volatility: A case study for South Africa
… the Nonlinear Autoregressive Distributed Lag (NARDL) approach and utilizing quarterly data spanning from 2000 to 2023. The findings suggest that trade openness has a significant impact on exchange rate volatility, underscoring the need for policies that consider the complexities of trade …
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Nonlinear and Asymmetric Exchange Rate Pass-Through to Consumer Prices in South Africa
… The nonlinear autoregressive distributive lag (NARDL) model results reveal the nonexistence of a significant nonlinear asymmetric long-run correlation between exchange rate and consumer inflation. This is portrayed by the Wald test results, which suggest the absence of a nonlinear asymmetric …
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Testing Market Efficiency of MENA Equity Returns
… uses a nonlinear autoregressive distributed lag (NARDL) framework to examine the asymmetric long and short run relation between the momentum investing strategy shock that supervises the efficiency of the stock market and macroeconomic variables (fiscal and monetary policies). These results suggest …
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Relationship between inflation rate and wage rate before and after inflation targeting periods in South Africa
… autoregressive distributed lag (LARDL & NARDL) estimation techniques in the analysis to test these objectives. The findings made in this study have both short-run and long-run implications. This study found a positive linear and nonlinear relationship between inflation and wage rate in …
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Examination of the effects of macroeconomic shocks on the Namibian economy
… asymmetric effects, a new stepwise-least squares NARDL model was adopted. Outcomes reveal a long-run cointegration among real GDP, commodity prices, investment and exports shares of GDP. Moreover, the study unveiled that both copper and uranium prices have asymmetric impacts on Namibia’s business …
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The impact of domestic savings, financial depth, and financial innovation on economic growth in sub-Saharan African countries
… The non-linear autoregressive distributed lag (NARDL) model tests for the asymmetric relationship between the two variables. Using data from 20 SSA countries between the period of 1990 and 2020, this study concludes that financial innovation has a symmetric impact on economic growth in SSA, the …
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Exploring the Role of Fiscal Policy and Sovereign Debt Shocks on Economic Growth among Southern African Developing Communities
… and Nonlinear Autoregressive Redistributed Lag (NARDL) is estimated to analyse the asymmetric effect of public debt on economic growth among selected SADC economies. The results revealed mixed findings on nonlinearity among emerging and frontier SADC members. The findings indicate a concave …
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Asymmetric Exchange Rate Pass-Through in Southeast Asian Rice Trade
<p>Asian countries consume approximately 90% of the world’s rice supply. Between 2007 and 2014, Thailand, Vietnam, and India accounted for 60% of the world’s exports of rice. This paper estimates the impact of exchange rate fluctuations on bilateral trade flows in Southeast Asia. Because most …