Global ETD Search
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Showing 1 to 5 of 5 for “"NARDL model"”.
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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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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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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
… 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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Asymmetric Exchange Rate Pass-Through in Southeast Asian Rice Trade
… Another novel aspect of this analysis is the model employed. A nonlinear autoregressive distributed lag econometric model is utilized. The dependent variable is the bilateral importing LCU real value. The independent variables include lagged dependent variables, exchange rates, and real GDP …