Sahin, Goktug; Şahin, Afşin - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
distributed lag (QARDL) model was drawn upon to capture possible asymmetry in parameters and distinguish the results between … different locations. The results obtained in this study may differ from the linear model and may change by the location …. Following the examples from the literature that analyzed the relationship via linear models, this paper employed a QARDL model …