between 1998 and 2014. We incorporate the NPLs level in a multivariate model using the ARDL procedure. The results from the …

econometric study on aid effectiveness is yet to exist. Using a triangulation of approaches involving the ARDL bounds test … approach and the Johansen maximum likelihood approach to cointegration for the period 1970-2007, we find that foreign aid has a …

Lag Model (ARDL) and Granger causality approach using quarterly data for the period 2002 - 2017. Empirical results showed …

cointegration. The result indicates the superiority of monetary instrument, followed by combined instrument and then interest rate …

Lag (ARDL)-bound test model. The empirical results indicate a significant evidence of cointegration. Indicatively, an …

autoregressive-distributed lag bounds (ARDL Bounds) test and vector autoregressive cointegration. Additionally, cointegrating … Turkey's financial markets for the period of 2001 M1 - 2017 M4. Cointegration analysis is investigated using the … regression are applied to check the long-run elasticities in the concerned relationship. The ARDL Bounds and Johansen …

using data from the UK, Canada and the USA, applying the Autoregressive Distributed Lag (ARDL) Bounds testing approach and … the Phillips-Hansen approaches to cointegration. Although the results from the conventional monetary model are poor, the …

(broad money M2) and government revenues in Nigeria using an Autoregressive Distributed Lag (ARDL) bounds testing approach …

-2014. To accomplish the task, the study uses Johansen-Juselius cointegration test and autoregressive distributed lag bounds …

growth in Nigeria over the period 1981-2014 using the autoregressive distributed lag (ARDL) approach to co-integration …