(ARDL Bounds test) capable of testing for the existence of a long-run relationship regardless of whether the underlying time …

This study examines the impact of volatility of FDI, rather than its level on the economic growth of ASEAN-5 countries …. Using bounds testing approach, we show that FDI volatility retards long-run economic growth in Indonesia, Malaysia, the … of FDI volatility. These findings, which are robust to different measures of FDI volatility, are of concern in dealing …

and TGARCH are used to obtain the volatility of data. in addition , continuous time GARCH (COGARCH) model that is the … extansion and analogue of the discrete time GARCH process, is the new approach for volatility and derivative pricing. COGARCH … Process is replaced with the innovations in the discrete time. in this study, the proper model for the volatility is shown to …

gas using the autoregressive distributed lag (ARDL) bounds testing procedure (Pesaran and Shin, 1999). The robustness of ….51 with regard to price and 1.35 with regard to weather. The short-run dynamics assessed by estimation of the error correction …

Autoregressive Distributed Lag (ARDL) approach to cointegration analysis, and to explain the effects of economic determinants on … inbound tourist flows to Hong Kong from four major short-haul markets. The cointegration test used is the 'bounds' test of … Pesaran et al. (2001) that is based on the estimation of an Unrestricted Error-Correction Model (UECM). This article addresses …

quarterly data and the bounds testing approach to cointegration, and error-correction modelling we were able to provide support …

Johansen approach and the Autoregressive Distributed Lag bounds testing approach. The cointegration and error-correction tests …

The study probes cointegration and Granger causality between telephone connections and economic activity for India …