Narrow search
Showing 1 - 10 of 22,090
Cover Image
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003512776
Cover Image
Understanding the dynamics of the macroeconomic trilemma
Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64
Persistent link: https://www.econbiz.de/10010533062
Cover Image
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco; Souza, Reinaldo Castro - In: Brazilian review of econometrics : the review of the … 29 (2009) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10009627795
Cover Image
The stability of money demand function in Jordan : evidence from the autoregressive distributed lag model
Saed, Adnan A.; Al-Shawaqfeh, Walid - In: International journal of economics and financial issues … 7 (2017) 5, pp. 331-337
Persistent link: https://www.econbiz.de/10011844027
Cover Image
Monetary uncertainty and demand for money stability in Nigeria : an autoregressive distributed lag approach
El-Rasheed, Shehu; Hussin Abdullah; Jauhari Dahalan - In: International journal of economics and financial issues … 7 (2017) 1, pp. 601-607
Persistent link: https://www.econbiz.de/10011785152
Cover Image
Does inflation reduce remittance outflows in Saudi Arabia?
Al-Abdulrazag, Bashier; Foudeh, Musa - In: Cogent economics & finance 10 (2022) 1, pp. 1-23
This study examines the potential relationship between inflation and remittance outflows in Saudi Arabia over the period 1971-2019 by applying the autoregressive distributed lag (ARDL) model. As a pioneering study in Saudi Arabia, the paper addresses an important literature gap. The statistical...
Persistent link: https://www.econbiz.de/10014500342
Cover Image
May monetary transmission lags have a role in missing inflation targets in Turkey? : cointegration tests with structural breaks and structural VAR analysis
Bulut, Umit - In: International journal of economics and finance 8 (2016) 4, pp. 93-103
Persistent link: https://www.econbiz.de/10011456414
Cover Image
The consequences of exchange rate fluctuations on Nigeria's economic performance : an autoregressive distributed lag (ARDL) approach
Iheanachor, Nkemdilim; Ozegbe, Azuka Elvis - In: International journal of management, economics and … 10 (2021) 2/3, pp. 68-87
This study examined the effects of persistent exchange rate fluctuations on Nigeria's economic performance. It was motivated by the quest to ascertain why concerted efforts of the monetary authorities in Nigeria to pursue internal and external balances yielded little or no positive results in...
Persistent link: https://www.econbiz.de/10012705698
Cover Image
The role of monetary policy in Zimbabwe's hyperinflation episode
Kavila, William; Le Roux, Pierre - In: African review of economics & finance : AREF : (a … 9 (2017) 2, pp. 131-166
Persistent link: https://www.econbiz.de/10011780443
Cover Image
Length of transmission lag from monetary policy rate (MPR) and broad money supply (M2) to inflation in Nigeria
Alfa, Yakubu; Sa'ad, Suleiman; Abdulrasheed, Zubair - In: West African journal of monetary and economic integration 21 (2021) 1, pp. 79-109
This study examines the length of transmission lag from monetary policy rate and money supply to inflation in Nigeria between the periods of January 2007 to March 2018. Using Autoregressive Distributed Lag (ARDL) model, the study reveals that changes in MPR does not transmit instantly to...
Persistent link: https://www.econbiz.de/10014466001