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between 1998 and 2014. We incorporate the NPLs level in a multivariate model using the ARDL procedure. The results from the …
Persistent link: https://www.econbiz.de/10011725346
Lag Model (ARDL) and Granger causality approach using quarterly data for the period 2002 - 2017. Empirical results showed …
Persistent link: https://www.econbiz.de/10014558455
cointegration. The result indicates the superiority of monetary instrument, followed by combined instrument and then interest rate …
Persistent link: https://www.econbiz.de/10011482601
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 …
Persistent link: https://www.econbiz.de/10012602804
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 …
Persistent link: https://www.econbiz.de/10012610926
(broad money M2) and government revenues in Nigeria using an Autoregressive Distributed Lag (ARDL) bounds testing approach …
Persistent link: https://www.econbiz.de/10011518787
-2014. To accomplish the task, the study uses Johansen-Juselius cointegration test and autoregressive distributed lag bounds …
Persistent link: https://www.econbiz.de/10011552036
growth in Nigeria over the period 1981-2014 using the autoregressive distributed lag (ARDL) approach to co-integration …
Persistent link: https://www.econbiz.de/10011559207
inconclusive. While a number of scholars are of the view that compelling cointegration exists among each of these constructs … independent of each other. Drawing from four financial developments-growth nexus theories, this study used the ARDL bound … estimation techniques to examine the existence of cointegration among economic growth, financial development and trade openness …
Persistent link: https://www.econbiz.de/10011988704
of Bangladesh for the period 1980-2016. To investigate long-run cointegration, this study used the autoregressive … distributed lagged (ARDL) bounds testing approach. In addition, the Granger-causality test is used to identify directional … causality between research variables under the error correction term. Study findings from the ARDL bound testing approach …
Persistent link: https://www.econbiz.de/10011996127