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Stock market reaction to macroeconomic variables : an assessment with dynamic autoregressive distributed lag simulations

Khan, Muhammad Kamran; Teng, Jian-Zhou; Khan, Muhammad Imran - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2436-2448

Persistent link: https://www.econbiz.de/10014327535

Asymmetric price adjustments in the Shanghai Containerized Freight Index : evidence from a nonlinear autoregressive distributed lag model

Yu, Byungchul; Shin, Sung-Ho; Ro, Young-Jin - In: International journal of shipping and transport … 17 (2023) 1/2, pp. 60-79

Persistent link: https://www.econbiz.de/10014366871

Impact of CO2 emission on life expectancy in India : an autoregressive distributive lag (ARDL) bound test approach

Das, Sujoy; Debanth, Avijit - In: Future Business Journal 9 (2023), pp. 1-9

. Using World Bank time series data for the period 1991-2018 and applying ARDL cointegration technique, the study concludes …

Persistent link: https://www.econbiz.de/10014373686

Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach

Gupta, Mohini; Varshney, Sakshi - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 853-875

Persistent link: https://www.econbiz.de/10013531083

Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers

Sokhanvar, Amin; Bouri, Elie - In: Borsa Istanbul Review 23 (2023) 1, pp. 44-54

The war in Ukraine and new sanctions imposed on Russia have affected commodity prices and induced historic moves in exchange rate markets. In this paper, we examine the impact of commodity price shocks related to the war in Ukraine on three currencies (Canadian dollar, euro, and Japanese yen)....

Persistent link: https://www.econbiz.de/10014307388

Determinants of Electricity Demand in Nigeria : A Non-Linear Autoregressive Distributed Lag (Nardl) Analysis

Bashir, Najeem Olatunji; Babatunde, Musibau; Lawal, Sulaimon - 2023

The study identify determinants of electricity demand in Nigeria. Secondary data from 1980 through 2018 were used in the study. The study adopts the nonlinear ARDL method propounded by Shin et al. (2014). Results show that negative shock in the average price of electricity leads to increased...

Persistent link: https://www.econbiz.de/10014262322

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

An applied study of the symmetric and asymmetric impact of oil prices and international financial markets on economic growth in Iraq

Khaleel, Moustfa Ismael; Jabbar, Ahmed Younis; Kalai, Maha - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 66-80

Persistent link: https://www.econbiz.de/10014634861

Determinants of the Algerian economy : autoregressive distributed lag approach

Mohamed, Zergoune; Abdellaoui, Okba; Amara, Nawal Ben - In: International journal of economics and financial issues … 8 (2018) 5, pp. 7-10

Persistent link: https://www.econbiz.de/10011979645

External debt and economic growth nexus in a small island developing state : an Autoregressive Distributed Lag Model investigation

Fauzel, Sheereen; Jugreet, Fariiha - In: Journal of Contemporary Issues in Business and Government 24 (2018) 1, pp. 3-15

Persistent link: https://www.econbiz.de/10011981261