Autoregressive distributed lag

This article analyzes the impact of macroeconomic factors on private sector investment in Vietnam during the period from 1996 to 2022 by applying an autoregressive distributed lagged (ARDL) model. Findings revealed that real GDP and credit to the private sector have a positive effect on the private sector in Vietnam. This demonstrates that higher GDP growth boosts confidence among private enterprises that they can afford to pay off loans and subsequently increase their investment demand.

10p leminhvu111 07-06-2024 0 0   Download

This paper focuses on exploring the dynamic relationship between real estate prices, government budget, and economic growth in the case of an emerging economy. Using quarterly data covering in the period of Q1/2008 to Q4/2018 with approximately 44 observations and applying the Autoregressive Distribution Lagged (ARDL) approach, results reveal that, in both the short-run and long-run, economic growth is highly affected by fluctuations of the present, and past economic growth. Besides, there exists a long-run relationship between government budget and economic growth.

9p longtimenosee06 27-03-2024 8 1   Download

Nghiên cứu này sử dụng mô hình ARDL (Autoregressive Distributed Lags) để kiểm định tác động của đô thị hóa đến phát thải khí nhà kính ở Việt Nam. Dựa trên kết quả có được, nghiên cứu đưa ra một số hàm ý chính sách trong quản lý đô thị và chuyển đổi năng lượng ở Việt Nam.

12p gaupanda016 01-03-2024 4 2   Download

Bài nghiên cứu nhằm đánh giá tác động của chỉ số điều kiện tài chính tới lạm phát ở Việt Nam bằng cách sử dụng mô hình phân phối trễ tự hồi quy (Autoregressive- Distributed Lag Model-ARDL), dựa trên bộ dữ liệu chuỗi thời gian từ tháng 1 năm 2013 đến tháng 12 năm 2022.

14p vioracle 25-09-2023 9 4   Download

This study attempts to apply the Autoregressive Distributed Lag (ARDL) model to examine the relationship between Vietnam three investment sources, Foreign Direct Investment (FDI) and Private Domestic Investment (PDI) as well as Foreign Direct Investment (FDI) and Public Investment (PI) in Vietnam over the period from 1995 to 2019.

14p viindra 06-09-2023 5 4   Download

Mục tiêu của nghiên cứu là phân tích tác động của du lịch quốc tế đến lượng phát thải CO2 ở Việt Nam, giai đoạn 1995-2019. Sử dụng mô hình phân phối trễ tự hồi quy (Autoregressive Distributed Lag – ARDL) kết hợp với phương pháp kiểm định đường bao (Bound test) làm cơ sở xác định tác động dài hạn, sau đó dùng mô hình hiệu chỉnh sai số (ECM) để phân tích tác động ngắn hạn, kết quả nghiên cứu cho thấy tồn tại mối quan hệ dài hạn giữa du lịch quốc tế và lượng phát thải CO2.

12p vifriedrich 06-09-2023 6 4   Download

The objective of this study is to examine the impact of macroeconomic factors on the performance of Vietnam Consumer Staples sector through its stock index in the period of January 2009 to December 2019. By using the Autoregressive Distributed Lag (ARDL) approach, the study examines the long-term relationship between macro factors and the Vietnam Consumer Staples stock index by the Bound and using error correction model (ECM) according to ARDL approach to determine short-term effects between them.

21p nhanchienthien 25-07-2023 10 4   Download

The purpose of this paper is to investigate the effects of fossil fuel consumption, economic growth on carbon dioxide emissions in Vietnam. Using an autoregressive distributed lag model (ARDL model) on the data during the period over 1985-2013, collected from World Development Indicators, Department of Statistics in Vietnam. Evidence from the study shows the fossil fuel consumption of two years and four years before had, respectively, negative and positive statistically significant impact on this year carbon dioxide emissions.

14p nhanchienthien 25-07-2023 6 4   Download

The objective of this paper is to analyze the asymmetric effect of petrol prices on consumer prices in the Vietnamese market. The theoretical basis is developed from the theory of asymmetric price transmission (APT). The quarterly data is collected between Q1/2008 and Q4/2019, and the nonlinear autoregressive distributed lag (NL-ARDL) model is used as an analytical tool. The research results indicate that the gasoline price in the Vietnam market disproportionately affects consumer prices in both the short-run and long-term.

12p nhanchienthien 25-07-2023 7 4   Download

The study "Agriculture led economic growth: The case of Pakistan" aims to quantify the impact of agricultural growth on the overall economy of Pakistan. Time series analysis techniques are suitable to achieve such objectives. Time series has seen a lot of development during the recent decades. e development of concepts like that of stationarity and the tests to check it have cast doubts over the reliability of results reported by earlier studies.

7p tieuduongchi 24-10-2022 7 3   Download

This paper investigates the effect of financial development to economic growth in Vietnam for the period 1990 – 2017. Using the Autoregressive Distributed Lag (ARDL) Bounds test approach, we find that financial development has a long-run positive impact on the growth of economic. Besides, the error correction model indicates that although there exists the disequilibrium in the relationship between financial development and economic growth in the short-run, the economy will converge back to the longrun equilibrium in the current year.

8p vihassoplattner 07-01-2022 14 2   Download

The study utilised different proxies to capture quantity and quality dimensions of education. The unit root and ARDL “Bounds”tests were employed at a preliminary stage. Based on the preliminary tests, the study explored autoregressive distributed lags modelling technique to capture the short-run and long-run dynamic effects.

21p inception36 30-11-2021 18 1   Download

In this paper, we tested the effect of integration after Vietnam joined the WTO by applying the theory of Autoregressive Distributed Lagged model combined with interaction variables to measure the influence of some economic factors on foreign direct investment (FDI), including GDP growth, trade openness, financial development and energy security after the event in which Vietnam joined WTO in 2007.

11p visteveballmer 06-11-2021 11 2   Download

Bài viết phân tích mối quan hệ giữa thất nghiệp và tăng trưởng kinh tế ở Việt Nam trong giai đoạn 1986 - 2019. Sử dụng mô hình phân phối trễ tự hồi quy (Autoregressive Distributed Lag - ARDL) kết hợp với phương pháp kiểm định đường bao (Bound test) làm cơ sở xác định tác động dài hạn, sau đó dùng mô hình hiệu chỉnh sai số (ECM) để phân tích tác động ngắn hạn, kết quả thực nghiệm đã chứng minh được mối quan hệ dài hạn và ngắn hạn giữa thất nghiệp và tăng trưởng kinh tế. Mời các bạn cùng tham khảo.

14p wangxinling 23-07-2021 79 3   Download

The study examines the asymmetric effect of oil price on the exchange rate and stock price using the nonlinear autoregressive distributive lag (NARDL) technique on the time-series data spanning from January 1996 to September 2020. The multivariate cointegration test showed evidence of a longrun relationship among the stock price, exchange rate, and oil price. The linear Granger causality test showed that stock price is granger caused by oil price and exchange rate, and oil price is granger cause by stock price and exchange rate.

7p mynguyenha 21-07-2021 6 2   Download

The present study aims to examine the short-run and long-run impact of China’s trade liberalization policies on its energy demand over the period from 1980 to 2018. The results of Autoregressive Distributed Lag approach of co-integration show that energy consumption significantly increases as a result of trade openness and increase in real Gross Domestic Product (GDP). The results of the granger causality test also confirm the unidirectional causality running from trade openness and real GDP to energy demand.

7p mynguyenha 21-07-2021 18 2   Download

This study investigates the impact of energy consumption on environmental pollution in Australia using time series data from 1971 to 2015. Gross domestic product (GDP), total population (TP), and financial development (FD) are included as control variables. In achieving the objective, this study employ unit root test, cointegration test, and autoregressive distributed lag (ARDL) long-run and short-run methodology to examine the nexus between energy consumption, carbon dioxide (CO2 ) emissions, Gross Domestic Product (GDP), total population (TP), and financial development (FD).

10p mynguyenha 21-07-2021 7 2   Download

This paper investigates the impact of foreign direct investment (FDI) and corruption on the environmental pollution in Tunisia over the period 1984- 2014 by applying an autoregressive distributed lag model. Our results revealed the existence of Environmental Kuznets Curve in Tunisian case. The pollution haven hypothesis postulates that polluting industrial activity in developed countries is shifting to developing countries with less stringent environmental regulations. This hypothesis has been proved. Hence, this study advises to make more aware to the negative effect of corruption.

9p mynguyenha 21-07-2021 11 2   Download

This paper assesses the effect of coal energy production volume, exchange rate, inflation and gross domestic product on the volume of Indonesia's coal energy exports in 1998-2019. Based on an Autoregressive Distributed Lag (ARDL) approach, in the short run, we find that the coal energy production volume, exchange rate, and gross domestic product has a negative relationship to Indonesia's coal energy exports. However, on the other hand, inflation has a positive relationship to Indonesia's coal energy exports.

7p mynguyenha 21-07-2021 16 2   Download

Mục tiêu của nghiên cứu này là phân tích tác động của một số nhân tố ảnh hưởng đến sự thay đổi của chỉ số thị trường chứng khoán Việt Nam VNINDEX. Số liệu được sử dụng trong nghiên cứu này bao gồm tỷ giá USD/VND, giá vàng thế giới và chỉ số giá tiêu dùng (CPI) theo thời gian với tần suất tháng (monthly series) trong giai đoạn từ tháng 1/2011 đến tháng 3/2019, nhờ mô hình tự hồi quy phân phối trễ (Autoregressive Distributed Lag, viết tắt là ARDL).

12p gaocaolon11 28-04-2021 67 8   Download