Distributed lag models

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 takes up the responsiveness and recovery performance of a distribution warehouse of a supply chain operating under conditions of large lead times (lags) for order replenishment, and uncertain demand (sudden demand increases).

17p longtimenosee07 29-03-2024 2 1   Download

To study methodological approaches to employee remuneration planning taking into account the relationship between the types of supply chain management (SCM) and the staff effectiveness based on the multiple regression model and evaluation of the optimal payment times based on a dynamic model with a distributed lag. The application of the concept of sustainable supply chain management in the operation strategy of industrial enterprise seems to be a very important function. This supply chain also covers all three aspects of sustainable development: business, environmental, and social.

9p longtimenosee06 27-03-2024 4 2   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

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

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

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

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

Concerned by the environmental and economic threats posed by fossil fuels as the source of energy, this study uses the case of Nigeria economy to understand the extent to which economic growth and carbon emissions matters for renewable energy demands. Exploring both the linear and nonlinear ARDL modelling framework, the main empirical findings are that the amplified responsiveness of the consequence of climate change has led to increase in the demand for renewable energy particularly when the underlying source of the emissions is attributable to activities in the transport sector.

7p caygaocaolon11 18-04-2021 10 1   Download

This study investigated the impact of oil Petroleum production on economic growth in the Gulf Cooperation Council countries using panel autoregressive distributed lag model covering the period from 1960 to 2018. The results indicated that oil Petroleum production have significant positive impact on economic growth in both the long-run and the short-run period, also results show that variables are Co integrated by using the pool mean group (PMG) method. Panel Causality Test indicates that there is a causal relationship between Oil production and economic growth.

7p caygaocaolon11 18-04-2021 20 2   Download

In this study, New Zealand and Finland are examined by Autoregressive distributed lag (ARDL) model for the relationship between coal consumption and economic growth. For coal consumption and economic growth relationship, coal Kuznets curve is investigated for New Zealand for the period between 1980 and 2015 and is examined for Finland for the period between 1980 and 2013. Results of this study show that coal Kuznets curve is confirmed for New Zealand and Finland. Hao et al. (2016) confirmed coal Kuznets curve as this study confirmed in New Zealand and Finland.

7p caygaocaolon11 18-04-2021 11 1   Download

This study was conducted on renewable energy production in 27 European Union member countries explores its impact on employment. In the study, panel ARDL test was conducted with the data for the years 2006-2019. According to the results of the study, renewable energy generation has a positive effect on employment in European Union countries in the long term. In the long run, a 1% increase in renewable energy primary production increases employment by 0.08%. Increasing the use of renewable energy resources should go beyond being a policy recommendation in international conventions.

7p caygaocaolon11 18-04-2021 28 2   Download

The paper examines the impacts of exchange rate on Vietnam‘s trade balance with Japan based on the employment of industry-level data in a set of linear and nonlinear auto-regressive distributed lag models. Results from the models indicate a degree of bias in regression when using aggregate data and a linear ARDL approach.

38p vimaryland2711 05-04-2021 11 1   Download