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Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL
(
Springer Verlag
, 2019 , Article)
Using the nonlinear ARDL bounds test for cointegration, this empirical study explores the long and the short run asymmetric impact of exchange rate shocks on the demand for money in Turkey from 1986:Q1 to 2014:Q4. Two ...
Modelling the asymmetric responses of price level to oil price changes in Qatar
(
Routledge
, 2019 , Article)
This paper inspects the asymmetric effect of oil price on prices level in Qatar. To achieve that, we proceed by employing a nonlinear autoregressive distributed lag (ARDL) approach on data during the period 1990Q1-2014Q4. ...
Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil
(
Elsevier Ltd
, 2019 , Article)
This study, using linear and nonlinear Autoregressive Distributed Lag (ARDL) Models, investigates the dynamic linkages between oil prices and agricultural commodities. The results from the linear model show that barley, ...