Browsing Finance & Economics by Subject "Nonlinear ARDL"
Now showing items 1-9 of 9
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Asymmetric effects of oil price shocks on the demand for money in Algeria
( Elsevier , 2023 , Article)This paper investigates the symmetric and asymmetric effects of real oil prices on real money demand in Algeria over the period 1999:Q1–2020:Q1. Using a linear autoregressive distributed lag model (ARDL), and a nonlinear ... -
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 ... -
Can exchange rate policies and trade partners' income enhance the trade balance in Algeria? Evidence from the nonlinear ARDL model
( Emerald Group Holdings Ltd. , 2022 , Article)Purpose: This paper aims to examine the effects of the real exchange rate on trade balance in Algeria and investigates whether it represents a viable tool to sustain and improve trade performance using the nonlinear ... -
Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration
( Elsevier , 2022 , Article)This paper explores the effects of remittance outflows on real GDP per capita in the Qatar economy. While few works investigated the impact of remittance outflows on economic growth for remitting countries, they did not ... -
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, ... -
Scenario-Based Forecast for Post-Conflict’s Growth in Syria
( Economic Research Forum (ERF) , 2020 , Working Paper)This paper investigates the relationship between the main macroeconomic indicators, namely real GDP, consumer prices and parallel market exchange rate in the Syrian economy during the period 1990-2017. We provide a ... -
The determinants of stock market index in Syria during the conflict period: Linear versus nonlinear approach
( Gokhale Institute of Politics and Economics , 2020 , Article)The main purpose of this paper is to examine the long and the short-rum impact of the macroeconomic variables on the stock market index in Syria during the period 2010:Q1 - 2017:Q4. In addition, this paper aims to investigate ... -
The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar
( Elsevier , 2021 , Article)In this study, we investigate the dynamic linkages between the real estate and stock markets in Qatar. Using monthly data over the period 2006-2020, the nonlinear model of Enders and Siklos (2001) and the linear and nonlinear ...