scholarly journals INVESTIGATING THE IMPACT OF MARKET OPENNESS ON ECONOMIC GROWTH FOR POLAND: AN AUTOREGRESSIVE DISTRIBUTED LAG BOUNDS TESTING APPROACH TO COINTEGRATION

2019 ◽  
Vol 9 (6) ◽  
pp. 123-131
Author(s):  
Chaido Dritsaki ◽  
Pavlos Stamatiou
Keyword(s):  
Economic Growth ◽  
Bounds Testing ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Bounds Testing Approach ◽  
Testing Approach ◽  
The Impact

Globalisation and Economic Growth in India: An ARDL Approach

2021 ◽  
pp. 001946622110153
Author(s):  
Suadat Hussain Wani ◽  
M. Afzal Mir
Keyword(s):  
Economic Growth ◽  
Positive Impact ◽  
Bounds Testing ◽  
Foreign Investors ◽  
Jel Codes ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Ardl Approach ◽  
Bounds Testing Approach ◽  
Testing Approach

This study aims to investigate the relation between globalisation, which includes foreign direct investment (FDI), exports, imports, foreign remittances and economic growth in India. To achieve the said objective, Autoregressive Distributed Lag bounds testing approach has been utilised. The study indicates that imports and FDI positively affect economic growth in India. On the other hand, exports and foreign remittances have negative and significant relationship with economic growth. This suggests that exports and foreign remittances take more time to spillover positive impact on economic performance of India. The findings suggest that FDI should be encouraged to promote exports, export-led growth and joint ventures with foreign investors in the country. JEL Codes: F30, F10, F10, F24, C22

Electricity Consumption–Economic Growth Nexus: Evidence from ARDL Bound Testing Approach in the Tunisian Context

2020 ◽  
pp. 097215092092543 ◽  
Author(s):  
Zouheir Mighri ◽  
Hanen Ragoubi
Keyword(s):  
Economic Growth ◽  
Electricity Consumption ◽  
Bounds Testing ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Long Run ◽  
Causality Tests ◽  
Short Run ◽  
Testing Approach ◽  
Causal Nexus

This article investigates the causal nexus between electricity consumption and economic growth in Tunisia for the period 1971–2013 by using autoregressive distributed lag (ARDL) bounds testing approach of cointegration and Granger causality tests. The empirical findings indicate the existence of a long-term relationship between electricity consumption and economic growth. Besides, they support the conservation hypothesis in the long run, while they confirm the growth hypothesis in the short run.

scholarly journals FDI-Led-Growth in Malaysia: Autoregressive Distributed Lag (ARDL) Bounds Testing Approach

2018 ◽  
Vol 11 (11) ◽  
pp. 46
Author(s):  
Jerome Kueh ◽  
Yong Sze Wei
Keyword(s):  
Economic Growth ◽  
Financial Crisis ◽  
Global Financial Crisis ◽  
Negative Impact ◽  
Positive Impact ◽  
Bounds Testing ◽  
Policy Makers ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
The Impact

This study intends to investigate the validity of the foreign direct investment, FDI-led-growth hypothesis in Malaysia in this era. Autoregressive Distributed Lag (ARDL) bounds test approach is adopted to examine the impact of FDI inflow towards growth of Malaysia based on annually data from 1980 to 2016. Empirical results indicate that FDI inflow has significant positive impact on economic growth. This implies that FDI inflow remain important tool for stimulating economic growth of Malaysia. In addition, there is a negative impact of FDI inflow on economic growth during the 1997 Asian Financial crisis and positive impact during the 2008 Global Financial crisis. In terms of policy recommendation, the policy makers should continue to develop strategies to further attract FDI that will contribute to increasing the productivity in the country.

scholarly journals DINAMIKA HUBUNGAN FOREIGN DIRECT INVESTMENT (FDI), MAKROEKONOMI DAN RETURN INDEKS SAHAM SYARIAH DI EMPAT NEGARA ASEAN

2021 ◽  
Vol 8 (2) ◽  
pp. 322-365
Author(s):  
Nur Fitriyanto ◽  
Misnen Ardiansyah ◽  
Muhammad Ghafur Wibowo ◽  
Ibi Satibi
Keyword(s):  
Foreign Direct Investment ◽  
Direct Investment ◽  
Bounds Testing ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Bounds Testing Approach ◽  
Testing Approach

Negara-negara kawasan Asia Tenggara tengah menyongsong integrasi pasar modal. Kehadiran momentum itu, dibutuhkan kondisi ekonomi masing-masing negara yang stabil dan pasar modal yang menarik. Momentum ini juga merupakan  kesempatan pasar modal syariah untuk lebih dikembangkan di kawasan ini. Penelitian ini bertujuan untuk menguji pengaruh Foreign Direct Investment (FDI) dan variabel ekonomi makro yakni pertumbuhan ekonomi, inflasi, suku bunga acuan dan nilai tukar terhadap return indeks saham syariah di empat negara ASEAN yaitu Indonesia, Malaysia, Thailand dan Singapura. Periode penelitian sejak kuartal IV tahun 2006 sampai dengan kuartal I tahun 2020. Metode yang digunakan dalam pembuktian empiris pada penelitian ini adalah Autoregressive Distributed Lag Bounds Testing Approach (ARDL). Penelitian ini menemukan hubungan kointegrasi jangka panjang pada semua negara objek penelitian. Dalam hubungan jangka panjang dan dinamika jangka pendek, penelitian ini menemukan adanya variasi hasil dan arah koefisien di 4 negara ASEAN. Kecepatan penyesuaian kembali keseimbangan jika terjadi goncangan berturut-turut Indonesia, Malaysia, Thailand dan Singapura adalah 44.7%, 65.4%, 43.5% dan 50.0% per bulannya.

scholarly journals CREDIT DOWNTURN IN THE AFTERMATH OF INDONESIAN CRISIS 1997 REVISITED: AN APPLICATION OF ARDL BOUNDS TESTING APPROACH

2007 ◽  
Vol 9 (4) ◽  
Author(s):  
Erwin Gunawan Hutapea
Keyword(s):  
Bounds Testing ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Testing Data ◽  
Ardl Bounds Testing ◽  
Bounds Testing Approach ◽  
Testing Approach ◽  
Ardl Bounds Testing Approach

Studi ini bertujuan mengestimasi persamaan jangka panjang permintaan kredit dan penawarankredit di Indonesia dengan menggunakan teknik pengujian kointegrasi yang relatif baru, yaitu teknik autoregressive distributed lag (ARDL) bounds testing. Data yang digunakan adalah data kuartalan pada periode 1985Q1-2004Q2.Hasil estimasi menunjukkan bahwa permintaan kredit dan penawaran kredit memiliki hubungan jangka panjang (terkointegrasi) dengan faktor-faktor yang mempengaruhinya. Selain itu, pengujian CUSUM dan CUSUMSQ menunjukkan bahwa koefisien kedua persamaan jangka panjang tersebut memiliki stabilitas. Plot estimasi permintaan kredit dan penawaran kredit menunjukkan bahwa lambatnya proses pemulihan penyaluran kredit setelah krisis di Indonesia lebih banyak disebabkan oleh lemahnya permintaan kredit.Keywords:ARDL, cointegration, bounds testing, ECM, credit, IndonesiaJEL Classification: C32, C52, E51

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