SOFTWARE SOLUTIONS FOR ARDL MODELS
VAR type models can be used only for stationary time series. Causality analyses through econometric models need that series to have the same integrated order. Usually, when constraining the series to comply these restrictions (e.g. by differentiating), economic interpretation of the outcomes may bec...
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| Format: | Article |
| Language: | English |
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Nicolae Titulescu University Publishing House
2015-07-01
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| Series: | Challenges of the Knowledge Society |
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| Online Access: | http://cks.univnt.ro/uploads/cks_2015_articles/index.php?dir=12_IT_in_social_sciences%2F&download=CKS+2015_IT_in_social_sciences_art.143.pdf |
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| _version_ | 1846096337985077248 |
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| author | Nicolae-Marius JULA |
| author_facet | Nicolae-Marius JULA |
| author_sort | Nicolae-Marius JULA |
| collection | DOAJ |
| description | VAR type models can be used only for stationary time series. Causality analyses through econometric models need that series to have the same integrated order. Usually, when constraining the series to comply these restrictions (e.g. by differentiating), economic interpretation of the outcomes may become difficult. Recent solution for mitigating these problems is the use of ARDL (autoregressive distributed lag) models. We present implementation in E-Views of these models and we test the impact of exchange rate on consumer price index. |
| format | Article |
| id | doaj-art-6f78ebf885a24fd2a07fad55692a31e2 |
| institution | Kabale University |
| issn | 2068-7796 2068-7796 |
| language | English |
| publishDate | 2015-07-01 |
| publisher | Nicolae Titulescu University Publishing House |
| record_format | Article |
| series | Challenges of the Knowledge Society |
| spelling | doaj-art-6f78ebf885a24fd2a07fad55692a31e22025-01-02T06:58:56ZengNicolae Titulescu University Publishing HouseChallenges of the Knowledge Society2068-77962068-77962015-07-015110011006SOFTWARE SOLUTIONS FOR ARDL MODELSNicolae-Marius JULA0PhD, Faculty of Economics, “Nicolae Titulescu” University of Bucharest (e-mail: mariusjula@univnt.ro).VAR type models can be used only for stationary time series. Causality analyses through econometric models need that series to have the same integrated order. Usually, when constraining the series to comply these restrictions (e.g. by differentiating), economic interpretation of the outcomes may become difficult. Recent solution for mitigating these problems is the use of ARDL (autoregressive distributed lag) models. We present implementation in E-Views of these models and we test the impact of exchange rate on consumer price index.http://cks.univnt.ro/uploads/cks_2015_articles/index.php?dir=12_IT_in_social_sciences%2F&download=CKS+2015_IT_in_social_sciences_art.143.pdfARDL modelsAutoregressive distributed lag modelCointegrationE-Viewssoftware econometricseconomic policiesCPI. |
| spellingShingle | Nicolae-Marius JULA SOFTWARE SOLUTIONS FOR ARDL MODELS Challenges of the Knowledge Society ARDL models Autoregressive distributed lag model Cointegration E-Views software econometrics economic policies CPI. |
| title | SOFTWARE SOLUTIONS FOR ARDL MODELS |
| title_full | SOFTWARE SOLUTIONS FOR ARDL MODELS |
| title_fullStr | SOFTWARE SOLUTIONS FOR ARDL MODELS |
| title_full_unstemmed | SOFTWARE SOLUTIONS FOR ARDL MODELS |
| title_short | SOFTWARE SOLUTIONS FOR ARDL MODELS |
| title_sort | software solutions for ardl models |
| topic | ARDL models Autoregressive distributed lag model Cointegration E-Views software econometrics economic policies CPI. |
| url | http://cks.univnt.ro/uploads/cks_2015_articles/index.php?dir=12_IT_in_social_sciences%2F&download=CKS+2015_IT_in_social_sciences_art.143.pdf |
| work_keys_str_mv | AT nicolaemariusjula softwaresolutionsforardlmodels |