SOFTWARE SOLUTIONS FOR ARDL MODELS

Journal Title: Challenges of the Knowledge Society - Year 2015, Vol 5, Issue 0

Abstract

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.

Authors and Affiliations

Nicolae-Marius JULA

Keywords

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  • EP ID EP132769
  • DOI -
  • Views 147
  • Downloads 0

How To Cite

Nicolae-Marius JULA (2015). SOFTWARE SOLUTIONS FOR ARDL MODELS. Challenges of the Knowledge Society, 5(0), 1001-1006. https://europub.co.uk/articles/-A-132769