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Finansal Ekonomi Bölümü Tezleri

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/147

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Browsing Finansal Ekonomi Bölümü Tezleri by Subject "ARDL"

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    Master Thesis
    Citation Count: Osuji, E. A. (2015). Foreign direct investment and economic growth: evidence from autoregressive distributed lag (ARDL) models. Yayımlanmamış yüksek lisans tezi. Ankara. Çankaya Üniversitesi Sosyal Bilimler Enstitüsü.
    Foreign direct investment and economic growth: evidence from autoregressive distributed lag (ARDL) models
    (2015) Osuji, Emmanuel Agaziem
    This study investigates the relationship between foreign direct investment (FDI) and economic growth in Nigeria. Bounds testing approach and Autoregressive Distributed Lag (ARDL) model were used in model estimation for the period covering 1981- 2013. The results do not indicate that FDI has an effect on real GDP neither in the long run nor in the short run. Only international trade and population growth have statistically significant effect on real GDP.
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    Master Thesis
    Citation Count: Adamu, F. M. (2014). Trade openness and industrial performance in Nigeria: evidence from autoregressive distributed lag (ARDL) models. Usaini, M. (2014). The role of small and medium scale enterprises in Nigerıan economic growth: an empirical analysıs. Yayımlanmamış yüksek lisans tezi. Ankara. Çankaya Üniversitesi Sosyal Bilimler Enstitüsü.
    Trade openness and industrial performance in Nigeria: evidence from autoregressive distributed lag (ARDL) models
    (2014) Adamu, Fahad Muhammad
    This study seeks to examine the long-run and short-run relationship between industrial production, trade openness, nominal effective exchange rate and inflation gin Nigeria from 1986 to 2008. To accomplish this, the study employed the ARDL bounds test to co-integration proposed by (Pesaran, et-al 2001). In order to determine the time series characteristics of variables used in the regression, the study adopted the approach of Augmented Dickey-Fuller (ADF) and Philips Perron (PP) unit root tests. The results of the both long-run analysis and short-run of error correction model (ECM) indicated that trade openness and inflation rate have a significant positive and negative impact respectively on industrial production. Nominal effective exchange rate has no effect on industrial production. Stability tests were also conducted using CUSUM and CUSUMQ, the parameters of the model lied within its critical bounds of 5 percent significance levels, therefore the results strongly suggested that the residuals are within the boundaries. The study concludes that for Nigeria to achieve persistence industrial performance the country should stabilize the monetary policies relative to inflation and exchange rate.