Economic Globalization and Labor Productivity: An Application of Autoregressive Distributed Lag (ARDL) Bounds Testing Approach

2014 ◽  
Vol 1 (1) ◽  
pp. 49-55
Author(s):  
A.I. Malawi, et. al.
2007 ◽  
Vol 9 (4) ◽  
Author(s):  
Erwin Gunawan Hutapea

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


SAGE Open ◽  
2019 ◽  
Vol 9 (3) ◽  
pp. 215824401987719 ◽  
Author(s):  
Abdul Rehman ◽  
Zhang Deyuan ◽  
Abbas Ali Chandio

Meat is considered an important nutrient of human’s life to gain energy. It accounts as a significant portion of the typical diet in the globe and provides vitamins, minerals, protein, and fats, which are important and have a beneficial effect on the well-being. The major aim of this article is to investigate and explore the association between beef, mutton, poultry meat production, and agricultural gross domestic product in Pakistan. An Augmented Dickey–Fuller unit root test was applied to check the variables’ stationarity, while an autoregressive distributed lag (ARDL) bounds testing approach to cointegration was used to investigate the association among the study variables. Furthermore, a forecasting technique was used to project the future production of beef, mutton, and poultry meat in Pakistan. Study results demonstrated the long-standing associations amid the variables. In the long-run analysis, the coefficient of beef production showed a positive effect on the agricultural gross domestic product, while the coefficients of mutton production and poultry meat production showed a nonsignificant association with the agricultural gross domestic product of Pakistan. By applying the ARDL bounds testing approach to cointegration that examines the association between agricultural gross domestic product, beef, mutton, and poultry meat production in Pakistan makes the present study distinctive.


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