... © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Jassim Aladwani can be contacted at: j.aladwani@bhck.edu.kw Oil prices Volatility Inflation GARCH-type family MRS-GARCH-type models ARDL model MRS- GARCH = Markov regime...

... estimate both linear autoregressive distributed lag (ARDL) model assuming symmetric effect and nonlinear ARDL model assuming asymmetric effect of exchange rate on US trade deficit with China. The authors use data from 1994Q1 to 2005Q2 (under Chinese fixed exchange rate system), from 2005Q3 to 2021Q3 (under...

... and China. Using annual data from 1978 to 2002 and using ARDL estimation, the depreciation has favorable impact on bilateral trade balance of 34 commodities between the USA and China, which is about 38.6 per cent of the commodities were studied. Xie et al. (2013) also use ARDL model, but uses...

... to examine whether export-led growth (ELG) hypothesis is sensitive to types of goods India exports. Design/methodology/approach – The OLS-based autoregressive distributed lag (ARDL) model has been employed to analyse the potential long-run equilibrium relationship. Further, the error correction model...