Vector auto-regressive model (VAR) results’ versus auto-regressive distributive lags model (ARDL) results’
Other Title(s)
مقارنة بين نتائج تطبيق كل من نموذج متجه الانحدار الذاتي و نموذج الانحدار الذاتي ذو فترات الإطاء الموزعة
Author
Source
[Journal of Financial and Commercial Research]
Issue
Vol. 22, Issue 4، ج. 2 (31 Oct. 2021), pp.115-126, 12 p.
Publisher
Port Said University Faculty of Commerce
Publication Date
2021-10-31
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Topics
Abstract EN
The paper aims to test the possibility of getting the same results when applying two different econometric models in testing the relation between the development of financial sector and the economic growth in Egypt.
The paper examines the relation between the improvement of financial segment and the economic growth in Egypt to check the relation's existence and to determine its direction using the vector autoregressive model VAR.
The paper then compares the results obtained with the results of other published paper using auto-regressive distributed lags model ARDL to test the same.
relation in Egypt.
The main finding of this study is that using two different econometric models to test the existence of the relation between the improvement of the financial segment and the economic growth in Egypt, has contributed to the same result in the long-run; which is the existence of long run relationship between the financial segment improvement and the development of the economic growth indicating that the development of the financial sector leads to the development of economic growth.
American Psychological Association (APA)
Muawad, Rania Ramadan. 2021. Vector auto-regressive model (VAR) results’ versus auto-regressive distributive lags model (ARDL) results’. [Journal of Financial and Commercial Research]،Vol. 22, no. 4، ج. 2, pp.115-126.
https://search.emarefa.net/detail/BIM-1302623
Modern Language Association (MLA)
Muawad, Rania Ramadan. Vector auto-regressive model (VAR) results’ versus auto-regressive distributive lags model (ARDL) results’. [Journal of Financial and Commercial Research] Vol. 22, no. 4, P. 2 (Oct. 2021), pp.115-126.
https://search.emarefa.net/detail/BIM-1302623
American Medical Association (AMA)
Muawad, Rania Ramadan. Vector auto-regressive model (VAR) results’ versus auto-regressive distributive lags model (ARDL) results’. [Journal of Financial and Commercial Research]. 2021. Vol. 22, no. 4، ج. 2, pp.115-126.
https://search.emarefa.net/detail/BIM-1302623
Data Type
Journal Articles
Language
English
Notes
-
Record ID
BIM-1302623