Recent Developments of the Autoregressive Distributed Lag Modelling Framework

Greenwood-Nimmo, Matthew, Cho, Jinseo and Shin, Yongcheol (2021) Recent Developments of the Autoregressive Distributed Lag Modelling Framework. Journal of Economic Surveys. ISSN 0950-0804

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Greenwood-Nimmo, Matthew
  • Cho, Jinseo
  • Shin, Yongcheol (yongcheol.shin@york.ac.uk)
Copyright, Publisher and Additional Information:

© 2021 John Wiley & Sons Ltd. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details

Keywords: Autoregressive Distributed Lag (ARDL) Model,Asymmetry,Nonlinearity and Threshold Effects,Quantile Regression
Dates:
  • Accepted: 9 June 2021
  • Published (online): 3 August 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Funding Information:
Funder
Grant number
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
ES/T01573X/1
Depositing User: Pure (York)
Date Deposited: 22 Jun 2021 16:30
Last Modified: 02 Apr 2025 23:22
Published Version: https://doi.org/10.1111/joes.12450
Status: Published online
Refereed: Yes
Identification Number: 10.1111/joes.12450
Open Archives Initiative ID (OAI ID):

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