ARDL – Jurnal Pengurusan

House Prices and Islamic Bank Stability in Indonesia: Evidence from Autoregressive Distributed Lag (ARDL) Model

On: October 15, 2022

This study examines the effect of house prices on Islamic bank stability in the long run and their short run dynamic interactions with real output and interest rate for the case of Indonesia. As bank risks may response differently to the shock of house prices, the aggregate and disaggregate houseContinue Reading

Short-Term International Capital Flows: Empirical Evidence from China

By: apriyaliwahab

On: October 11, 2022

The present study investigates the dynamic relationship between short-term international capital flows and macroeconomic variables in China from 1999 until 2011. Employing the bounds test, autoregressive distributed lag (ARDL) model and Granger causality tests, the results show that interest rate differentials and real estate prices are the main driving forcesContinue Reading