Approximate series solutions of a one-factor term structure model for bond pricing

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dc.contributor.authorEdeki, Sunday Onos
dc.contributor.authorOkoli, Deborah Chikwado
dc.contributor.authorAhmad, Hijaz
dc.contributor.authorWong, Wing-Keung
dc.date.accessioned2023-01-18T10:41:01Z
dc.date.available2023-01-18T10:41:01Z
dc.date.issued2022en_US
dc.departmentRektörlük, Bilişim Teknolojileri Uygulama ve Araştırma Merkezien_US
dc.description.abstractHousehold consumption and the variables driving it have garnered extensive attention in economic literature. GDP per capita, gross savings, and inflation are among the macroeconomic variables typically considered to affect household spending. The paper examines the effect of these macroeconomic variables on household consumption using the ARDL model. The yearly aggregate data utilized in this analysis spans the period from 1983 to 2018. The paper found a long-run negative relation between household final consumption expenditure and gross domestic saving in the long run. The study showed positive and significant long-run relationships between GDP per capita and household consumption and a significant and negative relationship between savings and household consumption both in the short and long runs.en_US
dc.identifier.doi10.1142/S2010495222500051en_US
dc.identifier.scopus2-s2.0-85126027722en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.urihttps://hdl.handle.net/11467/6050
dc.identifier.urihttps://doi.org/10.1142/S2010495222500051
dc.identifier.wosWOS:000768793300005en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherWorld Scientificen_US
dc.relation.ispartofAnnals of Financial Economicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectHousehold consumptioninflationsavingsGDP per capitamarginal propensity to consumeARDLen_US
dc.titleApproximate series solutions of a one-factor term structure model for bond pricingen_US
dc.typeArticleen_US

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