Nonlinear Cointegration with NARDL
ARDL error-correction with positive/negative decompositions to capture asymmetric short- and long-run effects.
Asymmetric macro relations, oil/FX prices and policy analysis.
Time series of variables (Excel), sample period and data sources.
Unit-root tests, bounds testing, asymmetric short/long-run coefficients, CUSUM and diagnostics.
Project file, Do-file / R & Python scripts — 100% reproducible results
Editable Word file, ready for chapter 4 or an ISI/Scopus paper
Path models, causal plots, volatility & Pareto — 300 DPI / SVG
Full statistical interpretation + support until defense or acceptance
Common questions
When does NARDL beat ARDL?
When positive and negative shocks are expected to differ; asymmetry tests are included.
Minimum sample length?
For monthly data at least ~100 observations; send the data for a check.
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