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Table 4 Regression results of the short and long-run coefficients using the ARDL approach

From: Jobless growth: empirical evidences from the Middle East and North Africa regionWachstum ohne Beschäftigung – empirische Evidenz aus Nahost und Nordafrika

Country

Model

(p, q)

μ

γ 1

γ 2

ψ 0

ψ 1

ψ 2

θ 1

R 2

DW

BPG

N

Algeria

Difference

(1, 1)

0.742*

0.393**

 

−0.148

−0.158

 

−0.516*

0.39

−1.00

1.03

32

Gap (HP)

(0, 0)

−0.000

  

−0.608*

  

−0.608*

0.13

0.60

0.06

34

Gap (BK)

(0, 2)

0.001

  

−0.420

−0.468*

−0.471

−1.359**

0.27

1.59

2.16

28

Gap (QT)

(2, 0)

0.000

1.040**

−0.342**

−0.440**

  

−1.443**

0.81

2.09

0.56

32

Bahrain

Difference

(0, 0)

0.033

  

0.003

  

0.003

0.01

1.83

0.01

22

Gap (HP)

(1, 0)

−0.000

0.343

 

0.043

  

0.066

0.14

None

0.36

22

Gap (BK)

(2, 0)

0.001

−0.276

−0.425*

−0.042

  

−0.025

0.00

1.52

0.72

17

Gap (QT)

(2, 0)

0.000

0.640**

−0.360

0.105

  

0.199

0.38

2.10

0.05

21

Egypt

Difference

(0, 0)

1.333**

  

−0.264**

  

−0.264**

0.33

2.38

0.10

30

Gap (HP)

(0, 0)

0.000

  

−0.535**

  

−0.535**

0.45

1.46

2.09

31

Gap (BK)

(2, 1)

−0.000

−0.251

−0.401

−0.389

−0.433

 

−0.469*

0.20

2.13

2.46

25

Gap (QT)

(1, 0)

0.000

0.540**

 

−0.177

  

−0.456**

0.47

5.87

1.58

30

Iran

Difference

(0, 0)

0.547

  

−0.098*

  

−0.098*

0.13

1.87

0.60

32

Gap (HP)

(1, 0)

0.000

0.496**

 

−0.183*

  

−0.362*

0.42

1.72

0.53

32

Gap (BK)

(0, 0)

−0.000

  

−0.188*

  

−0.188*

0.08

2.04

0.01

29

Gap (QT)

(2, 0)

0.001

0.775**

−0.261*

−0.173*

  

−0.342*

0.58

2.08

0.54

31

Jordan

Difference

(1, 2)

1.953**

−0.307**

 

−0.039

−0.207

−0.173*

−0.336**

0.49

0.60

0.14

29

Gap (HP)

(1, 1)

−0.000

0.359**

 

−0.160

−0.469**

 

−0.991**

0.67

−1.32

0.74

30

Gap (BK)

(1, 2)

0.000

−0.319*

 

−0.267

−0.422

−0.440*

−0.868**

0.45

−4.68

2.09

26

Gap (QT)

(1, 0)

0.000

0.632**

 

−0.378**

  

−1.050**

0.69

−0.98

2.09

30

Kuwait

Difference

(2, 1)

−0.162

−0.324

−0.287

0.019

0.038*

 

0.036*

0.32

2.16

4.52

31

Gap (HP)

(1, 2)

0.000

0.320*

 

−0.006

0.037

−0.108**

−0.114

0.45

−3.05

3.33

32

Gap (BK)

(2, 1)

0.000

−0.241*

0.081**

0.004*

−0.415*

 

0.073**

0.47

2.13

1.97

28

Gap (QT)

(2, 2)

0.000

0.416

−0.141

−0.019

0.056

−0.146**

−0.152

0.60

2.66

6.36

32

Lebanon

Difference

(2, 1)

0.883

−0.667**

−0.347*

−0.108*

−0.131

 

−0.119**

0.46

2.36

0.15

20

Gap (HP)

(0, 0)

−0.000

  

−0.297**

  

−0.297**

0.34

2.06

0.27

23

Gap (BK)

(2, 2)

0.000

−0.327

−0.245

−0.266*

−0.657*

−0.246

−0.382*

0.53

2.51

3.12

17

Gap (QT)

(0, 0)

−0.000

  

−0.121*

  

−0.121*

0.24

1.73

1.02

23

Morocco

Difference

(0, 0)

0.016

  

−0.060

  

−0.060

0.02

2.39

0.00

26

Gap (HP)

(0, 0)

0.000

  

−0.301

  

−0.301

0.07

1.53

7.21

27

Gap (BK)

(2, 0)

−0.000

−0.371

−0.625**

−0.200

  

−0.1.00

0.41

1.75

2.65

21

Gap (QT)

(1, 0)

0.001

0.537**

 

0.024

  

0.227

0.29

−0.18

2.69

26

Oman

Difference

(2, 1)

0.066

1.361**

−0.669**

−0.002

−0.010*

 

−0.038

0.82

2.15

0.34

20

Gap (HP)

(1, 0)

−0.000

0.459*

 

0.038

  

0.128

0.25

0.03

0.60

22

Gap (BK)

(0, 0)

−0.000

  

0.100

  

0.100

0.12

2.35

2.32

19

Gap (QT)

(2, 0)

−0.000

0.540***

−0.196

−0.006

  

−0.014

0.26

2.12

0.35

21

Qatar

Difference

(2, 2)

0.041

0.609**

−0.333*

0.006

−0.024**

0.015**

−0.005

0.69

1.60

0.34

20

Gap (HP)

(1, 2)

−0.000

0.252

 

0.041

−0.094

0.076*

0.046

0.20

None

0.50

22

Gap (BK)

(0, 1)

−0.000

  

0.088**

−0.120**

 

−0.034

0.45

2.54

0.41

19

Gap (QT)

(2, 2)

0.000

0.011

−0.218

0.021

−0.044

0.019

0.034

0.11

2.10

0.54

21

Saudi Arabia

Difference

(2, 0)

−0.444

−0.157

−0.239

0.138

  

0.099*

0.22

2.06

6.10

20

Gap (HP)

(2, 0)

−0.000

  

0.222*

−0.064

−0.151*

0.202*

0.34

1.76

0.86

23

Gap (BK)

(0, 0)

−0.000

  

0.311*

  

0.311*

0.21

2.16

0.37

19

Gap (QT)

(2, 1)

0.000

0.285

−0.364

0.186

−0.147

 

0.092*

0.25

2.20

1.51

21

Sudan

Difference

(0, 0)

−0.516**

  

0.050*

  

0.050*

0.08

1.62

1.75

30

Gap (HP)

(1, 1)

−0.000

0.618**

 

0.024

−0.150

 

−0.438

0.40

0.34

4.30

30

Gap (BK)

(0, 1)

0.000

  

0.038

−0.116

 

−0.052

0.11

2.26

0.37

27

Gap (QT)

(2, 0)

−0.000

0.786**

−0.272*

0.236**

  

0.442*

0.73

2.21

2.27

29

Syria

Difference

(1, 2)

−0.6020

−0.217

 

−0.130

0.086

0.198

0.082

0.19

−0.91

0.82

20

Gap (HP)

(2, 2)

0.002

1.905**

−0.927**

0.018*

0.004

−0.017*

0.198

0.98

1.01

0.84

20

Gap (BK)

(0, 0)

0.001

  

−0.416

  

−0.416

0.03

2.25

0.47

18

Gap (QT)

(0, 1)

0.001

  

−0.579*

0.324

 

−0.305

0.19

1.60

0.38

22

Tunisia

Difference

(0, 0)

0.361

  

−0.067

  

−0.067

0.02

0.68

0.05

25

Gap (HP)

(0, 0)

−0.000

  

−0.264

  

−0.264

0.13

1.23

0.03

25

Gap (BK)

(1, 0)

−0.001

−0.540*

 

−0.307

  

−0.307

0.29

1.96

0.47

20

Gap (QT)

(0, 0)

−0.000

  

−0.293

  

−0.293

0.17

0.84

1.21

25

Turkey

Difference

(0, 0)

0.582*

  

−0.114**

  

−0.114**

0.25

1.86

0.63

33

Gap (HP)

(1, 0)

−0.000

0.331**

 

−0.192*

  

−0.287*

0.21

4.80

0.17

33

Gap (BK)

(2, 0)

0.000

−0.088

−0.471**

−0.262*

  

−0.168**

0.48

2.02

0.47

28

Gap (QT)

(1, 1)

−0.001

0.695**

 

−0.190

0.073

 

−0.218*

0.42

2.10

0.15

33

UAE

Difference

(0, 1)

−0.035

  

−0.049**

0.063**

 

0.014

0.55

2.46

1.19

22

Gap (HP)

(0, 1)

−0.000

  

−0.079*

0.101*

 

0.006

0.22

1.93

2.26

23

Gap (BK)

(0, 0)

−0.000

  

−0.096

  

−0.096

0.11

2.27

5.90

19

Gap (QT)

(1, 0)

−0.002

0.185

 

0.024

  

0.018

0.07

1.90

0.51

22

Yemen

Difference

(0, 0)

−0.762

−0.218

 

0.219*

  

0.219*

0.15

2.17

6.52

22

Gap (HP)

(0, 0)

−0.000

  

0.430*

  

0.430*

0.09

1.77

0.01

23

Gap (BK)

(0, 0)

−0.001

  

0.924**

  

0.924**

0.28

2.35

0.07

19

Gap (QT)

(0, 0)

−0.000

  

0.309**

  

0.309**

0.06

1.73

0.08

23

  1. DW, BPG, and N indicate Durbin-Watson Statistics, Breusch-Pagan-Godfrey Statistics and number of observations respectively
  2. * and ** indicate 5 and 1 % confidence levels respectively