Recent Developments of the Autoregressive Distributed Lag Modelling Framework

Matthew Greenwood-Nimmo, Jinseo Cho, Yongcheol Shin

Research output: Contribution to journalArticlepeer-review


We review the literature on the Autoregressive Distributed Lag (ARDL) model, from its origins in the analysis of autocorrelated trend stationary processes to its subsequent applications in the analysis of cointegrated non-stationary time series. We then survey several recent extensions of the ARDL model, including asymmetric and nonlinear generalisations of the ARDL model, the quantile ARDL model, the
pooled mean group dynamic panel data model and the spatio-temporal ARDL model.
Original languageEnglish
Number of pages26
JournalJournal of Economic Surveys
Early online date3 Aug 2021
Publication statusE-pub ahead of print - 3 Aug 2021

Bibliographical note

© 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


  • Autoregressive Distributed Lag (ARDL) Model
  • Asymmetry
  • Nonlinearity and Threshold Effects
  • Quantile Regression

Cite this