Question
Instructions Need to submit Eview file and report Selected country - Japan, US and Germany GDP, inflation and unemployment rate must use EViews Software 1. Please collect three primary macroeconomic time series data for three different countries. Conduct unit root test, JJ, and two steps EG cointegration test, ECT, and short-run causality for the same variable for each country. 2. Develop an econometric model utilizing the ARDL technique for the three variables employed in your previous assignment (question No.1). Once the model is established, conduct both ARDL and NARDL estimations using the same framework. Pay particular attention to the econometric specification tests, and provide interpretations for the estimated parameters.