http://ir.haramaya.edu.et//hru/handle/123456789/48 2026-04-20T12:23:21Z 2026-04-20T12:23:21Z Getahun Shimelis Warkina ( Asst. Prof) Alebachew Abebe (Asst. Prof) Aboma Temesgen http://ir.haramaya.edu.et//hru/handle/123456789/7771 2024-05-15T06:58:01Z 2024-04-01T00:00:00Z

MODELING COFFEE YIELD IN OROMIA REGION: APPLICATION OF LINEAR MIXED EFFECT MODEL Getahun Shimelis Warkina; ( Asst. Prof) Alebachew Abebe; (Asst. Prof) Aboma Temesgen Coffee is an important agricultural commodity that is grown all around the world. In Ethiopia coffee is the main source of income. The objective of this study was to model coffee yield (Qu/Hect) in Oromia using exploratory data analysis (EDA) and a linear mixed effect model (LMM). The study was conducted in 50 district in Oromia, which were categorized into 10 zones, repetition. The data for this study was obtained from each zonal agricultural office. The AIC and BIC were used to determine which model better suited the data. Descriptive statistics shows that the lowest average coffee yield is 6.769785 (Qu/hect) were recorded at baseline (2005), while the highest average yields (7.164 Qu/hect) occurred at the conclusion of the study period (2021). The findings also revealed that Bale zone had the lowest average yields (5.993 Qu/hect), while Jimma zone had the highest average yields (8.001 Qu/hect). The variance and correlation pattern between measures of coffee yield within districts and districts nested inside locations were found to be best fit by AR (1) (zone). The estimated variance of random effect of (district’s) and location (zone) were ������ (������) = 0.021177 and ������ (��1��) = 0.0030122, respectively. The outcomes of the linear mixed model demonstrated that, at a 5% level of significance, variables like soil witness, the quantity of phosphorus in the soil, humidity, soil moisture, annual temperature, and annual rainfall greatly affect the district's coffee yields. According to this study, the random effect and the grouping effects of districts nesting inside zones accounted for 84.14% of the overall variability in a district's coffee yield where as 11.96% of the total variances in the district's coffee yield were caused by the grouping effects of zone. Summary of goodness-of-fit statistics indicates that linear mixed model had better results than GLM model. The ��2was 0.34 and RMSE was 3.87 for the mixed-effects model compared to 0.41 and 3.27 for ��2 and RMSE respectively, for GLM model. The results imply that ��2 increased by 20.5 % [(0.41– 0.34)/0.34) × 100] while RMSE reduced by 15.5% [((3.27− 3.87)/3.87) × 100] when mixed effects modelling approach was used to fit the same data fitted using GLM. Based on these conclusions, a comprehensive policy is required to maximize the potential of rain-fed agriculture in the face of the threats posed by climate change. Coffee modelers and managers in Oromia should consider statistical model that absorb variability in different location and correlation in order to estimate yields with higher precision and accuracy. 83p.

2024-04-01T00:00:00Z BATIRE KUMERA Habtamu Kiros (Assist. Prof) Dechassa Obsi (PhD) http://ir.haramaya.edu.et//hru/handle/123456789/7201 2024-01-02T06:54:23Z 2023-08-01T00:00:00Z

MODELING THE IMPACT OF MACROECONOMIC VARIABLES SHOCKS ON ETHIOPIAN TRADE BALANCE: A MULTIVARIATE TIME SERIES APPROACH BATIRE KUMERA; Habtamu Kiros (Assist. Prof); Dechassa Obsi (PhD) The aim of this study was to modeling the impacts of macroeconomic variables shocks on Trade Balance in Ethiopia using a Multivariate Time Series Approach. Trade balance is the value of exported goods minus the value of imported goods. For instance Ethiopia is running with a negative trade balance for the several decades implying that export of the country could not cover the import expenditure. The main objective of this study was to examine the short-run and long-run effect of real effective exchange rate, broad money supply, gross domestic product and foreign direct investment on the current change of trade balance in the case of Ethiopia. A time series data was taken from National Bank of Ethiopia and World Bank data base on yearly basis from 1991 to 2020. Each of the study variables where checked for stationary and existence of co-integrating relation and found two co-integrating relation exists. Thus, a vector error correction model was applied to investigate the short-run and long-run effect of the exogenous variables shocks on the current change of trade balance. The result of the analysis shows that the change in each of real effective exchange rate, gross domestic product and foreign direct investment have a significant short-run and long-run effect shock on the current change of trade balance either in their first lag and second lag. On the other hand broad money supply has insignificant short-run and long-run effect shock on the current change of trade balance either in their first lag and second lag. From the result of forecast variation contribution in trade balance is itself in short horizon and decrease in the long horizon. 93

2023-08-01T00:00:00Z Habib Mohammed Yimam Aboma Temesgen (Asst. Prof Alebachew Abebe (Asst. Prof.) http://ir.haramaya.edu.et//hru/handle/123456789/6849 2023-11-08T07:54:40Z 2022-11-01T00:00:00Z

MODELING PROFITABILIY OF PRIVATE BANKS IN ETHIOPIA Habib Mohammed Yimam; Aboma Temesgen (Asst. Prof; Alebachew Abebe (Asst. Prof.) Profitability is the ability to make revenue from the overall business activities. Financial institutions is dominated by the banking industry that results panel data that requires panel model to analyze and explore determinant factors associated with its profitability. In Ethiopia all the financial systems are dominated by the banking industry and there is no foreign bank involvement; the financial markets leave to only domestic state-owned private and public banks. Previously linear regression and static panel model were applied to address the bank profitability determinants. However these methods explain profitability at a point of time and not consider the dynamic nature of profitability. Instead, dynamic panel models reflect dynamic features of profitability coherent with society. The main objective of this study was aimed to model determinants of private banks profitability in Ethiopia during 2012–2021 considering its dynamic nature. Return on assets, return on equity, and net interest margin were used in this study as profitability indicators and analyzed using dynamic panel model estimation methods based on the first differenced and system generalized moment method estimation techniques based on the data extracted from national bank of Ethiopia. The exploratory data analysis result showed the profitability; return on asset was seems stable while return on equity was decreased and net interest margin was increased with decreasing rate. The model specification result showed one-step system generalized moment method estimation was an appropriate estimation technique as model estimation result directs lagged profitability, capital adequacy, asset quality and size of banks have positive significant effect on profitability. Similarly inflation rate and economic growth rate have positively determine private banks profitability on macroeconomic side. Despite to this results liquidity was significant negative bank specific determinant of profitability. The study result recommends consideration on capital adequacy, asset quality, liquidity, branch of banks for the private banks profitability. In addition, this study will call upcoming research to model profitability on return on equity and net interest margin with determinants such as credit risk and non-performing loan with improving the estimation method of panel autoregressive distributed lag models for modeling profitability in Ethiopia. 76

2022-11-01T00:00:00Z Abrahim Osmael Kebira 1.DuferaTajjeba (Asst.Prof) Dasa Deba (Asst.Prof) http://ir.haramaya.edu.et//hru/handle/123456789/6848 2023-11-08T07:51:08Z 2023-03-01T00:00:00Z

ASYMMETRIC EFFECT OF CRUDE OIL PRICE CHANGES ON INFLATION IN SELECTED EAST AFRICAN COUNTRIES: APPLICATION OF PANELNONLINEAR AUTOREGRESSIVE DISTRIBUTED LAG MODEL (PNARDL) Abrahim Osmael Kebira; 1.DuferaTajjeba (Asst.Prof); Dasa Deba (Asst.Prof) Inflationary pressure that has been started increasing in 2000 in global economies were sharp increasing in East Africa developing countries. Consumer price index included as the measures of inflation. This study examines the effects of crude oil price changes on inflationin selected East Africa'scountries with special focus on asymmetric relationship of crude oil price changes and consumer price index where others are control variables. Panel nonlinear autoregressive distributed lag model framework of pooled mean group and robust standerd fixed effect driscrol-Kray model was employed to consider cross sectional dependence.The longrun and shortrun crude oil price changes are introduced into the oil price-inflation model through the positive and negative partial sum decompositions of oil price changes. The appropriate panel nonlinear autoregressive distributed lag model was selected and estimated with pooled mean group estimation techniques to capture effect of unequal magnitude oil price changes. Fixed effect model introduced robustness and identified that the model is robust and normal with employed data, whereas Ramsey RESET suggests model validity. The study finds that, the long run positive and negative oil price changes significantly affect inflation. The long run asymmetry is discovered by identifying the unequal or different coefficient values between positive and negative oil price with oil price positive exerting more effect on inflation than its counterpart oil price negative and revealed significant speed of adjustment which converges to equilibrium slowly in the long run. The result confirms the large increase and small increase behaviors of positive and negative change of crude oil price. The study recommends consideration on real crude oil price, exchange rates, real gross domestic product, to East Africa policy makers. This study will call upcoming research to model crude oil price asymmetries and inflation using granger causality withdeterminants such as assets, with improving the cross sectional nonlinear autoregressive distributed lag estimation methods for modeling inflation in East Africa 95

2023-03-01T00:00:00Z