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Kointegration
VAR model
318
VAR-Modell
318
Theorie
96
Theory
96
Estimation
88
Schätzung
88
Schock
85
Shock
85
Time series analysis
71
Zeitreihenanalyse
71
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60
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60
Cointegration
51
Estimation theory
50
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50
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44
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44
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40
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40
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37
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37
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19
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Johansen, Søren
4
Lütkepohl, Helmut
4
Paruolo, Paolo
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Kongsted, Hans Christian
2
Kukuritakēs, Minōas
2
Nielsen, Morten Ørregaard
2
Papadopoulos, Athanasios P.
2
Swensen, Anders Rygh
2
Taylor, Robert
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
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1
Bauer, Dietmar
1
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1
Boswijk, Herman Peter
1
Catik, A. Nazif
1
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1
Chao, John C.
1
Chiarini, Bruno
1
Choi, In
1
Demetrescu, Matei
1
Eleftheriou, Maria
1
Friedman, Joseph
1
Ghartey, Edward E.
1
Grabowski, Wojciech
1
Hall, Stephen G.
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Hansen, Peter Reinhard
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Hatemi-J, Abdulnasser
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1
Holt, Matthew T.
1
Hosoya, Yuzo
1
Hsiao, Cheng
1
Jansson, Michael
1
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Economic modelling
Journal of econometrics
Discussion papers / Department of Economics, University of Copenhagen
30
Applied economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International Journal of Energy Economics and Policy : IJEEP
21
CREATES research paper
20
Economics letters
16
Discussion papers of interdisciplinary research project 373
13
EUI working paper / ECO
13
Econometrics : open access journal
12
Econometric reviews
11
Econometric theory
11
Energy economics
11
Working paper
11
Discussion paper / Tinbergen Institute
10
Queen's Economics Department working paper
10
The econometrics journal
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of international money and finance
9
Theoretical and applied economics : GAER review
9
CESifo working papers
8
Journal of forecasting
8
Cogent economics & finance
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
International journal of economics and financial issues : IJEFI
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Macroeconomic dynamics
7
Oxford bulletin of economics and statistics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Univ. of Copenhagen Dept. of Economics Discussion Paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Economics discussion papers
6
Journal of macroeconomics
6
SpringerLink / Bücher
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Sveriges Riksbank working paper series
6
The Indian journal of economics
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ECONIS (ZBW)
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1
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
2
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
3
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
4
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
5
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
6
Econometric modelling of climate systems : the equivalence of energy balance models and cointegrated vector autoregressions
Pretis, Felix
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 256-273
Persistent link: https://www.econbiz.de/10012438323
Saved in:
7
Linkages between the Eurozone and the South-Eastern European countries : a global VAR analysis
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
48
(
2015
),
pp. 129-154
Persistent link: https://www.econbiz.de/10011452506
Saved in:
8
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
9
An asymmetric analysis of the relationship between oil prices and output : the case of Turkey
Catik, A. Nazif
;
Önder, A. Özlem
- In:
Economic modelling
33
(
2013
),
pp. 884-892
Persistent link: https://www.econbiz.de/10010195594
Saved in:
10
The growth-volatility nexus : new evidence from an augmented GARCH-M model
Trypsteen, Steven
- In:
Economic modelling
63
(
2017
),
pp. 15-25
Persistent link: https://www.econbiz.de/10011813422
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