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~subject:"Cointegration"
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Cointegration
Time series analysis
265
Zeitreihenanalyse
265
Theorie
113
Theory
113
Estimation
100
Schätzung
100
Forecasting model
60
Prognoseverfahren
60
Volatility
57
Volatilität
56
Kointegration
41
State space model
37
Zustandsraummodell
37
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34
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33
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41
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Baruník, Jozef
2
Shahbaz, Muhammad
2
Ahmed, Ashraf U.
1
Alam, Mahmudul
1
Andrés, Antonio R.
1
Arouri, Mohamed
1
Arčabić, Vladimir
1
Banerjee, Piyali
1
Belomestny, Denis
1
Benhmad, François
1
Bertelli, Stefano
1
Bhaskara Rao, Buddhavarapu
1
Burret, Heiko T.
1
Calcagnini, Giorgio
1
Cardoso, F. N.
1
Casadio, Paolo
1
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1
Chen, Shyh-wei
1
Dash, Santosh Kumar
1
Demetrescu, Matei
1
Dvořáková, Sylvie
1
Ebuh, Godday Uwawunkonye
1
Feld, Lars P.
1
Fenech, Jean-Pierre
1
Fiess, Norbert M.
1
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1
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1
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1
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1
Hoang, Thi Hong Van
1
Islam, Faridul
1
Jawaid, Syed Tehseen
1
Jei, Sang Young
1
Kannebley, Sérgio Júnior
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Economic modelling
Journal of econometrics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Applied economics
32
Applied economics letters
29
Economics letters
27
International Journal of Energy Economics and Policy : IJEEP
27
CESifo working papers
24
Econometric theory
24
Energy economics
24
Econometric reviews
23
The empirical economics letters : a monthly international journal of economics
22
International journal of economics and financial issues : IJEFI
19
International journal of forecasting
19
Discussion papers / Department of Economics, University of Copenhagen
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrics : open access journal
16
CREATES research paper
15
Economics and finance working paper series
13
Business and Economic Research : BER
12
Cowles Foundation discussion paper
12
Modern economy
12
Oxford bulletin of economics and statistics
12
Discussion papers of interdisciplinary research project 373
11
Journal of economic surveys
11
Working paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Tinbergen Institute
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of macroeconomics
10
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CBN journal of applied statistics
9
Cogent economics & finance
9
International journal of economics and finance
9
Research in international business and finance
9
International review of economics & finance : IREF
8
Journal of forecasting
8
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ECONIS (ZBW)
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1
Testing for integration and cointegration when
time
series
are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
3
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
4
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:
5
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:
6
Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios
;
Martínez-García, Enrique
; …
- In:
Economic modelling
80
(
2019
),
pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
Saved in:
7
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
8
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur
;
Salisu, Afees A.
;
Ebuh, Godday …
- In:
Economic modelling
87
(
2020
),
pp. 225-237
Persistent link: https://www.econbiz.de/10012416444
Saved in:
9
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
10
A multivariate
time
series
analysis of energy consumption, real output and pollutant emissions in a developing economy : new evidence from Nepal
Nepal, Rabindra
;
Paija, Nirash
- In:
Economic modelling
77
(
2019
),
pp. 164-173
Persistent link: https://www.econbiz.de/10012198458
Saved in:
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