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~subject:"cointegration"
~type_genre:"Arbeitspapier"
~type_genre:"Sammelwerk"
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cointegration
Cointegration
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896
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718
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456
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Belke, Ansgar
10
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9
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8
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7
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5
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4
Hecq, Alain W. J.
4
Sentana, Enrique
4
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3
Ihle, Rico
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3
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3
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2
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2
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ECONIS (ZBW)
173
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
The impact of price insulation on world wheat markets during Covid-19 and the Ukraine crisis
Martin, Will
;
Minot, Nicholas W.
-
2023
Persistent link: https://www.econbiz.de/10014301328
Saved in:
4
Forecasting global temperatures by exploiting
cointegration
with radiative forcing
Benati, Luca
-
2023
cointegration
with the Joint Radiative Forcing (JRF) of the drivers of climate change. Under a ‘no change’ scenario, the most … evidence suggests that previous
cointegration
-based studies of climate change suffer from model mis-specification. …
Persistent link: https://www.econbiz.de/10014303938
Saved in:
5
Business cycles and low-frequency fluctuations in the US unemployment rate
Lunsford, Kurt G.
-
2023
Persistent link: https://www.econbiz.de/10014340067
Saved in:
6
Investigating the effects of monetary policy shocks on growth and inflation in Egypt : asymmetry and the long-term impact
Omar, Nadeen
;
Yousri, Dina
-
Economic Research Forum for the Arab Countries, Iran …
-
2023
Persistent link: https://www.econbiz.de/10014487165
Saved in:
7
The profitability of pairs trading strategies on Hong-Kong stock market : distance,
cointegration
, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
8
Wealth and income inequality in the long run
Lieberknecht, Philipp
;
Vermeulen, Philip
-
2022
-
This version: May 12, 2022
saving rate at the top, i.e. the ratio of the saving rate of rich individuals to the aggregate saving rate. The
cointegration
…
Persistent link: https://www.econbiz.de/10013202036
Saved in:
9
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
10
Pre-selection in
cointegration
-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
-
2022
Persistent link: https://www.econbiz.de/10014248171
Saved in:
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