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  • Search: subject:"AutoRegressive Distributed Lag Model"
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Year of publication
Subject
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Cointegration 15,206 Kointegration 15,202 Estimation 5,064 Schätzung 5,063 Theorie 2,998 Theory 2,997 Economic growth 2,487 Wirtschaftswachstum 2,487 Zeitreihenanalyse 2,300 Time series analysis 2,295 Causality analysis 2,171 Kausalanalyse 2,171 Panel 1,498 Panel study 1,497 VAR model 1,472 VAR-Modell 1,471 Estimation theory 1,312 Schätztheorie 1,312 Exchange rate 1,254 USA 1,254 Wechselkurs 1,253 United States 1,252 Börsenkurs 1,015 Share price 1,015 Kaufkraftparität 947 Purchasing power parity 947 cointegration 946 Einheitswurzeltest 942 Unit root test 942 Welt 899 World 899 India 867 Indien 866 Aktienmarkt 857 Stock market 856 Inflation 765 Oil price 695 Ölpreis 695 Volatility 619 Volatilität 619
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Online availability
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Free 5,275 Undetermined 3,135 CC license 709
Type of publication
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Article 10,654 Book / Working Paper 4,648 Other 1
Type of publication (narrower categories)
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Article in journal 10,248 Aufsatz in Zeitschrift 10,248 Working Paper 2,548 Arbeitspapier 2,545 Graue Literatur 2,540 Non-commercial literature 2,540 Aufsatz im Buch 307 Book section 307 Hochschulschrift 127 Thesis 103 Conference paper 58 Konferenzbeitrag 58 Collection of articles written by one author 50 Sammlung 50 Case study 20 Fallstudie 20 Collection of articles of several authors 19 Sammelwerk 19 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 16 Article 14 Aufsatzsammlung 13 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 5 Government document 5 research-article 5 Festschrift 3 Interview 3 Rezension 3 Handbook 2 Handbuch 2 Bericht 1 Bibliografie 1 Reprint 1 Statistics 1
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Language
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English 15,043 German 76 Spanish 45 French 40 Undetermined 29 Polish 15 Croatian 11 Russian 8 Italian 7 Portuguese 7 Czech 6 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Norwegian 1 Slovenian 1 Albanian 1 Swedish 1 Chinese 1
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Author
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Caporale, Guglielmo Maria 164 Gil-Alaña, Luis A. 151 Phillips, Peter C. B. 95 Lütkepohl, Helmut 92 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 84 Johansen, Søren 79 Nielsen, Morten Ørregaard 72 Belke, Ansgar 67 Rault, Christophe 63 Wagner, Martin 63 Jusélius, Katarina 62 Shahbaz, Muhammad 60 Dreger, Christian 57 Banerjee, Anindya 53 Herzer, Dierk 48 Chang, Tsangyao 46 Rahbek, Anders 41 Beckmann, Joscha 40 Westerlund, Joakim 40 Ramírez, Miguel D. 39 Saikkonen, Pentti 39 Smyth, Russell 39 Trenkler, Carsten 39 Pesaran, M. Hashem 38 Hall, Stephen G. 36 Wolters, Jürgen 36 Gao, Jiti 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 33 Apergēs, Nikolaos 31 Marcellino, Massimiliano 30 Strachan, Rodney W. 30 Lee, Chien-Chiang 29 Mignon, Valérie 29 Narayan, Seema 29 Reimers, Hans-Eggert 29 Boswijk, Herman Peter 28 McAleer, Michael 28
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 European University Institute / Department of Economics 27 National Bureau of Economic Research 20 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Centre for Analytical Finance <Århus> 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Centre for International Macroeconomics 6 Econometrisch Instituut <Rotterdam> 5 Ekonomiska forskningsinstitutet <Stockholm> 5 European University Institute / Department of Law 5 Konjunkturforschungsstelle <Zürich> 5 Svenska Handelshögskolan <Helsinki> 5 Konjunkturinstitutet <Stockholm> 4 Loughborough University / Department of Economics 4 Queen Mary College / Department of Economics 4 School of Economics and Political Science <Sydney> 4 School of Finance and Business Economics <Perth, Western Australia> 4 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 State University of New York at Albany / Department of Economics 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Dundee / Department of Economic Studies 4 Centre for Microdata Methods and Practice <London> 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 Federal Reserve System / Board of Governors 3 Gottfried Wilhelm Leibniz Universität Hannover 3 Johns Hopkins University / Department of Economics 3 National Institute of Economic and Social Research 3 University of Sheffield / Department of Economics 3 University of Southampton / Department of Economics 3 University of Strathclyde / Department of Economics 3 Uppsala universitet / Nationalekonomiska institutionen 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Australian National University / Faculty of Economics and Commerce 2 Brown University / Department of Economics 2 Centre for International Economic Studies 2 Department of Agribusiness and Applied Economics, North Dakota State University 2 Economic Research Forum for the Arab Countries, Iran and Turkey 2 European Commission / Statistical Office of the European Communities 2
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Published in...
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Applied economics 341 International Journal of Energy Economics and Policy : IJEEP 322 Economic modelling 240 Energy economics 215 Journal of econometrics 182 International journal of economics and financial issues : IJEFI 173 Economics letters 163 Applied economics letters 162 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 150 International journal of economics and finance 139 The empirical economics letters : a monthly international journal of economics 135 Cogent economics & finance 116 Theoretical and applied economics : GAER review 91 CESifo working papers 86 Economies : open access journal 80 International review of economics & finance : IREF 80 Working paper 80 Econometric theory 79 Econometric reviews 63 Journal of international money and finance 60 Journal of policy modeling : JPMOD ; a social science forum of world issues 59 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 56 Applied financial economics 55 The Indian journal of economics 55 Global business review 54 Journal of international financial markets, institutions & money 54 Research in international business and finance 53 Economic research 52 International journal of finance & economics : IJFE 51 Panoeconomicus 50 Oxford bulletin of economics and statistics 49 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 EUI working paper 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 48 The journal of developing areas 47 Iranian economic review : journal of University of Tehran 46 Journal of economic studies 46 Discussion paper / Tinbergen Institute 45 Journal of macroeconomics 45 Applied econometrics and international development 44
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Source
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ECONIS (ZBW) 15,247 RePEc 32 EconStor 17 Other ZBW resources 5 BASE 2
Showing 1,101 - 1,110 of 15,303
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Relationship of iron ore price with other major commodity prices
Kim, Yoochan; Ghosh, Apurna; Topal, Erkan; Chang, Ping - In: Mineral economics : raw materials report 35 (2022) 2, pp. 295-307
Persistent link: https://www.econbiz.de/10013387665
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Female unemployment and economic growth in Cameroon : an estimation of a nonlinear Okun's law specification by the ARDL cointegration model
Kouam, Jean C.; Asongu, Simplice - 2022
The main objective of this paper is to assess the impact of female unemployment on economic growth in Cameroon. Using the Auto Regressive Distributed Lag (ARDL) model, applied to data covering the period 1987-2020, our results show that the relationship between female unemployment and economic...
Persistent link: https://www.econbiz.de/10013389072
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The determinants of unemployment : estimating a vector error correction model for Romania
Panaite, Nicoleta; Prohozescu, Nicoleta; Pintilescu, Carmen - In: Journal of Eastern Europe research in business & … 2022 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013389225
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Asymmetric interest rate transmission in an inflation-targeting framework : the case of Colombia
Galindo Andrade, Arturo José; Steiner, Roberto - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-18
After adopting an inflation targeting framework for monetary policy at the turn of the twenty-first century, Banco de la República, the Central Bank of Colombia, started actively using the monetary policy interest rate as its key policy tool. This paper examines the interest rate pass-through...
Persistent link: https://www.econbiz.de/10013393378
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Trade openness relationship with macroeconomic factors on Saudi Arabian economy : ARDL application
Tarchoun, Monaem; Ghraieb, Ikram - In: International trade, politics and development 6 (2022) 3, pp. 121-129
Purpose This paper examines the relationship of financial market inclusion, economic growth, foreign direct investment and real output on trade openness for the Saudi Arabia Economy. Trade openness potentially is a major source of economic growth and development. Design/methodology/approach This...
Persistent link: https://www.econbiz.de/10013413558
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Does fiscal policy stimulate economic growth in Ethiopia? : ARDL approach
Mengistu, Solomon Tilahun - In: Cogent economics & finance 10 (2022) 1, pp. 1-15
In recent years, a vast literature has appeared on the relationship between fiscal policy and long-run economic growth. With the aim to give an overview of the recent discussion and establish a point of departure for future research, this study used time series techniques and rigor empirical...
Persistent link: https://www.econbiz.de/10013415390
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Wealth and income inequality in the long run
Lieberknecht, Philipp; Vermeulen, Philip - 2022
Persistent link: https://www.econbiz.de/10013465953
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Demographic changes and asset prices in an overlappig generations model
Simo-Kengne, Beatrice D.; Riedel, Frank; … - 2022 - This version: December 15, 2022
We examine the effect of demographic shifts on asset prices in an overlapping generations model with endogenous population dynamics. We establish a robust inverse relationship between returns and the old dependency ratio. We document the absence of a simple monotonic relationship between asset...
Persistent link: https://www.econbiz.de/10013466466
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Relationship between foreign direct investment inflows and Covid-19 pandemic in Pakistan : a monthly co-integration analysis
Serfraz, Ayesha - 2022
The global COVID-19 pandemic brought many challenges for the world including the downfall in foreign direct investment inflows (FDI). Although there are many other factors which cause a decline in FDI inflows in Pakistan but present study mainly focuses on COVID-19 pandemic as this resulted in...
Persistent link: https://www.econbiz.de/10013466733
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Which factors were behind Germany's labour market upswing? : a data-driven approach
Hutter, Christian; Carbonero, Francesco; Klinger, Sabine; … - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1052-1076
Persistent link: https://www.econbiz.de/10013468536
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