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  • Search: subject:"AutoRegressive Distributed Lag Model"
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Year of publication
Subject
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Cointegration 15,205 Kointegration 15,201 Estimation 5,063 Schätzung 5,062 Theorie 2,998 Theory 2,997 Economic growth 2,486 Wirtschaftswachstum 2,486 Zeitreihenanalyse 2,300 Time series analysis 2,295 Causality analysis 2,171 Kausalanalyse 2,171 Panel 1,497 Panel study 1,496 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 3,134 CC license 709
Type of publication
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Article 10,653 Book / Working Paper 4,648 Other 1
Type of publication (narrower categories)
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Article in journal 10,247 Aufsatz in Zeitschrift 10,247 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 15,042 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) 15,246 RePEc 32 EconStor 17 Other ZBW resources 5 BASE 2
Showing 1,571 - 1,580 of 15,302
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Asymmetric impact of real exchange rate on inflation in Ethiopia : a non-linear ARDL approach
Kayamo, Samuel Elias - In: Cogent economics & finance 9 (2021) 1, pp. 1-16
A surge in inflation for the last decade has been a top agenda of political and economic debate in Ethiopia. The monitory authority of the country has regularly devalued Ethiopian birr to stabilize the inflation and stimulate exports. Whether this has indeed stabilized inflation and increased...
Persistent link: https://www.econbiz.de/10013184423
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The short- and long-run relationship between trade openness and economic growth in Uganda
Esaku, Stephen - In: Cogent economics & finance 9 (2021) 1, pp. 1-22
Using data covering the period from 1983 to 2019, we apply the autoregressive distributed lag (ARDL) bound testing approach to investigate whether trade openness has spurred economic growth in Uganda. The extant literature shows that trade openness increases economic growth, but this empirical...
Persistent link: https://www.econbiz.de/10013184444
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The optimal government size in the kingdom of Saudi Arabia : an ARDL bounds testing approach to cointegration
Al-Abdulrazag, Bashier - In: Cogent economics & finance 9 (2021) 1, pp. 1-19
This study attempts to estimate the optimum government size in the kingdom of Saudi Arabia (KSA) using annual data covering the 1971-2019 period by applying the linear and nonlinear Autoregressive Distributed Lag ARDL Model. The main focus is whether the Armey curve is valid for KSA. The...
Persistent link: https://www.econbiz.de/10013184448
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Public debt and inflation dynamics : empirical evidence from Zimbabwe
Saungweme, Talknice; Odhiambo, Nicholas M. - In: Croatian review of economic, business and social … 7 (2021) 2, pp. 14-30
The study seeks to empirically test the hypothesis that public debt has a significant influence on inflation in Zimbabwe, covering the period 1980-2020. The study was motivated by recent trends in public debt and domestic inflation in Zimbabwe, and the need to guide debt-inflation related...
Persistent link: https://www.econbiz.de/10013171543
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The impact of foreign capital inflows on poverty in Vietnam : an empirical investigation
Magombeyi, Mercy Tsitsi; Odhiambo, Nicholas M.; Nyasha, … - In: Croatian review of economic, business and social … 7 (2021) 2, pp. 31-49
This study investigates the impact of foreign capital inflows on poverty in Vietnam, using annual time series data from 1990 to 2018. The study was motivated by the need to establish if burgeoning foreign capital inflows in Vietnam can support the poverty alleviation agenda. Foreign direct...
Persistent link: https://www.econbiz.de/10013171546
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50 years of capital mobility in the Eurozone : breaking the Feldstein-Horioka puzzle
Camarero Olivas, Mariam; Muñoz, Alejandro; Tamarit … - In: Open economies review 32 (2021) 5, pp. 867-905
Persistent link: https://www.econbiz.de/10013171814
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Business cycles and alcohol consumption : evidence from a nonlinear panel ARDL approach
Sadik-Zada, Elkhan; Niklas, Britta - In: Journal of wine economics 16 (2021) 4, pp. 429-438
Persistent link: https://www.econbiz.de/10013173948
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Mission-oriented R&D and growth
Ziesemer, Thomas - In: Journal of applied economics 24 (2021) 1, pp. 460-477
We analyze the dynamic interaction of mission-oriented R&D expenditure stocks with domestic and foreign private and public R&D, total-factor-productivity (TFP), and gross domestic product (GDP) for seven EU countries. We use the vector-error-correction method. Permanent changes on...
Persistent link: https://www.econbiz.de/10013174806
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Asymmetric price adjustment and the effects of structural reforms and low demand in the gasoline market : the case of Greece
Bragoudakis, Z.; Sideris, Dimitrios - In: Journal of applied economics 24 (2021) 1, pp. 504-522
The pricing mechanism in the gasoline market has often been the subject of public debate in Greece during the crisis years. Inefficient pricing could imply oligopolistic practices and losses to consumers' welfare. A way to test for inefficient pricing, is by testing for asymmetries in the...
Persistent link: https://www.econbiz.de/10013174965
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Spatial and spatio-temporal error correction, networks and common correlated effects
Bhattacharjee, Arnab; Ditzen, Jan; Holly, Sean - 2021
Persistent link: https://www.econbiz.de/10013179175
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