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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 251 - 260 of 15,302
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Macroeconomic determinants of renewable energy consumption in Tanzania : a time series analysis from 1990-2020
Msechu, Abdon Stephen; Taylor, Rosemary Stanley - In: Tanzania economic review : TER 14 (2024) 1, pp. 18-44
Persistent link: https://www.econbiz.de/10015045675
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A nonlinear autoregressive distributed lag approach to remittances and access to financial inclusion in Jordan
Alabdulrazag, Bashier A.; Alshogeathri, Mofleh A. - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10015046024
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Understanding the nexus between oil price volatility and trade balance in GCC countries : a comparative investigation of panel linear and nonlinear ARDL models
Al-Assaf, Ghazi - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 285-293
Persistent link: https://www.econbiz.de/10015046258
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The J-curve effect in agricultural commodity trade : an empirical study of South East Asian economies
Trofimov, Ivan D. - In: Review of economics and political science : REPS 9 (2024) 4, pp. 358-381
Purpose - In this paper we examine the validity of the J-curve hypothesis in four Southeast Asian economies (Indonesia, Malaysia, the Philippines and Thailand) over the 1980-2017 period. Design/methodology/approach - We employ the linear autoregressive distributed lags (ARDL) model that captures...
Persistent link: https://www.econbiz.de/10015046302
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Effects of fluctuations in oil prices on G7 country stock exchanges
Abubakirova, Aktolkin; Kudabayeva, Lyazzat; Omarova, Aizhan - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 324-328
Persistent link: https://www.econbiz.de/10015046304
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Geopolitical risk and tourism in Turkey
Tütüncü, Asiye - In: Review of economics and political science : REPS 9 (2024) 4, pp. 382-398
Purpose - The purpose of this paper is to show the effect of Turkey's geopolitical risk on the number of international tourist arrivals to the country. When Turkish economy in 2019 is analyzed, it is seen that the share of tourism in national income is 11%. For this reason, national economy is...
Persistent link: https://www.econbiz.de/10015046320
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In the context of Okun Law, the relationship between real output and unemployment rate in OECD : a panel error correction and panel ARDL approaches
Altunöz, Utku - In: Ekonomika : mokslo žurnalas 103 (2024) 1, pp. 6-24
In this paper, the correlation between unemployment rate and real output for OECD countries was analyzed through the application of Okun's Law and unemployment hysteresis 2007-2022. For this purpose, panel error correction, panel cointegration, ARDL Bounds Test and Granger causality techniques...
Persistent link: https://www.econbiz.de/10015047670
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Determining the future direction and amount of tax revenue in Indonesia using an error correction model (ECM)
Yossinomita, Yossinomita; Haryadi; Hodijah, Siti - In: Ekonomika : mokslo žurnalas 103 (2024) 1, pp. 56-77
The characteristics of how tax revenues, as well as the macroeconomic factors that are expected to influence and determine tax revenues, develop have become the basic macroeconomic assumptions by the government in compiling various components of the posture of the state revenue and expenditure...
Persistent link: https://www.econbiz.de/10015047674
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Analyzing causality and cointegration of macroeconomics and energy-related factors of Nordic and SEE European countries
Georgescu, Irina; Oprea, Simona-Vasilica; Bâra, Adela - In: Journal of business economics and management 25 (2024) 3, pp. 494-515
Discrepancies between several South-Eastern European (SEE) countries and Nordic countries are investigated in this paper using an econometric analysis. Its aim is to examine the relationship between CO2 emissions, GDP per capita, urban population (URB) and electricity production from Renewable...
Persistent link: https://www.econbiz.de/10015047696
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Impact of renewable electricity consumption on the economic growth of Ecuador : evidence from the joint cointegration test
Ayaviri Nina, Dante; Olmedo Falconi, Andrés Alejandro; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 663-671
Persistent link: https://www.econbiz.de/10015047774
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