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  • Search: subject:"AutoRegressive Distributed Lag Model"
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Year of publication
Subject
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Cointegration 14,843 Kointegration 14,840 Estimation 4,943 Schätzung 4,942 Theorie 2,939 Theory 2,938 Wirtschaftswachstum 2,404 Economic growth 2,403 Zeitreihenanalyse 2,238 Time series analysis 2,233 Causality analysis 2,128 Kausalanalyse 2,128 Panel 1,454 Panel study 1,453 VAR model 1,438 VAR-Modell 1,437 Estimation theory 1,274 Schätztheorie 1,274 USA 1,236 United States 1,234 Exchange rate 1,230 Wechselkurs 1,229 Börsenkurs 999 Share price 999 Einheitswurzeltest 930 Kaufkraftparität 930 Purchasing power parity 930 Unit root test 930 cointegration 919 Welt 859 World 859 India 843 Aktienmarkt 842 Indien 842 Stock market 840 Inflation 730 Oil price 672 Ölpreis 672 Volatility 602 Volatilität 602
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Online availability
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Free 4,965 Undetermined 2,976 CC license 609
Type of publication
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Article 10,356 Book / Working Paper 4,575 Other 1
Type of publication (narrower categories)
All
Article in journal 9,976 Aufsatz in Zeitschrift 9,976 Working Paper 2,494 Arbeitspapier 2,491 Graue Literatur 2,481 Non-commercial literature 2,481 Aufsatz im Buch 304 Book section 304 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 15 Aufsatzsammlung 12 Bibliografie enthalten 12 Bibliography included 12 Article 11 Lehrbuch 11 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 5 Government document 5 research-article 5 Interview 3 Rezension 3 Festschrift 2 Handbook 2 Handbuch 2 Bericht 1 Bibliografie 1 Reprint 1 Statistics 1
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Language
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English 14,672 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 161 Gil-Alaña, Luis A. 148 Lütkepohl, Helmut 91 Phillips, Peter C. B. 91 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 83 Johansen, Søren 78 Nielsen, Morten Ørregaard 72 Belke, Ansgar 67 Rault, Christophe 62 Wagner, Martin 62 Jusélius, Katarina 61 Shahbaz, Muhammad 60 Dreger, Christian 57 Banerjee, Anindya 49 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 Hall, Stephen G. 36 Wolters, Jürgen 36 Gao, Jiti 35 Pesaran, M. Hashem 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 32 Apergēs, Nikolaos 31 Lee, Chien-Chiang 29 Mignon, Valérie 29 Narayan, Seema 29 Reimers, Hans-Eggert 29 Strachan, Rodney W. 29 Boswijk, Herman Peter 28 McAleer, Michael 28 Siliverstovs, Boriss 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 338 International Journal of Energy Economics and Policy : IJEEP 284 Economic modelling 240 Energy economics 211 Journal of econometrics 179 International journal of economics and financial issues : IJEFI 173 Applied economics letters 159 Economics letters 157 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 90 CESifo working papers 81 International review of economics & finance : IREF 79 Working paper 79 Econometric theory 78 Econometric reviews 61 Economies : open access journal 60 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 Global business review 54 Journal of international financial markets, institutions & money 54 Research in international business and finance 53 Economic research 52 The Indian journal of economics 52 Panoeconomicus 50 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 International journal of finance & economics : IJFE 48 Oxford bulletin of economics and statistics 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 47 The journal of developing areas 47 Iranian economic review : journal of University of Tehran 46 Discussion paper / Tinbergen Institute 45 Journal of macroeconomics 44 The Pakistan development review : PDR 44 Discussion papers / Department of Economics, University of Copenhagen 43 International journal of forecasting 43
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Source
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ECONIS (ZBW) 14,879 RePEc 32 EconStor 14 Other ZBW resources 5 BASE 2
Showing 321 - 330 of 14,932
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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
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Relationship between FDI inflows and export performance : an empirical investigation by considering structural breaks
Ahmed, Sayed Farrukh; Mohsin, A. K. M.; Hossain, Syed … - In: Economies : open access journal 11 (2023) 3, pp. 1-17
The present study examines the relationship between FDI inflows and export performance in Bangladesh by considering the issue of structural breaks utilizing annual time-series data from 1972 to 2019. In the study, unit root tests were conducted without (ADF test and PP test) and with (ZA test...
Persistent link: https://www.econbiz.de/10014230874
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Agricultural economic growth, renewable energy supply and CO2 emissions nexus
Aluwani, Tagwi - In: Economies : open access journal 11 (2023) 3, pp. 1-24
International trade has created more economic growth opportunities in the agriculture sector. The agricultural sector remains key to the South African economy, with a vibrant international market becoming available as the country's agriculture exports grow. However, the impacts of human-caused...
Persistent link: https://www.econbiz.de/10014230994
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Testing the impact of exports, imports, and trade openness on economic growth in Namibia : assessment using the ARDL cointegration method
Sunde, Tafirenyika; Tafirenyika, Blessing; Adeyanju, Anthony - In: Economies : open access journal 11 (2023) 3, pp. 1-12
This study examines the impact of exports, imports, and trade openness on Namibia's economic growth using the ARDL cointegration method. The results reveal a significant negative relationship between imports and economic growth, while exports and trade openness show positive and significant...
Persistent link: https://www.econbiz.de/10014230995
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How to hedge against inflation risk in Vietnam
Nguyen Thi Thanh Binh - In: Economies : open access journal 11 (2023) 3, pp. 1-12
Vietnam has experienced galloping inflation and faced serious dollarization since its reform. To effectively control inflation for promoting price stability, it is necessary to find efficacious leading indicators and a hedging mechanism. Using monthly data over the period from January 1997 to...
Persistent link: https://www.econbiz.de/10014231113
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Extended two-way fixed effects quantile cointegration regression and its application
Kim, Ki-Ho - 2023
Persistent link: https://www.econbiz.de/10014455249
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Is there a long-run relationship between the unemployment insurance and the labor force participation rate in the USA? : a nonlinear analysis
Ahmed, Haydory Akbar - In: Economia : revista da ANPEC 23 (2022) 1, pp. 25-43
Purpose This paper explores the evidence of a long-run co-movement between aggregate unemployment insurance spending and the labor force participation rate in the USA. The unemployment insurance (UI) program tends to expand during an economic downturn and contract during an expansion. UI may...
Persistent link: https://www.econbiz.de/10014418035
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Long-term relationship of KGHM share prices and the market value of high grade copper
Zbyrowski, Rafał - In: Journal of banking and financial economics 20 (2023), pp. 51-62
The aim of the article is to try to explain the long-term price volatility of KGHM shares. Therefore the paper presents the relationship between KGHM stock prices and High Grade copper prices. The empirical part of the paper uses econometric cointegration analysis. Based on the estimated models,...
Persistent link: https://www.econbiz.de/10014515556
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Money supply, inflation and economic growth of Sri Lanka : co-integration and causality analysis
Madurapperuma, Wasanthi - In: Journal of money and business 3 (2023) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10015187512
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Does investor' s sentiment affect industries' return? : a case of selected Indian industries
Rohilla, Amit; Tripathi, Neeta; Bhandari, Varun - In: Business analyst journal : BAJ 44 (2023) 2, pp. 106-127
Persistent link: https://www.econbiz.de/10015187614
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