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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 391 - 400 of 15,302
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Analyzing nexus between crude oil, gold, dollar and equity markets with structural break : ARDL evidence from India
Saji, T. G.; Joshith, V. P.; Binoy, T. A.; Sravana, K. - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 572-581
Persistent link: https://www.econbiz.de/10014533474
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Spatial market integration analysis of plantain markets in mid Ghana
Amarchey, Christina Antwiago; Kwakwa, Paul Adjei - In: Cogent business & management 11 (2024) 1, pp. 1-18
The paper estimates the degree of integration of plantain prices in three selected markets to assess the efficiency of the plantain marketing system in mid Ghana. The selected markets are Techiman in Bono East Region, Kenyasi and Duayaw Nkwanta markets both in Ahafo Region of Ghana. The spatial...
Persistent link: https://www.econbiz.de/10014534100
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The effects of exchange rate fluctuation on Bangladeshi exports : an ARDL bound testing technique
Khan, Md. Monir; Ahmed, Asif - In: International journal of economics and financial issues … 14 (2024) 3, pp. 125-131
Persistent link: https://www.econbiz.de/10014584836
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Taxation and consumers' spending patterns in Nigeria : an autoregressive distributed lag and error correction model approach
James, David; Omodero, Cordelia Onyinyechi; Nwobodo, Helen - In: International journal of economics and financial issues … 14 (2024) 3, pp. 157-169
Persistent link: https://www.econbiz.de/10014631794
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Exchange policy and misalignments in Morocco : a quantitative analysis
Pouya, Pascal; Karim, Mohamed; Arbia, Anass; El Yazidi, … - In: International journal of economics and financial issues … 14 (2024) 4, pp. 9-17
Persistent link: https://www.econbiz.de/10014631820
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Circular behavior of oil consumption and the impact of oil prices with the Fourier approach
Oltulular, Sabiha - In: Energy strategy reviews 53 (2024), pp. 1-13
In the changing world, oil continues to be important in energy production. Using monthly data from 1965 to 2022, the permanency of oil consumption fluctuations was investigated. Fourier-based Granger causality tests were used to examine cause-and-effect relationships between variables. Long-term...
Persistent link: https://www.econbiz.de/10014632395
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Natural gas, trade openness and economic growth in Peru : 1965-2022
Bazán Navarro, Ciro Eduardo; Álvarez-Quiroz, Víctor … - In: Energy strategy reviews 53 (2024), pp. 1-12
Natural gas is a major fuel in Peru, accounting for nearly 45 % of all energy sources used to generate electricity. This research aims to analyze the dynamic association between economic growth and natural gas consumption (NGC), considering Peru's trade openness (Tr) from 1965 to 2022. The...
Persistent link: https://www.econbiz.de/10014633037
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The causal nexus between corruption and FDI inflows : evidence from five Latin American countries
Darrat, Mohamad A.; Darrat, Mahmoud A.; Darrat, Aadel A.; … - In: The journal of business and economic studies 28 (2024) 1, pp. 70-87
This paper explores the nature of causality between corruption and FDI inflows in five Latin American countries. Unlike prior empirical studies that use correlation-based standard regressions, we employ dynamic cointegrated error-correction models to uncover the directions of Granger- causality...
Persistent link: https://www.econbiz.de/10014633834
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Measuring and correcting monotonicity bias : the case of school entrance age effects
Attar, Itay; Cohen-Zada, Danny; Elder, Todd E. - 2024
Persistent link: https://www.econbiz.de/10014634133
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An applied study of the symmetric and asymmetric impact of oil prices and international financial markets on economic growth in Iraq
Khaleel, Moustfa Ismael; Jabbar, Ahmed Younis; Kalai, Maha - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 66-80
Persistent link: https://www.econbiz.de/10014634861
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