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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 691 - 700 of 15,303
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Contributions of investment and employment to the agricultural GDP growth in Egypt : an ARDL approach
Abdelgawwad, Nouran Abdelhamid; Kamal, Abdelmonem Lotfy … - In: Economies : open access journal 11 (2023) 8, pp. 1-16
This paper explores the impact of investment and employment on Egypt's agricultural growth during the period 1991 to 2021 using annual time series data. We use the ARDL approach to examine the long-run and short-run relationships among agricultural investment, agricultural employment and...
Persistent link: https://www.econbiz.de/10014362512
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Consumption and Disposable Income : Evidence of Co-Integration from 16 EU Member Countries
Blacëri, Markeljan - 2023
Many macroeconomic models try to explain consumption and its relationship with income. The rational expectation-permanent income hypothesis of consumption suggests that consumption and disposable income are co-integrated. In this paper we use the Engle-Granger methodology to test for...
Persistent link: https://www.econbiz.de/10014260365
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Crowding in and Crowding out in Pakistan : A Co-Integration Analysis of Public and Private Investment (1972-2015)
Zahir, Marukh; Malik, Fazal; Baloch Asif, Muhammad - 2023
Investments in both public and private are essential to Pakistan's economy. Public investment is crucial for any nation's economic development, but private investment serves as a catalyst for the creation of jobs and income. The primary purpose of this study is to empirically examine the...
Persistent link: https://www.econbiz.de/10014260811
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Determinants of Electricity Demand in Nigeria : A Non-Linear Autoregressive Distributed Lag (Nardl) Analysis
Bashir, Najeem Olatunji; Babatunde, Musibau; Lawal, Sulaimon - 2023
The study identify determinants of electricity demand in Nigeria. Secondary data from 1980 through 2018 were used in the study. The study adopts the nonlinear ARDL method propounded by Shin et al. (2014). Results show that negative shock in the average price of electricity leads to increased...
Persistent link: https://www.econbiz.de/10014262322
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An Investigation into the Spatial Rice Market Integration in Bangladesh : Application of Vector Error Correction Approach
Prince, Ehsanur Rauf; Barmon, Basanta Kumar; Islam, Teresa - 2023
Market integration is a metric for market efficiency, notably pricing efficiency. This paper examined the type and degree of market integration in Bangladesh using latest available weekly rice market price data from the six district markets in Bangladesh from January 2014 to December 2018. The...
Persistent link: https://www.econbiz.de/10014262592
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Short- and Long-Run Determinants of the Price Behavior of Us Clean Energy Stocks : A Dynamic Ardl Simulations Approach
Ahmed, Walid; Sleem, Mohamed - 2023
This paper aims to identify factors that drive US clean-energy stock price movements in the short and long term, using a wide range of variables representing the carbon emission market, non-green financial assets, non-renewable commodities, macroeconomic fundamentals, investor attention and...
Persistent link: https://www.econbiz.de/10014262870
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Do trade frictions distort the purchasing power parity (PPP) hypothesis : a closer look
Bonga-Bonga, Lumengo - 2023
Persistent link: https://www.econbiz.de/10015596555
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Equilibrium real effective exchange rate and monetary policy implementation in Eswatini
Dlamini, Ntobeko; Kunene, Sive - In: Research bulletin 7 (2023) 5, pp. 51-71
Persistent link: https://www.econbiz.de/10015574466
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Testing for Fisher's hypothesis in Eswatini
Dlamini, Ntobeko; Kunene, Sive - In: Research bulletin 7 (2023) 5, pp. 72-81
Persistent link: https://www.econbiz.de/10015574470
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The dynamics of money supply, exchange rate and consumer prices In Eswatini
Simelane, Thandeka - In: Research bulletin 7 (2023) 5, pp. 82-96
Persistent link: https://www.econbiz.de/10015574480
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