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  • Search: subject:"AutoRegressive Distributed Lag Model"
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Year of publication
Subject
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Cointegration 14,855 Kointegration 14,852 Estimation 4,947 Schätzung 4,946 Theorie 2,941 Theory 2,940 Wirtschaftswachstum 2,407 Economic growth 2,406 Zeitreihenanalyse 2,240 Time series analysis 2,235 Causality analysis 2,130 Kausalanalyse 2,130 Panel 1,457 Panel study 1,456 VAR model 1,441 VAR-Modell 1,440 Estimation theory 1,275 Schätztheorie 1,275 USA 1,236 United States 1,234 Exchange rate 1,231 Wechselkurs 1,230 Börsenkurs 1,000 Share price 1,000 Einheitswurzeltest 930 Kaufkraftparität 930 Purchasing power parity 930 Unit root test 930 cointegration 919 Welt 861 World 861 Aktienmarkt 844 India 843 Indien 842 Stock market 842 Inflation 730 Oil price 673 Ölpreis 673 Volatility 603 Volatilität 603
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Online availability
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Free 4,974 Undetermined 2,979 CC license 615
Type of publication
All
Article 10,367 Book / Working Paper 4,577 Other 1
Type of publication (narrower categories)
All
Article in journal 9,986 Aufsatz in Zeitschrift 9,986 Working Paper 2,495 Arbeitspapier 2,492 Graue Literatur 2,482 Non-commercial literature 2,482 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 Lehrbuch 12 Article 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 14,685 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 Pesaran, M. Hashem 36 Wolters, Jürgen 36 Gao, Jiti 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 32 Apergēs, Nikolaos 31 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 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 82 International review of economics & finance : IREF 79 Working paper 79 Econometric theory 78 Economies : open access journal 62 Econometric reviews 61 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) 14,892 RePEc 32 EconStor 14 Other ZBW resources 5 BASE 2
Showing 761 - 770 of 14,945
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Short-term forecasting of global energy and metal prices : VAR and VECM approaches
Balioz, Diana - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2022) 254, pp. 15-28
Persistent link: https://www.econbiz.de/10015045752
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How equilibrium exchange rate misalignments influence on economic growth? : evidence for European countries
Ramos-Herrera, María del Carmen - In: Economics : the open-access, open-assessment journal 16 (2022) 1, pp. 199-211
The determination of the equilibrium real exchange rate is one of the most important issues in open economy since the policymakers are concerned about predicting and monitoring misalignments and they are usually associated with current account problems and currency crises. To the best of my...
Persistent link: https://www.econbiz.de/10013252580
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Forecasting recovery period of the airfreight transportation from Covid-19 pandemic by using time series modelling
İnan, Tüzün Tolga - In: Logistics research 15 (2022) 1, pp. 1-18
COVID-19 has a dramatically negative effect globally, so all transportation modes also airfreight have been affected negatively. This study aims to forecast the airfreight load factor by applying time series to the selected variables. After providing general information about COVID-19, the...
Persistent link: https://www.econbiz.de/10013252885
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The relationship between green innovation, CO2 emissions, gross domestic product, and renewable energy supply : a panel data analysis for BRICS countries and Turkey
Oğuztürk, Bekir Sami; Özbay, Ferhat - In: Istanbul business research 51 (2022) 1, pp. 237-256
This study aims to determine the impact of carbon dioxide (CO2) emissions, Gross Domestic Product (GDP), and green innovation on the renewable energy (RE) supply (RES) by taking panel heterogeneity and cross-section dependence into account. The dataset of this study covers a panel of BRICS...
Persistent link: https://www.econbiz.de/10013253156
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Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from panel unit roots with smooth breaks and asymmetric dynamics
Corakci, Aysegul; Omay, Tolga; Hasanov, Mübariz - In: Oeconomia Copernicana 13 (2022) 1, pp. 11-55
Persistent link: https://www.econbiz.de/10013255717
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Sensitivity of profitability in cointegration-based pairs trading
Brunetti, Marianna; De Luca, Roberta - 2022 - This version: April 22
Persistent link: https://www.econbiz.de/10013255837
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Nexus between macroeconomic factors and economic growth in Palestine : an autoregressive distributed lag approach
Tabash, Mosab I.; Farooq, Umar; Safi, Samir K.; Shafiq, … - In: Economies : open access journal 10 (2022) 6, pp. 1-14
All countries are trying their best to achieve maximum economic prosperity through employing efficient economic strategies. Countries seem to be conscious of various factors that can potentially affect economic growth. Given that, the current study examines the impact of various macroeconomic...
Persistent link: https://www.econbiz.de/10013256265
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Is the impact of COVID-19 significant in determining equity market integration? : insights from BRICS economies
Mishra, P. K.; Mishra, S. K. - In: Global journal of emerging market economies 14 (2022) 2, pp. 137-162
Persistent link: https://www.econbiz.de/10013256642
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Why has the Norwegian krone exchange rate been persistently weak? : a fully simultaneous VAR approach
Benedictow, Andreas; Hammersland, Roger - 2022
We identify variables that help explain the persistent weakness of the Norwegian krone since 2016 within a fully simultaneous model of the underlying process driving the krone-euro exchange rate. In addition to a set of fundamental variables we consider non-traditional explanatory variables...
Persistent link: https://www.econbiz.de/10013257136
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Investigating the efficiency of bitcoin futures in Price discovery
Sharma, Prashant; Gupta, Prashant; Sharma, Dinesh Kumar; … - In: International journal of economics and financial issues … 12 (2022) 3, pp. 104-109
Persistent link: https://www.econbiz.de/10013259947
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