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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
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Article 10,367 Book / Working Paper 4,577 Other 1
Type of publication (narrower categories)
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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 841 - 850 of 14,945
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Female Unemployment and Economic Growth in Cameroon : An Estimation of a Nonlinear Okun's Law Specification by the ARDL Cointegration Model
Kouam, Jean; Asongu, Simplice - 2022
The main objective of this paper is to assess the impact of female unemployment on economic growth in Cameroon. Using the Auto Regressive Distributed Lag (ARDL) model, applied to data covering the period 1987-2020, our results show that the relationship between female unemployment and economic...
Persistent link: https://www.econbiz.de/10014243492
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Econometric Evaluation of Urbanization, Unemployment and Incidence of Poverty Paradox In Nigeria : An Autoregressive Distributed Lag Model Estimation Approach
Ejelonu, Henry; Okafor, Stanley; Anukwuocha, Stanley Peter - 2022
autoregressive distributed lag model to regress the relationship between the regressed and the aggressors in the regression line …
Persistent link: https://www.econbiz.de/10014243615
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Money demand under a fixed exchange rate regime : the case of Saudi Arabia
Hasanov, Fakhri J.; Al Rasasi, Moayad; Alsayaary, Salah S. - 2022
This paper reviews earlier studies and shows that the money demand (MD) relationship under a fixed exchange rate (ER) regime differs from that under a floating ER regime, mainly due to the limited role of monetary policy in the former regime. It then empirically demonstrates that an open-economy...
Persistent link: https://www.econbiz.de/10013176694
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Market integration and price transmission in the regional grain markets in Ethiopia
Kidane, Dejene Gizaw - 2022
Persistent increases in basic food prices have become a critical challenge in Ethiopia since 2006. This paper assesses whether the structure of the grain market has contributed to the price increases. Traders having market power could create commodity price stickiness, implying that what goes up...
Persistent link: https://www.econbiz.de/10014247246
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Renewable energy consumption, globalization, and economic growth shocks : evidence from G7 countries
Urom, Christian; Abid, Ilyes; Guesmi, Khaled; Ndubuisi, … - 2022
Persistent link: https://www.econbiz.de/10012872813
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Error correction model for analysis of influence of fiscal policy on economic growth in EU
Voda, Alina Daniela; Dobrotă, Gabriela; Dobrotă, Dan; … - In: Journal of business economics and management 23 (2022) 3, pp. 586-605
Ensuring fiscal sustainability in the Member States of the European Union has become an extremely important goal in the current economic context. The formulation of appropriate policies can lead to fiscal consolidation, and the manifestation of a fiscal shock with direct implications on national...
Persistent link: https://www.econbiz.de/10013259236
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Non-linear effect of government debt on public expenditure in Nigeria : insight from bootstrap ARDL procedure
Abu, Nurudeen; David, Joseph; Awadh Ahmed Mohammed Gamal; … - In: Organizations and markets in emerging economies 13 (2022) 1, pp. 163-182
This study employs the bootstrap autoregressive distributed lag (ARDL) approach alongside the dynamic ARDL simulations technique to investigate the non-linear effect of public debt on public expenditure in Nigeria during the 1981-2020 period. The result of the bootstrap bounds test illustrates...
Persistent link: https://www.econbiz.de/10013279436
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Trade openness relationship with macroeconomic factors on Saudi Arabian economy : ARDL application
Tarchoun, Monaem; Ghraieb, Ikram - In: International trade, politics and development 6 (2022) 3, pp. 121-129
Purpose This paper examines the relationship of financial market inclusion, economic growth, foreign direct investment and real output on trade openness for the Saudi Arabia Economy. Trade openness potentially is a major source of economic growth and development. Design/methodology/approach This...
Persistent link: https://www.econbiz.de/10013413558
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Environmental impact of the tourism industry in China : analyses based on multiple environmental factors using novel Quantile Autoregressive Distributed Lag model
Zhu, Shengdong; Luo, Yuting; Aziz, Noshaba; Jamal, Abdul; … - In: Economic research 35 (2022) 1,4, pp. 3663-3689
Persistent link: https://www.econbiz.de/10014384487
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Is the asymmetric impact of aggregate revenue and aggregate earnings on the stock index in accordance with the prospect theory?
Goyal, Vinay; Mitra, Subrata Kumar - In: International review of finance : the official journal … 22 (2022) 1, pp. 200-222
Persistent link: https://www.econbiz.de/10013162507
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