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  • Search: subject:"AutoRegressive Distributed Lag Model"
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Year of publication
Subject
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Cointegration 15,188 Kointegration 15,184 Estimation 5,050 Schätzung 5,049 Theorie 2,994 Theory 2,993 Economic growth 2,482 Wirtschaftswachstum 2,482 Zeitreihenanalyse 2,296 Time series analysis 2,291 Causality analysis 2,169 Kausalanalyse 2,169 Panel 1,493 Panel study 1,492 VAR model 1,469 VAR-Modell 1,468 Estimation theory 1,311 Schätztheorie 1,311 Exchange rate 1,254 Wechselkurs 1,253 USA 1,252 United States 1,250 Börsenkurs 1,014 Share price 1,014 Kaufkraftparität 947 Purchasing power parity 947 cointegration 944 Einheitswurzeltest 942 Unit root test 942 Welt 898 World 898 India 865 Indien 864 Aktienmarkt 856 Stock market 855 Inflation 761 Oil price 695 Ölpreis 695 Volatility 617 Volatilität 617
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Online availability
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Free 5,263 Undetermined 3,128 CC license 706
Type of publication
All
Article 10,642 Book / Working Paper 4,640 Other 1
Type of publication (narrower categories)
All
Article in journal 10,240 Aufsatz in Zeitschrift 10,240 Working Paper 2,543 Arbeitspapier 2,540 Graue Literatur 2,532 Non-commercial literature 2,532 Aufsatz im Buch 306 Book section 306 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 15,023 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 163 Gil-Alaña, Luis A. 150 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 37 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 85 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 Global business review 54 Journal of international financial markets, institutions & money 54 The Indian journal of economics 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) 15,227 RePEc 32 EconStor 17 Other ZBW resources 5 BASE 2
Showing 81 - 90 of 15,283
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Who's the boss? : exploring public and private wage growth leadership in state-level education and health industries in Australia
O'Brien, Martin; Gollan, Paul J.; Gerth, Florian - In: Applied economics letters 32 (2025) 17, pp. 2485-2489
Persistent link: https://www.econbiz.de/10015508788
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Decomposition of food price inflation in Sri Lanka
Malaviarachchi, Dinithi; Korale-Gedara, Pradeepa Malkanthi - In: Journal of the Asia Pacific economy 30 (2025) 4, pp. 1506-1525
Persistent link: https://www.econbiz.de/10015515752
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Navigating China's green bonds : insights from cryptocurrency price, oil price, and economic policy uncertainty
Wen, Cui-Ping; Wang, Kai-Hua; Su, Chi-Wei; Li, Xin; … - In: International review of economics & finance : IREF 102 (2025), pp. 1-15
China's green bonds (GBs) in a period from 2014: M10 to 2024: M04 using the quantile autoregressive distributed lag model …
Persistent link: https://www.econbiz.de/10015466510
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Optimal estimation in a multicointegrated system
Kheifets, Igor L.; Phillips, Peter C. B. - 2025
Persistent link: https://www.econbiz.de/10015467033
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Can we predict the future?
Klucik, Miroslav; Miklosovic, Tomas; Radvanský, Marek - 2025
Persistent link: https://www.econbiz.de/10015467859
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Examining cointegration between corporate governance and financial performance in selected listed South African financial institutions
Khoza, Floyd; Makoni, Patricia Lindelwa - In: Risk management magazine 20 (2025) 2, pp. 39-53
Since the 2007 global financial crisis, scholars have attempted to explain market failures using aspects other than corporate governance. Previous studies focused on the function of corporate governance in financial performance, with a dearth of literature on other financial dimensions like risk...
Persistent link: https://www.econbiz.de/10015467903
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Detecting multiple structural breaks in systems of linear regression equations with integrated and stationary regressors
Schweikert, Karsten - In: Oxford bulletin of economics and statistics 87 (2025) 4, pp. 850-865
Persistent link: https://www.econbiz.de/10015470450
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Infrastructures and productivity : a country-sector panel analysis
Giordani, Paolo; Petrucci, Alberto R.; Pozzolo, Alberto … - 2025
Persistent link: https://www.econbiz.de/10015471264
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Will the cryptocurrency exuberance last? : An empirical assessment using AI and the ARDL approach
Jayawardhana, Asanga; Colombage, Sisira - In: Borsa Istanbul Review 25 (2025) 3, pp. 568-586
Cryptocurrency is the most innovative financial and technological breakthrough of this generation. Investment in cryptocurrency grew from USD 11.18 billion in December 2016 to USD 2.147 trillion in April 2024; however, the rationality of investor exuberance is uncertain. This paper explores...
Persistent link: https://www.econbiz.de/10015471300
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Modeling the dynamic relationship between inflation, oil price, and macroeconomic variables : evidence from Saudi Arabia
Elsharif, Mohamed Sharif Bashir; Elamin, Ahlam … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 770-779
Persistent link: https://www.econbiz.de/10015472085
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