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  • Search: subject:"Autoregressive Distributed Lag"
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Year of publication
Subject
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Cointegration 14,863 Kointegration 14,853 Estimation 4,971 Schätzung 4,970 Theorie 2,968 Theory 2,966 Economic growth 2,452 Wirtschaftswachstum 2,450 Zeitreihenanalyse 2,244 Time series analysis 2,239 Causality analysis 2,134 Kausalanalyse 2,134 Panel 1,468 Panel study 1,467 VAR model 1,445 VAR-Modell 1,444 Schätztheorie 1,280 Estimation theory 1,279 Exchange rate 1,242 Wechselkurs 1,240 USA 1,239 United States 1,237 Börsenkurs 1,003 Share price 1,003 Kaufkraftparität 933 Purchasing power parity 933 Einheitswurzeltest 931 Unit root test 931 cointegration 924 Welt 871 World 871 India 853 Indien 850 Aktienmarkt 847 Stock market 845 Inflation 737 Oil price 678 Ölpreis 678 Volatility 607 Volatilität 607
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Online availability
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Free 5,149 Undetermined 3,049 CC license 658
Type of publication
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Article 10,591 Book / Working Paper 4,615 Other 2
Type of publication (narrower categories)
All
Article in journal 10,115 Aufsatz in Zeitschrift 10,115 Working Paper 2,511 Arbeitspapier 2,503 Graue Literatur 2,492 Non-commercial literature 2,492 Aufsatz im Buch 306 Book section 306 Hochschulschrift 127 Thesis 104 Conference paper 59 Konferenzbeitrag 59 Article 53 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 Forschungsbericht 10 Textbook 10 research-article 7 Amtsdruckschrift 5 Government document 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 14,884 Undetermined 89 German 76 Spanish 47 French 41 Polish 15 Croatian 11 Russian 8 Italian 7 Portuguese 7 Czech 6 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Malay (macrolanguage) 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 61 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 Odhiambo, Nicholas M. 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
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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 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 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 eSocialSciences 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
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Published in...
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Applied economics 339 International Journal of Energy Economics and Policy : IJEEP 308 Economic modelling 241 Energy economics 213 International journal of economics and financial issues : IJEFI 183 Journal of econometrics 179 Applied economics letters 160 Economics letters 157 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 151 International journal of economics and finance 139 The empirical economics letters : a monthly international journal of economics 135 Cogent economics & finance 124 Theoretical and applied economics : GAER review 90 CESifo working papers 82 International review of economics & finance : IREF 80 Working paper 79 Econometric theory 78 Economies : open access journal 65 Econometric reviews 61 Journal of policy modeling : JPMOD ; a social science forum of world issues 61 Journal of international money and finance 60 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 51 International journal of finance & economics : IJFE 49 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 Oxford bulletin of economics and statistics 48 The journal of developing areas 48 Iranian economic review : journal of University of Tehran 47 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 47 Discussion paper / Tinbergen Institute 46 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) 15,035 RePEc 94 EconStor 61 BASE 10 Other ZBW resources 8
Showing 411 - 420 of 15,208
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Modeling finance-growth nexus in MENA region economies : a panel data analysis
Kamal, Abdelmonem Lotfy Mohamed; AboElsoud, Mostafa E.; … - In: Economies : open access journal 11 (2023) 12, pp. 1-18
The primary objective of this paper is to examine the relationship between finance and economic growth in a cohort of 16 economies within the MENA region spanning a four-decade period from 1980 to 2021. This study employs panel unit root and panel co-integration analyses to investigate this...
Persistent link: https://www.econbiz.de/10014480007
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Effects of the domestic and ECB interest rates on Türkiye's stock market : empirical evidence from a newly developed combined co-integration and causality analysis
Samour, Ahmed; Zhakanova, Aliya; Türsoy, Turgut - In: European journal of comparative economics 20 (2023) 2, pp. 223-238
Distributed Lag (ARDL) co-integration method to analyze the interaction among the tested variables. The Fully Modified … (ECB) interest rates on Türkiye's stock market from January 1999 to January 2019. The research applied the Autoregressive …
Persistent link: https://www.econbiz.de/10014480826
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Foreign direct investment, foreign aid and economic growth nexus in Kenya : a cointegration and causality analysis
Magombeyi, Mercy Tsitsi; Odhiambo, Nicholas M. - In: Croatian review of economic, business and social … 9 (2023) 2, pp. 79-91
The increasing role of foreign capital inflows in reducing the disparity between government revenues and costs as well as impellent economic growth has motivated this study to establish the direction of causality between foreign direct investment (FDI), foreign aid, and economic growth in Kenya....
Persistent link: https://www.econbiz.de/10014480930
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Changing regional price relationships in retail fresh broiler/fryer whole chicken prices
Duangnate, Kannika; Mjelde, James W. - In: Journal of agricultural and applied economics : JAEE 55 (2023) 4, pp. 609-625
Persistent link: https://www.econbiz.de/10014494017
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Spatial market integration of food markets during a shock : evidence from food markets in Nigeria
Reda, Mulubrhan Amare; Abay, Kibrom A.; Hatzenbuehler, … - 2023
Persistent link: https://www.econbiz.de/10014495115
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Relation of retail gasoline and diesel prices in Croatia with crude oil prices on world markets
Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 9 (2023) 1, pp. 51-59
According to many studies, the transmission of oil prices to retail fuel prices is asymmetric. Fuel prices react faster if oil prices rise and more slowly if oil prices fall. We use the simple and dynamic asymmetry models, error correction models, threshold autoregressive cointegration, and an...
Persistent link: https://www.econbiz.de/10014496205
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On the asymmetric relation between inflation and growth in Mexico : a NARDL approach
Trejo-García, José Carlos; Valencia-Romero, Ramón; … - In: Economies : open access journal 12 (2024) 1, pp. 1-25
The effects of various geopolitical tensions, conflicts between countries and the global post-pandemic COVID-19 have caused an acceleration in the price level in many countries around the world. This research focuses on Mexico since its monetary policy has created intricate interactions between...
Persistent link: https://www.econbiz.de/10014496507
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Linkages between different types of globalization and socio-economic variables : panel data analysis for 129 countries
Naz, Ayesha - In: Journal of economic structures : JES; the official … 12 (2023), pp. 1-23
Present study explores the linkages between three categories of globalization to socio-economic indicators, which include poverty, inequality, unemployment and Human Development Index (HDI) using the sample of 129 countries over the period 1990 to 2019. The results show presence of...
Persistent link: https://www.econbiz.de/10014497273
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The relative effectiveness of fiscal and monetary policies in promoting Egypt's output growth : an empirical investigation using an ARDL approach
El Husseiny, Israa A. - In: Journal of economic structures : JES; the official … 12 (2023), pp. 1-23
-series data set over the time-period (1960-2019). The study employs the Autoregressive Distributed Lag (ARDL) Bounds testing …
Persistent link: https://www.econbiz.de/10014497282
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Assessing the relationship between fuel and charcoal prices in Uganda
Alinaitwe, Grace; Bergland, Olvar - In: Economies : open access journal 12 (2024) 2, pp. 1-18
autoregressive distributed lag (ARDL) bounds test is used. The results show that there is a long-term relationship (cointegration …
Persistent link: https://www.econbiz.de/10014500469
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