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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
All
ECONIS (ZBW) 15,035 RePEc 94 EconStor 61 BASE 10 Other ZBW resources 8
Showing 421 - 430 of 15,208
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Determination of the effects and optimal thresholds of monetary policy instruments : a study of Central Bank Lending system in Kingdom of Eswatini
Dlamini, Samuel Nkosinathi; Mashau, Pfano - In: Cogent economics & finance 11 (2023) 1, pp. 1-20
This paper examines the impact of monetary policy instruments such as discount rate, reserve requirement and liquidity requirement on bank credit to the private sector in the Kingdom of Eswatini. Monthly data sourced from the Central Bank of Eswatini and Eswatini Central Statistics Office is...
Persistent link: https://www.econbiz.de/10014500477
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Financial development and export diversification in Ethiopia : ARDL approach
Asratie, Teshager Mazengia; Bezabih, Misikir; Chekol, Fasika - In: Cogent economics & finance 11 (2023) 1, pp. 1-16
The main aim of this study was to examine the effect of financial development on Ethiopia's export diversification by applying annual time series data from the period 1980 to 2019. An ARDL estimation technique was employed. In the short run financial development, external debt, and real gross...
Persistent link: https://www.econbiz.de/10014500499
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Financial stability in the Indonesian monetary policy analysis
Hudaya, Afaqa; Firmansyah, Firmansyah - In: Cogent economics & finance 11 (2023) 1, pp. 1-17
Financial stability is one of the main factors for a country's economic sustainability nowadays. Financial instability has adverse effects on the economy which can lead to the financial crisis. This research tries to answer how monetary policy related to Indonesian financial stability in the...
Persistent link: https://www.econbiz.de/10014500647
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Exploring the pattern of price interdependence in rice market in Indonesia in the presence of quality differential
Utami, Anisa Dwi; Harianto, Harianto; Krisnamurthi, Bayu - In: Cogent economics & finance 11 (2023) 1, pp. 1-17
Being the main food commodity, the dynamics of rice prices is one of the most important issues for Indonesian economy. The prices at the retail level and at the farm level are influenced not only by the demand and supply in each of these markets but also by price behavior at the wholesale...
Persistent link: https://www.econbiz.de/10014500663
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Human capital and its impact on Ethiopian economic growth : ARDL approach to co-integration
Wegari, Hinsene Lemma; Whakeshum, Sisay Tolla; Mulatu, … - In: Cogent economics & finance 11 (2023) 1, pp. 1-18
Maintaining human capital at an optimal level is among the important mechanisms for ensuring steady economic growth. This study aims to examine the impact of human capital on Ethiopia's economic growth. The study used the ARDL model applying annual data for the period 1980 to 2020. The...
Persistent link: https://www.econbiz.de/10014500693
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Testing the consistency of asymmetric interest rate pass-through : the case of Indonesia
Herlambang, R. Dimas Bagas; Purwono, Rudi; Rumayya - In: Cogent economics & finance 11 (2023) 1, pp. 1-12
distributed lag framework. Superior to the previous studies, this study exploits the historical profile of Indonesia to enrich the …This paper investigates the consistency of asymmetric interest rate past-trough (IRPT) using a nonlinear autoregressive …
Persistent link: https://www.econbiz.de/10014500695
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The effects of currency devaluation on Ethiopia's major export commodities : the case of coffee and khat : evidence from the vector error correction model and the Johansen co-integration test
Elias, Abdelkaf; Dachito, Amsalu; Abdulbari, Shabu - In: Cogent economics & finance 11 (2023) 1, pp. 1-27
Devaluation of the currency has been stipulated and utilized increasingly as a stabilization device in developing countries. The Ethiopian government employed a devaluation policy to improve the export performance of the country. However, various literature demonstrates that the devaluation of...
Persistent link: https://www.econbiz.de/10014500698
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The dynamics of the relationship between foreign exchange reserves and import demand function
Al Abri, Ibtisam; Saboori, Behnaz; Al Humaidi, Razan - In: Cogent economics & finance 11 (2023) 1, pp. 1-17
reserves for an oil-rich and high-income developing country, Oman. This study employs the Autoregressive Distributed Lag (ARDL …
Persistent link: https://www.econbiz.de/10014500713
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Poland-USA sectoral trade balances : regime shifts and the nonlinear impact of currency fluctuations
Pruchnicka-Grabias, Izabela; Piekunko-Mantiuk, Iwona; … - In: Central European Management Journal 32 (2023) 1, pp. 116-133
nonlinear and nonlinear autoregressive distributed lag models, both with and without dummies corresponding to structural breaks …
Persistent link: https://www.econbiz.de/10014552926
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Fossil fuel energy consumption, economic growth, urbanization, and carbon dioxide emissions in Kenya
Otim, Jacob; Watundu, Susan; Mutenyo, John; Bagire, Vincent - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 457-468
Persistent link: https://www.econbiz.de/10014445054
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