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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 2,453 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 5,150 Undetermined 3,049 CC license 658
Type of publication
All
Article 10,592 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 54 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 14,885 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 62 BASE 10 Other ZBW resources 8
Showing 681 - 690 of 15,209
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Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini; Varshney, Sakshi - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
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Real exchange rate and economic growth : the interacting role of financial development in Nigeria
Farouq, Ibrahim Sambo; Sambo, Nuraddeen Umar - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 905-921
Persistent link: https://www.econbiz.de/10013531089
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The exports performance of Pakistan : evidence from the ARDL cointegration analysis
Ghauri, Saghir Pervaiz; Qadir, Hina; Ahmed, Rizwan Raheem; … - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 150-168
Persistent link: https://www.econbiz.de/10013531975
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Suisse stock return, macro factors, and efficient market hypothesis : evidence from ARDL model
Neifar, Malika - In: Research in business and management 9 (2022) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10013532219
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Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter; Zu, Yang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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Betting and financial markets are cointegrated on election night
Auld, Tom - 2022
Persistent link: https://www.econbiz.de/10013486097
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The impact of the COVID-19 pandemic on the expenditures of hellenic supermarket customers spending clusters : an econometric analysis
Daskou, Sofia; Zairis, Antonis; Tserkezos, Dikaios - In: International journal of business and economic sciences … 15 (2022) 2, pp. 71-81
Purpose: Given the severity and the length of the crisis caused by the COVID-19 pandemic, information on the financial impact of the pandemic becomes useful to enterprises who wish to arm themselves with strategies and policies, designed to combat the effects of similar crises. Such information...
Persistent link: https://www.econbiz.de/10013489596
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Engle & Granger cointegration test for gdp and public consumption in the Republic of North Macedonia
Ivanovski, Zoran; Ivanovska, Nadica; Korunovska, Vesna - In: UTMS journal of economics / University of Tourism and … 13 (2022) 2, pp. 214-220
In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first, residual regression test table and second, Engle & Granger...
Persistent link: https://www.econbiz.de/10013489691
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Does social investment influence poverty and economic growth in South Africa : a cointegration analysis?
Kanayo, Ogujiuba; Mngometulu, Ntombifuthi - In: Economies : open access journal 10 (2022) 9, pp. 1-23
Despite having a middle-income status, many South African households are either already in or are about to fall into poverty. The income and wealth distribution in South Africa is among the most uneven in the world, and many households lack even the most basic access to healthcare, clean energy,...
Persistent link: https://www.econbiz.de/10013493145
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The impact of government expenditure in agriculture and other selected variables on the value of agricultural production in South Africa (1983-2019) : vector autoregressive approach
Ngobeni, Etian; Muchopa, Chiedza L. - In: Economies : open access journal 10 (2022) 9, pp. 1-17
South African agriculture has the potential to stimulate growth in other economic sectors, but dwindling budgetary allocations to agriculture over time and the nature of other impacting factors on the value of agricultural production have not received much attention in recent times. Therefore,...
Persistent link: https://www.econbiz.de/10013493203
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