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  • Search: subject:"Autoregressive Distributed Lag Model"
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Year of publication
Subject
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Cointegration 15,042 Kointegration 15,039 Estimation 4,999 Schätzung 4,998 Theorie 2,969 Theory 2,968 Economic growth 2,448 Wirtschaftswachstum 2,448 Zeitreihenanalyse 2,277 Time series analysis 2,272 Causality analysis 2,158 Kausalanalyse 2,158 Panel 1,477 Panel study 1,476 VAR model 1,455 VAR-Modell 1,454 Estimation theory 1,302 Schätztheorie 1,302 USA 1,242 Exchange rate 1,241 United States 1,240 Wechselkurs 1,240 Börsenkurs 1,008 Share price 1,008 Einheitswurzeltest 937 Kaufkraftparität 937 Purchasing power parity 937 Unit root test 937 cointegration 935 Welt 885 World 885 India 858 Indien 857 Aktienmarkt 853 Stock market 851 Inflation 746 Oil price 687 Ölpreis 687 Volatility 611 Volatilität 611
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Online availability
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Free 5,061 Undetermined 3,063 CC license 662
Type of publication
All
Article 10,533 Book / Working Paper 4,602 Other 1
Type of publication (narrower categories)
All
Article in journal 10,132 Aufsatz in Zeitschrift 10,132 Working Paper 2,512 Arbeitspapier 2,509 Graue Literatur 2,502 Non-commercial literature 2,502 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 15 Article 13 Aufsatzsammlung 12 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 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 14,876 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 Phillips, Peter C. B. 94 Lütkepohl, Helmut 91 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 50 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 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 Odhiambo, Nicholas M. 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 340 International Journal of Energy Economics and Policy : IJEEP 304 Economic modelling 240 Energy economics 212 Journal of econometrics 181 International journal of economics and financial issues : IJEFI 173 Economics letters 163 Applied economics letters 161 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 83 International review of economics & finance : IREF 80 Working paper 80 Econometric theory 79 Economies : open access journal 67 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 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 Discussion paper / Tinbergen Institute 45 Journal of economic studies 45 Journal of macroeconomics 45 Applied econometrics and international development 44
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Source
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ECONIS (ZBW) 15,081 RePEc 32 EconStor 16 Other ZBW resources 5 BASE 2
Showing 21 - 30 of 15,136
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Analysis of multiple long run relations in panel data models with applications to financial ratios
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2025
Persistent link: https://www.econbiz.de/10015437405
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Uncertainty, FDI inflows, and financial market development : empirical evidence
Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Economies : open access journal 13 (2025) 6, pp. 1-12
This study offers insight into the multifaceted relationship between economic policy uncertainty, foreign direct investment, and financial development. It analyzes the effects of economic policy uncertainty and financial development on foreign direct investment (FDI) inflows, using a sample of...
Persistent link: https://www.econbiz.de/10015439436
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Sparse time-varying parameter VECMs with an application to modeling electricity prices
Hauzenberger, Niko; Pfarrhofer, Michael; Rossini, Luca - In: International journal of forecasting 41 (2025) 1, pp. 361-376
Persistent link: https://www.econbiz.de/10015440327
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40 years of empirical evidence of cointegration and nonlinear equilibrium correction in UK money demand since the XIX century
Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025
Persistent link: https://www.econbiz.de/10015440602
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The nexus between air cargo and international trade : empirical evidence from country groups
Kiracı, Kasım - In: Journal of air transport management : a new … 125 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015442236
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Confused about careers? : untangling occupational mobility, miscoding and distance
Carrillo-Tudela, Carlos; Darougheh, Saman; Visschers, Ludo - 2025
Occupational mobility and its relation with economic fundamentals is obscured by mistakes when assigning occupational codes. We correct ("de-garble") occupation patterns, using the heterogeneous probabilities with which a worker in a certain occupation appears as working in another. This leads...
Persistent link: https://www.econbiz.de/10015444671
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Determinants of open innovation in United State of America : new evidence from ARDL method
Vu Ngoc Xuan - In: Innovation and green development 4 (2025) 2, pp. 1-10
This study examines the dynamic relationship between Gross Domestic Product (GDP), Foreign Direct Investment (FDI), renewable energy consumption, trade openness, and open innovation in the United States using the Autoregressive Distributed Lag (ARDL) methodology. The analysis covers annual data...
Persistent link: https://www.econbiz.de/10015405149
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Macroeconomic determinants of the stock market : a comparative study of Anglosphere and BRICS
Humpe, Andreas; McMillan, David G.; Schöttl, Alfred - In: Finance research letters 75 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015407934
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The asymmetric relationship between tourism and economic growth : a panel quantile ARDL analysis
Alqaralleh, Huthaifa; Alsarayreh, Ahmad; Al-Saraireh, Ahmad - In: Economies : open access journal 13 (2025) 4, pp. 1-21
This study analyses the intricate connection between tourism and economic growth, emphasising significant gaps in existing literature. The study utilises a comprehensive framework encompassing tourism-led economic growth (TLEG) and economy-driven tourism growth (EDTG), highlighting the...
Persistent link: https://www.econbiz.de/10015410033
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Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model
Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24
In the aftermath of global financial crises and amid increasing complexity in banking operations, understanding and managing various types of risk - especially liquidity, credit, and solvency risks - has become a global concern for financial stability. This study addresses a critical gap in the...
Persistent link: https://www.econbiz.de/10015410231
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