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  • Search: subject:"Autoregressive Distributed Lag Model."
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Year of publication
Subject
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Cointegration 14,849 Kointegration 14,846 Estimation 4,944 Schätzung 4,943 Theorie 2,941 Theory 2,940 Wirtschaftswachstum 2,406 Economic growth 2,405 Zeitreihenanalyse 2,239 Time series analysis 2,234 Causality analysis 2,129 Kausalanalyse 2,129 Panel 1,455 Panel study 1,454 VAR model 1,440 VAR-Modell 1,439 Estimation theory 1,274 Schätztheorie 1,274 USA 1,236 United States 1,234 Exchange rate 1,230 Wechselkurs 1,229 Börsenkurs 1,000 Share price 1,000 Einheitswurzeltest 930 Kaufkraftparität 930 Purchasing power parity 930 Unit root test 930 cointegration 919 Welt 860 World 860 Aktienmarkt 843 India 843 Indien 842 Stock market 841 Inflation 730 Oil price 672 Ölpreis 672 Volatility 603 Volatilität 603
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Online availability
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Free 4,970 Undetermined 2,978 CC license 611
Type of publication
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Article 10,362 Book / Working Paper 4,576 Other 1
Type of publication (narrower categories)
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Article in journal 9,982 Aufsatz in Zeitschrift 9,982 Working Paper 2,494 Arbeitspapier 2,491 Graue Literatur 2,481 Non-commercial literature 2,481 Aufsatz im Buch 304 Book section 304 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 Aufsatzsammlung 12 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Article 11 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 14,679 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 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 60 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 Wolters, Jürgen 36 Gao, Jiti 35 Pesaran, M. Hashem 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 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 Siliverstovs, Boriss 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 338 International Journal of Energy Economics and Policy : IJEEP 284 Economic modelling 240 Energy economics 211 Journal of econometrics 179 International journal of economics and financial issues : IJEFI 173 Applied economics letters 159 Economics letters 157 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 81 International review of economics & finance : IREF 79 Working paper 79 Econometric theory 78 Econometric reviews 61 Economies : open access journal 60 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 Panoeconomicus 50 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 International journal of finance & economics : IJFE 48 Oxford bulletin of economics and statistics 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 47 The journal of developing areas 47 Iranian economic review : journal of University of Tehran 46 Discussion paper / Tinbergen Institute 45 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) 14,886 RePEc 32 EconStor 14 Other ZBW resources 5 BASE 2
Showing 371 - 380 of 14,939
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Effect of shipping trade on economic growth in Nigeria : the Vector Error Correction Model (VECM) approach
Adenigbo, Joseph Adedotun; Mageto, Joash; Luke, Rose - In: Journal of shipping and trade 8 (2023) 1, pp. 1-18
The maritime industry is significant to the growth and development of nations. The relationship between shipping trade and economic growth in Nigeria is acknowledged in the literature. Still, the need to emphasise the role of shipping import and export volume and exchange rate volatility in...
Persistent link: https://www.econbiz.de/10014512376
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Testing the sustainability of fiscal policy during the Portuguese first republic using stationary and cointegration tests
Ferraz, Ricardo - In: Economies : open access journal 11 (2023) 11, pp. 1-15
The Portuguese First Republic (1910-1926) was marked by significant instability at the most diverse levels. With a special focus on the financial dimension of this period, the objective of this paper is to test the sustainability of the Portuguese fiscal policy, also referred to as the...
Persistent link: https://www.econbiz.de/10014458613
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Debt and economic growth : does size matter? : evidence from dynamic parametric and static non-parametric approaches
Reyes-Tagle, Gerardo; Muñoz, Jorge - 2023
This paper provides new evidence on the effect of debt on economic growth through two alternative methodological approaches. On the one hand, by using a panel error correction model with a sample of 130 countries between 1980 and 2020, we found evidence of the existence of a range of debt-to-GDP...
Persistent link: https://www.econbiz.de/10014461312
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Nexus between foreign direct investment and employment in manufacturing and services sectors in Tunisia : an ARDL approach
Ben Amor, Mouldi - In: International journal of economic sciences : IJES 12 (2023) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10014519736
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Government debt and economic freedom in the CEE countries : less is more
Mura, Petru-Ovidiu; Donath, Liliana Eva - In: Prague economic papers : a bimonthly journal of … 32 (2023) 4, pp. 350-366
Government debt has increased not only in times of economic stress, but it has become a com- mon manifestation of government expenditure funding. The aim of the paper is to inspect the effect of government debt on economic freedom in ten CEE countries between 1995 and 2020 using a panel model...
Persistent link: https://www.econbiz.de/10014516243
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European housing prices through the lens of trends
Melecky, Ales; Paksi, Daniel - In: Prague economic papers : a bimonthly journal of … 32 (2023) 5, pp. 488-519
We study convergence and club formation of housing prices in European countries using several measures of housing prices. We employ correlations, innovative trend and gap approaches, and cointegration analysis to study the long-term development of housing prices and their reactions to crises. We...
Persistent link: https://www.econbiz.de/10014516256
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Effects of demographic change on economic growth : a panel ARDL approach for selected OECD countries
Çiftçi, Hakki; Bilgin, Cevat; Bilgin, Handan Kaynar - In: Prague economic papers : a bimonthly journal of … 32 (2023) 6, pp. 589-607
The changing population dynamics have substantial impact on economy. This paper investigates the effects of demographic change on economic growth. The share of working age population, child dependency ratio, old-age dependency ratio and age dependency ratio are used as demographic variables. The...
Persistent link: https://www.econbiz.de/10014516260
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Estimating the impact of economic globalization on economic growth of Ghana : wavelet coherence and ARDL analysis
Baidoo, Samuel Tawiah; Tetteh, Bright; Boateng, Elliot; … - In: Research in globalization 7 (2023), pp. 1-14
Considering the importance of economic globalization in shaping Ghana's economic growth trajectory, examining the relationship between these two variables is crucial for policymakers to develop strategies aimed at maximizing the benefits of economic globalization and minimizing the challenges...
Persistent link: https://www.econbiz.de/10014518495
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The role of renewable energy and total factor productivity in reducing CO2 emissions in Azerbaijan : fresh insights from a new theoretical framework coupled with Autometrics
Hasanov, Fakhri J.; Mukhtarov, Shahriyar; Suleymanov, Elchin - In: Energy strategy reviews 47 (2023), pp. 1-20
Environmental issues, such as carbon dioxide (CO2) emissions, are humanity's most critical issues. Emissions released by oil-producing countries is not small. This is because these countries have an abundance of fossil fuels with considerably low prices, and the cost of using these natural...
Persistent link: https://www.econbiz.de/10014538840
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Effectiveness of trade and economic integration of asymmetric countries : assessment methods and tools
Kalyuzhna, Nataliya; Kudyrko, Ludmyla - In: Journal of economy and technology 1 (2023), pp. 119-126
Despite the deepening trend of neo-protectionism and the exacerbation of disproportions in national economies, trade integration remains a relevant form of collaboration among countries worldwide and a driver of their innovation and technological development. The article provides comparative...
Persistent link: https://www.econbiz.de/10014555507
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