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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 421 - 430 of 14,939
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The analysis of labor market efficiency driven by the Eastern Economic Corridor (EEC)
Siritas Kettanurak - In: Southeast Asian journal of economics 11 (2023) 1, pp. 43-71
This paper aims to study the efficiency of labor market, investigate the determinants of job employment in the Eastern Economic Corridor, and forecast the trend of job employment. The monthly data from January 2016 to September 2021 were collected to explore the long-run relationship among...
Persistent link: https://www.econbiz.de/10014280515
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Nexus between military expenditure and economic growth in Bangladesh : a vector error correction model approach
Uddin, S M Nasir; Binte Shafiq, Anika - In: Southeast Asian journal of economics 11 (2023) 1, pp. 123-158
Military expenditure is considered an influential factor in gross domestic product. This study investigates the relationship between military expenditure and gross domestic product in Bangladesh. Time series data, econometric techniques, and some robustness tests are used in this analysis. The...
Persistent link: https://www.econbiz.de/10014280522
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Energy Consumption, CO 2 Emissions, Urbanization and Financial Development in Bangladesh : Vector Error Correction Model
Alom, Khairul; Uddin, A.N.M. Meshquat; Islam, Nazrul - 2023
This paper examines empirical relationship among the variables of financial development, CO2 emissions, urbanization, industrial value addition, agricultural value addition and energy consumption in the context of Bangladesh using the data of 1985-2015. Findings of Johansen co-integration test...
Persistent link: https://www.econbiz.de/10014259684
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Re-Examining Crude Oil and Natural Gas Price Relationship : Evidence from Time-Varying Regime-Switching Models
Hasanov, Mübariz - 2023
In this paper, we examine the relationship between crude oil and natural gas prices. Using smooth transition regression modelling approach, we find that both the long-run and short-run relationships between oil and gas prices are more aptly modelled by simultaneous structural breaks and...
Persistent link: https://www.econbiz.de/10014260009
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Consumption and Disposable Income : Evidence of Co-Integration from 16 EU Member Countries
Blacëri, Markeljan - 2023
Many macroeconomic models try to explain consumption and its relationship with income. The rational expectation-permanent income hypothesis of consumption suggests that consumption and disposable income are co-integrated. In this paper we use the Engle-Granger methodology to test for...
Persistent link: https://www.econbiz.de/10014260365
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Crowding in and Crowding out in Pakistan : A Co-Integration Analysis of Public and Private Investment (1972-2015)
Zahir, Marukh; Malik, Fazal; Baloch Asif, Muhammad - 2023
Investments in both public and private are essential to Pakistan's economy. Public investment is crucial for any nation's economic development, but private investment serves as a catalyst for the creation of jobs and income. The primary purpose of this study is to empirically examine the...
Persistent link: https://www.econbiz.de/10014260811
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Determinants of Electricity Demand in Nigeria : A Non-Linear Autoregressive Distributed Lag (Nardl) Analysis
Bashir, Najeem Olatunji; Babatunde, Musibau; Lawal, Sulaimon - 2023
The study identify determinants of electricity demand in Nigeria. Secondary data from 1980 through 2018 were used in the study. The study adopts the nonlinear ARDL method propounded by Shin et al. (2014). Results show that negative shock in the average price of electricity leads to increased...
Persistent link: https://www.econbiz.de/10014262322
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An Investigation into the Spatial Rice Market Integration in Bangladesh : Application of Vector Error Correction Approach
Prince, Ehsanur Rauf; Barmon, Basanta Kumar; Islam, Teresa - 2023
Market integration is a metric for market efficiency, notably pricing efficiency. This paper examined the type and degree of market integration in Bangladesh using latest available weekly rice market price data from the six district markets in Bangladesh from January 2014 to December 2018. The...
Persistent link: https://www.econbiz.de/10014262592
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Short- and Long-Run Determinants of the Price Behavior of Us Clean Energy Stocks : A Dynamic Ardl Simulations Approach
Ahmed, Walid; Sleem, Mohamed - 2023
This paper aims to identify factors that drive US clean-energy stock price movements in the short and long term, using a wide range of variables representing the carbon emission market, non-green financial assets, non-renewable commodities, macroeconomic fundamentals, investor attention and...
Persistent link: https://www.econbiz.de/10014262870
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Natural resource endowments and growth dynamics in Africa : evidence from panel cointegrating regression
Adekunle, Ibrahim Ayoade; Maku, Olukayode Emmanuel; … - 2023
Purpose With heterogeneous findings dominating the growth and natural resources relations, there is a need to explain the variances in Africa's growth process as induced by robust measures of factor endowments. This study used a comprehensive set of data from the updated database of the World...
Persistent link: https://www.econbiz.de/10014265930
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