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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 711 - 720 of 14,939
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Determinants of energy consumption : the case of African oil exporting countries
Ogunsola, Akindele John; Tipoy, Christian Kakese - In: Cogent economics & finance 10 (2022) 1, pp. 1-17
Persistent energy consumption issues are ascribed to the failure of energy planners to understand the various macroeconomic factors that influence energy consumption. Therefore, we investigated the factors influencing energy consumption in six net African oil-exporting countries (AOECs) between...
Persistent link: https://www.econbiz.de/10013460264
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Revisiting the governance-growth nexus : evidence from the world’s largest economies
Azimi, Mohammad Naim - In: Cogent economics & finance 10 (2022) 1, pp. 1-16
This study delves into the symmetric effects of governance on economic growth for the world’s ten largest economies, employing a model augmented with well-known growth, governance, and control predictors to inform model specification. Using panel and time-series techniques, both collectively...
Persistent link: https://www.econbiz.de/10013461353
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The bilateral J-curve between Ghana and her key trading partners
Arthur, Benedict; Selase, Afenya Millicent; Asiedu, Michael - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
This study examines the J-Curve phenomenon of a developing country for the case of Ghana and its major trade partners: Switzerland (Swiss) and China. Using quarterly bilateral data from Q1-1995 to Q4-2018 to investigate the impact of currency depreciation on the bilateral trade balance in the...
Persistent link: https://www.econbiz.de/10013461417
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United in diversity : labor markets in the CEE countries
Benčík, Michal - In: Ekonomický časopis : časopis pre ekonomickú … 70 (2022) 4, pp. 333-348
Persistent link: https://www.econbiz.de/10013461649
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Interest rate sensitivity of savings accounts
Witzany, Jiří; Diviš, Martin - In: Ekonomický časopis : časopis pre ekonomickú … 70 (2022) 4, pp. 349-367
Persistent link: https://www.econbiz.de/10013461680
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Does institutional quality modify the shadow economy : environmental pollution nexus?, evidence from an emerging market
Tran Pham Khanh Toan - In: Montenegrin journal of economics 18 (2022) 4, pp. 71-80
Persistent link: https://www.econbiz.de/10013428868
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The determinants of crude oil prices : evidence from ARDL and nonlinear ARDL approaches
Ben Salem, Leila; Nouira, Ridha; Jeguirim, Khaled; … - 2022
This paper is an innovative attempt to empirically investigate the determinants of crude oil prices. The main objective is to distinguish between short- and long-term effects of some covariates on oil prices. The autoregressive distributed lag (ARDL) approach is applied to daily series spanning...
Persistent link: https://www.econbiz.de/10013429325
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Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships
Pajor, Anna; Wróblewska, Justyna - In: Eurasian economic review : a journal in applied … 12 (2022) 3, pp. 427-448
Persistent link: https://www.econbiz.de/10013431511
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Revisit of Tunisia's money demand function : what about oil price and exchange rate effects?
Neifar, Malika; Kammoun, Niazi - In: International journal of economics and financial issues … 12 (2022) 5, pp. 106-116
Persistent link: https://www.econbiz.de/10013435343
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Female unemployment and economic growth in Cameroon : an estimation of a nonlinear Okun's law specification by the ARDL cointegration model
Kouam, Jean C.; Asongu, Simplice - 2022
The main objective of this paper is to assess the impact of female unemployment on economic growth in Cameroon. Using the Auto Regressive Distributed Lag (ARDL) model, applied to data covering the period 1987-2020, our results show that the relationship between female unemployment and economic...
Persistent link: https://www.econbiz.de/10013389072
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