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  • Search: subject:"Distributed lag model"
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Year of publication
Subject
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Cointegration 15,205 Kointegration 15,201 Estimation 5,167 Schätzung 5,167 Theorie 3,313 Theory 3,312 Wirtschaftswachstum 2,512 Economic growth 2,511 Zeitreihenanalyse 2,364 Time series analysis 2,359 Causality analysis 2,188 Kausalanalyse 2,188 Panel 1,507 Panel study 1,506 VAR model 1,504 VAR-Modell 1,503 Estimation theory 1,379 Schätztheorie 1,379 USA 1,334 United States 1,331 Exchange rate 1,266 Wechselkurs 1,265 Börsenkurs 1,039 Share price 1,039 Einheitswurzeltest 953 Unit root test 953 Kaufkraftparität 952 Purchasing power parity 952 cointegration 946 Welt 921 World 921 Aktienmarkt 877 India 877 Indien 876 Stock market 876 Inflation 796 Lag model 767 Lag-Modell 767 Oil price 701 Ölpreis 701
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Online availability
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Free 5,498 Undetermined 3,239 CC license 724
Type of publication
All
Article 11,064 Book / Working Paper 4,926 Other 3
Type of publication (narrower categories)
All
Article in journal 10,586 Aufsatz in Zeitschrift 10,586 Working Paper 2,693 Arbeitspapier 2,689 Graue Literatur 2,679 Non-commercial literature 2,679 Aufsatz im Buch 336 Book section 336 Hochschulschrift 134 Thesis 108 Conference paper 60 Konferenzbeitrag 60 Collection of articles written by one author 53 Sammlung 53 Case study 20 Fallstudie 20 Article 19 Collection of articles of several authors 19 Sammelwerk 19 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 16 Aufsatzsammlung 15 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 6 Government document 6 research-article 6 Festschrift 3 Interview 3 Rezension 3 Handbook 2 Handbuch 2 Statistics 2 Statistik 2 Bericht 1 Bibliografie 1
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Language
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English 15,703 German 84 Spanish 46 Undetermined 45 French 42 Polish 15 Croatian 12 Russian 8 Czech 7 Italian 7 Portuguese 7 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Hungarian 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 164 Gil-Alaña, Luis A. 151 Phillips, Peter C. B. 96 Lütkepohl, Helmut 95 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 85 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 53 Herzer, Dierk 48 Chang, Tsangyao 46 Rahbek, Anders 41 Beckmann, Joscha 40 Westerlund, Joakim 40 Pesaran, M. Hashem 39 Ramírez, Miguel D. 39 Saikkonen, Pentti 39 Smyth, Russell 39 Trenkler, Carsten 39 Hall, Stephen G. 38 Wolters, Jürgen 37 Gao, Jiti 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 33 Apergēs, Nikolaos 31 Marcellino, Massimiliano 30 Strachan, Rodney W. 30 Lee, Chien-Chiang 29 Mignon, Valérie 29 Narayan, Seema 29 Odhiambo, Nicholas M. 29 Reimers, Hans-Eggert 29 Boswijk, Herman Peter 28
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 49 National Bureau of Economic Research 34 European University Institute / Department of Economics 27 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Centre for Analytical Finance <Århus> 7 Centre for International Macroeconomics 7 Ekonomiska forskningsinstitutet <Stockholm> 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Econometrisch Instituut <Rotterdam> 5 European University Institute / Department of Law 5 Konjunkturforschungsstelle <Zürich> 5 Loughborough University / Department of Economics 5 Svenska Handelshögskolan <Helsinki> 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Konjunkturinstitutet <Stockholm> 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 University of Strathclyde / Department of Economics 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 Uppsala universitet / Nationalekonomiska institutionen 3 Australian National University / Faculty of Economics and Commerce 2 Brown University / Department of Economics 2 Centre for International Economic Studies 2 Centre for Quantitative Economics & Computing 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...
All
Applied economics 350 International Journal of Energy Economics and Policy : IJEEP 324 Economic modelling 243 Energy economics 218 Journal of econometrics 185 Economics letters 174 International journal of economics and financial issues : IJEFI 174 Applied economics letters 166 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 153 International journal of economics and finance 140 The empirical economics letters : a monthly international journal of economics 137 Cogent economics & finance 118 Theoretical and applied economics : GAER review 92 CESifo working papers 87 Working paper 83 Economies : open access journal 81 International review of economics & finance : IREF 81 Econometric theory 80 Econometric reviews 67 Journal of international money and finance 60 Journal of policy modeling : JPMOD ; a social science forum of world issues 60 Applied financial economics 57 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 57 The Indian journal of economics 55 Global business review 54 Journal of international financial markets, institutions & money 54 Research in international business and finance 54 Economic research 52 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 52 International journal of finance & economics : IJFE 51 Oxford bulletin of economics and statistics 51 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 50 Panoeconomicus 50 Discussion papers of interdisciplinary research project 373 49 EUI working paper 49 Journal of macroeconomics 49 Iranian economic review : journal of University of Tehran 48 Journal of economic studies 47 The journal of developing areas 47 Discussion paper / Tinbergen Institute 46
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Source
All
ECONIS (ZBW) 15,910 RePEc 49 EconStor 23 Other ZBW resources 6 BASE 5
Showing 1 - 10 of 15,993
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Impact of different economic areas on yield rates in the V4's capitals’ office markets
Nowak, Krzysztof Adam - In: Central European economic journal 12 (2025) 59, pp. 260-283
was conducted with a use of the autoregressive distributed lag model (ARDL) and its nonlinear equivalent (NARDL). The main …
Persistent link: https://www.econbiz.de/10015625959
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Asymmetric impacts of the World Uncertainty Index and exchange rates on tourism using non-linear Autoregressive Distributed Lag models
Zhang, Xuefeng; Chen, Yueyi; Lu, Xiangqing; Woraphon Yamaka - 2025
The tourism industry is highly susceptible to global economic fluctuations and uncertainties. Understanding the asymmetric effects of macroeconomic factors on tourism demand is crucial for developing effective policies and strategies in the sector. This study examines the asymmetric impacts of...
Persistent link: https://www.econbiz.de/10015420109
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Dynamic analysis of the relationship between economic growth and carbon emissions : a nonlinear and asymmetric approach
Moustafa, Marwa Mohammed Ali; Alomran, Sara Omran - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 5, pp. 127-135
Persistent link: https://www.econbiz.de/10015472430
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The asymmetric impact of global uncertainty on energy consumption in the gulf cooperation council countries : a panel nonlinear autoregressive distributed lag approach
Elroukh, Ahmed W. - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 5, pp. 450-455
Persistent link: https://www.econbiz.de/10015476755
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Examining the relationship between manufacturing value added and environmental impact in Azerbaijan
Hasanov, Ramil I.; Giyasova, Zeynab; Mahmudova, Ilhama; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 84-89
Persistent link: https://www.econbiz.de/10015416289
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Assessing the recent shift in the price relationship between India's and global grain markets
Ajewole, Kayode; Zereyesus, Yacob Abrehe; Cardell, Lila; … - 2025
Persistent link: https://www.econbiz.de/10015396159
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Unintended structural transformation and growth in Ethiopia : an autoregressive distributed lag (ARDL) model approach
Lorato, Tariku; Beyene, Tamirat; Tadesse, Tasew - In: Journal of innovation and entrepreneurship : JIE 14 (2025) 1, pp. 1-22
Industrialization represents a key policy option for sustainable economic growth, and governments must pursue structural transformation. The Ethiopian government has been designing and implementing different industrialization policies to achieve the desired structural transformation of the...
Persistent link: https://www.econbiz.de/10015626089
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Demonstrating that the autoregressive distributed lag bounds test can detect a long-run levels relationship when the dependent variable is I(0)
Stewart, Chris - In: Econometrics : open access journal 13 (2025) 4, pp. 1-22
The autoregressive distributed lag bounds t-test and F-test for a long-run relationship that allows level variables to be either I(1) or I(0) is widely used in the literature. However, a long-run levels relationship cannot be detected when the dependent variable is I0, because both tests will...
Persistent link: https://www.econbiz.de/10015562087
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Do machine learning techniques outperform autoregressive distributed lag models in inflation forecasting?
Oancea, Bogdan; Bratu, Mihaela; Pospisil, Richard - In: Prague economic papers : a bimonthly journal of … 34 (2025) 4, pp. 495-558
Following the COVID-19 pandemic, Romania and other Central and Eastern European (CEE) countries faced some of the highest inflation rates in the European Union, creating a pressing need for accurate short-term forecasts to guide monetary policy. This study compares modern machine learning (ML)...
Persistent link: https://www.econbiz.de/10015589533
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Nuclear energy and carbon dioxide emissions dynamics with the Fourier nonlinear ARDL approach : the power of shaping the future
Oltulular, Sabiha - In: Energy strategy reviews 62 (2025), pp. 1-24
The increasing energy demand and climate change concerns are making the role of low-carbon resources increasingly strategic in energy policies. In this context, this study aims to analyze nuclear energy's short and long-run impacts on carbon emissions using the Fourier Nonlinear ARDL method. The...
Persistent link: https://www.econbiz.de/10015596759
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