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  • Search: subject:"Engle-Granger"
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Year of publication
Subject
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Cointegration 14,845 Kointegration 14,843 Estimation 4,940 Schätzung 4,939 Theorie 2,934 Theory 2,933 Wirtschaftswachstum 2,395 Economic growth 2,393 Zeitreihenanalyse 2,237 Time series analysis 2,232 Causality analysis 2,128 Kausalanalyse 2,128 Panel 1,454 Panel study 1,453 VAR model 1,437 VAR-Modell 1,436 Schätztheorie 1,274 Estimation theory 1,273 USA 1,234 United States 1,232 Exchange rate 1,229 Wechselkurs 1,228 Börsenkurs 1,000 Share price 1,000 Unit root test 931 Einheitswurzeltest 930 Kaufkraftparität 930 Purchasing power parity 930 cointegration 914 Welt 856 World 856 Aktienmarkt 843 Stock market 841 India 840 Indien 840 Inflation 729 Oil price 673 Ölpreis 673 Volatility 602 Volatilität 602
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Online availability
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Free 4,943 Undetermined 2,953 CC license 610
Type of publication
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Article 10,320 Book / Working Paper 4,567
Type of publication (narrower categories)
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Article in journal 9,953 Aufsatz in Zeitschrift 9,953 Working Paper 2,488 Arbeitspapier 2,486 Graue Literatur 2,477 Non-commercial literature 2,477 Aufsatz im Buch 303 Book section 303 Hochschulschrift 127 Thesis 103 Conference paper 57 Konferenzbeitrag 57 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 11 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 5 Government document 5 Interview 3 Rezension 3 Article 2 Festschrift 2 Handbook 2 Handbuch 2 research-article 2 Bericht 1 Bibliografie 1 Reprint 1 Statistics 1
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Language
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English 14,635 German 74 Spanish 41 French 40 Undetermined 25 Polish 15 Croatian 11 Russian 9 Portuguese 8 Italian 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 65 Rault, Christophe 62 Wagner, Martin 62 Jusélius, Katarina 61 Shahbaz, Muhammad 58 Dreger, Christian 57 Banerjee, Anindya 49 Chang, Tsangyao 46 Herzer, Dierk 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 Economics Department, Queen's University 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 Australian National University / Faculty of Economics and Commerce 2 Brown University / Department of Economics 2 Centre for International Economic Studies 2 EconWPA 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 283 Economic modelling 239 Energy economics 211 Journal of econometrics 179 International journal of economics and financial issues : IJEFI 172 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 115 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 58 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) 14,851 RePEc 30 EconStor 4 Other ZBW resources 2
Showing 1 - 10 of 14,887
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Long-term relationship of KGHM share prices and the market value of high grade copper
Zbyrowski, Rafał - In: Journal of banking and financial economics 20 (2023), pp. 51-62
variables was confi rmed. Within the framework of econometric analyses, Johansen and Engle- Granger procedures and the Granger …
Persistent link: https://www.econbiz.de/10014515556
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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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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
Persistent link: https://www.econbiz.de/10015196620
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Interrelationships among government participation, population and growth of per capita income : inquiry on top twenty income-holding countries in the world
Das, Ramesh Chandra - In: Economies : open access journal 13 (2025) 2, pp. 1-29
The literature on growth in economics encompasses two main facets of thinking: the applicability of diminishing productivity of capital, as has been in the neoclassical growth model with exogenous technological progress, and the applicability of non-diminishing productivity of capital, as has...
Persistent link: https://www.econbiz.de/10015210217
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Exploring the tourism and economic growth relationship in Vietnam : a cointegration analysis with model-specific structural breaks
Kumar, Ronald Ravinesh; Stauvermann, Peter; Lien Thi Mai Dau - In: Economies : open access journal 13 (2025) 2, pp. 1-47
In this study, we present a comprehensive analysis to examine the resilience of tourism in Vietnam since the Doi Moi period. Using an augmented Solow framework, data from 1986 to 2020, and the ARDL approach, we estimate the long-run and short-run effects, whilst accounting for model-specific...
Persistent link: https://www.econbiz.de/10015210381
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The necessity of new versions of bilateral trade balances and COVID-19 : the nonlinear ardl approach for the USA and Japan
Gocer, Ismet; Ongan, Serdar; Karamelikl, Huseyin; … - In: Foreign trade review : FTR ; quarterly journal of … 60 (2025) 1, pp. 109-136
Persistent link: https://www.econbiz.de/10015327352
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Causal threads : SMEs and macroeconomic indicators in Indonesia
Henryanto, Aria Ganna; Haniruzila Hanifah; Cahyadin, Malik - In: Journal of small business strategy 35 (2025) 2, pp. 82-95
Persistent link: https://www.econbiz.de/10015399146
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Determining the optimal threshold of foreign direct investment for sustainable improvement in Ghana's trade balance
Barnor, Charles - In: International trade, politics and development 9 (2025) 1, pp. 48-67
Purpose - The main purpose of this study is to evaluate the threshold impact of foreign direct investment (FDI) on Ghana's trade balance. Design/methodology/approach - The study used annual time-series data, spanning 1980-2022. The study employed the autoregressive distributed lag (ARDL) models,...
Persistent link: https://www.econbiz.de/10015397278
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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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