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  • Search: subject:"Error correction"
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Year of publication
Subject
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Cointegration 15,117 Kointegration 14,965 Schätzung 5,035 Estimation 5,003 Theorie 2,997 Theory 2,986 Economic growth 2,458 Wirtschaftswachstum 2,434 Zeitreihenanalyse 2,269 Time series analysis 2,258 Kausalanalyse 2,146 Causality analysis 2,144 Panel 1,480 Panel study 1,474 VAR model 1,460 VAR-Modell 1,459 Schätztheorie 1,289 Estimation theory 1,288 USA 1,270 United States 1,262 Exchange rate 1,255 Wechselkurs 1,248 cointegration 1,179 Börsenkurs 1,016 Share price 1,013 Purchasing power parity 941 Unit root test 939 Einheitswurzeltest 937 Kaufkraftparität 937 India 876 Welt 876 World 876 Aktienmarkt 857 Indien 854 Stock market 854 Inflation 764 Ölpreis 686 Oil price 685 EU-Staaten 616 Volatility 615
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Online availability
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Free 6,288 Undetermined 3,434 CC license 636
Type of publication
All
Article 11,283 Book / Working Paper 5,642 Other 29 Journal 1
Type of publication (narrower categories)
All
Article in journal 10,138 Aufsatz in Zeitschrift 10,138 Working Paper 2,738 Arbeitspapier 2,528 Graue Literatur 2,524 Non-commercial literature 2,524 Aufsatz im Buch 307 Book section 307 Hochschulschrift 144 Thesis 131 Article 105 Conference paper 58 Konferenzbeitrag 58 Collection of articles written by one author 50 Sammlung 50 research-article 35 Case study 20 Fallstudie 20 Collection of articles of several authors 19 Sammelwerk 19 Bibliografie enthalten 17 Bibliography included 17 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 15 Lehrbuch 14 Dissertation u.a. Prüfungsschriften 13 Aufsatzsammlung 12 Textbook 11 Forschungsbericht 10 Amtsdruckschrift 6 Government document 6 Congress Report 5 Interview 3 Preprint 3 Research Report 3 Rezension 3 Conference Paper 2 Festschrift 2 Handbook 2
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Language
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English 15,505 Undetermined 1,136 German 111 Spanish 66 French 47 Polish 16 Portuguese 13 Russian 13 Croatian 11 Czech 9 Italian 7 Slovak 4 Bulgarian 3 Turkish 3 Indonesian 2 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 166 Gil-Alaña, Luis A. 148 Lütkepohl, Helmut 107 Narayan, Paresh Kumar 94 Dreger, Christian 92 Phillips, Peter C. B. 92 Belke, Ansgar 88 Bahmani-Oskooee, Mohsen 85 Johansen, Søren 83 Nielsen, Morten Ørregaard 79 Wolters, Jürgen 69 Rault, Christophe 64 Wagner, Martin 62 Jusélius, Katarina 61 Shahbaz, Muhammad 58 Banerjee, Anindya 57 Beckmann, Joscha 56 Saikkonen, Pentti 49 Chang, Tsangyao 46 Herzer, Dierk 46 Trenkler, Carsten 46 Rahbek, Anders 43 Gupta, Rangan 41 Pesaran, M. Hashem 41 Westerlund, Joakim 41 Hassler, Uwe 39 Ramírez, Miguel D. 39 Smyth, Russell 39 Gao, Jiti 36 Hall, Stephen G. 36 Marcellino, Massimiliano 36 McAleer, Michael 33 Strachan, Rodney W. 33 Apergēs, Nikolaos 32 Hecq, Alain W. J. 32 Mignon, Valérie 31 Narayan, Seema 31 Urbain, Jean-Pierre 31 Herwartz, Helmut 30 Siliverstovs, Boriss 30
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 134 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 Agricultural and Applied Economics Association - AAEA 28 EconWPA 28 European University Institute / Department of Economics 27 National Bureau of Economic Research 20 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 15 Department of Economics, European University Institute 15 European Association of Agricultural Economists - EAAE 13 C.E.P.R. Discussion Papers 12 European Central Bank 12 International Association of Agricultural Economists - IAAE 11 CESifo 10 Cowles Foundation for Research in Economics, Yale University 10 Department of Econometrics and Business Statistics, Monash Business School 9 Department of Economics, Faculty of Economic and Management Sciences 9 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 9 Southern Agricultural Economics Association - SAEA 9 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Økonomisk Institut, Københavns Universitet 8 Centre for Analytical Finance <Århus> 7 Department of Economics, Trinity College 7 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 7 School of Economics and Management, University of Aarhus 7 Tinbergen Instituut 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Australian Agricultural and Resource Economics Society - AARES 6 Centre for International Macroeconomics 6 Econometric Society 6 Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung 6 Statistisk Sentralbyrå, Government of Norway 6 Banque de France 5 Deutsche Bundesbank 5 Econometrisch Instituut <Rotterdam> 5 Ekonomiska forskningsinstitutet <Stockholm> 5 European University Institute / Department of Law 5 Faculty of Economics, University of Cambridge 5 Institute for the Study of Labor (IZA) 5
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Published in...
All
Applied economics 341 International Journal of Energy Economics and Policy : IJEEP 296 Economic modelling 242 Energy economics 213 Journal of econometrics 179 International journal of economics and financial issues : IJEFI 172 Applied economics letters 160 Economics letters 158 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 150 International journal of economics and finance 140 The empirical economics letters : a monthly international journal of economics 136 MPRA Paper 134 Cogent economics & finance 115 Theoretical and applied economics : GAER review 90 CESifo working papers 84 International review of economics & finance : IREF 80 Working paper 80 Econometric theory 78 Economies : open access journal 63 Econometric reviews 61 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 57 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 Panoeconomicus 52 The Indian journal of economics 52 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 International journal of finance & economics : IJFE 48 Iranian economic review : journal of University of Tehran 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 48 Oxford bulletin of economics and statistics 48 The journal of developing areas 47 Discussion paper / Tinbergen Institute 46 Applied econometrics and international development 45 Economia internazionale 44 International journal of forecasting 44
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Source
All
ECONIS (ZBW) 15,110 RePEc 1,376 EconStor 323 BASE 88 Other ZBW resources 42 USB Cologne (EcoSocSci) 16
Showing 1 - 10 of 16,955
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Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach
Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14
rate, using high-frequency daily data from January 2009 to March 2023. By employing a Vector Error Correction Model (VECM …
Persistent link: https://www.econbiz.de/10015393621
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Are money demand equations still alive and kicking? : historical evidence of cointegration for the UK, using nonlinear techniques
Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025
Persistent link: https://www.econbiz.de/10015395823
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Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model
Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24
2023, we employ a Panel Vector Error Correction Model (VECM) alongside panel impulse response analysis to assess both short …
Persistent link: https://www.econbiz.de/10015410231
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Macroeconomic effects of raising oil prices : insights from Morocco
Ritahi, Oussama; Echaoui, Abdellah - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 380-390
Persistent link: https://www.econbiz.de/10015416558
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Estimating the effects of oil prices on trade balance in Saudi Arabia : bounds testing to cointegration approach
Elfaki, Mansour Ahmed Elmansour; Elsharif, Mohamed … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 728-734
Persistent link: https://www.econbiz.de/10015417354
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Climate change and inflation: the role of climate variables in inflation modelling
Nelson, Andell; Melville, Yannick - 2025
Persistent link: https://www.econbiz.de/10015427569
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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
. With the theoretical setup of the model and using empirical tools, such as cointegration, error correction and causality in …
Persistent link: https://www.econbiz.de/10015210217
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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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