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  • Search: subject:"Johansen cointegration"
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Year of publication
Subject
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Kointegration 126 Cointegration 124 Causality analysis 59 Kausalanalyse 59 Johansen cointegration test 54 Time series analysis 42 Economic growth 41 Johansen cointegration 41 Zeitreihenanalyse 41 Wirtschaftswachstum 38 Schätzung 37 Estimation 35 India 34 Indien 33 Granger causality 29 Börsenkurs 27 Johansen Cointegration 27 Share price 27 Aktienmarkt 24 Stock market 24 Exchange rate 21 VECM 19 Wechselkurs 19 Estimation theory 18 Schätztheorie 18 Auslandsinvestition 17 Economic Growth 17 Einheitswurzeltest 17 Foreign investment 17 Granger Causality 17 Unit root test 17 Johansen co-integration 14 Johansen Cointegration Test 12 Vector Error Correction Model 12 Pakistan 11 Theorie 11 Theory 11 VAR model 11 VAR-Modell 11 Johansen Co-integration 10
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Online availability
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Free 106 Undetermined 72 CC license 15
Type of publication
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Article 185 Book / Working Paper 43 Other 1
Type of publication (narrower categories)
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Article in journal 129 Aufsatz in Zeitschrift 129 Article 11 Working Paper 10 research-article 8 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Thesis 2 Conference paper 1 Congress Report 1 Konferenzbeitrag 1
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Language
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English 168 Undetermined 60 Spanish 1
Author
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Ramírez, Miguel D. 8 Dorodnykh, Ekaterina 6 Baek, Jungho 5 Brida, Juan Gabriel 5 Ramirez, Miguel 5 Ahmed, Rizwan Raheem 3 Buzková, Petra 3 Cakrani, Edmira 3 Carp, Lenuta 3 Galang, Ivory Myka R. 3 Hasanov, Fakhri 3 Inani, Sarveshwar Kumar 3 Koo, Won W. 3 Lence, Sergio H. 3 Ogundipe, Adeyemi A. 3 Vveinhardt, Jolita 3 Abdulbari, Shabu 2 Abdullah, Hussin 2 Ahmed, Khalid 2 Ahmed, Osama 2 Ajayi, Oluseyi O. 2 Akinyemi, Opeyemi 2 Alege, Philip 2 Amaghionyeodiwe, Lloyd 2 Baharom, A.H. 2 Bashir, Furrukh 2 Belloumi, Mounir 2 Biplob, Md. Nurul Kabir 2 Can, Hamit 2 Chuan, Ong Soon 2 Dachito, Amsalu 2 Dlamini, Samuel Nkosinathi 2 Elias, Abdelkaf 2 Eliskovski, Milan 2 Emmy, F.A. 2 Erdogan, Seyfettin 2 Faridi, Muhammad Zahir 2 Ferrouhi, El Mehdi 2 Goel, Himanshu 2 Gupta, Prashant 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 Department of Economics, Trinity College 4 Agricultural and Applied Economics Association - AAEA 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Iowa State University 1 Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento 1 Econometric Society 1 Economics Department, South Dakota State University 1 Ekonomski Fakultet, Sveučilište u Zagrebu 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Weltwirtschaft (IfW) 1 Leverhulme Centre for Research on Globalisation and Economic Policy, School of Economics 1 Philippine Institute for Development Studies (PIDS), Government of the Philippines 1 USI Università della Svizzera italiana 1 eSocialSciences 1
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Published in...
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MPRA Paper 11 International journal of economics and financial issues : IJEFI 7 International Journal of Energy Economics and Policy : IJEEP 6 International journal of economics and finance 5 Cogent economics & finance 4 Working Papers / Department of Economics, Trinity College 4 CES Working Papers 3 Cogent Economics & Finance 3 Economies : open access journal 3 Energy Policy 3 Global business review 3 Research bulletin / The Institute of Cost Accountants of India 3 Afro-Asian Journal of Finance and Accounting : AAJFA 2 Analele Universitătii Dunărea de Jos Galaţi 2 Applied economics letters 2 Bangladesh journal of political economy 2 Bulletin of applied economics 2 Business and Economic Research : BER 2 Economic Modelling 2 Economic modelling 2 EuroEconomica 2 International Journal of Housing Markets and Analysis 2 International journal of Indian culture and business management : IJICBM 2 International journal of business and emerging markets : IJBEM 2 International journal of economic research 2 Inventi impact: international trade 2 Journal of Economic Studies 2 Journal of property investment & finance 2 Margin: The Journal of Applied Economic Research 2 Margin: the journal of applied economic research 2 Montenegrin journal of economics 2 Mudra : journal of finance and accounting 2 Pakistan Journal of Commerce and Social Sciences (PJCSS) 2 Pakistan journal of commerce and social sciences 2 Renewable and Sustainable Energy Reviews 2 Romanian Economic Journal 2 Theoretical and applied economics : GAER review 2 2005 Annual meeting, July 24-27, Providence, RI 1 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Acta Universitatis Danubius / Oeconomica 1
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Source
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ECONIS (ZBW) 135 RePEc 66 EconStor 16 Other ZBW resources 8 BASE 4
Showing 131 - 140 of 229
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The effect of the Trans-Anatolian Natural Gas Pipeline Project (TANAP) on industrial production in Turkey
Yıldırım, Durmuş Çağrı; Erdogan, Seyfettin; … - In: International journal of energy sector management : IJESM 11 (2017) 3, pp. 404-415
Persistent link: https://www.econbiz.de/10011796777
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Study of long-run and short-run relationship among the Nifty Large Cap, Mid Cap and Small Cap stock indices of NSE
Sikdar, Avijit - In: Research bulletin / The Institute of Cost Accountants … 43 (2017) 3, pp. 49-73
Persistent link: https://www.econbiz.de/10011852574
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Is the virtual integration of financial markets beneficial in emerging markets? : evidence from MILA
Espinosa Méndez, Christian; Gorigoitía, Juan; Vieito, … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2279-2302
Persistent link: https://www.econbiz.de/10011825315
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Determinants of agricultural productivity in India : an econometric analysis
Priyadarsini, Biswashree Tanaya; Nayak, Chittaranjan - In: Manthan : journal of commerce and management 4 (2017) 2, pp. 41-53
Persistent link: https://www.econbiz.de/10011875850
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Multivariate Granger causality between macro variables and KSE 100 index : evidence from Johansen cointegration and Toda & Yamamoto causality
Ahmed, Rizwan Raheem; Vveinhardt, Jolita; … - In: Economic research 30 (2017) 1,2, pp. 1497-1521
Persistent link: https://www.econbiz.de/10012224832
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Linkage among the U.S. Energy Futures Markets
Aruga, Kentaka; Managi, Shunsuke - Volkswirtschaftliche Fakultät, … - 2011
. We use the Johansen cointegration method and find that only weak linkage sustains among the NYMEX WTI crude oil, Brent …
Persistent link: https://www.econbiz.de/10009421993
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Asymmetric Shocks and Co-movement of Price Indices
Rao, Nasir Hamid; Bukhari, Syed Kalim Hyder - eSocialSciences - 2011
price index of Pakistan. For the empirical analysis the Johansen cointegration technique has been applied on monthly data …
Persistent link: https://www.econbiz.de/10008833441
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Remittance Flows and Economic Growth in Mexico: A Single Break Unit Root and Cointegration Analysis, 1970-2009
Ramirez, Miguel - Department of Economics, Trinity College - 2011
This paper gives an overview of remittance flows to Mexico during the 1980-2009 period in absolute terms, relative to GDP, in comparison to FDI inflows, and in terms of their regional destination. Next, the paper reviews the growing literature that assesses the impact of remittances on...
Persistent link: https://www.econbiz.de/10009151338
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Analysing housing market affordability in Northern Ireland: towards a better understanding?
McCord, Michael James; Davis, Peadar T.; Haran, Martin; … - In: International Journal of Housing Markets and Analysis 9 (2016) 4, pp. 554-579
Purpose The purpose of this research is to examine the nature of housing market affordability. Although the problem of housing affordability has been widely discussed, the theoretical underpinnings of the concept have received less attention. It has become increasingly evident that more holistic...
Persistent link: https://www.econbiz.de/10014778206
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Integration between the Asian REIT markets and macroeconomic variables
Loo, Wei Kang; Anuar, Melati Ahmad; Ramakrishnan, Suresh - In: Journal of Property Investment & Finance 34 (2016) 1, pp. 68-82
Johansen cointegration test and Granger causality test. Findings – The results showed that certain of the emerging REIT markets …
Persistent link: https://www.econbiz.de/10014899095
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