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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 171 - 180 of 229
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On the upsurge of U.S. food prices revisited
Baek, Jungho; Koo, Won W. - In: Economic Modelling 42 (2014) C, pp. 272-276
energy price on five U.S. food prices — cereal/bakery, meats, dairy, fruits/vegetables and beverages. The Johansen … cointegration analysis and a vector error-correction (VEC) model are applied to monthly data for the 2001–2010 period. Results show …
Persistent link: https://www.econbiz.de/10011048705
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THE EMPIRICAL ANALYSIS OF THE RELATION BETWEEN FDI, EXPORTS AND ECONOMIC GROWTH FOR ROMANIA
Carp, Lenuta - In: CES Working Papers 6(1) (2014) March, pp. 32-41
growth rates based on a Johansen Co-integration and VECM analysis. Further research will be developed through a panel study …
Persistent link: https://www.econbiz.de/10010929271
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Determinants of stock exchange integration: evidence in worldwide perspective
Dorodnykh, Ekaterina - In: Journal of Economic Studies 41 (2014) 2, pp. 292-292
Purpose – This paper contains an empirical analysis of determinants of international integration projects over the time period 1995-2010. After a broad discussion of the existent literature, the investigation combines a large number of potentially relevant determinants for the explanation of...
Persistent link: https://www.econbiz.de/10010750264
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Power generation and renewable potential in China
Zhao, Jing; Wang, Jianzhou; Su, Zhongyue - In: Renewable and Sustainable Energy Reviews 40 (2014) C, pp. 727-740
future development trend of China’s power generation. By using the Johansen co-integration test and the error correction …
Persistent link: https://www.econbiz.de/10011077209
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THE EMPIRICAL ANALYSIS OF THE RELATION BETWEEN FDI, EXPORTS AND ECONOMIC GROWTH FOR ROMANIA
Carp, Lenuta - In: CES Working Papers 6(1) (2014) March, pp. 32-41
growth rates based on a Johansen Co-integration and VECM analysis. Further research will be developed through a panel study …
Persistent link: https://www.econbiz.de/10010903891
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Electricity demand and conservation potential in the Chinese nonmetallic mineral products industry
Lin, Boqiang; Ouyang, Xiaoling - In: Energy Policy 68 (2014) C, pp. 243-253
Johansen cointegration methodology and estimate the sectoral electricity conservation potential. Results indicate that GDP per …
Persistent link: https://www.econbiz.de/10010753244
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Cover Image
Determinants of stock exchange integration: evidence in worldwide perspective
Dorodnykh, Ekaterina - In: Journal of Economic Studies 41 (2014) 2, pp. 292-316
Purpose – This paper contains an empirical analysis of determinants of international integration projects over the time period 1995-2010. After a broad discussion of the existent literature, the investigation combines a large number of potentially relevant determinants for the explanation of...
Persistent link: https://www.econbiz.de/10014864434
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Cover Image
Determinants of stock exchange integration : evidence in worldwide perspective
Dorodnykh, Ekaterina - In: Journal of economic studies 41 (2014) 2, pp. 292-316
Persistent link: https://www.econbiz.de/10010259264
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Foreign direct investment and economic growth in Zambia
Doğan, Eyüp - In: International journal of economics and finance 6 (2014) 1, pp. 148-154
Persistent link: https://www.econbiz.de/10010236869
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Stock market crash induced capital flight : experience of an emerging economy
Hossain, Shahadat Md.; Haque, A. K. Enamul; Munibur … - In: International journal of economics and finance 6 (2014) 1, pp. 114-128
Persistent link: https://www.econbiz.de/10010236880
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