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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 81 - 90 of 229
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Revisiting exports, imports and economic growth nexus : empirical evidence from Bangladesh (1981-2017)
Miyan, Md. Sazib; Biplob, Md. Nurul Kabir - In: Inventi impact: international trade (2019) 3, pp. 174-187
Persistent link: https://www.econbiz.de/10012432324
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Has the relationship between market and model CDS price changed during the EMU debt crisis?
Buzková, Petra - 2014
-robust estimates and Johansen cointegration test. The main finding of this article is that the relationship between market and model …
Persistent link: https://www.econbiz.de/10010420211
Saved in:
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A Spatial Integration Analysis of the Regional Fertilizer Markets in the Philippines
Galang, Ivory Myka R. - 2014
Fertilizer, which is an important production input, holds a significant share in total cost of production for some crops. Based on the available fertilizer price data, it can be observed that price levels vary greatly across regions. To help determine whether or not this variability is...
Persistent link: https://www.econbiz.de/10011421373
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Long run determinants of real exchange rate: An econometric analysis from Pakistan
Bashir, Furrukh; Luqman, Adeel - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 8 (2014) 2, pp. 471-484
series data is collected from 1972 - 73 to 2012 - 13. Johansen co-integration test and error correction model is utilized for …
Persistent link: https://www.econbiz.de/10011938408
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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 (2014) 1, 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/10012017114
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The determinants of capital buffer in the macedonian banking sector
Eliskovski, Milan - In: Journal of Contemporary Economic and Business Issues 1 (2014) 2, pp. 19-33
econometric analysis in this paper is made by the use of the Johansen cointegration technique (Vector Error Correction Model …
Persistent link: https://www.econbiz.de/10011557586
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Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
Buzková, Petra - Institut ekonomických studií, Univerzita Karlova v Praze - 2014
-robust estimates and Johansen cointegration test. The main finding of this article is that the relationship between market and model …
Persistent link: https://www.econbiz.de/10011078536
Saved in:
Cover Image
A Spatial Integration Analysis of the Regional Fertilizer Markets in the Philippines
Galang, Ivory Myka R. - Philippine Institute for Development Studies (PIDS), … - 2014
Fertilizer, which is an important production input, holds a significant share in total cost of production for some crops. Based on the available fertilizer price data, it can be observed that price levels vary greatly across regions. To help determine whether or not this variability is...
Persistent link: https://www.econbiz.de/10010884904
Saved in:
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The Impact of Capital Flows on the Real Exchange Rate: the Case of Romania
Angela, Roman; Silvia, Ghita-Mitrescu; Diana, Sadoveanu - In: Ovidius University Annals, Economic Sciences Series XIV (2014) 1, pp. 188-193
This paper examines the influence of the capital flows on the real exchange rate of the Romanian leu against euro. Many studies which are analysing the fundamental determinants of the exchange rate of the leu, show that the appreciation of the currency, before the financial crises from the last...
Persistent link: https://www.econbiz.de/10010940747
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The Impact of Real Exchange Rate on Economic Growth in Albania
Cakrani, Edmira - In: Acta Universitatis Danubius. OEconomica (2014) 1(1), pp. 141-147
. Johansen cointegration method and Vector Error Correction Model is used in this paper to identify the longterm and short …
Persistent link: https://www.econbiz.de/10011145049
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