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  • Search: subject:"Johansen test"
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Year of publication
Subject
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Johansen test 13 cointegration 10 Cointegration 7 Kointegration 7 Estimation 5 Schätzung 5 Time series analysis 4 Zeitreihenanalyse 4 exchange rates 4 unit root 4 ADF test 3 Exchange rate 3 Purchasing power parity 3 Wechselkurs 3 convergence behavior 3 overshooting 3 simulation 3 AAOIFI 2 ARCH model 2 ARCH-Modell 2 ARDL 2 CBDC 2 COVID mortality 2 CSP-CFP relationship 2 CSR 2 CSRD index 2 Deutschland 2 ESG. 2 Einheitswurzeltest 2 European banks 2 European financial services 2 FinTech innovation 2 GDP 2 GRI 2 Germany 2 Hedonic value 2 IFRS adoption 2 Islamic Banking Industry of Pakistan 2 Johansen test of co-integration 2 Johansen's test 2
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Online availability
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Free 20 CC license 7
Type of publication
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Article 13 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 5 Working Paper 2 Arbeitspapier 1 Aufsatzsammlung 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 17 Undetermined 2 Czech 1
Author
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Cheung, Yin-Wong 3 Gardeazabal, Javier 3 Vázquez, Jesús 3 Asad, Muzaffar 2 Babar, Zaheerudin 2 Borkowski, Bolesław 2 Festić, Mejra 2 Khan, Ather Azim 2 Kliber, Agata 2 Krawiec, Monika 2 Kyei-Mensah, Justice 2 Plošinjak, Jelko 2 Pérez, Andrea 2 Rychłowska-Musiał, Elżbieta 2 Shachmurove, Yochanan 2 Sheikh, Umaid A. 2 Tabash, Mosab I. 2 Dima, Bogdan 1 Enache, Cosmin 1 Krkošková, Radmila 1 Lee, Yong 1 Mutascu, Mihai 1 Myszczyszyn, Janusz 1 Rhee, Joon Hee 1 Rosson III, C. Parr 1 Susanto, Dwi 1 Talpos, Ioan 1 Xia, Yan 1
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Institution
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CESifo 1 Southern Agricultural Economics Association - SAEA 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Cogent Economics & Finance 2 Cogent economics & finance 2 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Contemporary Economics 1 Contemporary economics 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 MPRA Paper 1 Naše gospodarstvo / Our Economy 1 Naše gospodarstvo : NG 1 Politická ekonomie : teorie, modelování, aplikace 1
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Source
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ECONIS (ZBW) 10 EconStor 7 RePEc 3
Showing 1 - 10 of 20
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Mortality and health spending during the first year of the COVID-19 pandemic: Comparing central, eastern and western Europe
Kliber, Agata; Rychłowska-Musiał, Elżbieta - In: Comparative Economic Research. Central and Eastern Europe 26 (2023) 1, pp. 65-88
The article shows the relationships between the COVID and non-COVID deaths during the first year of the pandemic, compared with the stringency of restrictions imposed and the compulsory spending on healthcare. We compare these relationships among European countries, analysing weekly data and...
Persistent link: https://www.econbiz.de/10014516355
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Modeling dynamic correlation and volatility of the Visegrad Group fuel markets
Krawiec, Monika; Borkowski, Bolesław; Shachmurove, Yochanan - In: Contemporary Economics 17 (2023) 4, pp. 424-442
The paper focuses on investigating the correlation and volatility of fuel markets in four countries of the Visegrad region, namely Hungary, the Czech Republic, Poland, and Slovakia. The primary objective of the paper is to explore regional fuel markets and retail prices in these countries by...
Persistent link: https://www.econbiz.de/10014544488
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The long-run validity of PPP in some major advanced and emerging countries using alternative models
Kyei-Mensah, Justice - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-26
The study examines whether the long-run validity of PPP holds in some major advanced and developing economies. The study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology, and we are not aware of any study that has applied TVC...
Persistent link: https://www.econbiz.de/10015074790
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The long-run validity of PPP in some major advanced and emerging countries using alternative models
Kyei-Mensah, Justice - In: Cogent economics & finance 11 (2023) 1, pp. 1-26
The study examines whether the long-run validity of PPP holds in some major advanced and developing economies. The study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology, and we are not aware of any study that has applied TVC...
Persistent link: https://www.econbiz.de/10014500904
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Modeling dynamic correlation and volatility of the Visegrad Group fuel markets
Krawiec, Monika; Borkowski, Bolesław; Shachmurove, Yochanan - In: Contemporary economics 17 (2023) 4, pp. 424-442
The paper focuses on investigating the correlation and volatility of fuel markets in four countries of the Visegrad region, namely Hungary, the Czech Republic, Poland, and Slovakia. The primary objective of the paper is to explore regional fuel markets and retail prices in these countries by...
Persistent link: https://www.econbiz.de/10014446868
Saved in:
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Mortality and health spending during the first year of the COVID-19 pandemic : comparing central, eastern and western Europe
Kliber, Agata; Rychłowska-Musiał, Elżbieta - In: Comparative economic research : Central and Eastern Europe 26 (2023) 1, pp. 65-88
The article shows the relationships between the COVID and non‑COVID deaths during the first year of the pandemic, compared with the stringency of restrictions imposed and the compulsory spending on healthcare. We compare these relationships among European countries, analysing weekly data and...
Persistent link: https://www.econbiz.de/10014339722
Saved in:
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Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices: Application of the unrestricted VAR
Tabash, Mosab I.; Asad, Muzaffar; Khan, Ather Azim; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-19
This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism...
Persistent link: https://www.econbiz.de/10015074101
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A VECM analysis of Bitcoin price using time-varying cointegration approach
Lee, Yong; Rhee, Joon Hee - In: Journal of derivatives and quantitative studies : … 30 (2022) 3, pp. 197-218
This study proposed an optimal model to examine the relationship between the Bitcoin price and six macroeconomic variables - the Bitcoin price, Standard and Poor's 500 volatility index, US treasury 10-year yield, US consumer price index, gold price and dollar index. It also examined the...
Persistent link: https://www.econbiz.de/10013411582
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Role of 2008 financial contagion in effecting the mediating role of stock market indices between the exchange rates and oil prices : application of the unrestricted VAR
Tabash, Mosab I.; Asad, Muzaffar; Khan, Ather Azim; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
This research article explores the mediating role of stock market indexes on the link between exchange rate variations and oil prices by utilizing unrestricted VAR. Previously mainstream research only explained the direct dynamism between the two variables. However, any transmission mechanism...
Persistent link: https://www.econbiz.de/10014500356
Saved in:
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Empirical testing of purchasing power parity validity in selected European Union countries
Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo / Our Economy 67 (2021) 4, pp. 13-32
In this article, the authors carried out an empirical analysis of the validity of purchasing power parity (PPP) in Slovenia, Croatia, the Czech Republic, Slovakia and Austria. The results provide mixed support for PPP, which is typical for extransition economies. In the first phase of the...
Persistent link: https://www.econbiz.de/10014520660
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