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  • Search: subject:"Johansen test"
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Year of publication
Subject
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Johansen test 22 Cointegration 13 Kointegration 12 cointegration 11 Estimation 8 Schätzung 8 Time series analysis 6 Zeitreihenanalyse 6 ADF test 4 Exchange rate 4 Johansen Test 4 Purchasing power parity 4 VECM 4 Wechselkurs 4 exchange rates 4 unit root 4 Causality analysis 3 Granger causality 3 Kausalanalyse 3 Oil price 3 Preis 3 Price 3 Virtual currency 3 Virtuelle Währung 3 Volatility 3 Volatilität 3 convergence behavior 3 overshooting 3 simulation 3 Ölpreis 3 AAOIFI 2 ARCH model 2 ARCH-Modell 2 ARDL 2 CBDC 2 CO2 emissions 2 COVID mortality 2 CSP-CFP relationship 2 CSR 2 CSRD index 2
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Online availability
All
Free 20 Undetermined 8 CC license 7
Type of publication
All
Article 24 Book / Working Paper 10
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Article 5 Working Paper 2 Arbeitspapier 1 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 25 Undetermined 8 Czech 1
Author
All
Cheung, Yin-Wong 3 Gardeazabal, Javier 3 Vázquez, Jesús 3 Asad, Muzaffar 2 Babar, Zaheerudin 2 Baek, Jungho 2 Borkowski, Bolesław 2 Festić, Mejra 2 Khan, Ather Azim 2 Kliber, Agata 2 Krawiec, Monika 2 Krkošková, Radmila 2 Kyei-Mensah, Justice 2 Plošinjak, Jelko 2 Pride, Dominique 2 Pérez, Andrea 2 Rychłowska-Musiał, Elżbieta 2 Shachmurove, Yochanan 2 Sheikh, Umaid A. 2 Tabash, Mosab I. 2 Tambi, Mahesh Kumar 2 Aduda, Jane 1 Al-Halaq, Said 1 Al-Shammari, Dhuha 1 Al-Shammari, Nayef 1 Baig, Jafar 1 Baklaci, Hasan F. 1 Bildirici, Melike 1 Chiu, I-Ming 1 Das, Rohan 1 Dima, Bogdan 1 Enache, Cosmin 1 Füss, Roland 1 Kaiser, Dieter 1 Kumar, Atul 1 Lee, Yong 1 Mutascu, Mihai 1 Myszczyszyn, Janusz 1 Ngare, Philip 1 Rhee, Joon Hee 1
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Institution
All
EconWPA 2 CESifo 1 School of Business and Economics, Loughborough University 1 Southern Agricultural Economics Association - SAEA 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
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 Discussion Paper Series / School of Business and Economics, Loughborough University 1 Economic research 1 Energy Economics 1 Energy economics 1 European research studies 1 Finance 1 Financial Markets and Portfolio Management 1 Indian journal of economics & business : IJEB 1 International Finance 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 Journal of mathematical finance 1 MPRA Paper 1 Naše gospodarstvo / Our Economy 1 Naše gospodarstvo : NG 1 Politická ekonomie : teorie, modelování, aplikace 1 Prague economic papers : a bimonthly journal of economic theory and policy 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Smart analytics, artificial intelligence and sustainable performance management in a global digitalised economy : Part A 1 The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore 1 The journal of applied business research 1
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Source
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ECONIS (ZBW) 18 RePEc 9 EconStor 7
Showing 1 - 10 of 34
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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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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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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:
Cover Image
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
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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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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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Sustainability, Digital Transformation and Fintech: The New Challenges of the Banking Industry
Pérez, Andrea (contributor) - 2021
In the current competitive scenario, the banking industry must contend with multiple challenges tied to regulations, legacy systems, disruptive models/technologies, new competitors, and a restive customer base, while simultaneously pursuing new strategies for sustainable growth. Banking...
Persistent link: https://www.econbiz.de/10014323783
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