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  • Search: subject:"Kointegration"
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Year of publication
Subject
All
Kointegration 10,476 Cointegration 10,141 Schätzung 3,413 Estimation 3,303 Theorie 2,837 Theory 2,785 USA 2,461 United States 2,416 Wirtschaftswachstum 1,404 Economic growth 1,384 Kausalanalyse 1,342 Causality analysis 1,326 Zeitreihenanalyse 1,282 Time series analysis 1,240 VAR-Modell 937 VAR model 912 Panel 824 Panel study 786 Wechselkurs 765 Exchange rate 756 Kaufkraftparität 694 Purchasing power parity 678 cointegration 651 Börsenkurs 621 Unit root test 609 Einheitswurzeltest 606 Share price 604 Aktienmarkt 532 Stock market 521 Schätztheorie 502 Inflation 500 Estimation theory 491 Indien 489 India 488 EU-Staaten 448 Deutschland 427 EU countries 418 Welt 411 Geldpolitik 402 World 397
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Online availability
All
Free 2,618 Undetermined 1,505
Type of publication
All
Article 7,524 Book / Working Paper 2,956
Type of publication (narrower categories)
All
Article in journal 7,152 Aufsatz in Zeitschrift 7,152 Working Paper 2,367 Arbeitspapier 2,134 Graue Literatur 2,132 Non-commercial literature 2,132 Aufsatz im Buch 218 Book section 218 Hochschulschrift 136 Thesis 112 Collection of articles written by one author 51 Sammlung 51 Conference paper 34 Konferenzbeitrag 34 Dissertation u.a. Prüfungsschriften 29 Case study 20 Collection of articles of several authors 20 Fallstudie 20 Sammelwerk 20 Article 18 Systematic review 16 Übersichtsarbeit 16 Commentary 15 Kommentar 15 Bibliografie enthalten 12 Bibliography included 12 Konferenzschrift 12 Lehrbuch 12 Aufsatzsammlung 10 Forschungsbericht 7 Rezension 6 Amtsdruckschrift 5 Government document 5 Festschrift 2 Handbook 2 Handbuch 2 Interview 2 Research Report 2 Bericht 1 Bibliografie 1
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Language
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English 10,192 German 124 Spanish 41 French 40 Undetermined 18 Polish 15 Croatian 11 Russian 8 Italian 7 Portuguese 7 Czech 5 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Norwegian 1 Albanian 1 Swedish 1 Chinese 1
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Author
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Caporale, Guglielmo Maria 119 Gil-Alaña, Luis A. 97 Bahmani-Oskooee, Mohsen 78 Lütkepohl, Helmut 76 Belke, Ansgar 74 Johansen, Søren 67 Nielsen, Morten Ørregaard 54 Wagner, Martin 53 Dreger, Christian 50 Narayan, Paresh Kumar 50 Shahbaz, Muhammad 50 Banerjee, Anindya 48 Herzer, Dierk 48 Rault, Christophe 42 Beckmann, Joscha 40 Chang, Tsangyao 39 Trenkler, Carsten 39 Saikkonen, Pentti 38 Westerlund, Joakim 38 Hassler, Uwe 37 Jusélius, Katarina 37 Ramírez, Miguel D. 36 Wolters, Jürgen 35 Hall, Stephen G. 32 Phillips, Peter C. B. 32 Rahbek, Anders 32 Siliverstovs, Boriss 32 Apergēs, Nikolaos 31 Breitung, Jörg 28 Pesaran, M. Hashem 28 Strachan, Rodney W. 28 Gupta, Rangan 27 Mignon, Valérie 27 Reimers, Hans-Eggert 27 Haldrup, Niels 25 Payne, James Earl 25 Hecq, Alain W. J. 24 Lee, Chien-chiang 24 Robinson, Peter M. 24 Urbain, Jean-Pierre 24
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 34 European University Institute / Department of Economics 27 Københavns Universitet / Økonomisk Institut 8 Nationalekonomiska Institutionen <Lund> 8 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Centre for Analytical Finance <Århus> 6 Centre for International Macroeconomics 6 Konjunkturforschungsstelle <Zürich> 5 Svenska Handelshögskolan <Helsinki> 5 Konjunkturinstitutet <Stockholm> 4 Loughborough University / Department of Economics 4 Queen Mary College / Department of Economics 4 School of Economics and Political Science <Sydney> 4 School of Finance and Business Economics <Perth, Western Australia> 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 Centre for Microdata Methods and Practice <London> 3 Econometrisch Instituut <Rotterdam> 3 Ekonomiska forskningsinstitutet <Stockholm> 3 Institut für Weltwirtschaft 3 Johns Hopkins University / Department of Economics 3 Leibniz Universität Hannover 3 National Institute of Economic and Social Research 3 State University of New York at Albany / Department of Economics 3 University <Nottingham> / Department of Economics 3 University of Dundee / Department of Economic Studies 3 University of Sheffield / Department of Economics 3 University of Southampton / Department of Economics 3 University of Strathclyde / Department of Economics 3 Uppsala universitet / Nationalekonomiska institutionen 3 Australian National University / Faculty of Economics and Commerce 2 Brown University / Department of Economics 2 Centre for International Economic Studies 2 European University Institute / Department of Law 2 Federal Reserve System / Board of Governors 2 Institut National de la Statistique et des Études Économiques <Paris> / Direction des Etudes et Synthèses Economiques 2 Institut for Miljø- og Erhvervsøkonomi <Esbjerg> 2 Internationaler Währungsfonds / Research Department 2 Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics 2 London School of Economics and Political Science 2
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Published in...
All
Applied economics 289 Economic modelling 204 Energy economics 161 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 142 International journal of economics and finance 134 Economics letters 131 Journal of econometrics 122 Applied economics letters 120 International journal of economics and financial issues : IJEFI 114 The empirical economics letters : a monthly international journal of economics 99 International Journal of Energy Economics and Policy : IJEEP 94 Econometric theory 65 CESifo working papers 63 International review of economics & finance : IREF 56 Theoretical and applied economics : GAER review 56 Applied financial economics 53 Journal of international financial markets, institutions & money 52 Journal of international money and finance 52 The journal of developing areas 50 Journal of macroeconomics 49 Applied econometrics and international development 47 Econometric reviews 47 EUI working paper / ECO 46 Journal of policy modeling : JPMOD ; a social science forum of world issues 46 Oxford bulletin of economics and statistics 44 Discussion papers / Department of Economics, University of Copenhagen 43 The Indian journal of economics 42 Global business review 40 Discussion paper / Tinbergen Institute 39 International economic journal 39 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 39 Journal of applied econometrics 38 Discussion papers / Deutsches Institut für Wirtschaftsforschung 37 Economic research 37 Panoeconomicus 36 Modern economy 35 CREATES research paper 34 Discussion papers of interdisciplinary research project 373 34 The Pakistan development review : PDR 34 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 33
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Source
All
ECONIS (ZBW) 10,128 EconStor 254 USB Cologne (EcoSocSci) 48 USB Cologne (business full texts) 14 RePEc 14 OLC EcoSci 12 ArchiDok 8 BASE 2
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Showing 1 - 10 of 10,480
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The real interest rates across monetary policy regimes
Seoane, Hernán D. - 2020
This paper reviews the main theories of interest rate determination and studies the dynamics of the real interest rate in US. Using cointegration techniques we search for equilibrium relationships between the real interest rate, monetary factors and real factors and we study how these...
Persistent link: https://www.econbiz.de/10012263493
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Causal relationship between banking system development and real estate market
Nguyen Thi My-Linh; Pham Thi Thanh Xuan; Bui Ngoc Toan - In: Management science letters 10 (2020) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10012056197
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Investigating monetary policy dynamics in Nigeria : the role of private investment
Bora, Ilhan; Kirikkaleli, Dervis; Zoaka, Joshua Dzankar; … - In: Management science letters 10 (2020) 1, pp. 247-254
Persistent link: https://www.econbiz.de/10012056380
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Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Econometrics : open access journal 8 (2020) 1/3, pp. 1-23
Large-dimensional dynamic factor models and dynamic stochastic general equilibrium models, both widely used in empirical macroeconomics, deal with singular stochastic vectors, i.e., vectors of dimension r which are driven by a q-dimensional white noise, with q r. The present paper studies...
Persistent link: https://www.econbiz.de/10012161569
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Modelling financial openness growth-nexus in Nigeria : evidence from bounds testing to cointegration approach
Fasanya, Ismail Olaleke; Olayemi, Ismail A. - In: Future Business Journal 6 (2020) 4, pp. 1-11
Financial liberalization is theoretically known to be an important driver of economic growth; the emergence of new industries, the availability of money in the circulation and how it affects prices, extent of international trade in the countries among others are necessities that any economy...
Persistent link: https://www.econbiz.de/10012169773
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Common factor augmented forecasting models for the US dollar-Korean won exchange rate
Kim, Hyeongwoo; Kim, Soohyon - 2020
Persistent link: https://www.econbiz.de/10012171555
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Trivariate modelling of the nexus between electricity consumption, urbanization and economic growth in Nigeria : fresh insights from Maki cointegration and causality tests
Ali, Hamisu Sadi; Nathaniel, Solomon P.; Uzuner, Gizem; … - 2020
In this era of intensive electricity utilization for economic development, the role of urbanization remains inconclusive, especially in developing economies. Here, this study examined the electricity consumption and economic growth nexus in a trivariate framework by incorporating urbanization as...
Persistent link: https://www.econbiz.de/10012171561
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Electricity consumption, urbanization and economic growth in Nigeria : new insights from combined cointegration amidst structural breaks
Nathaniel, Solomon P.; Bekun, Festus Victor - 2020
The study explores the link between electricity consumption, urbanization and economic growth in Nigeria from 1971-2014. The bounds test and the Bayer and Hanck (2013) cointegration tests affirm cointegrating relationship. Electricity consumption increases economic growth in both time periods,...
Persistent link: https://www.econbiz.de/10012171580
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The empirics of Canadian government securities yields
Akram, Tanweer; Das, Anupam - 2020
Keynes argued that the short-term interest rate is the main driver of the long-term interest rate. This paper empirically models the relationship between short-term interest rates and long-term government securities yields in Canada, after controlling for other important financial variables. The...
Persistent link: https://www.econbiz.de/10012149851
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A cointegration model of money and wealth
Assenmacher-Wesche, Katrin; Beyer, Andreas - 2020
Extending the data set used in Beyer (2009) from 2007 to 2017, we estimate I(1) and I(2) money demand models for euro area M3. We nd that the elasticities in the money demand and the real wealth relations identi ed previously in Beyer (2009) have remained remarkably stable throughout the...
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Persistent link: https://www.econbiz.de/10012150128
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