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  • Search: subject:"Multivariate Cointegration"
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Year of publication
Subject
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multivariate cointegration 28 Kointegration 18 Cointegration 17 Multivariate cointegration 15 Schätzung 9 Estimation 8 Purchasing power parity 7 Welt 7 Kaufkraftparität 6 Estimation theory 5 Exchange rate 5 Long-run purchasing power parity 5 Market integration 5 Schätztheorie 5 Volatilität 5 Wechselkurs 5 World 5 bootstrap inference 5 multivariate cointegration analysis 5 Aktienmarkt 4 Brent oil prices 4 Constant conditional correlations 4 Dynamic conditional correlations 4 Multivariate Cointegration 4 Multivariate GARCH models 4 Multivariate cointegration analysis 4 Spot and futures prices 4 Steam coal 4 Stock price indexes 4 VAR model 4 VAR-Modell 4 Volatility 4 current account 4 market integration 4 real exchange rates 4 Bootstrap inference 3 Börsenkurs 3 Economic Growth 3 Gold price 3 Inflation 3
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Online availability
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Free 43 Undetermined 14
Type of publication
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Book / Working Paper 39 Article 29 Other 1
Type of publication (narrower categories)
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Working Paper 13 Article in journal 10 Aufsatz in Zeitschrift 10 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 7 Article 2 Hochschulschrift 1 Konferenzschrift 1 Research Report 1
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Language
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English 43 Undetermined 24 Portuguese 1 Spanish 1
Author
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Brissimis, Sophocles N. 8 Jacobson, Tor 8 Beckmann, Joscha 6 Czudaj, Robert 6 Nessén, Marianne 6 Cullmann, Astrid 4 Giovannini, Massimo 4 Grasso, Margherita 4 Lanza, Alessandro 4 Larsson, Rolf 4 Lyhagen, Johan 4 Manera, Matteo 4 Neumann, Anne 4 Zaklan, Aleksandar 4 Heigermoser, Maximilian 3 Baah-Ennumh, Theresa Yaaba 2 Buracom, Ponlapat 2 Carsamer, Emmanuel 2 Chen, Guojin 2 Estrada, Fredy Alejandro Gamboa 2 Forson, Joseph Ato 2 Huber, Florian 2 Kosma, Theodora 2 Kosma, Theodora S. 2 Lima, Joao Eustaquio de 2 Maciel, Marilia Fernandes 2 Nessen, Marianne 2 Rashid, Shahidur 2 Vlassopoulos, Thomas 2 Zörner, Thomas 2 : Katarina Juselius 1 Abaoub, Ezzeddine 1 Agarwal, Aman 1 Ahmad, Mahyudin 1 Alguacil, M. T. 1 Alyamani, Ryan 1 Arellano Cadena, Rogelio 1 Bardakas, Ioanna C. 1 Belke, Ansgar 1 Bhattarai, Ram Chandra 1
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Institution
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Bank of Greece 6 Sveriges Riksbank 2 Økonomisk Institut, Københavns Universitet 2 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, National University of Singapore 1 EconWPA 1 European Central Bank 1 Fondazione ENI Enrico Mattei (FEEM) 1 International Conferences on Panel Data 1 International Food Policy Research Institute (IFPRI) 1 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 1 Sociedade Brasileira de Economia e Sociologia Rural - SOBER 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Working Papers / Bank of Greece 6 Discussion Papers / Økonomisk Institut, Københavns Universitet 2 South Asia Economic Journal 2 Sveriges Riksbank Working Paper Series 2 Sveriges Riksbank working paper series 2 Working Paper Series / Sveriges Riksbank 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brasil 1 Agrekon : agricultural economics research, policy and practice in southern Africa 1 Agricultural Economics 1 Applied Econometrics and International Development 1 BORRADORES DE ECONOMIA 1 Borradores de Economia 1 Contemporary Economics 1 Contemporary economics 1 Credit and Capital Markets 1 DIW Discussion Papers 1 Department of Economics working paper 1 Departmental Working Papers / Department of Economics, National University of Singapore 1 Discussion Papers of DIW Berlin 1 Discussion paper 1 ECB Working Paper 1 Economia internazionale 1 Economics Bulletin 1 Empirica 1 Empirical Economics 1 Energy Economics 1 Energy economics 1 Estudios económicos 1 Financial Markets and Portfolio Management 1 International Economics and Economic Policy 1 International Finance 1 International economics and economic policy : IEEP 1 International journal of forecasting 1 Journal of Agricultural and Applied Economics 1 Journal of Applied Management and Investments 1 Journal of Asian economics 1 Journal of Economic Integration 1 Journal of international development : the journal of the Development Studies Association 1 Journal of international financial markets, institutions & money 1
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Source
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RePEc 39 ECONIS (ZBW) 19 EconStor 9 BASE 2
Showing 21 - 30 of 69
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The globalization of steam coal markets and the role of logistics: an empirical analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - 2009
In this paper, we provide a comprehensive multivariate cointegration analysis of three parts of the steam coal value …
Persistent link: https://www.econbiz.de/10010274289
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The Globalization of Steam Coal Markets and the Role of Logistics: An Empirical Analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009
In this paper, we provide a comprehensive multivariate cointegration analysis of three parts of the steam coal value …
Persistent link: https://www.econbiz.de/10008558924
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An examination of co-movements of India's stock and government bond markets
Kolluri, Bharat R.; Wahab, Susan; Wahab, Mamoud S. - In: Journal of Asian economics 41 (2015), pp. 39-56
Persistent link: https://www.econbiz.de/10011566483
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The expectations hypothesis of the term structure : further empirical evidence for India (1996 - 2013)
Tronzano, Marco - In: Economia internazionale 68 (2015) 3, pp. 401-421
Persistent link: https://www.econbiz.de/10011348834
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Adjustment and long-run economic performance in 18 African countries
Gebregziabher, Fiseha - In: Journal of international development : the journal of … 27 (2015) 2, pp. 170-196
Persistent link: https://www.econbiz.de/10011379302
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ANÁLISE DA ESTRUTURA ESPACIAL DO MERCADO BRASILEIRO DE SUÍNOS
Rosado, Patrica Lopes; Maciel, Marilia Fernandes; Lima, … - 2008
temporal series, more specifically, multivariate co-integration analysis. Overall, it was observed that the brazilian swine …
Persistent link: https://www.econbiz.de/10009443158
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ANÁLISE DA ESTRUTURA ESPACIAL DO MERCADO BRASILEIRO DE SUÍNOS
Rosado, Patricia Lopes; Maciel, Marilia Fernandes; … - Sociedade Brasileira de Economia e Sociologia Rural - SOBER - 2008
temporal series, more specifically, multivariate co-integration analysis. Overall, it was observed that the brazilian swine …
Persistent link: https://www.econbiz.de/10009220297
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The Interaction between Mortgage Financing and Housing Prices in Greece
Brissimis, Sophocles N.; Vlassopoulos, Thomas - Bank of Greece - 2007
established in the literature, the direction of causation is less clear from a theoretical standpoint. We apply multivariate … cointegration techniques in order to address this issue empirically for the Greek economy. Our results, based on a cointegration …
Persistent link: https://www.econbiz.de/10005523516
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Market Conduct, Price Interdependence and Exchange Rate Pass-Through
Brissimis, Sophocles N.; Kosma, Theodora S. - Bank of Greece - 2006
’ conjectural variations. The empirical implications of the model are tested with the Johansen multivariate cointegration technique …
Persistent link: https://www.econbiz.de/10005523497
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The U.S. Current Account and Real Effective Dollar Exchange Rates
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Credit and Capital Markets 46 (2013) 2, pp. 213-232
rates from a novel perspective. Applying multivariate cointegration techniques, we first test for a long-run relationship …
Persistent link: https://www.econbiz.de/10010883547
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