EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Multivariate Cointegration"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Free 43 Undetermined 14
Type of publication
All
Book / Working Paper 39 Article 29 Other 1
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
English 43 Undetermined 24 Portuguese 1 Spanish 1
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
RePEc 39 ECONIS (ZBW) 19 EconStor 9 BASE 2
Showing 31 - 40 of 69
Cover Image
Oil and gold price dynamics in a multivariate cointegration framework
Beckmann, Joscha; Czudaj, Robert - In: International Economics and Economic Policy 10 (2013) 3, pp. 453-468
This study delivers further insights into oil and gold price dynamics and their relation to U.S. prices and the dollar exchange rate. Previous studies have frequently analyzed this issue regarding the price either of gold or of oil; however, the role of both quantities has not been analyzed...
Persistent link: https://www.econbiz.de/10010865000
Saved in:
Cover Image
Oil and gold price dynamics in a multivariate cointegration framework
Beckmann, Joscha; Czudaj, Robert - In: International economics and economic policy : IEEP 10 (2013) 3, pp. 453-468
Persistent link: https://www.econbiz.de/10010197720
Saved in:
Cover Image
Market power, innovative activity and exchange rate pass-through in the euro area
Brissimis, Sophocles N.; Kosma, Theodora - 2005
This paper examines exchange rate pass-through in the euro area by accounting for the impact of exchange rate changes on exporting firms’ market power, cost structure and competitiveness. An international oligopoly model where exporting firms simultaneously decide on their pricing and...
Persistent link: https://www.econbiz.de/10011604577
Saved in:
Cover Image
Market Power, Innovative Activity and Exchange Rate Pass-Through
Brissimis, Sophocles N.; Kosma, Theodora S. - Bank of Greece - 2005
the model are tested using data for Japanese firms exporting to the US market and applying the Johansen multivariate … cointegration technique. Particular attention is given to the estimation and identification of the equilibrium price and R …
Persistent link: https://www.econbiz.de/10005523529
Saved in:
Cover Image
Market power, innovative activity and exchange rate pass-through in the euro area
Brissimis, Sophocles N.; Kosma, Theodora - European Central Bank - 2005
This paper examines exchange rate pass-through in the euro area by accounting for the impact of exchange rate changes on exporting firms’ market power, cost structure and competitiveness. An international oligopoly model where exporting firms simultaneously decide on their pricing and...
Persistent link: https://www.econbiz.de/10005070393
Saved in:
Cover Image
Financial Integration for India Stock Market, a Fractional Cointegration Approach
Wong, Wing-Keung; Agarwal, Aman; Du, Jun - Department of Economics, National University of Singapore - 2005
The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation and the World Bank took steps in the...
Persistent link: https://www.econbiz.de/10005292519
Saved in:
Cover Image
Co-integrating relationship between terms of trade, money and current account: the italian evidence
Tagliabue, Giovanna - In: Operations Research and Decisions 3-4 (2005), pp. 99-111
The paper analyses long-run relationships between terms of trade, money and current account for Italy in the period from the first quarter of 1975 to the first quarter of 2001.
Persistent link: https://www.econbiz.de/10008777181
Saved in:
Cover Image
ANALYSIS OF THE CROSS-COUNTRY PREDICTABILITY VIA THE STUDY OF COINTEGRATION: THE CASE OF SIX ASIAN EMERGING MARKETS
Fatnassi, Latifa; Abaoub, Ezzeddine - In: Journal of Applied Management and Investments 1 (2012) 4, pp. 376-387
’s multivariate cointegration analysis is applied to weekly data on the Korea, Hong Kong, Taiwan, Indonesia and Singapore indices in …
Persistent link: https://www.econbiz.de/10010839634
Saved in:
Cover Image
The globalization of steam coal markets and the role of logistics: An empirical analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - In: Energy Economics 34 (2012) 1, pp. 105-116
In this paper, we provide a comprehensive multivariate cointegration analysis of three parts of the steam coal value …
Persistent link: https://www.econbiz.de/10011039589
Saved in:
Cover Image
The globalization of steam coal markets and the role of logistics : an empirical analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - In: Energy economics 34 (2012) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10009616322
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...