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  • Search: subject:"VECM"
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Year of publication
Subject
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Cointegration 15,235 Kointegration 15,188 Schätzung 5,094 Estimation 5,086 Theorie 3,015 Theory 3,010 Economic growth 2,545 Wirtschaftswachstum 2,531 Zeitreihenanalyse 2,298 Time series analysis 2,293 Kausalanalyse 2,193 Causality analysis 2,192 Panel 1,502 Panel study 1,501 VAR model 1,493 VAR-Modell 1,490 Schätztheorie 1,311 Estimation theory 1,310 USA 1,271 Exchange rate 1,265 Wechselkurs 1,261 United States 1,258 Börsenkurs 1,031 Share price 1,029 cointegration 1,008 Kaufkraftparität 950 Purchasing power parity 950 Einheitswurzeltest 942 Unit root test 942 Welt 933 World 931 India 895 Indien 881 Aktienmarkt 870 Stock market 867 VECM 859 Inflation 779 Oil price 709 Ölpreis 707 Volatilität 638
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Online availability
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Free 5,718 Undetermined 3,276 CC license 747
Type of publication
All
Article 11,048 Book / Working Paper 4,919 Other 7
Type of publication (narrower categories)
All
Article in journal 10,421 Aufsatz in Zeitschrift 10,421 Working Paper 2,617 Arbeitspapier 2,563 Graue Literatur 2,558 Non-commercial literature 2,558 Aufsatz im Buch 306 Book section 306 Hochschulschrift 129 Thesis 106 Article 76 Conference paper 58 Konferenzbeitrag 58 Collection of articles written by one author 50 Sammlung 50 Case study 20 Fallstudie 20 Collection of articles of several authors 19 Sammelwerk 19 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 16 research-article 16 Aufsatzsammlung 15 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 5 Government document 5 Interview 3 Rezension 3 Festschrift 2 Handbook 2 Handbuch 2 Research Report 2 Bericht 1 Bibliografie 1 Preprint 1
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Language
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English 15,413 Undetermined 308 German 77 Spanish 48 French 41 Portuguese 19 Polish 17 Croatian 11 Russian 9 Czech 7 Italian 7 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Norwegian 1 Slovenian 1 Albanian 1 Swedish 1 Turkish 1 Chinese 1
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Author
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Caporale, Guglielmo Maria 164 Gil-Alaña, Luis A. 150 Phillips, Peter C. B. 95 Lütkepohl, Helmut 92 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 84 Johansen, Søren 79 Nielsen, Morten Ørregaard 72 Belke, Ansgar 70 Rault, Christophe 63 Wagner, Martin 63 Jusélius, Katarina 62 Shahbaz, Muhammad 59 Dreger, Christian 57 Banerjee, Anindya 53 Chang, Tsangyao 46 Herzer, Dierk 46 Rahbek, Anders 41 Beckmann, Joscha 40 Westerlund, Joakim 40 Gupta, Rangan 39 Ramírez, Miguel D. 39 Saikkonen, Pentti 39 Smyth, Russell 39 Trenkler, Carsten 39 Pesaran, M. Hashem 37 Hall, Stephen G. 36 Wolters, Jürgen 36 Gao, Jiti 35 Hassler, Uwe 34 Hecq, Alain W. J. 33 Cheung, Yin-Wong 32 Apergēs, Nikolaos 31 Marcellino, Massimiliano 30 Narayan, Seema 30 Strachan, Rodney W. 30 Lee, Chien-Chiang 29 McAleer, Michael 29 Mignon, Valérie 29 Odhiambo, Nicholas M. 29
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 65 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 European University Institute / Department of Economics 27 National Bureau of Economic Research 20 Department of Economics, Faculty of Economic and Management Sciences 8 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Centre for Analytical Finance <Århus> 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Centre for International Macroeconomics 6 Econometrisch Instituut <Rotterdam> 5 Ekonomiska forskningsinstitutet <Stockholm> 5 European Association of Agricultural Economists - EAAE 5 European University Institute / Department of Law 5 HAL 5 Konjunkturforschungsstelle <Zürich> 5 Svenska Handelshögskolan <Helsinki> 5 CESifo 4 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 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 State University of New York at Albany / Department of Economics 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Dundee / Department of Economic Studies 4 Université Paris-Dauphine (Paris IX) 4 Agricultural and Applied Economics Association - AAEA 3 Centre for Microdata Methods and Practice <London> 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 Department of Accounting, Finance and Economics, Griffith Business School 3 Department of Economics, Trinity College 3 Economic Research Southern Africa (ERSA) 3 Federal Reserve System / Board of Governors 3 Gottfried Wilhelm Leibniz Universität Hannover 3 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 3 Johns Hopkins University / Department of Economics 3 National Institute of Economic and Social Research 3
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Published in...
All
Applied economics 349 International Journal of Energy Economics and Policy : IJEEP 331 Economic modelling 242 Energy economics 219 Journal of econometrics 182 International journal of economics and financial issues : IJEFI 174 Economics letters 164 Applied economics letters 163 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 151 International journal of economics and finance 142 The empirical economics letters : a monthly international journal of economics 137 Cogent economics & finance 118 Theoretical and applied economics : GAER review 94 Economies : open access journal 86 CESifo working papers 85 International review of economics & finance : IREF 81 Working paper 81 Econometric theory 79 MPRA Paper 65 Econometric reviews 63 Journal of international money and finance 60 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 59 Journal of policy modeling : JPMOD ; a social science forum of world issues 58 Global business review 56 Applied financial economics 55 Journal of international financial markets, institutions & money 55 The Indian journal of economics 55 Research in international business and finance 54 Economic research 53 International journal of finance & economics : IJFE 51 Panoeconomicus 51 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 50 Oxford bulletin of economics and statistics 49 The journal of developing areas 49 EUI working paper 48 Iranian economic review : journal of University of Tehran 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 48 Journal of economic studies 47 Discussion paper / Tinbergen Institute 45 Economia internazionale 45
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Source
All
ECONIS (ZBW) 15,438 RePEc 367 EconStor 136 Other ZBW resources 18 BASE 15
Showing 1 - 10 of 15,974
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Between theory and reality : growth analysis of Italy in the post-Keynesian framework
Arena, Federica - 2026
Persistent link: https://www.econbiz.de/10015604696
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Indonesia's Greenhouse gas puzzle : VECM unravels impact
Primayesa, Elvina; Prajanti, Sucihatiningsih Dian Wisika; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 878-889
Persistent link: https://www.econbiz.de/10015617358
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Inflation in transit : the freight-PPI connection
Michail, Nektarios; Melas, Konstantinos D. - In: Economics letters 256 (2025), pp. 1-3
Persistent link: https://www.econbiz.de/10015474275
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Who's the boss? : exploring public and private wage growth leadership in state-level education and health industries in Australia
O'Brien, Martin; Gollan, Paul J.; Gerth, Florian - In: Applied economics letters 32 (2025) 17, pp. 2485-2489
Persistent link: https://www.econbiz.de/10015508788
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Investigating the relationship between liquidity risk, credit risk, and solvency risk in banks listed on the Iranian capital market : a Panel Vector Error Correction Model
Peykani, Pejman; Sargolzaei, Mostafa; Tănăsescu, Cristina - In: Economies : open access journal 13 (2025) 5, pp. 1-24
2023, we employ a Panel Vector Error Correction Model (VECM) alongside panel impulse response analysis to assess both short …
Persistent link: https://www.econbiz.de/10015410231
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The impact of energy consumption and trade openness on economic growth in Uzbekistan : a VECM approach
Halmuratov, Gofur; Madraximov, Qaxramon; Zakirova, Gulnoza - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 23-31
Persistent link: https://www.econbiz.de/10015416265
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Unlocking the green growth puzzle : exploring the nexus of renewable energy, CO₂ emissions, and economic prosperity in G7 countries
Gafsi, Nesrine; Bakari, Sayef - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 236-247
Persistent link: https://www.econbiz.de/10015416446
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Examining the financial development channels affecting economic growth in Turkey
Demirhan, Banu - In: Ekonomika : mokslo žurnalas 104 (2025) 1, pp. 48-69
growth in Turkey. By using data from 1974 to 2023 for Turkey, this study conducted a Granger causality test based on VECM and …
Persistent link: https://www.econbiz.de/10015359717
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Are the crypto markets shock resilient to COVID-19? : a comparative investigation of trading prices and volumes
Khan, Asad ul Islam; Bwando, William - In: International econometric review 16 (2025) 2, pp. 148-171
The aim of this study is to explore and investigate empirically the impact of Covid-19 pandemic on price and volume dynamics in crypto markets. The study makes use of two data samples, but these samples are analyzed separately and independently. The first sample consists of top five crypto...
Persistent link: https://www.econbiz.de/10015375484
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Interrelationships among government participation, population and growth of per capita income : inquiry on top twenty income-holding countries in the world
Das, Ramesh Chandra - In: Economies : open access journal 13 (2025) 2, pp. 1-29
The literature on growth in economics encompasses two main facets of thinking: the applicability of diminishing productivity of capital, as has been in the neoclassical growth model with exogenous technological progress, and the applicability of non-diminishing productivity of capital, as has...
Persistent link: https://www.econbiz.de/10015210217
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