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  • Search: subject:"VECM model"
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Year of publication
Subject
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VECM model 19 Cointegration 7 Kointegration 7 Schätzung 7 VECM Model 6 Estimation 5 Börsenkurs 3 Causality analysis 3 Kausalanalyse 3 Welt 3 economic growth 3 Aktienindex 2 Carbon credit 2 Croatia 2 Crude Oil 2 Crude oil price 2 Economic growth 2 Export 2 Kroatien 2 Methanol 2 Road Vehicles 2 Romania 2 Switzerland 2 Theorie 2 Theory 2 VAR model 2 VAR-Modell 2 Volatility model 2 Volatilität 2 Wertpapierhandel 2 Wirtschaftswachstum 2 World 2 close 2 daily low 2 export 2 forecast performance 2 high 2 implied volatility 2 low open 2 private consumption 2
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Online availability
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Free 26 CC license 5
Type of publication
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Article 17 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Article 3 Working Paper 2
Language
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English 17 Undetermined 9
Author
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Cheung, Yin-Wong 5 Cheung, Yan-Leung 3 Gandali Alikhani, Nadiya 2 Komijani, Akbar 2 Lima, Renato Barros 2 Naderi, Esmaeil 2 Pitoňáková, Renáta 2 Schmid, Frank 2 Abdić, Adem 1 Abdić, Ademir 1 Alikhani, Nadiya Gandali 1 Arouri, Mohamed 1 Bieniek, Agnieszka 1 Bouchrika, Ali 1 Charfeddine, Lanouar 1 Cheung, Yin-wong 1 Cota, Boris 1 Cvek, Dajana 1 Delavari, Majid 1 Erjavec, Natasa 1 Franc-Dąbrowska, Justyna 1 Grima, Simon 1 Kadiu, Fatbardha 1 Kanlić, Fahir 1 Lazovic-Pita, Lejla 1 Le Thi Anh Tuyet 1 Lee, Yuan-Ming 1 Mamuti, Agim 1 Marinela, Simut Ramona 1 Marona, Bartlomiej 1 Mustofa Usman 1 Nguyen Thi Thanh Binh 1 Panaite, Nicoleta 1 Pintilescu, Carmen 1 Prohozescu, Nicoleta 1 Putri, Almira Rizka 1 Romānova, Inna 1 Russel, Edwin 1 Salles, André Assis de 1 Sherifi, Idaver 1
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Institution
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CESifo 2 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Published in...
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CESifo Working Paper 2 CESifo Working Paper Series 2 MPRA Paper 2 Naše gospodarstvo : NG 2 Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2 Acta Universitatis Nicolai Copernici, Ekonomia 1 Annals of Faculty of Economics 1 Equilibrium : quarterly journal of economics and economic policy 1 Future Business Journal 1 International Journal of Energy Economics and Policy 1 International Journal of Energy Economics and Policy : IJEEP 1 Journal of Asian finance, economics and business : JAFEB 1 Journal of Eastern Europe research in business & economics : JEERBE 1 Naše gospodarstvo / Our Economy 1 Národohospodářský obzor : časopis věnovaný otázkám národohospdářským a sociálněpolitickým 1 Review of Economic Perspectives 1 Risks : open access journal 1 Swiss Journal of Economics and Statistics 1 Swiss Journal of Economics and Statistics (SJES) 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Zagreb International Review of Economics and Business 1
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Source
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RePEc 12 ECONIS (ZBW) 9 EconStor 5
Showing 1 - 10 of 26
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Unravelling the link between financialisation and economic growth : evidence from Croatia
Mamuti, Agim; Kadiu, Fatbardha; Sherifi, Idaver; … - In: Risks : open access journal 13 (2025) 1, pp. 1-23
This study investigates the relationship between financialisation and economic growth in Croatia, focusing on the period from 1995 to 2021. Using time series econometric models, including the Augmented Dickey-Fuller test for stationarity, Johansen's cointegration test for long-term...
Persistent link: https://www.econbiz.de/10015333612
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Carbon credits and crude oil: An investigation of the price returns interaction in the international market
de Salles, André Assis; Lima, Renato Barros - In: Naše gospodarstvo / Our Economy 70 (2024) 1, pp. 1-12
This paper aims to verify the relationship between the international markets for crude oil and carbon credits. We studied the returns of prices practiced in these markets, focusing on the transmission of shocks between oil prices and carbon credit prices. The methodological approach used...
Persistent link: https://www.econbiz.de/10015062308
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Is there a relationship between macroeconomic variables and stock market indices in Bosnia and Herzegovina?
Abdić, Adem; Abdić, Ademir; Lazovic-Pita, Lejla; … - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 48-70
The economic growth and development of a country are reflected in many aspects, one of them being the stock market indices. The purpose of the article is to examine and determine the relationship between selected macroeconomic variables and stock market indices in Bosnia and Herzegovina (BiH)....
Persistent link: https://www.econbiz.de/10015130484
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Carbon credits and crude oil : an investigation of the price returns interaction in the international market
Salles, André Assis de; Lima, Renato Barros - In: Naše gospodarstvo : NG 70 (2024) 1, pp. 1-12
This paper aims to verify the relationship between the international markets for crude oil and carbon credits. We studied the returns of prices practiced in these markets, focusing on the transmission of shocks between oil prices and carbon credit prices. The methodological approach used...
Persistent link: https://www.econbiz.de/10014529944
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The determinants of unemployment : estimating a vector error correction model for Romania
Panaite, Nicoleta; Prohozescu, Nicoleta; Pintilescu, Carmen - In: Journal of Eastern Europe research in business & … 2022 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013389225
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Is gold a safe haven for the dynamic risk of foreign exchange?
Wang, Kuan Min; Nguyen Thi Thanh Binh; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17
This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector error correction model for testing the hypothesis of dynamic hedging characteristics of gold on exchange rate. As the existing literature has never considered that the foreign...
Persistent link: https://www.econbiz.de/10012668314
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Trade liberalization and customs revenue in Vietnam
Le Thi Anh Tuyet - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 213-224
Persistent link: https://www.econbiz.de/10012670659
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Cointegration analysis and VECM of FDI, employment, export and GDP in Croatia (2002–2017) with particular reference to the global crisis and poor macroeconomic governance
Škare, Marinko; Franc-Dąbrowska, Justyna; Cvek, Dajana - In: Equilibrium : quarterly journal of economics and … 15 (2020) 4, pp. 761-783
Persistent link: https://www.econbiz.de/10012436741
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Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono; Russel, Edwin; Putri, Almira Rizka; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
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Modelling CAR export from Slovakia to the United Kingdom: Vector error correction approach
Pitoňáková, Renáta - In: Review of Economic Perspectives 19 (2019) 4, pp. 249-264
The aim of the article is to identify determinants of export of road vehicles from Slovakia to the United Kingdom. The Error correction model is based on monthly data from January 2008 to November 2018. The modelling identifies short and long-run effects of real effective exchange rate,...
Persistent link: https://www.econbiz.de/10012384129
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