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  • Search: subject:"VECM model"
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Year of publication
Subject
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VECM model 36 Cointegration 17 Kointegration 17 Schätzung 13 Estimation 11 VECM Model 8 Economic growth 7 Welt 6 Wirtschaftswachstum 6 economic growth 6 World 5 Aktienindex 4 Börsenkurs 4 Causality analysis 4 India 4 Kausalanalyse 4 USA 4 VAR model 4 VAR-Modell 4 China 3 Financial sector 3 Finanzsektor 3 Granger causality 3 Private consumption 3 Privater Konsum 3 Stock index 3 Switzerland 3 Theorie 3 Theory 3 United States 3 Volatilität 3 Auslandsinvestition 2 Bayesian inference 2 Carbon credit 2 Cointegration Analysis 2 Commodity derivative 2 Coronavirus 2 Croatia 2 Crude Oil 2 Crude oil price 2
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Online availability
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Free 28 Undetermined 15 CC license 6
Type of publication
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Article 39 Book / Working Paper 10
Type of publication (narrower categories)
All
Article in journal 27 Aufsatz in Zeitschrift 27 Article 4 Working Paper 2
Language
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English 35 Undetermined 13 Russian 1
Author
All
Cheung, Yin-Wong 5 Cheung, Yan-Leung 3 Schmid, Frank 3 Alam, Qamar 2 Gandali Alikhani, Nadiya 2 Kar, Sabyasachi 2 Komijani, Akbar 2 Lima, Renato Barros 2 Mandal, Kumarjit 2 Naderi, Esmaeil 2 Pitoňáková, Renáta 2 Qi, Quanlong 2 Qi, Yangyang 2 Singh, Deepti 2 Abdić, Adem 1 Abdić, Ademir 1 Adolfson, Malin 1 Alikhani, Nadiya Gandali 1 Ananzeh, Izz Eddien Naif 1 Apergis, Iraklis 1 Apergēs, Nikolaos 1 Arouri, Mohamed 1 Ben Khelifa, Soumaya 1 Bieniek, Agnieszka 1 Bin, Leo 1 Bouchrika, Ali 1 Charfeddine, Lanouar 1 Chen, Dar-hsin 1 Cheung, Yin-wong 1 Cooray, Arusha 1 Cota, Boris 1 Cvek, Dajana 1 Delavari, Majid 1 Dolmatov, Ilya 1 Erjavec, Natasa 1 Fan, Lixian 1 Fokin, Nikita Denisovič 1 Franc-Dąbrowska, Justyna 1 Grima, Simon 1 Guesmi, Khaled 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 C.E.P.R. Discussion Papers 1 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 Annals of Tourism Research Empirical Insights 1 Annals of tourism research empirical insights 1 Applied economics 1 Applied economics letters 1 CEPR Discussion Papers 1 Economic systems 1 Energy economics 1 Equilibrium : quarterly journal of economics and economic policy 1 Future business journal 1 Giornale degli economisti e annali di economia 1 Insurance: Mathematics and Economics 1 International Journal of Energy Economics and Policy 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of energy sector management 1 International journal of financial research 1 International review of financial analysis 1 Inventi impact: international trade 1 Investment management and financial innovations 1 Journal of Asian finance, economics and business : JAFEB 1 Journal of Developing Areas 1 Journal of Eastern Europe research in business & economics : JEERBE 1 Journal of international financial markets, institutions & money 1 Journal of risk & control 1 Maritime policy and management : MPM 1 Modern economy 1 Naše gospodarstvo / Our Economy 1 Národohospodářský obzor : časopis věnovaný otázkám národohospdářským a sociálněpolitickým 1 Quality & Quantity: International Journal of Methodology 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 Swiss journal of economics and statistics 1
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Source
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ECONIS (ZBW) 27 RePEc 16 EconStor 6
Showing 1 - 10 of 49
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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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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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Is tourism expansion the key to economic growth in India? : An aggregate-level time series analysis
Singh, Deepti; Alam, Qamar - In: Annals of tourism research empirical insights 5 (2024) 2, pp. 1-8
The paper aims to probe the tourism-economic growth nexus in the case of India. The paper incorporates a more structural view of sector-specific macroeconomic variables like central government expenditure on tourism (CGET), investment in the tourism industry (IOT), foreign tourist arrivals, and...
Persistent link: https://www.econbiz.de/10015416078
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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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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 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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Is tourism expansion the key to economic growth in India? An aggregate-level time series analysis
Singh, Deepti; Alam, Qamar - In: Annals of Tourism Research Empirical Insights 5 (2024) 2, pp. 1-8
The paper aims to probe the tourism-economic growth nexus in the case of India. The paper incorporates a more structural view of sector-specific macroeconomic variables like central government expenditure on tourism (CGET), investment in the tourism industry (IOT), foreign tourist arrivals, and...
Persistent link: https://www.econbiz.de/10015610601
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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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