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  • Search: subject:"Vector error correction model (VECM)"
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Year of publication
Subject
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Cointegration 62 Kointegration 59 Vector Error Correction Model (VECM) 38 vector error correction model (VECM) 23 Vector error correction model (VECM) 21 Estimation 20 Schätzung 20 Causality analysis 19 Kausalanalyse 19 Economic growth 17 Wirtschaftswachstum 15 Börsenkurs 13 Share price 13 Time series analysis 13 Zeitreihenanalyse 13 VAR model 11 VAR-Modell 11 Estimation theory 10 Schätztheorie 10 India 9 Indien 9 Einheitswurzeltest 8 Unit root test 8 Aktienmarkt 7 Exchange rate 7 Granger causality 7 Inflation 7 Johansen cointegration test 7 National income 7 Nationaleinkommen 7 Stock market 7 Wechselkurs 7 Zivot-Andrews single-break unit root test 7 cointegration 7 Auslandsinvestition 6 Bruttoinlandsprodukt 6 Economic Growth 6 Foreign investment 6 Gross domestic product 6 inflation 6
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Online availability
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Free 43 Undetermined 26 CC license 5
Type of publication
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Article 80 Book / Working Paper 16 Other 1
Type of publication (narrower categories)
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Article in journal 60 Aufsatz in Zeitschrift 60 Article 8 Thesis 2 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 72 Undetermined 25
Author
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Ramírez, Miguel D. 7 Ramirez, Miguel 3 Sinha, Pankaj 3 Vij, Madhu 3 Ageli, Mohammed Moosa 2 Aslam, Muhammad 2 Barbera, Francesco 2 Bokhari, Rabia 2 Cheong, Kee-Cheok 2 Chun, Sungju 2 Furuoka, Fumitaka 2 Hassan Malik, Manzoor 2 Kaluge, David 2 Kamyabfar, Hamidreza 2 Komuves, Zsofia 2 Kőműves, Zsófia 2 Lee, Young Hwan 2 Liljeblom, Eva 2 Mahembe, Edmore 2 Mahmood, Yasar 2 Maskie, Ghozali 2 Mollah, Sabur 2 Musembi, Gabriel Raid 2 Odhiambo, Nicholas M. 2 Peykani, Pejman 2 Rajaguru, Gulasekaran 2 Rotter, Patrik 2 Sakti, Rachmad Kresna 2 Saraswati, Birgitta Dian 2 Sargolzaei, Mostafa 2 Shojaie, Seyed Ehsan 2 Tănăsescu, Cristina 2 Vardhan, Harsh 2 Velan, Nirmala 2 Yusof, Zarinah 2 Abdelbaki, Hisham 1 Abdelbary, Islam 1 Abul, Sadeq J. 1 Adžić, Sofija 1 Ali, Mostafa 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Department of Economics, Trinity College 2 Philippine Institute for Development Studies (PIDS), Government of the Philippines 2 Agricultural and Applied Economics Association - AAEA 1 Department of Economics, Faculty of Economic and Management Sciences 1 ILADES, Facultad de Economía y Negocios 1 International Institute of Social and Economic Sciences 1 Southern Agricultural Economics Association - SAEA 1
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Published in...
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MPRA Paper 5 Theoretical economics letters 4 Asian Academy of Management Journal of Accounting and Finance 2 Business and Economic Research : BER 2 Economic research 2 Global Business & Finance Review (GBFR) 2 Global business and finance review 2 International journal of economics and finance 2 Philippine Journal of Development 2 Working Papers / Department of Economics, Trinity College 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 1 African journal of science, technology, innovation and development : AJSTID 1 Applied Econometrics and International Development 1 Applied econometrics and international development 1 Applied economics letters 1 Atlantic Economic Journal 1 Atlantic economic journal : AEJ 1 Australian Journal of Management 1 Australian journal of management 1 Bangladesh journal of political economy 1 Bulletin of applied economics 1 Business analyst : a refereed journal of Shri Ram College of Commerce 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Economic modelling 1 Economics & finance notes 1 Economics letters 1 Economies 1 Economies : open access journal 1 Ekonomija : časopis za ekonomsku teoriju i politiku 1 Emerging markets review 1 Eurasian journal of business and economics : EJBE 1 Global Economic Review 1 Global business review 1 IIMB management review 1 ILADES-Georgetown University Working Papers 1 International Journal of Energy Economics and Policy : IJEEP 1 International Trade, Politics and Development (ITPD) 1 International journal of business policy and economics 1
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Source
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ECONIS (ZBW) 60 RePEc 24 EconStor 8 BASE 4 Other ZBW resources 1
Showing 1 - 10 of 97
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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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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 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/10015468906
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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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The relationship between economic growth and energy consumption disaggregated by sector : the case of Morocco
Tatou, Fatima Zahraa; Yousfi, Abdellah; Rahaoui, Tawfiq - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 538-544
Persistent link: https://www.econbiz.de/10014368280
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An investigation into the innovation-economic growth nexus in Mauritius
Neeliah, Harris; Seetanah, Boopen; Vencataya, Lomendra - In: African journal of science, technology, innovation and … 17 (2025) 2, pp. 188-199
Persistent link: https://www.econbiz.de/10015414581
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Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
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Will Southeast Asia be the next global manufacturing hub? : a multiway cointegration, causality, and dynamic connectedness analyses
Wang, Haibo; Sua, Lutfu S.; Huang, Jun; Ortiz, Jaime; … - In: Emerging markets review 63 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015178051
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Is there a nexus between inflation, exchange rate and unemployment in South Africa : an econometric analysis?
Semosa, Pheto; Kanayo, Ogujiuba - In: Montenegrin journal of economics 17 (2021) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10012435380
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Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji; Iitsuka, Yoshitaka - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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