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  • Search: subject:"cointegration analysis"
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Year of publication
Subject
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Kointegration 15,174 Cointegration 15,163 Schätzung 5,058 Estimation 5,047 Theorie 2,982 Theory 2,980 Economic growth 2,476 Wirtschaftswachstum 2,473 Zeitreihenanalyse 2,294 Time series analysis 2,289 Causality analysis 2,171 Kausalanalyse 2,170 Panel 1,495 Panel study 1,493 VAR model 1,469 VAR-Modell 1,464 Schätztheorie 1,311 Estimation theory 1,310 Exchange rate 1,255 Wechselkurs 1,250 USA 1,246 United States 1,244 Börsenkurs 1,016 Share price 1,014 Kaufkraftparität 948 Purchasing power parity 946 Unit root test 943 Einheitswurzeltest 942 cointegration 935 Welt 896 World 893 India 865 Indien 862 Aktienmarkt 857 Stock market 854 Inflation 765 Oil price 693 Ölpreis 693 Volatility 616 Volatilität 615
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Online availability
All
Free 5,407 Undetermined 3,132 CC license 706
Type of publication
All
Article 10,686 Book / Working Paper 4,766 Other 4
Type of publication (narrower categories)
All
Article in journal 10,212 Aufsatz in Zeitschrift 10,212 Working Paper 2,568 Arbeitspapier 2,521 Graue Literatur 2,513 Non-commercial literature 2,513 Aufsatz im Buch 306 Book section 306 Hochschulschrift 127 Thesis 104 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 Article 14 Aufsatzsammlung 12 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 5 Government document 5 research-article 5 Interview 3 Rezension 3 Festschrift 2 Handbook 2 Handbuch 2 Bericht 1 Bibliografie 1 Conference Paper 1 Congress Report 1
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Language
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English 15,081 Undetermined 143 German 75 Spanish 43 French 40 Polish 15 Croatian 11 Czech 9 Russian 8 Italian 7 Portuguese 7 Slovak 5 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Norwegian 1 Slovenian 1 Albanian 1 Swedish 1 Chinese 1
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Author
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Caporale, Guglielmo Maria 163 Gil-Alaña, Luis A. 150 Lütkepohl, Helmut 98 Phillips, Peter C. B. 95 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 84 Dreger, Christian 83 Johansen, Søren 79 Nielsen, Morten Ørregaard 72 Rault, Christophe 66 Belke, Ansgar 65 Wagner, Martin 65 Wolters, Jürgen 63 Jusélius, Katarina 62 Shahbaz, Muhammad 58 Banerjee, Anindya 50 Chang, Tsangyao 46 Herzer, Dierk 46 Rahbek, Anders 41 Beckmann, Joscha 40 Saikkonen, Pentti 40 Westerlund, Joakim 40 Ramírez, Miguel D. 39 Smyth, Russell 39 Trenkler, Carsten 39 Pesaran, M. Hashem 37 Hall, Stephen G. 36 Gao, Jiti 35 Gupta, Rangan 34 Hassler, Uwe 34 Reimers, Hans-Eggert 34 Hecq, Alain W. J. 33 Apergēs, Nikolaos 31 Herwartz, Helmut 30 Strachan, Rodney W. 30 Lee, Chien-Chiang 29 Mignon, Valérie 29 Narayan, Seema 29 Boswijk, Herman Peter 28 McAleer, Michael 28
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 European University Institute / Department of Economics 27 National Bureau of Economic Research 20 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 12 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 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 EconWPA 5 Econometrisch Instituut <Rotterdam> 5 Ekonomiska forskningsinstitutet <Stockholm> 5 European University Institute / Department of Law 5 Konjunkturforschungsstelle <Zürich> 5 Svenska Handelshögskolan <Helsinki> 5 CESifo 4 Department of Economics, Leicester University 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 Centre for Microdata Methods and Practice <London> 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 Federal Reserve System / Board of Governors 3 Gottfried Wilhelm Leibniz Universität Hannover 3 Institut für Weltwirtschaft (IfW) 3 International Association of Agricultural Economists - IAAE 3 Johns Hopkins University / Department of Economics 3 National Institute of Economic and Social Research 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Sveriges Riksbank 3 University of Sheffield / Department of Economics 3
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Published in...
All
Applied economics 341 International Journal of Energy Economics and Policy : IJEEP 318 Economic modelling 239 Energy economics 214 Journal of econometrics 182 International journal of economics and financial issues : IJEFI 172 Applied economics letters 163 Economics letters 163 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 150 International journal of economics and finance 139 The empirical economics letters : a monthly international journal of economics 135 Cogent economics & finance 115 Theoretical and applied economics : GAER review 91 CESifo working papers 85 Economies : open access journal 81 Working paper 80 Econometric theory 79 International review of economics & finance : IREF 79 Econometric reviews 63 Journal of international money and finance 60 Journal of policy modeling : JPMOD ; a social science forum of world issues 58 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 56 Applied financial economics 55 Global business review 54 Journal of international financial markets, institutions & money 54 The Indian journal of economics 54 Economic research 53 Research in international business and finance 53 International journal of finance & economics : IJFE 51 Panoeconomicus 50 Oxford bulletin of economics and statistics 49 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 EUI working paper 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 48 The journal of developing areas 47 Iranian economic review : journal of University of Tehran 46 Journal of economic studies 46 Discussion paper / Tinbergen Institute 45 Journal of macroeconomics 45 Applied econometrics and international development 44
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Source
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ECONIS (ZBW) 15,181 RePEc 196 EconStor 62 BASE 12 Other ZBW resources 5
Showing 1 - 10 of 15,456
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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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Estimating the effects of oil prices on trade balance in Saudi Arabia : bounds testing to cointegration approach
Elfaki, Mansour Ahmed Elmansour; Elsharif, Mohamed … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 728-734
Persistent link: https://www.econbiz.de/10015417354
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Inflation and price discovery in advanced economies
Guirguis, Hany; Machol, Christopher; Brady, Patrick - In: Journal of applied economics 28 (2025) 1, pp. 1-10
While the recent global inflation appears to be under control, significant uncertainty remains surrounding the future potential of disinflationary trends and the renewal of inflationary pressure. Therefore, it is crucial to study the dynamics of price discovery across the inflation rates of some...
Persistent link: https://www.econbiz.de/10015625361
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Cointegration analysis of US M2 and gold price over the last half century
Synek, Richard - In: European financial and accounting journal : EFAJ 19 (2024) 1, pp. 1-19
In this article I have analysed the long-term relationship between US M2 money supply and the price of gold per troy ounce using Engle-Granger cointegration. The analysis shows the existence of long-term price dependency of gold in relation to US M2 money supply. M2 was used in two variants,...
Persistent link: https://www.econbiz.de/10015359303
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Demographics outlook, credit conditions, and property prices
Shimizu, Chihiro; Deng, Yongheng; Inoue, Tomo'o; … - 2024
Persistent link: https://www.econbiz.de/10014470529
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The role of the circular economy in economic development : an empirical investigation for panel of some selected European economies
Jabri, Abdelkarim; Yahyaoui, Rachid - In: Comparative economic research : Central and Eastern Europe 27 (2024) 4, pp. 151-172
This study examines the relationship between the circular economy and economic development in 14 EU countries for the period 2000-2020. Compared to previous work, we emphasize the importance of taking into account cross‑dependencies and heterogeneity between the countries making up the Panel....
Persistent link: https://www.econbiz.de/10015190744
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The impact of population aging on the household saving rate : the case of Japan
Horioka, Charles - 2026
Persistent link: https://www.econbiz.de/10015561467
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An unholy alliance : the relationship between organized crime and corruption in Italy
Chiariello, Valentina; Dincer, Oguzhan - 2026
We investigate the long-run relationship between organized crime and corruption using data from 20 Italian regions over 30 years. As Rose-Ackerman and Palifka (2018) argue, corruption and organized crime often go together. Our study contributes to the literature in several ways in terms of...
Persistent link: https://www.econbiz.de/10015596747
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Mean group and pooled mixed-frequency estimators of responses of low-frequency variables to high-frequency shocks
Chudik, Alexander; Kilian, Lutz - 2026
Persistent link: https://www.econbiz.de/10015606678
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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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