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  • Search: subject:"cointegration test"
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Year of publication
Subject
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Kointegration 4,924 Cointegration 4,920 Schätzung 1,689 Estimation 1,688 Theorie 1,018 Theory 1,017 Economic growth 893 Wirtschaftswachstum 892 Time series analysis 799 Zeitreihenanalyse 799 Causality analysis 603 Kausalanalyse 603 VAR model 561 VAR-Modell 557 Panel 526 Panel study 524 Schätztheorie 511 Estimation theory 510 Exchange rate 396 Wechselkurs 396 Börsenkurs 318 Share price 318 Welt 317 World 317 cointegration 317 Oil price 290 Ölpreis 289 Purchasing power parity 283 Inflation 282 Kaufkraftparität 281 USA 277 United States 277 Einheitswurzeltest 248 Unit root test 248 Energiekonsum 237 Energy consumption 236 Nigeria 225 Aktienmarkt 223 Geldpolitik 223 Stock market 223
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Online availability
All
Free 5,044 CC license 610
Type of publication
All
Book / Working Paper 3,269 Article 1,770 Other 5
Type of publication (narrower categories)
All
Working Paper 1,842 Arbeitspapier 1,830 Graue Literatur 1,810 Non-commercial literature 1,810 Article in journal 1,722 Aufsatz in Zeitschrift 1,722 Hochschulschrift 29 Thesis 16 Article 11 Collection of articles written by one author 10 Forschungsbericht 10 Sammlung 10 Conference paper 9 Konferenzbeitrag 9 Konferenzschrift 7 Collection of articles of several authors 5 Sammelwerk 5 Aufsatz im Buch 3 Book section 3 Aufsatzsammlung 2 Interview 2 Bericht 1 Case study 1 Fallstudie 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 4,943 Undetermined 75 German 6 Polish 4 French 3 Spanish 3 Indonesian 2 Romanian 2 Turkish 2 Czech 1 Norwegian 1 Russian 1 Slovenian 1
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Author
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Caporale, Guglielmo Maria 104 Gil-Alaña, Luis A. 78 Phillips, Peter C. B. 51 Johansen, Søren 45 Wagner, Martin 42 Nielsen, Morten Ørregaard 40 Dreger, Christian 36 Belke, Ansgar 35 Lütkepohl, Helmut 32 Rault, Christophe 30 Gao, Jiti 27 Jusélius, Katarina 27 Beckmann, Joscha 22 Banerjee, Anindya 20 Strachan, Rodney W. 20 Pesaran, M. Hashem 19 Rahbek, Anders 19 Siliverstovs, Boriss 18 Dijk, Herman K. van 17 Johansen, Soren 17 McAleer, Michael 17 Odhiambo, Nicholas M. 17 Sibbertsen, Philipp 17 Trenkler, Carsten 17 Boswijk, Herman Peter 15 Cavaliere, Giuseppe 15 Cheung, Yin-Wong 15 Nielsen, Bent 15 Rabanal, Pau 15 Westerlund, Joakim 15 Wolters, Jürgen 15 Herzer, Dierk 14 Koop, Gary 14 Rubio-Ramírez, Juan Francisco 14 Taylor, Robert 14 Weber, Enzo 14 Breitung, Jörg 13 Hecq, Alain W. J. 13 Beyer, Andreas 12 Cramon-Taubadel, Stephan von 12
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 National Bureau of Economic Research 20 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 17 Lunds Universitet / Nationalekonomiska Institutionen 8 Aarhus Universitet / Afdeling for Nationaløkonomi 6 European University Institute / Department of Economics 6 Department of Economics, Trinity College 5 Econometrisch Instituut <Rotterdam> 5 European University Institute / Department of Law 5 Konjunkturforschungsstelle <Zürich> 5 School of Economics and Political Science <Sydney> 4 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 University of Dundee / Department of Economic Studies 4 Centre for Microdata Methods and Practice <London> 3 Johns Hopkins University / Department of Economics 3 National Institute of Economic and Social Research 3 University of Sheffield / Department of Economics 3 University of Southampton / Department of Economics 3 University of Strathclyde / Department of Economics 3 Agricultural and Applied Economics Association - AAEA 2 Economic Research Forum for the Arab Countries, Iran and Turkey 2 Ekonomiska forskningsinstitutet <Stockholm> 2 European Commission / Statistical Office of the European Communities 2 HAL 2 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Københavns Universitet / Økonomisk Institut 2 Nationalekonomiska Institutionen <Göteborg> 2 Nuffield College 2 Philippine Institute for Development Studies <Makati> 2 Universitetet i Oslo / Økonomisk institutt 2 University of Cambridge / Department of Applied Economics 2 African Association of Agricultural Economists - AAAE 1 Bonn Graduate School of Economics 1 CESifo 1 Center for Economic Research <Tilburg> 1 Centre for the Study of African Economies 1 Centro Ricerche Nord Sud (CRENoS) 1 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Crawford School of Public Policy, Australian National University 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1
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Published in...
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International Journal of Energy Economics and Policy : IJEEP 278 International journal of economics and financial issues : IJEFI 171 Cogent economics & finance 115 CESifo working papers 66 Economies : open access journal 62 Working paper 49 Iranian economic review : journal of University of Tehran 42 Discussion papers of interdisciplinary research project 373 41 CREATES research paper 40 Discussion papers / Deutsches Institut für Wirtschaftsforschung 39 IMF working papers 38 Discussion paper / Tinbergen Institute 37 CBN journal of applied statistics 36 Discussion papers / Department of Economics, University of Copenhagen 34 Journal of risk and financial management : JRFM 33 Econometrics : open access journal 32 Cowles Foundation discussion paper 30 Economics and finance working paper series 28 CESifo Working Paper Series 27 IHS economics series : working paper 27 Ruhr economic papers 25 Working paper / Department of Econometrics and Business Statistics, Monash University 25 Working paper series / European Central Bank 24 IMF working paper 23 Montenegrin journal of economics 23 EuroEconomica 21 Future Business Journal 21 Pakistan journal of commerce and social sciences 21 SFB 649 discussion paper 21 Financial innovation : FIN 20 Working paper series / European Central Bank ; Eurosystem 20 Reihe Ökonomie 19 Working paper series 19 DIW Berlin Discussion Paper 18 Journal of Asian finance, economics and business : JAFEB 18 Economics : the open-access, open-assessment e-journal 17 NBER Working Paper 17 NBER working paper series 17 Romanian journal of economic forecasting 17 Cowles Foundation Discussion Paper 16
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Source
All
ECONIS (ZBW) 4,921 RePEc 93 EconStor 23 BASE 7
Showing 1 - 10 of 5,044
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Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach
Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14
Globalization and liberalization have heightened the volatility and complexity of financial markets, prompting investors to diversify their portfolios across different asset classes. This study investigates the dynamic interrelationships among the Indian stock market benchmark index (Nifty 50),...
Persistent link: https://www.econbiz.de/10015393621
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Geopolitical risk and tourism in Turkey
Tütüncü, Asiye - In: Review of economics and political science : REPS 9 (2024) 4, pp. 382-398
augmented least squares-the autoregressive distributive lag (RALS-ADL) cointegration test and the dynamic ordinary least squares … normal distribution. Findings - The RALS-ADL cointegration test result shows that there is a cointegration relationship …-ADL cointegration test, which produces robust estimators. …
Persistent link: https://www.econbiz.de/10015046320
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Do bitcoin shocks truly Cointegrate with financial and commodity markets?
Özer, Mustafa; Frömmel, Michael; Kamişli, Melik; … - In: International review of financial analysis 95 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10015147823
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Circular behavior of oil consumption and the impact of oil prices with the Fourier approach
Oltulular, Sabiha - In: Energy strategy reviews 53 (2024), pp. 1-13
In the changing world, oil continues to be important in energy production. Using monthly data from 1965 to 2022, the permanency of oil consumption fluctuations was investigated. Fourier-based Granger causality tests were used to examine cause-and-effect relationships between variables. Long-term...
Persistent link: https://www.econbiz.de/10014632395
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Modelling the relationship between air pollution and economic growth in Somalia
Mohamud, Mohamud Hussein; Hassan, Ali Yusuf - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 558-565
Persistent link: https://www.econbiz.de/10015120769
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Global liquidity and commodity prices uncertainty using SFAVEC model
Kyei-Mensah, Justice - In: Research in globalization 8 (2024), pp. 1-17
This paper examines the impact of global liquidity on global commodity prices and asset prices in some major developing and developed economies. Specifically, the global liquidity on global commodity prices and asset prices is investigated using data from six major developing and emerging...
Persistent link: https://www.econbiz.de/10015047800
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COVID-19 pandemic, oil prices and Saudi stock market : empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach
Boukhatem, Jamel; Alhazmi, Ali M. - In: Future Business Journal 10 (2024) 1, pp. 1-14
In 2020, the world experienced several significant events, including the coronavirus (COVID-19) pandemic and the collapse of international crude oil prices. The rapid spread of this pandemic has dramatic impacts on financial markets all over the world, thereby increasing market risk aversion in...
Persistent link: https://www.econbiz.de/10015411014
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Foreign direct investment, foreign aid and economic growth nexus in Kenya : a cointegration and causality analysis
Magombeyi, Mercy Tsitsi; Odhiambo, Nicholas M. - In: Croatian review of economic, business and social … 9 (2023) 2, pp. 79-91
The increasing role of foreign capital inflows in reducing the disparity between government revenues and costs as well as impellent economic growth has motivated this study to establish the direction of causality between foreign direct investment (FDI), foreign aid, and economic growth in Kenya....
Persistent link: https://www.econbiz.de/10014480930
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Human capital and economic growth in India : a time series analysis using educational variables from 1982-2017
Naik, Surendra Kumar; Bairagya, Indrajit - 2023
Persistent link: https://www.econbiz.de/10014556593
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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