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  • Search: subject:"distributed lag model"
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Year of publication
Subject
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Cointegration 14,862 Kointegration 14,859 Estimation 5,047 Schätzung 5,047 Theorie 3,231 Theory 3,230 Wirtschaftswachstum 2,433 Economic growth 2,432 Zeitreihenanalyse 2,301 Time series analysis 2,296 Causality analysis 2,148 Kausalanalyse 2,148 VAR model 1,471 VAR-Modell 1,470 Panel 1,466 Panel study 1,465 Estimation theory 1,337 Schätztheorie 1,337 USA 1,316 United States 1,313 Exchange rate 1,243 Wechselkurs 1,242 Börsenkurs 1,023 Share price 1,023 Einheitswurzeltest 942 Unit root test 942 Kaufkraftparität 935 Purchasing power parity 935 cointegration 919 Welt 883 World 883 Aktienmarkt 864 Stock market 862 India 856 Indien 855 Inflation 761 Lag model 717 Lag-Modell 717 Oil price 679 Ölpreis 679
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Online availability
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Free 5,183 Undetermined 3,081 CC license 628
Type of publication
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Article 10,747 Book / Working Paper 4,850 Other 3
Type of publication (narrower categories)
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Article in journal 10,323 Aufsatz in Zeitschrift 10,323 Working Paper 2,635 Arbeitspapier 2,631 Graue Literatur 2,616 Non-commercial literature 2,616 Aufsatz im Buch 333 Book section 333 Hochschulschrift 134 Thesis 108 Conference paper 60 Konferenzbeitrag 60 Collection of articles written by one author 53 Sammlung 53 Case study 20 Fallstudie 20 Collection of articles of several authors 19 Sammelwerk 19 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 15 Article 14 Aufsatzsammlung 14 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 6 Government document 6 research-article 6 Interview 3 Rezension 3 Festschrift 2 Handbook 2 Handbuch 2 Statistics 2 Statistik 2 Bericht 1 Bibliografie 1
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Language
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English 15,310 German 84 Spanish 46 Undetermined 45 French 42 Polish 15 Croatian 12 Russian 8 Czech 7 Italian 7 Portuguese 7 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Hungarian 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 161 Gil-Alaña, Luis A. 148 Lütkepohl, Helmut 94 Phillips, Peter C. B. 92 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 84 Johansen, Søren 78 Nielsen, Morten Ørregaard 72 Belke, Ansgar 67 Rault, Christophe 62 Wagner, Martin 62 Jusélius, Katarina 61 Shahbaz, Muhammad 60 Dreger, Christian 57 Banerjee, Anindya 49 Herzer, Dierk 48 Chang, Tsangyao 46 Rahbek, Anders 41 Beckmann, Joscha 40 Westerlund, Joakim 40 Ramírez, Miguel D. 39 Saikkonen, Pentti 39 Smyth, Russell 39 Trenkler, Carsten 39 Hall, Stephen G. 38 Pesaran, M. Hashem 37 Wolters, Jürgen 37 Gao, Jiti 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 32 Apergēs, Nikolaos 31 Strachan, Rodney W. 30 Lee, Chien-Chiang 29 Mignon, Valérie 29 Narayan, Seema 29 Reimers, Hans-Eggert 29 Boswijk, Herman Peter 28 McAleer, Michael 28 Odhiambo, Nicholas M. 28
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 49 National Bureau of Economic Research 34 European University Institute / Department of Economics 27 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Centre for Analytical Finance <Århus> 7 Centre for International Macroeconomics 7 Ekonomiska forskningsinstitutet <Stockholm> 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Econometrisch Instituut <Rotterdam> 5 European University Institute / Department of Law 5 Konjunkturforschungsstelle <Zürich> 5 Loughborough University / Department of Economics 5 Svenska Handelshögskolan <Helsinki> 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Konjunkturinstitutet <Stockholm> 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 University of Strathclyde / Department of Economics 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 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 Uppsala universitet / Nationalekonomiska institutionen 3 Australian National University / Faculty of Economics and Commerce 2 Brown University / Department of Economics 2 Centre for International Economic Studies 2 Centre for Quantitative Economics & Computing 2 Department of Agribusiness and Applied Economics, North Dakota State University 2 Economic Research Forum for the Arab Countries, Iran and Turkey 2
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Published in...
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Applied economics 345 International Journal of Energy Economics and Policy : IJEEP 285 Economic modelling 243 Energy economics 214 Journal of econometrics 181 International journal of economics and financial issues : IJEFI 174 Economics letters 168 Applied economics letters 163 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 153 International journal of economics and finance 140 The empirical economics letters : a monthly international journal of economics 137 Cogent economics & finance 118 Theoretical and applied economics : GAER review 91 CESifo working papers 83 Working paper 82 International review of economics & finance : IREF 80 Econometric theory 79 Econometric reviews 65 Economies : open access journal 63 Journal of international money and finance 60 Journal of policy modeling : JPMOD ; a social science forum of world issues 60 Applied financial economics 57 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 57 Global business review 54 Journal of international financial markets, institutions & money 54 Research in international business and finance 54 Economic research 52 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 52 The Indian journal of economics 52 Oxford bulletin of economics and statistics 50 Panoeconomicus 50 Discussion papers of interdisciplinary research project 373 49 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 49 International journal of finance & economics : IJFE 48 Iranian economic review : journal of University of Tehran 48 Journal of macroeconomics 48 The journal of developing areas 47 Discussion paper / Tinbergen Institute 46 Applied econometrics and international development 44 International journal of forecasting 44
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Source
All
ECONIS (ZBW) 15,522 RePEc 49 EconStor 18 Other ZBW resources 6 BASE 5
Showing 641 - 650 of 15,600
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Engle & Granger cointegration test for gdp and public consumption in the Republic of North Macedonia
Ivanovski, Zoran; Ivanovska, Nadica; Korunovska, Vesna - In: UTMS journal of economics / University of Tourism and … 13 (2022) 2, pp. 214-220
In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first, residual regression test table and second, Engle & Granger...
Persistent link: https://www.econbiz.de/10013489691
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Does social investment influence poverty and economic growth in South Africa : a cointegration analysis?
Kanayo, Ogujiuba; Mngometulu, Ntombifuthi - In: Economies : open access journal 10 (2022) 9, pp. 1-23
Despite having a middle-income status, many South African households are either already in or are about to fall into poverty. The income and wealth distribution in South Africa is among the most uneven in the world, and many households lack even the most basic access to healthcare, clean energy,...
Persistent link: https://www.econbiz.de/10013493145
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The impact of government expenditure in agriculture and other selected variables on the value of agricultural production in South Africa (1983-2019) : vector autoregressive approach
Ngobeni, Etian; Muchopa, Chiedza L. - In: Economies : open access journal 10 (2022) 9, pp. 1-17
South African agriculture has the potential to stimulate growth in other economic sectors, but dwindling budgetary allocations to agriculture over time and the nature of other impacting factors on the value of agricultural production have not received much attention in recent times. Therefore,...
Persistent link: https://www.econbiz.de/10013493203
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Connectedness of green investments and uncertainties : new evidence from emerging markets
Ogbonna, Ahamuefula Ephraim; Olubusoye, Olusanya Elisa - In: Fulbright review of economics and policy 2 (2022) 2, pp. 136-160
)-type distributed lag model that simultaneously accounts for persistence, endogeneity and conditional heteroscedasticity, within a …’ green returns and global oil prices. Second, it employs WN-type distributed lag model that is well suited to account for …
Persistent link: https://www.econbiz.de/10013549801
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The dynamics of asymmetry among fertility, income inequality and financial development in Bangladesh
Husain, Humaira - In: World development sustainability 1 (2022) 1, pp. 1-9
This research studies the extent of asymmetric responses of general fertility rate with financial development and income inequality in Bangladesh utilizing annual data from 1984-2019. We employ both linear and non- linear autoregressive distributed lag methodologies. Our study identifies a long...
Persistent link: https://www.econbiz.de/10013553635
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The dynamic impact of taxation on the economic growth of Sri Lanka : an ARDL bounds testing approach
Asel, Hettiarachchi; Janaka, Fernando; Ananda, Rathnayake - In: Vidyodaya journal of management : VJM 8 (2022) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014233563
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The impact of oil prices on the capital expenditures of the state budget in Azerbaijan
Ahmadov, Baghish - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 6, pp. 383-388
Persistent link: https://www.econbiz.de/10014233707
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Modelling aggregate energy consumption for growth in Nigeria
Adekunle, Ahmed Oluwatobi; Abdulmumin, Biliqees Ayoola; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 6, pp. 389-395
Persistent link: https://www.econbiz.de/10014233712
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Do the income and price changes affect consumption in the emerging 7 countries? : empirical evidence using quantile ARDL model
Gohar, Raheel; Bagadeem, Salim; Chang, Bisharat Hussain; … - In: Annals of financial economics 17 (2022) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10014234527
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Betting and financial markets are cointegrated on election night
Auld, Tom - 2022
We present a model linking prices of political binary options to financial assets that applies in the very particular circumstance of the overnight session following an election. Contrary to most of the existing literature, the model is derived from economic first principles and applies in a...
Persistent link: https://www.econbiz.de/10014236256
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