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  • Search: subject:"error–correction model"
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Year of publication
Subject
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Cointegration 14,958 Kointegration 14,863 Schätzung 4,969 Estimation 4,954 Theorie 2,949 Theory 2,942 Economic growth 2,415 Wirtschaftswachstum 2,405 Zeitreihenanalyse 2,246 Time series analysis 2,234 Kausalanalyse 2,131 Causality analysis 2,130 Panel 1,461 Panel study 1,458 VAR model 1,443 VAR-Modell 1,443 Estimation theory 1,278 Schätztheorie 1,278 USA 1,245 United States 1,241 Exchange rate 1,237 Wechselkurs 1,232 cointegration 1,045 Börsenkurs 1,002 Share price 1,002 Purchasing power parity 934 Kaufkraftparität 932 Unit root test 932 Einheitswurzeltest 930 Welt 860 World 860 India 848 Aktienmarkt 846 Stock market 845 Indien 841 Inflation 747 Oil price 672 Ölpreis 672 Volatility 605 EU-Staaten 604
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Online availability
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Free 5,677 Undetermined 3,180 CC license 611
Type of publication
All
Article 10,813 Book / Working Paper 5,105 Other 17 Journal 1
Type of publication (narrower categories)
All
Article in journal 10,011 Aufsatz in Zeitschrift 10,011 Working Paper 2,609 Arbeitspapier 2,503 Graue Literatur 2,496 Non-commercial literature 2,496 Aufsatz im Buch 304 Book section 304 Hochschulschrift 128 Thesis 114 Article 64 Conference paper 57 Konferenzbeitrag 57 Collection of articles written by one author 50 Sammlung 50 research-article 25 Case study 20 Fallstudie 20 Collection of articles of several authors 19 Sammelwerk 19 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 15 Aufsatzsammlung 12 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 6 Government document 6 Congress Report 4 Interview 3 Preprint 3 Rezension 3 Festschrift 2 Handbook 2 Handbuch 2 Bericht 1 Bibliografie 1
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Language
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English 15,046 Undetermined 623 German 80 Spanish 59 French 44 Polish 16 Russian 13 Croatian 11 Czech 8 Portuguese 8 Italian 7 Slovak 4 Bulgarian 3 Turkish 3 Indonesian 2 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 162 Gil-Alaña, Luis A. 148 Lütkepohl, Helmut 106 Narayan, Paresh Kumar 92 Phillips, Peter C. B. 91 Bahmani-Oskooee, Mohsen 84 Nielsen, Morten Ørregaard 79 Johansen, Søren 78 Belke, Ansgar 66 Rault, Christophe 64 Wagner, Martin 62 Jusélius, Katarina 61 Dreger, Christian 60 Shahbaz, Muhammad 58 Banerjee, Anindya 49 Saikkonen, Pentti 49 Chang, Tsangyao 46 Herzer, Dierk 46 Trenkler, Carsten 46 Wolters, Jürgen 43 Beckmann, Joscha 42 Rahbek, Anders 42 Westerlund, Joakim 40 Ramírez, Miguel D. 39 Smyth, Russell 39 Gupta, Rangan 37 Pesaran, M. Hashem 37 Gao, Jiti 36 Hall, Stephen G. 36 Hassler, Uwe 34 Strachan, Rodney W. 33 Hecq, Alain W. J. 32 Apergēs, Nikolaos 31 Mignon, Valérie 31 Siliverstovs, Boriss 30 Lee, Chien-Chiang 29 Narayan, Seema 29 Odhiambo, Nicholas M. 29 Reimers, Hans-Eggert 29 Boswijk, Herman Peter 28
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 81 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 European University Institute / Department of Economics 27 Agricultural and Applied Economics Association - AAEA 21 National Bureau of Economic Research 20 Department of Economics, European University Institute 12 EconWPA 10 European Association of Agricultural Economists - EAAE 8 European Central Bank 8 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Centre for Analytical Finance <Århus> 7 Department of Econometrics and Business Statistics, Monash Business School 7 Department of Economics, Trinity College 7 International Association of Agricultural Economists - IAAE 7 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Centre for International Macroeconomics 6 Southern Agricultural Economics Association - SAEA 6 Tinbergen Instituut 6 Banque de France 5 CESifo 5 Department of Economics, Faculty of Economic and Management Sciences 5 Econometric Society 5 Econometrisch Instituut <Rotterdam> 5 Ekonomiska forskningsinstitutet <Stockholm> 5 European University Institute / Department of Law 5 Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung 5 Konjunkturforschungsstelle <Zürich> 5 Philippine Institute for Development Studies (PIDS), Government of the Philippines 5 School of Economics and Management, University of Aarhus 5 Svenska Handelshögskolan <Helsinki> 5 Cowles Foundation for Research in Economics, Yale University 4 Konjunkturinstitutet <Stockholm> 4 Land Economy and Environment Group, Scotland's Rural College 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
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Published in...
All
Applied economics 340 International Journal of Energy Economics and Policy : IJEEP 280 Economic modelling 240 Energy economics 211 Journal of econometrics 179 International journal of economics and financial issues : IJEFI 172 Applied economics letters 160 Economics letters 157 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 90 CESifo working papers 82 MPRA Paper 81 International review of economics & finance : IREF 79 Working paper 79 Econometric theory 78 Economies : open access journal 62 Econometric reviews 61 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 Research in international business and finance 53 Economic research 52 Panoeconomicus 52 The Indian journal of economics 52 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 International journal of finance & economics : IJFE 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 48 Oxford bulletin of economics and statistics 48 The journal of developing areas 47 Iranian economic review : journal of University of Tehran 46 Discussion paper / Tinbergen Institute 45 Journal of macroeconomics 44 The Pakistan development review : PDR 44 Applied econometrics and international development 43
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Source
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ECONIS (ZBW) 14,931 RePEc 754 EconStor 175 BASE 47 Other ZBW resources 29
Showing 1 - 10 of 15,936
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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
rate, using high-frequency daily data from January 2009 to March 2023. By employing a Vector Error Correction Model (VECM …
Persistent link: https://www.econbiz.de/10015393621
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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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Estimating deposit interest rate pass-through in central and Eastern European countries using wavelet transform and error correction model
Hajnal, Gábor; Hosszú, Zsuzsanna; Ozoróczy, Ákos Attila - 2024
Our study deals with interest rate pass-through for household and corporate deposits in the Central and Eastern European (CEE) region, focusing on the tightening cycle starting in the middle of 2021. This period is of particular interest for interest rate pass-through, as the sharp hikes by...
Persistent link: https://www.econbiz.de/10014500894
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Constructing divisia monetary aggregates for the Asian Tigers
Barnett, William A.; Lee, JongSoo; Mohiuddin, Naowar - 2024
Persistent link: https://www.econbiz.de/10015076830
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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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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
Persistent link: https://www.econbiz.de/10015196620
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Interrelationships among government participation, population and growth of per capita income : inquiry on top twenty income-holding countries in the world
Das, Ramesh Chandra - In: Economies : open access journal 13 (2025) 2, pp. 1-29
The literature on growth in economics encompasses two main facets of thinking: the applicability of diminishing productivity of capital, as has been in the neoclassical growth model with exogenous technological progress, and the applicability of non-diminishing productivity of capital, as has...
Persistent link: https://www.econbiz.de/10015210217
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Exploring the tourism and economic growth relationship in Vietnam : a cointegration analysis with model-specific structural breaks
Kumar, Ronald Ravinesh; Stauvermann, Peter; Lien Thi Mai Dau - In: Economies : open access journal 13 (2025) 2, pp. 1-47
In this study, we present a comprehensive analysis to examine the resilience of tourism in Vietnam since the Doi Moi period. Using an augmented Solow framework, data from 1986 to 2020, and the ARDL approach, we estimate the long-run and short-run effects, whilst accounting for model-specific...
Persistent link: https://www.econbiz.de/10015210381
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The necessity of new versions of bilateral trade balances and COVID-19 : the nonlinear ardl approach for the USA and Japan
Gocer, Ismet; Ongan, Serdar; Karamelikl, Huseyin; … - In: Foreign trade review : FTR ; quarterly journal of … 60 (2025) 1, pp. 109-136
Persistent link: https://www.econbiz.de/10015327352
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Causal threads : SMEs and macroeconomic indicators in Indonesia
Henryanto, Aria Ganna; Haniruzila Hanifah; Cahyadin, Malik - In: Journal of small business strategy 35 (2025) 2, pp. 82-95
Persistent link: https://www.econbiz.de/10015399146
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