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  • Search: subject:"exogeneity"
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Year of publication
Subject
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exogeneity 50 cointegration 30 Cointegration 23 weak exogeneity 23 Estimation theory 21 Schätztheorie 21 Exogeneity 18 Kausalanalyse 16 Causality analysis 15 VAR-Modell 15 block exogeneity 13 VAR model 12 causality 12 Kointegration 11 Time series analysis 11 Zeitreihenanalyse 11 Schätzung 10 endogeneity 10 Granger causality 9 Schock 9 Theorie 9 Weak Exogeneity 9 Theory 8 Shock 7 recursive decomposition 7 Estimation 6 Identification 6 International Relations/Trade 6 Lucas critique 6 Statistical test 6 Statistischer Test 6 USA 6 Argentina 5 Causality 5 Geldpolitik 5 Super exogeneity 5 United States 5 VAR 5 VEC models 5 Wirtschaftswachstum 5
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Online availability
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Free 201 CC license 7
Type of publication
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Book / Working Paper 155 Article 42 Other 4
Type of publication (narrower categories)
All
Working Paper 54 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 28 Article in journal 16 Aufsatz in Zeitschrift 16 Article 11 Preprint 1
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Language
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English 116 Undetermined 81 Hungarian 2 Portuguese 1 Spanish 1
Author
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Mouchart, Michel 7 Orsi, Renzo 7 Doko Tchatoka, Firmin 6 Strachan, Rodney 5 White, Halbert 5 Boug, Pål 4 Chalak, Karim 4 Dufour, Jean-Marie 4 Lindé, Jesper 4 Willems, Tim 4 Biewen, Martin 3 Koo, Won W. 3 Koukouritakis, Minoas 3 Kurita, Takamitsu 3 Lahura, Erick 3 Lanteri, Luis N. 3 Nielsen, Bent 3 Phillips, Peter C.B. 3 Santos, Carlos 3 Urbain, Jean-Pierre 3 Xu, Yongdeng 3 Zaman, Asad 3 Ashley, Richard A. 2 Baidoo, Samuel Tawiah 2 Banerjee, Anindya 2 Ben Kaabia, Monia 2 Bhuiyan, Rokon 2 Brüggemann, Ralf 2 Caetano, Gregorio 2 Caporale, Guglielmo Maria 2 Cappelen, Ådne 2 Carrera, Jorge 2 Cho, Guedae 2 Corrêa, Wilson Luiz Rotatori 2 Darko, Christian Kwasi 2 Demetrescu, Matei 2 Dijk, H.K. van 2 Dijk, Herman K. van 2 Drydakis, Nick 2 Duodu, Emmanuel 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 Cowles Foundation for Research in Economics, Yale University 4 Department of Economics, Boston College 4 Erasmus University Rotterdam, Econometric Institute 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Statistisk Sentralbyrå, Government of Norway 4 Centre for Economic Research, School of Economics and Management Studies 3 Econometric Society 3 School of Economics and Finance, Tasmanian School of Business and Economics 3 Banco Central de la República Argentina 2 Center for Research on Child Wellbeing, Woodrow Wilson School of Public and International Affairs 2 Department of Agribusiness and Applied Economics, North Dakota State University 2 Department of Economics, University of Crete 2 Economics Department, Queen's University 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Faculdade de Economia e Gestão, Universidade Católica Portuguesa 2 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 2 School of Economics, University of Adelaide 2 Türkiye Ekonomi Kurumu - TEK 2 Banco Central de Reserva del Perú 1 Banco de España 1 Bank of Greece 1 Bank of Japan 1 CESifo 1 Carleton University, Department of Economics 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Crawford School of Public Policy, Australian National University 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics and Related Studies, University of York 1 Department of Economics, College of Business Administration 1 Department of Economics, Oxford University 1 Department of Economics, School of Oriental and African Studies (SOAS) 1 Economics Section, Cardiff Business School 1 European Association of Agricultural Economists - EAAE 1 HAL 1 Institute for the Study of Labor (IZA) 1
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Published in...
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MPRA Paper 12 Boston College Working Papers in Economics 4 Cowles Foundation Discussion Papers 4 Discussion Papers 4 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 4 Econometric Institute Report 4 Econometric Institute Research Papers 4 Econometrics 4 Econometrics : open access journal 4 CORE discussion papers : DP 3 Econometric Society 2004 Far Eastern Meetings 3 IZA Discussion Papers 3 Keele Economics Research Papers 3 Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics 3 SSE/EFI Working Paper Series in Economics and Finance 3 Working Papers / School of Economics and Finance, Tasmanian School of Business and Economics 3 Agribusiness & Applied Economics Report 2 Agricultural Economics Research 2 BCRA Working Paper Series 2 Cardiff Economics Working Papers 2 Discussion Paper 2 Economics and finance working paper series 2 Ensayos Económicos 2 International Econometric Review (IER) 2 Queen's Economics Department Working Paper 2 School of Economics Working Papers 2 School of Economics working papers / The University of Adelaide, School of Economics 2 Tinbergen Institute Discussion Papers 2 Working Paper 2 Working Papers / Center for Research on Child Wellbeing, Woodrow Wilson School of Public and International Affairs 2 Working Papers / Department of Economics, University of Crete 2 Working Papers / Economics Department, Queen's University 2 Working Papers / Türkiye Ekonomi Kurumu - TEK 2 Working Papers de Economia (Economics Working Papers) 2 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 1 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 1 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brasil 1 ASARC Working Papers 1 Analele Universitătii Dunărea de Jos Galaţi 1 Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul 1
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Source
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RePEc 111 ECONIS (ZBW) 47 EconStor 38 BASE 5
Showing 1 - 10 of 201
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
Saved in:
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A properly ordered zero sign restrictions on VARX for a small open economy
Kim, Ki-Ho - 2025
Persistent link: https://www.econbiz.de/10015328914
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Testing for endogeneity : a moment-based Bayesian approach
Chib, Siddhartha; Shin, Minchul; Simoni, Anna - 2024
Persistent link: https://www.econbiz.de/10015340165
Saved in:
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Global oil price swings: Has their effect on Malta changed over time?
Ruisi, Germano - 2023
This paper develops a two-block Structural Vector Autoregression featuring time-varying parameters and stochastic volatility to estimate the changing spillover of global oil shocks into the Maltese economy during the period that goes from January 2008 to March 2022. The model is estimated by...
Persistent link: https://www.econbiz.de/10014551795
Saved in:
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Money supply determination process for Japan
Ongan, Serdar; Gocer, Ismet - In: Journal of Central Banking Theory and Practice 12 (2023) 1, pp. 249-261
, Yu and Greenwood-Nimmo, (2014) is applied. This model allows us to examine the endogeneity and exogeneity of the money …
Persistent link: https://www.econbiz.de/10014558518
Saved in:
Cover Image
Tests of no cross-sectional error dependence in panel quantile regressions
Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, … - 2023
This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the development of a novel test for panel QR misspecification...
Persistent link: https://www.econbiz.de/10014376027
Saved in:
Cover Image
Global oil price swings : has their effect on Malta changed over time?
Ruisi, Germano - 2023
This paper develops a two-block Structural Vector Autoregression featuring time-varying parameters and stochastic volatility to estimate the changing spillover of global oil shocks into the Maltese economy during the period that goes from January 2008 to March 2022. The model is estimated by...
Persistent link: https://www.econbiz.de/10014380679
Saved in:
Cover Image
Tests of no cross-sectional error dependence in panel quantile regressions
Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, … - 2023
This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the development of a novel test for panel QR misspecification...
Persistent link: https://www.econbiz.de/10014366629
Saved in:
Cover Image
Spillover effects of ECB policies in a SoE framework
Hoda, Bledar - 2023
Persistent link: https://www.econbiz.de/10014249631
Saved in:
Cover Image
Money supply determination process for Japan
Ongan, Serdar; Gocer, Ismet - In: Journal of central banking theory and practice 12 (2023) 1, pp. 249-261
, Yu and Greenwood-Nimmo, (2014) is applied. This model allows us to examine the endogeneity and exogeneity of the money …
Persistent link: https://www.econbiz.de/10014316628
Saved in:
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