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Search: subject:"vector error correction"
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Cointegration
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Caporale, Guglielmo Maria
166
Gil-Alaña, Luis A.
148
Lütkepohl, Helmut
100
Phillips, Peter C. B.
94
Narayan, Paresh Kumar
92
Bahmani-Oskooee, Mohsen
84
Johansen, Søren
79
Nielsen, Morten Ørregaard
79
Belke, Ansgar
73
Rault, Christophe
63
Wagner, Martin
63
Jusélius, Katarina
62
Dreger, Christian
59
Shahbaz, Muhammad
58
Banerjee, Anindya
50
Beckmann, Joscha
50
Chang, Tsangyao
46
Herzer, Dierk
46
Rahbek, Anders
41
Saikkonen, Pentti
40
Westerlund, Joakim
40
Wolters, Jürgen
40
Ramírez, Miguel D.
39
Smyth, Russell
39
Trenkler, Carsten
39
Gupta, Rangan
38
Pesaran, M. Hashem
37
Hall, Stephen G.
36
Gao, Jiti
35
Hassler, Uwe
34
Hecq, Alain W. J.
33
Apergēs, Nikolaos
31
Strachan, Rodney W.
31
Mignon, Valérie
30
Lee, Chien-Chiang
29
Narayan, Seema
29
Odhiambo, Nicholas M.
29
Reimers, Hans-Eggert
29
Boswijk, Herman Peter
28
McAleer, Michael
28
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
European University Institute / Department of Economics
27
National Bureau of Economic Research
20
Department of Economics, European University Institute
10
Agricultural and Applied Economics Association - AAEA
8
EconWPA
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Københavns Universitet / Økonomisk Institut
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Lunds Universitet / Nationalekonomiska Institutionen
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Centre for Analytical Finance <Århus>
7
International Association of Agricultural Economists - IAAE
7
William Davidson Institute <Ann Arbor, Mich.>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
CESifo
6
Centre for International Macroeconomics
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
5
Department of Econometrics and Business Statistics, Monash Business School
5
Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
5
European Association of Agricultural Economists - EAAE
5
European University Institute / Department of Law
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Svenska Handelshögskolan <Helsinki>
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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 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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
Australian Agricultural and Resource Economics Society - AARES
3
Centre for Microdata Methods and Practice <London>
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Department of Economics, Trinity College
3
Economics Department, Queen's University
3
Federal Reserve System / Board of Governors
3
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Applied economics
341
International Journal of Energy Economics and Policy : IJEEP
301
Economic modelling
240
Energy economics
213
Journal of econometrics
179
International journal of economics and financial issues : IJEFI
172
Economics letters
163
Applied economics letters
161
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
83
Working paper
80
Econometric theory
79
International review of economics & finance : IREF
79
Economies : open access journal
66
Econometric reviews
61
Journal of international money and finance
60
Journal of policy modeling : JPMOD ; a social science forum of world issues
59
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
The Indian journal of economics
52
International journal of finance & economics : IJFE
51
Panoeconomicus
51
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
Iranian economic review : journal of University of Tehran
47
The journal of developing areas
47
Discussion paper / Tinbergen Institute
45
Journal of economic studies
45
Journal of macroeconomics
45
Applied econometrics and international development
44
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Source
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ECONIS (ZBW)
15,071
RePEc
406
EconStor
111
BASE
39
Other ZBW resources
14
Showing
1
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10
of
15,641
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date (oldest first)
1
Climate change and inflation: the role of climate variables in inflation modelling
Nelson, Andell
;
Melville, Yannick
-
2025
Persistent link: https://www.econbiz.de/10015427569
Saved in:
2
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
Saved in:
3
Macroeconomic effects of raising oil prices : insights from Morocco
Ritahi, Oussama
;
Echaoui, Abdellah
- In:
International Journal of Energy Economics and Policy : IJEEP
15
(
2025
)
2
,
pp. 380-390
Persistent link: https://www.econbiz.de/10015416558
Saved in:
4
Inflation in transit : the freight-PPI connection
Michail, Nektarios
;
Melas, Konstantinos D.
- In:
Economics letters
256
(
2025
),
pp. 1-3
Persistent link: https://www.econbiz.de/10015474275
Saved in:
5
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
Saved in:
6
Fourier cointegration analysis of the relationship between interest and noninterest income in banks : the case of Azer Turk bank
Orudzhev, Elshar Gurban
;
Burjaliyeva, Nazrin Gurban
- In:
Economies : open access journal
13
(
2025
)
10
,
pp. 1-25
methodological contribution, the study derives explicit Fourier-based
Vector
Error
Correction
Model (VECM) equations, enabling the …
Persistent link: https://www.econbiz.de/10015475181
Saved in:
7
Who's the boss? : exploring public and private wage growth leadership in state-level education and health industries in Australia
O'Brien, Martin
;
Gollan, Paul J.
;
Gerth, Florian
- In:
Applied economics letters
32
(
2025
)
17
,
pp. 2485-2489
Persistent link: https://www.econbiz.de/10015508788
Saved in:
8
Decomposition of food price inflation in Sri Lanka
Malaviarachchi, Dinithi
;
Korale-Gedara, Pradeepa Malkanthi
- In:
Journal of the Asia Pacific economy
30
(
2025
)
4
,
pp. 1506-1525
Persistent link: https://www.econbiz.de/10015515752
Saved in:
9
Housing and credit cycles in Ireland$gFarah Mugrabi & Gerhard Rünstler
Mugrabi, Farah
;
Rünstler, Gerhard
-
2025
Persistent link: https://www.econbiz.de/10015481387
Saved in:
10
Reserves' influence on South Africa's total domestic debt : evidence from GFECRA
Buthelezi, Eugene Msizi
- In:
Cogent economics & finance
12
(
2024
)
1
,
pp. 1-18
October 1, 2023. Employing the
Vector
Error
Correction
(VEC) model, the results reveal a negative lag impact of GFECRA on the …
Persistent link: https://www.econbiz.de/10015340236
Saved in:
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