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Search: subject:"vector error correction model"
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Cointegration
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Caporale, Guglielmo Maria
165
Gil-Alaña, Luis A.
151
Lütkepohl, Helmut
101
Phillips, Peter C. B.
95
Narayan, Paresh Kumar
92
Bahmani-Oskooee, Mohsen
84
Johansen, Søren
79
Nielsen, Morten Ørregaard
79
Belke, Ansgar
66
Rault, Christophe
63
Wagner, Martin
63
Jusélius, Katarina
62
Shahbaz, Muhammad
58
Dreger, Christian
57
Banerjee, Anindya
53
Chang, Tsangyao
46
Herzer, Dierk
46
Beckmann, Joscha
42
Rahbek, Anders
41
Saikkonen, Pentti
40
Westerlund, Joakim
40
Wolters, Jürgen
40
Ramírez, Miguel D.
39
Smyth, Russell
39
Trenkler, Carsten
39
Pesaran, M. Hashem
38
Gupta, Rangan
37
Hall, Stephen G.
36
Gao, Jiti
35
Hassler, Uwe
34
Hecq, Alain W. J.
33
Apergēs, Nikolaos
31
Strachan, Rodney W.
31
Marcellino, Massimiliano
30
Mignon, Valérie
30
Lee, Chien-Chiang
29
Narayan, Seema
29
Odhiambo, Nicholas M.
29
Reimers, Hans-Eggert
29
Boswijk, Herman Peter
28
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European University Institute / Department of Economics
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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National Bureau of Economic Research
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Department of Economics, European University Institute
9
Københavns Universitet / Økonomisk Institut
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Centre for Analytical Finance <Århus>
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William Davidson Institute <Ann Arbor, Mich.>
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Department of Econometrics and Business Statistics, Monash Business School
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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European Association of Agricultural Economists - EAAE
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European University Institute / Department of Law
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Svenska Handelshögskolan <Helsinki>
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4
CESifo
4
EconWPA
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4
Loughborough University / Department of Economics
4
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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
Centre for Microdata Methods and Practice <London>
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Department of Economics, Faculty of Economic and Management Sciences
3
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3
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3
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3
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3
Johns Hopkins University / Department of Economics
3
Lehrstuhl für Statistik und Ökonometrie, Wirtschafts- und Sozialwissenschafltiche Fakultät
3
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Applied economics
341
International Journal of Energy Economics and Policy : IJEEP
318
Economic modelling
239
Energy economics
214
Journal of econometrics
182
International journal of economics and financial issues : IJEFI
172
Economics letters
163
Applied economics letters
162
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
91
CESifo working papers
86
Economies : open access journal
80
Working paper
80
Econometric theory
79
International review of economics & finance : IREF
79
Econometric reviews
63
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
The Indian journal of economics
55
Global business review
54
Journal of international financial markets, institutions & money
54
Research in international business and finance
53
Economic research
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
The journal of developing areas
47
Iranian economic review : journal of University of Tehran
46
Journal of economic studies
46
Discussion paper / Tinbergen Institute
45
Journal of macroeconomics
45
Applied econometrics and international development
44
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ECONIS (ZBW)
15,222
RePEc
262
EconStor
73
BASE
25
Other ZBW resources
12
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1
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10
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15,594
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1
Modeling stock yield reaction to environmental changes : does geopolitical risk matter? : a VECM framework in China
Elain, Mohammad I.
;
AlSabah, Mariam
;
Al Saber, Ahmad
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
16
(
2026
)
2
,
pp. 1083-1096
Persistent link: https://www.econbiz.de/10015620770
Saved in:
2
Oil price fluctuations and their impact on macroeconomic variables : the case of South Africa
Ngobeni, Mkateko
;
Dagume, Mbulaheni Albert
- In:
International Journal of Energy Economics and Policy : IJEEP
16
(
2026
)
2
,
pp. 1132-1141
Persistent link: https://www.econbiz.de/10015620784
Saved in:
3
Long-run transition vs. short-run adjustment : modeling Slovakia's macroprudential policy path
Kupkovič, Patrik
-
2026
Persistent link: https://www.econbiz.de/10015627250
Saved in:
4
Environmental taxes and food exports : assessing trade and sustainability dynamics in OECD countries
Gafsi, Nesrine
;
Bakari, Sayef
- In:
International Journal of Energy Economics and Policy : IJEEP
16
(
2026
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10015618832
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
If the (wage) cap fits? : an empirical analysis of private and public sector wage leadership
O'Brien, Martin
;
Gollan, Paul J.
- In:
The economic and labour relations review : ELRR
36
(
2025
)
2
,
pp. 546-562
Persistent link: https://www.econbiz.de/10015624840
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