//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of forecasting"
~isPartOf:"Journal of macroeconomics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Engle-Granger test"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
77
Kointegration
77
Forecasting model
28
Prognoseverfahren
28
Theorie
26
Theory
26
Estimation
20
Schätzung
20
Time series analysis
17
USA
17
United States
17
Zeitreihenanalyse
17
VAR model
14
VAR-Modell
14
Estimation theory
8
Schätztheorie
8
Einheitswurzeltest
7
Exchange rate
7
Kaufkraftparität
7
Panel
7
Panel study
7
Purchasing power parity
7
Unit root test
7
Wechselkurs
7
Großbritannien
6
Inflation
6
United Kingdom
6
Investition
5
Investment
5
Nichtlineare Regression
5
Nonlinear regression
5
Business cycle
4
Elasticity of substitution
4
Forecast
4
Frühindikator
4
Konjunktur
4
Leading indicator
4
Private consumption
4
Privater Konsum
4
Prognose
4
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
77
Author
All
Anderson, Richard G.
4
Hoffman, Dennis L.
4
Rasche, Robert H.
4
Banerjee, Anindya
2
Chigira, Hiroaki
2
Choudhry, Taufiq
2
Fisher, Lance A.
2
Hecq, Alain W. J.
2
Huh, Hyeon-seung
2
Junttila, Juha
2
Lastrapes, William Dean
2
Lyhagen, Johan
2
Russell, Bill
2
Smith, James
2
Swanson, Norman R.
2
Yamamoto, Taku
2
Ahking, Francis W.
1
Akram, Qaisar Farooq
1
Albulescu, Claudiu Tiberiu
1
Amisano, Gianni
1
Antony, Jürgen
1
Baesens, Bart
1
Baghestani, Hamid
1
Bajo Rubio, Oscar
1
Basse, Tobias
1
Beqiraj, Elton
1
Bessler, David A.
1
Brasseur, Carin
1
Busetti, Fabio
1
Camarero Olivas, Mariam
1
Chan, Alan
1
Chen, Shiu-sheng
1
Chou, Yu-Hsi
1
Christopulos, Dēmētrēs K.
1
Chu, Kam Hon
1
Chua, Chew Lian
1
Clark, Todd E.
1
Crespo Cuaresma, Jesús
1
Da̜browski, Marek A.
1
De Moor, Bart L. R.
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of macroeconomics
Applied economics
344
International Journal of Energy Economics and Policy : IJEEP
316
Economic modelling
263
Energy economics
223
International journal of economics and financial issues : IJEFI
184
Applied economics letters
177
Journal of econometrics
161
Economics letters
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
The empirical economics letters : a monthly international journal of economics
155
International journal of economics and finance
149
Cogent economics & finance
104
Theoretical and applied economics : GAER review
100
CESifo working papers
84
International review of economics & finance : IREF
81
Econometric theory
77
Working paper
74
Journal of international money and finance
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Economies : open access journal
62
Economic research
60
Econometric reviews
59
Journal of policy modeling : JPMOD ; a social science forum of world issues
59
Research in international business and finance
59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
55
International journal of finance & economics : IJFE
54
The North American journal of economics and finance : a journal of financial economics studies
53
The Indian journal of economics
52
The journal of developing areas
52
Panoeconomicus
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Modern economy
47
Oxford bulletin of economics and statistics
47
EUI working paper / ECO
46
Applied econometrics and international development
45
International review of financial analysis
45
Discussion papers / Department of Economics, University of Copenhagen
44
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
50
of
77
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Assessing the usefulness of survey-based data in forecasting firms' capital formation : evidence from Italy
Giordano, Claire
;
Marinucci, Marco
;
Silvestrini, Andrea
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 491-513
Persistent link: https://www.econbiz.de/10013166157
Saved in:
2
The micro-foundations of an open economy money demand : an application to central and eastern European countries
Albulescu, Claudiu Tiberiu
;
Pépin, Dominique
;
Miller, …
- In:
Journal of macroeconomics
60
(
2019
),
pp. 33-45
Persistent link: https://www.econbiz.de/10012242573
Saved in:
3
Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.
;
Jacobs, Jan
;
Stamatogiannis, Michalis P.
- In:
Journal of macroeconomics
60
(
2019
),
pp. 396-407
Persistent link: https://www.econbiz.de/10012243203
Saved in:
4
Public debt sustainability : an empirical study on OECD countries
Beqiraj, Elton
;
Fedeli, Silvia
;
Forte, Francesco
- In:
Journal of macroeconomics
58
(
2018
),
pp. 238-248
Persistent link: https://www.econbiz.de/10012128313
Saved in:
5
Panel cointegration estimates of the user cost elasticity
Schaller, Huntley
;
Voia, Marcel-Christian
- In:
Journal of macroeconomics
53
(
2017
),
pp. 235-250
Persistent link: https://www.econbiz.de/10011753437
Saved in:
6
Forecasting government bond yields with neural networks considering cointegration
Wegener, Christoph
;
Spreckelsen, Christian von
;
Basse, …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
Saved in:
7
Fiscal multipliers in a structural VEC model with mixed normal errors
Puonti, Päivi
- In:
Journal of macroeconomics
48
(
2016
),
pp. 144-154
Persistent link: https://www.econbiz.de/10011707752
Saved in:
8
The response of capital goods shipments to demand over the business cycle
Nalewaik, Jeremy
;
Pinto, Eugénio
- In:
Journal of macroeconomics
43
(
2015
),
pp. 62-80
Persistent link: https://www.econbiz.de/10011506965
Saved in:
9
Revisiting the relationship between exchange rates and fundamentals
Chen, Shiu-sheng
;
Chou, Yu-Hsi
- In:
Journal of macroeconomics
46
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011578034
Saved in:
10
A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
11
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Saved in:
12
Exchange rates and monetary fundamentals in CEE countries : evidence from a panel approach
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
Journal of macroeconomics
41
(
2014
),
pp. 148-159
Persistent link: https://www.econbiz.de/10010514749
Saved in:
13
Non-linear adjustments to intranational PPP
Woo, Kai-yin
;
Lee, Shu-kam
;
Chan, Alan
- In:
Journal of macroeconomics
40
(
2014
),
pp. 360-371
Persistent link: https://www.econbiz.de/10010496457
Saved in:
14
Forecasting mixed-frequency time series with ECM-MIDAS models
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
Journal of forecasting
33
(
2014
)
3
,
pp. 198-213
Persistent link: https://www.econbiz.de/10010424835
Saved in:
15
Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.
;
Silva, Eliud
;
Gómez, Nicolás
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10010424886
Saved in:
16
Weak-form and strong-form purchasing power parity between the US and Mexico : a panel cointegration investigation
Robertson, Raymond
;
Kumar, Anil
;
Dutkowsky, Donald H.
- In:
Journal of macroeconomics
42
(
2014
),
pp. 241-262
Persistent link: https://www.econbiz.de/10011286615
Saved in:
17
Policing the chain gang : panel cointegration analysis of the stability of the Suffolk System ; 1825 - 1858
Young, Andrew T.
;
Dove, John A.
- In:
Journal of macroeconomics
37
(
2013
),
pp. 182-196
Persistent link: https://www.econbiz.de/10010237917
Saved in:
18
Fertility, economic growth, and human development causal determinants of the developed lifestyle
Hafner, Kurt
;
Mayer-Foulkes, David
- In:
Journal of macroeconomics
38
(
2013
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10010239080
Saved in:
19
Testing for rational bubbles in the US housing market
Kivedal, Bjørnar Karlsen
- In:
Journal of macroeconomics
38
(
2013
)
2
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010372006
Saved in:
20
What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
Keating, John William
- In:
Journal of macroeconomics
38
(
2013
)
2
,
pp. 203-217
Persistent link: https://www.econbiz.de/10010372017
Saved in:
21
Quantile cointegration analysis of the Fisher hypothesis
Tsong, Ching-chuan
;
Lee, Cheng-feng
- In:
Journal of macroeconomics
35
(
2013
),
pp. 186-198
Persistent link: https://www.econbiz.de/10009723973
Saved in:
22
The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
Saved in:
23
VECM estimations of the PPP reversion rate revisited : the conventional role of relative price adjustment restored
Kim, Hyeongwoo
- In:
Journal of macroeconomics
34
(
2012
)
1
,
pp. 223-238
Persistent link: https://www.econbiz.de/10009624449
Saved in:
24
Asymmetric exchange rate pass-through : evidence from major countries
Delatte, Anne-Laure
;
López-Villavicencio, Antonia
- In:
Journal of macroeconomics
34
(
2012
)
3
,
pp. 833-844
Persistent link: https://www.econbiz.de/10009690439
Saved in:
25
Common trends and common cycles among interest rates on the G7-countries
Lindenberg, Nannette
;
Westermann, Frank
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1125-1140
Persistent link: https://www.econbiz.de/10009703299
Saved in:
26
Structural cointegrated models of US consumption and wealth
Fisher, Lance A.
;
Huh, Hyeon-seung
;
Otto, Glenn D.
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1111-1124
Persistent link: https://www.econbiz.de/10009703300
Saved in:
27
Nonlinearity and time-variation in the monetary model of exchange rates
Junttila, Juha
;
Korhonen, Marko
- In:
Journal of macroeconomics
33
(
2011
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009248399
Saved in:
28
Bank mergers, branch networks and economic growth : theory and evidence from Canada ; 1889 – 1926
Chu, Kam Hon
- In:
Journal of macroeconomics
32
(
2010
)
1
,
pp. 265-283
Persistent link: https://www.econbiz.de/10003975957
Saved in:
29
A monetary real-time conditional forecast of euro area inflation
Kaufmann, Sylvia
;
Kugler, Peter
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 388-405
Persistent link: https://www.econbiz.de/10003989766
Saved in:
30
Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos
;
Pittis, Nikitas
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 612-630
Persistent link: https://www.econbiz.de/10003902230
Saved in:
31
Forecasting in large cointegrated processes
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003902236
Saved in:
32
Can consumer sentiment and its components forecast Australian GDP and consumption?
Chua, Chew Lian
;
Tsiaplias, Sarantis
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 698-711
Persistent link: https://www.econbiz.de/10003918206
Saved in:
33
Long-run relationships between labor and capital : indirect evidence on the elasticity of substitution
Juselius, Mikael
- In:
Journal of macroeconomics
30
(
2008
)
2
,
pp. 739-756
Persistent link: https://www.econbiz.de/10003765439
Saved in:
34
That elusive elasticity and the ubiquitous bias : is panel data a panacea?
Smith, James
- In:
Journal of macroeconomics
30
(
2008
)
2
,
pp. 760-779
Persistent link: https://www.econbiz.de/10003765446
Saved in:
35
Comment on "That elusive elasticity and the ubiquitous bias : is panel data a panacea?"
Antony, Jürgen
- In:
Journal of macroeconomics
30
(
2008
)
2
,
pp. 780-782
Persistent link: https://www.econbiz.de/10003766940
Saved in:
36
The long-run Phillips curve revisited : is the NAIRU framework data-consistent?
Schreiber, Sven
;
Wolters, Jürgen
- In:
Journal of macroeconomics
29
(
2007
)
2
,
pp. 355-367
Persistent link: https://www.econbiz.de/10003484729
Saved in:
37
Is the budget deficit sustainable when fiscal policy is non-linear? The case of Spain
Bajo Rubio, Oscar
;
Díaz Roldán, Carmen
;
Esteve …
- In:
Journal of macroeconomics
28
(
2006
)
3
,
pp. 596-608
Persistent link: https://www.econbiz.de/10003368306
Saved in:
38
A Bayesian nonlinear support vector machine error correction model
Van Gestel, Tony
;
Espinoza, Marcelo
;
Baesens, Bart
; …
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 77-100
Persistent link: https://www.econbiz.de/10003309372
Saved in:
39
Evidence for chaotic dependence between US inflation and commodity prices
Kyrtsou, Catherine
;
Labys, Walter C.
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 256-266
Persistent link: https://www.econbiz.de/10003291175
Saved in:
40
A markup model for forecasting inflation for the euro area
Russell, Bill
;
Banerjee, Anindya
- In:
Journal of forecasting
25
(
2006
)
7
,
pp. 495-511
Persistent link: https://www.econbiz.de/10003394905
Saved in:
41
PPP in the medium run : the case of Norway
Akram, Qaisar Farooq
- In:
Journal of macroeconomics
28
(
2006
)
4
,
pp. 700-719
Persistent link: https://www.econbiz.de/10003397041
Saved in:
42
Expected stock returns, aggregate consumption and wealth : some further empirical evidence
Ioannidis, Christos
;
Peel, David
;
Matthews, Kent
- In:
Journal of macroeconomics
28
(
2006
)
2
,
pp. 439-445
Persistent link: https://www.econbiz.de/10003331960
Saved in:
43
Beating the random walk in Central and Eastern Europe
Crespo Cuaresma, Jesús
;
Hlouskova, Jaroslava
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 189-201
Persistent link: https://www.econbiz.de/10002749117
Saved in:
44
Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.
;
Spagnolo, Fabio
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
Saved in:
45
A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models
Hjelm, Göran
;
Johansson, Martin W.
- In:
Journal of macroeconomics
27
(
2005
)
4
,
pp. 691-703
Persistent link: https://www.econbiz.de/10003209269
Saved in:
46
Inflation and measures of the markup
Banerjee, Anindya
;
Russell, Bill
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 289-306
Persistent link: https://www.econbiz.de/10002935997
Saved in:
47
Tests of purchasing power parity via cointegration analysis of heterogeneous panels with consumer price indices
Jenkins, Michael A.
;
Snaith, Sean M.
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 345-362
Persistent link: https://www.econbiz.de/10002936038
Saved in:
48
Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting
Ma, Yue
;
Kanas, Angelos
- In:
Journal of forecasting
23
(
2004
)
4
,
pp. 237-250
Persistent link: https://www.econbiz.de/10002129930
Saved in:
49
Are real interest rates really nonstaionary? : new evidence from tests with good size and power
Rapach, David E.
;
Weber, Christian E.
- In:
Journal of macroeconomics
26
(
2004
)
3
,
pp. 409-430
Persistent link: https://www.econbiz.de/10002342870
Saved in:
50
Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss
;
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 315-335
Persistent link: https://www.econbiz.de/10002194794
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->