//--> //--> //-->
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 applied econometrics"
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:"Kointegration"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
43
Kointegration
43
Theorie
20
Theory
20
Estimation
18
Schätzung
18
USA
10
United States
10
Time series analysis
7
Zeitreihenanalyse
7
Großbritannien
5
United Kingdom
5
VAR model
5
VAR-Modell
5
Estimation theory
4
Forecasting model
4
Geldnachfrage
4
Interest rate
4
Money demand
4
Panel
4
Panel study
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
Zins
4
ARMA model
3
ARMA-Modell
3
Deutschland
3
EU countries
3
EU-Staaten
3
Germany
3
Inflation
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtlineare Regression
3
Nonlinear regression
3
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Westerlund, Joakim
3
Banerjee, Anindya
2
Haug, Alfred Albert
2
Lanne, Markku
2
MacKinnon, James G.
2
Anundsen, André Kallåk
1
Assenmacher-Wesche, Katrin
1
Athanasopoulos, George
1
Bacchiocchi, Emanuele
1
Bae, Youngsoo
1
Boswijk, Herman Peter
1
Brüggemann, Ralf
1
Busetti, Fabio
1
Carrion i Silvestre, Josep Lluís
1
Carvalho, Vasco M.
1
Coenen, Günter
1
Crespo Cuaresma, Jesús
1
Cubadda, Gianluca
1
Doornik, Jurgen A.
1
Dungey, Mardi H.
1
Ericsson, Neil R.
1
Fanelli, Luca
1
Feldkircher, Martin
1
Garratt, Anthony
1
Gengenbach, Christian
1
Gregory, Allan W.
1
Haley, M. Ryan
1
Harvey, Andrew C.
1
Hendry, David F.
1
Hess, Wolfgang
1
Hjalmarsson, Erik
1
Hodgson, Douglas J.
1
Huber, Florian
1
Irons, John S.
1
Jochmann, Markus
1
Jong, Robert M. de
1
Jusélius, Katarina
1
Kascha, Christian
1
Kilian, Lutz
1
Kim, H. Youn
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Applied economics
343
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
98
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
Applied econometrics and international development
47
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
EUI working paper / ECO
46
Discussion papers / Department of Economics, University of Copenhagen
44
International review of financial analysis
44
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
43
of
43
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
2
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
3
ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis
;
Tzeremes, Nickolaos G.
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
Saved in:
4
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
5
Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
Saved in:
6
Error correction testing in panels with common stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
Saved in:
7
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
8
Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
;
Huber, Florian
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
Saved in:
9
The environmental Kuznets curve, cointegration and nonlinearity
Wagner, Martin
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 948-967
Persistent link: https://www.econbiz.de/10011431676
Saved in:
10
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
11
Econometric regime shifts and the US subprime bubble
Anundsen, André Kallåk
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 145-169
Persistent link: https://www.econbiz.de/10011327643
Saved in:
12
Cointegration in panel data with structural breaks and cross-section dependence
Banerjee, Anindya
;
Carrion i Silvestre, Josep Lluís
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011327657
Saved in:
13
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
14
Modelling large open economies with international linkages : the USA and Euro area
Dungey, Mardi H.
;
Osborn, Denise R.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 377-393
Persistent link: https://www.econbiz.de/10010414890
Saved in:
15
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
16
A new poolability test for cointegrated panels
Westerlund, Joakim
;
Hess, Wolfgang
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
Saved in:
17
Testing for cointegration using the Johansen approach : are we using the correct critical values?
Turner, Paul
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 825-831
Persistent link: https://www.econbiz.de/10003932170
Saved in:
18
Panel cointegration tests of the Fisher effect
Westerlund, Joakim
- In:
Journal of applied econometrics
23
(
2008
)
2
,
pp. 193-233
Persistent link: https://www.econbiz.de/10003704947
Saved in:
19
Codependence in cointegrated autoregressive models
Schleicher, Christoph
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 137-159
Persistent link: https://www.econbiz.de/10003448515
Saved in:
20
Money demand function estimation by nonlinear cointegration
Bae, Youngsoo
;
Jong, Robert M. de
- In:
Journal of applied econometrics
22
(
2007
)
4
,
pp. 767-793
Persistent link: https://www.econbiz.de/10003550506
Saved in:
21
Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.
;
Norrbin, Stefan C.
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
Saved in:
22
Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
Saved in:
23
Permanent vs transitory components and economic fundamentals
Garratt, Anthony
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
Saved in:
24
Nonlinear dynamics of interest rate and inflation
Lanne, Markku
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
Saved in:
25
A small monetary system for the euro area based on German data
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 683-702
Persistent link: https://www.econbiz.de/10003387857
Saved in:
26
Convergence in the trends and cycles of euro-zone income
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 275-289
Persistent link: https://www.econbiz.de/10002729133
Saved in:
27
The cross-Euler equation approach to intertemporal substitution in import demand
Nishiyama, Shin-Ichi
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 841-872
Persistent link: https://www.econbiz.de/10003243433
Saved in:
28
Testing the purchasing power parity through I(2) cointegration techniques
Bacchiocchi, Emanuele
;
Fanelli, Luca
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 749-770
Persistent link: https://www.econbiz.de/10003168891
Saved in:
29
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter
;
Doornik, Jurgen A.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003168945
Saved in:
30
The stochastic implications of rent maximization : an application to stumpage rates for timber in British Columbia
Haley, M. Ryan
;
Paarsch, Harry J.
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10001924638
Saved in:
31
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
32
Mixed signals among tests for cointegration
Gregory, Allan W.
;
Haug, Alfred Albert
;
Lomuto, Nicoletta
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
Saved in:
33
Output and inflation in the long run
Ericsson, Neil R.
;
Irons, John S.
;
Tryon, Ralph W.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10001591876
Saved in:
34
Modelling UK inflation, 1875 - 1991
Hendry, David F.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001591879
Saved in:
35
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
36
The demand for M3 in the Euro area
Coenen, Günter
;
Vega Croissier, Juan Luis
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 727-748
Persistent link: https://www.econbiz.de/10001631969
Saved in:
37
Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn
;
Lee, Junsoo
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
Saved in:
38
US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 83-105
Persistent link: https://www.econbiz.de/10001465108
Saved in:
39
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Saved in:
40
Common cycles in seasonal non-stationary time series
Cubadda, Gianluca
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
Saved in:
41
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
42
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
Saved in:
43
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->