//--> //--> //--> //-->
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:"Economics letters"
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:"Kointegrationsanalyse"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
157
Kointegration
157
Theorie
53
Theory
53
USA
26
United States
26
Time series analysis
25
Zeitreihenanalyse
25
Estimation
24
Schätzung
24
Panel
23
Panel study
23
Estimation theory
18
Schätztheorie
18
VAR model
16
VAR-Modell
16
Einheitswurzeltest
12
Unit root test
12
Börsenkurs
10
Großbritannien
10
Share price
10
Structural break
10
Strukturbruch
10
United Kingdom
10
Welt
10
World
10
Kaufkraftparität
9
Purchasing power parity
9
Statistical test
9
Statistischer Test
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Inflation
8
Arbeitslosigkeit
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Panel cointegration
7
Regression analysis
7
Regressionsanalyse
7
Unemployment
7
more ...
less ...
Online availability
All
Undetermined
42
Type of publication
All
Article
157
Type of publication (narrower categories)
All
Article in journal
156
Aufsatz in Zeitschrift
156
Language
All
English
157
Author
All
Bahmani-Oskooee, Mohsen
3
Tu, Yundong
3
Westerlund, Joakim
3
Boswijk, Herman Peter
2
Di Iorio, Francesca
2
Fachin, Stefano
2
Fountas, Stilianos
2
Gabriel, Vasco J.
2
Gutierrez, Luciano
2
Herzer, Dierk
2
Krämer, Walter
2
Kurita, Takamitsu
2
Lütkepohl, Helmut
2
Miteza, Ilir
2
Nielsen, Morten Ørregaard
2
Okubo, Masakatsu
2
Pittis, Nikitas
2
Psaradakis, Zacharias G.
2
Seong, Byeongchan
2
Strauss, Jack
2
Abbott, Andrew J.
1
Abeysinghe, Tilak
1
Adedeji, Olumuyiwa S.
1
Ahn, Sung K.
1
Alam, Imam
1
Albanese, Marina
1
Anderson, Heather M.
1
Andersson, Michael K.
1
Arai, Yoichi
1
Aristotelous, Kyriacos
1
Avino, Davide
1
Awokuse, Titus O.
1
Bae, Youngsoo
1
Balcombe, Kelvin G.
1
Bartley, William Alan
1
Bauer, Dietmar
1
Beckmann, Joscha
1
Bernholz, Peter
1
Beyaert, Arielle
1
Blair, Benjamin F.
1
more ...
less ...
Published in...
All
Economics letters
Applied economics
349
International Journal of Energy Economics and Policy : IJEEP
323
Economic modelling
263
Energy economics
227
International journal of economics and financial issues : IJEFI
187
Applied economics letters
178
Journal of econometrics
161
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
Theoretical and applied economics : GAER review
105
Cogent economics & finance
104
CESifo working papers
84
Working paper
84
International review of economics & finance : IREF
82
Econometric theory
77
Economies : open access journal
65
Journal of international money and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Journal of policy modeling : JPMOD ; a social science forum of world issues
62
Economic research
60
Research in international business and finance
60
Econometric reviews
59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
57
International journal of finance & economics : IJFE
56
Panoeconomicus
53
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
Finance research letters
46
Applied econometrics and international development
45
International review of financial analysis
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
more ...
less ...
Source
All
ECONIS (ZBW)
157
Showing
1
-
50
of
157
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
News and narratives : a cointegration analysis of Russian economic policy uncertainty
Boitani, Andrea
;
Dragomirescu-Gaina, Catalin
- In:
Economics letters
226
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014313308
Saved in:
2
The varying spillover of U.S. systemic risk : a functional-coefficient cointegration approach
Li, Li
;
Tu, Yundong
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442021
Saved in:
3
On the "mementum" of meme stocks
Costola, Michele
;
Iacopini, Matteo
;
Santagiustina, …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013170175
Saved in:
4
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
5
Covariability of real exchange rates and fundamentals
Grisse, Christian
;
Scheidegger, Fabian
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607011
Saved in:
6
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
Saved in:
7
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
8
Investigating asymmetric determinants of the CNY-CNH exchange rate spreads : the role of economic policy uncertainty
Li, Xiao-Lin
;
Li, Xin
;
Si, Dengkui
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500428
Saved in:
9
Common factors and common breaks in panels : an empirical investigation
Qu, Feng
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504323
Saved in:
10
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
11
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
12
An analysis of price discovery between Bitcoin futures and spot markets
Kapar, Burcu
;
Olmo, Jose
- In:
Economics letters
174
(
2019
),
pp. 62-64
Persistent link: https://www.econbiz.de/10012121020
Saved in:
13
The long-run relationship between public consumption and output in developing countries : evidence from panel data
Francois, John Nana
;
Keinsley, Andrew
- In:
Economics letters
174
(
2019
),
pp. 96-99
Persistent link: https://www.econbiz.de/10012121037
Saved in:
14
Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar
- In:
Economics letters
174
(
2019
),
pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
Saved in:
15
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
16
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
17
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
18
The long-term relationship between de jure and de facto judicial independence
Hayo, Bernd
;
Voigt, Stefan
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122614
Saved in:
19
Co-integrated or not? : after the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes
Wang, Qiyu
;
Chong, Terence Tai-Leung
- In:
Economics letters
163
(
2018
),
pp. 167-171
Persistent link: https://www.econbiz.de/10011983005
Saved in:
20
Diagnostic checking of Markov multiplicative error models
Guo, Bin
;
Li, Shuo
- In:
Economics letters
170
(
2018
),
pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
Saved in:
21
The Prebish-Singer hypothesis in the post-colonial era : evidence from panel cointegration
Di Iorio, Francesca
;
Fachin, Stefano
- In:
Economics letters
166
(
2018
),
pp. 86-89
Persistent link: https://www.econbiz.de/10012011949
Saved in:
22
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
23
Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo
- In:
Economics letters
165
(
2018
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011973843
Saved in:
24
Nonlinear error correction based cointegration test in panel data
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Denaux, Zulal S.
- In:
Economics letters
157
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
Saved in:
25
On the memory of products of long range dependent time series
Leschinski, Christian
- In:
Economics letters
153
(
2017
),
pp. 72-76
Persistent link: https://www.econbiz.de/10011810659
Saved in:
26
The cause of an integral correction mechanism of the real exchange rate
Jiang, Shifu
- In:
Economics letters
161
(
2017
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011903968
Saved in:
27
The finance-trade nexus revisited : Is the global trade slowdown also a financial story?
Gächter, Martin
;
Gkrintzalis, Ioannis
- In:
Economics letters
158
(
2017
),
pp. 21-25
Persistent link: https://www.econbiz.de/10011849763
Saved in:
28
A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert
;
Smith, Aaron D.
- In:
Economics letters
151
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011742136
Saved in:
29
Cointegration in singular ARMA models
Deistler, Manfred
;
Wagner, Martin
- In:
Economics letters
155
(
2017
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011821522
Saved in:
30
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
31
Mean lag in general error correction models
Fuleky, Peter
;
Ventura, Luigi
- In:
Economics letters
143
(
2016
),
pp. 107-110
Persistent link: https://www.econbiz.de/10011616983
Saved in:
32
Trade and labor market dynamics : what do we learn from the data?
Nordmeier, Daniela
;
Schmerer, Hans-Jörg
;
Weber, Enzo
- In:
Economics letters
145
(
2016
),
pp. 206-209
Persistent link: https://www.econbiz.de/10011618415
Saved in:
33
The Balassa-Samuelson hypothesis in the developed and developing countries revisited
Wang, Weiguo
;
Xue, Jing
;
Du, Chonghua
- In:
Economics letters
146
(
2016
),
pp. 33-38
Persistent link: https://www.econbiz.de/10011619015
Saved in:
34
Co-movements between crude oil and food prices : a post-commodity boom perspective
Lucotte, Yannick
- In:
Economics letters
147
(
2016
),
pp. 142-147
Persistent link: https://www.econbiz.de/10011619569
Saved in:
35
Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi
;
Zheng, Chaowen
;
Guo, Yu
- In:
Economics letters
148
(
2016
),
pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
Saved in:
36
The Eurozone deposit rates' puzzle : choosing the right benchmark
Pinter, Julien
;
Boissel, Charles
- In:
Economics letters
148
(
2016
),
pp. 33-36
Persistent link: https://www.econbiz.de/10011619781
Saved in:
37
Improving inflation prediction with the quantity theory
Wang, Ying
;
Tu, Yundong
;
Chen, Song Xi
- In:
Economics letters
149
(
2016
),
pp. 112-115
Persistent link: https://www.econbiz.de/10011620177
Saved in:
38
Risk and return : is there an unholy cycle of ratings and yields?
Shagi, Makram el-
;
Schweinitz, Gregor von
- In:
Economics letters
129
(
2015
),
pp. 49-51
Persistent link: https://www.econbiz.de/10011421939
Saved in:
39
The short and the long run relationship between fiscal decentralization and public expenditure composition in Italy
Grisorio, Maria Jennifer
;
Prota, Francesco
- In:
Economics letters
130
(
2015
),
pp. 113-116
Persistent link: https://www.econbiz.de/10011422444
Saved in:
40
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
41
Residual-based test for fractional cointegration
Wang, Bin
;
Wang, Man
;
Chan, Ngai Hang
- In:
Economics letters
126
(
2015
),
pp. 43-46
Persistent link: https://www.econbiz.de/10011376390
Saved in:
42
Price elasticity of demand in the EPEX spot market for electricity : new empirical evidence
Bönte, Werner
;
Nielen, Sebastian
;
Valitov, Niyaz
; …
- In:
Economics letters
135
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011434738
Saved in:
43
Happiness, taxes and social provision : a note
Albanese, Marina
;
Bonasia, Mariangela
;
Marini, Annalisa
; …
- In:
Economics letters
135
(
2015
),
pp. 100-103
Persistent link: https://www.econbiz.de/10011434924
Saved in:
44
Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro
- In:
Economics letters
136
(
2015
),
pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
Saved in:
45
Do the global stochastic trends drive the real house prices in OECD countries?
Karaman Örsal, Deniz Dilan
- In:
Economics letters
123
(
2014
)
1
,
pp. 9-13
Persistent link: https://www.econbiz.de/10010396566
Saved in:
46
Sluggish US employment recovery after the Great Recession : cyclical or structural factors?
Lucchetta, Marcella
;
Paradiso, Antonio
- In:
Economics letters
123
(
2014
)
2
,
pp. 109-112
Persistent link: https://www.econbiz.de/10010399886
Saved in:
47
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
48
Inflation targeting and real exchange rates : a bias correction approach
Kim, Jaebeom
- In:
Economics letters
125
(
2014
)
2
,
pp. 253-256
Persistent link: https://www.econbiz.de/10010505325
Saved in:
49
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
Saved in:
50
Is the "euro effect" on trade so small after all? : new evidence using gravity equations with panel cointegration techniques
Camarero Olivas, Mariam
;
Gómez, Estrella
;
Tamarit …
- In:
Economics letters
124
(
2014
)
1
,
pp. 140-142
Persistent link: https://www.econbiz.de/10010490543
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->