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Search: subject_exact:"VARMA model"
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Cointegration
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193
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67
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63
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63
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Babula, Ronald Alexander
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Discussion papers / Department of Economics, University of Copenhagen
30
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24
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21
CREATES research paper
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International Journal of Energy Economics and Policy : IJEEP
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7
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7
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Can government expenditure help reconstruct the Syrian economy in the post-conflict period? : evidence from the SVAR and nonlinear ARDL models
Mrabet, Zouhair
;
Alsamara, Mouyad
;
Mimouni, Karim
; …
- In:
Applied economics
55
(
2023
)
56
,
pp. 6661-6675
Persistent link: https://www.econbiz.de/10014382723
Saved in:
2
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
3
Changes in the revenue-expenditure nexus : confronting evidence with fiscal policy in Brazil
Linhares, Fabrício Carneiro
;
Nojosa, Glauber Marques
; …
- In:
Applied economics
53
(
2021
)
44
,
pp. 5051-5067
Persistent link: https://www.econbiz.de/10012609924
Saved in:
4
Regime dependent causality relationship between energy consumption and GDP growth : evidence from OECD countries
Emirmahmutoglu, Furkan
;
Denaux, Zulal
;
Omay, Tolga
; …
- In:
Applied economics
53
(
2021
)
19
,
pp. 2230-2241
Persistent link: https://www.econbiz.de/10012501154
Saved in:
5
What drives the Bitcoin price? : a factor augmented error correction mechanism investigation
Goczek, Łukasz
;
Skliarov, Ivan
- In:
Applied economics
51
(
2019
)
59
,
pp. 6393-6410
Persistent link: https://www.econbiz.de/10012197348
Saved in:
6
The price relationship between organic and non-organic vegetables in the U.S. : evidence from Nielsen scanner data
Kim, GwanSeon
;
Seok, Jun Ho
;
Mark, Tyler B.
;
Reed, …
- In:
Applied economics
51
(
2019
)
10
,
pp. 1025-1039
Persistent link: https://www.econbiz.de/10012196494
Saved in:
7
Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa
- In:
Applied economics
50
(
2018
)
36
,
pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
Saved in:
8
Can you do the wrong thing and still be right? : hypothesis testing in I(2) and near-I(2) cointegrated VARs
Di Iorio, Francesca
;
Fachin, Stefano
;
Lucchetti, Riccardo
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3665-3678
Persistent link: https://www.econbiz.de/10011621158
Saved in:
9
Fiscal sustainability and dollarization : the case of Ecuador
Marí del Cristo, María Lorena
;
Gómez Puig, Marta
- In:
Applied economics
48
(
2016
)
22/24
,
pp. 2139-2155
Persistent link: https://www.econbiz.de/10011590367
Saved in:
10
Assessing the role of futures position substitutability in a monthly slaughtered pork factor demand by US processors : a cointegrated VAR model approach
Babula, Ronald Alexander
;
Miljkovic, Dragan
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2454-2468
Persistent link: https://www.econbiz.de/10011591145
Saved in:
11
Permanent and transitory shocks in the presence of asymmetric error correction
Chan, F.
;
McDonald, Garry A.
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2642-2648
Persistent link: https://www.econbiz.de/10010519640
Saved in:
12
Oil, windfall, public spending and price stability : modelling inflation in Chad
Kinda, Tidiane
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3122-3135
Persistent link: https://www.econbiz.de/10010192309
Saved in:
13
Investigating the semiconductor industry cycles
Aubry, Mathilde
;
Renou-Maissant, Patricia
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3058-3067
Persistent link: https://www.econbiz.de/10010192322
Saved in:
14
The relationship between temperature and CO2 emissions : evidence from a short and very long dataset
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3683-3690
Persistent link: https://www.econbiz.de/10010345882
Saved in:
15
Consumption and housing wealth breakdown of the effect of a rise in interest rates
Navarro, Manuel Leon
;
Flores de Frutos, Rafael
- In:
Applied economics
44
(
2012
)
16/18
,
pp. 2091-2110
Persistent link: https://www.econbiz.de/10009572795
Saved in:
16
Estimating the natural rate of unemployment in euro-area countries with co-integrated systems
Schreiber, Sven
- In:
Applied economics
44
(
2012
)
10/12
,
pp. 1315-1335
Persistent link: https://www.econbiz.de/10009525334
Saved in:
17
Time-series econometrics of growth-models : a guide for applied economists
Bhaskara Rao, Buddhavarapu
- In:
Applied economics
42
(
2010
)
1/3
,
pp. 73-86
Persistent link: https://www.econbiz.de/10003922761
Saved in:
18
Exchange rate volatility and export performance : a cointegrated VAR approach
Boug, Pål
;
Fagereng, Andreas
- In:
Applied economics
42
(
2010
)
7/9
,
pp. 851-864
Persistent link: https://www.econbiz.de/10003991844
Saved in:
19
Different ways of looking at old issues : a time-series approach to inequality and growth
Gobbin, Niko
;
Rayp, Glenn
- In:
Applied economics
40
(
2008
)
7/9
,
pp. 885-895
Persistent link: https://www.econbiz.de/10003723061
Saved in:
20
Estimating short and long-run relationships : a guide for the applied economist
Bhaskara Rao, Buddhavarapu
- In:
Applied economics
39
(
2007
)
13/15
,
pp. 1613-1625
Persistent link: https://www.econbiz.de/10003535027
Saved in:
21
Forecasting income shares : are mean-reversion assumptions appropriate?
Griffiths, David T.
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2699-2711
Persistent link: https://www.econbiz.de/10003609406
Saved in:
22
Forecasting agricultural exports and imports in South Africa
Kargbo, J. M.
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2069-2084
Persistent link: https://www.econbiz.de/10003589691
Saved in:
23
Long-run price and income elasticities of demand for Hong Kong exports : a structural cointegration VAR approach
Abbott, Andrew J.
;
Vita, G. de
- In:
Applied economics
34
(
2002
)
8
,
pp. 1025-1032
Persistent link: https://www.econbiz.de/10001667052
Saved in:
24
Tax-and-spend, spend-and-tax, or fiscal synchronization : new evidence for ten countries
Chang, Tsangyao
;
Liu, Wen Rong
;
Caudill, Steven B.
- In:
Applied economics
34
(
2002
)
12
,
pp. 1553-1561
Persistent link: https://www.econbiz.de/10001688000
Saved in:
25
Re-examining export-led growth hypothesis : a multivariate cointegration analysis for India
Dhawan, Urvashi
;
Biswal, Bagala P.
- In:
Applied economics
31
(
1999
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10001418817
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