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Year of publication
Subject
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Cointegration 10,094 Kointegration 10,094 Estimation 3,293 Schätzung 3,293 Theorie 2,772 Theory 2,772 USA 2,417 United States 2,413 Economic growth 1,392 Wirtschaftswachstum 1,383 Causality analysis 1,326 Kausalanalyse 1,326 Zeitreihenanalyse 1,238 Time series analysis 1,233 VAR model 907 VAR-Modell 906 Panel 783 Panel study 782 Exchange rate 757 Wechselkurs 750 Kaufkraftparität 675 Purchasing power parity 675 Börsenkurs 604 Share price 604 Unit root test 603 Einheitswurzeltest 600 cointegration 592 Aktienmarkt 522 Stock market 521 India 490 Estimation theory 489 Schätztheorie 489 Indien 488 Inflation 488 EU countries 412 EU-Staaten 411 Welt 397 World 397 Großbritannien 387 United Kingdom 387
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Online availability
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Free 2,363 Undetermined 1,517
Type of publication
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Article 7,528 Book / Working Paper 2,621
Type of publication (narrower categories)
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Article in journal 7,161 Aufsatz in Zeitschrift 7,161 Arbeitspapier 2,127 Working Paper 2,127 Graue Literatur 2,125 Non-commercial literature 2,125 Aufsatz im Buch 218 Book section 218 Hochschulschrift 118 Thesis 103 Collection of articles written by one author 50 Sammlung 50 Conference paper 34 Konferenzbeitrag 34 Case study 20 Collection of articles of several authors 20 Fallstudie 20 Sammelwerk 20 Systematic review 16 Übersichtsarbeit 16 Commentary 15 Kommentar 15 Konferenzschrift 12 Bibliografie enthalten 11 Bibliography included 11 Aufsatzsammlung 10 Lehrbuch 9 Forschungsbericht 7 Rezension 6 Amtsdruckschrift 5 Government document 5 Article 3 Festschrift 2 Handbook 2 Handbuch 2 Interview 2 Bericht 1 Bibliografie 1 Conference proceedings 1 Mehrbändiges Werk 1
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Language
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English 9,895 German 69 French 41 Spanish 41 Undetermined 35 Polish 15 Croatian 11 Russian 8 Italian 7 Portuguese 7 Czech 5 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Norwegian 1 Albanian 1 Swedish 1 Chinese 1
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Author
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Caporale, Guglielmo Maria 106 Gil-Alaña, Luis A. 97 Bahmani-Oskooee, Mohsen 78 Lütkepohl, Helmut 72 Johansen, Søren 66 Shahbaz, Muhammad 61 Belke, Ansgar 55 Narayan, Paresh Kumar 50 Nielsen, Morten Ørregaard 49 Banerjee, Anindya 46 Wagner, Martin 45 Herzer, Dierk 43 Chang, Tsangyao 39 Dreger, Christian 39 Westerlund, Joakim 38 Jusélius, Katarina 36 Ramírez, Miguel D. 36 Saikkonen, Pentti 36 Trenkler, Carsten 36 Beckmann, Joscha 34 Rault, Christophe 33 Hall, Stephen G. 32 Hassler, Uwe 32 Phillips, Peter C. B. 32 Rahbek, Anders 32 Apergēs, Nikolaos 31 Wolters, Jürgen 30 Gupta, Rangan 27 Mignon, Valérie 27 Pesaran, M. Hashem 27 Payne, James Earl 25 Strachan, Rodney W. 25 Breitung, Jörg 24 Hecq, Alain W. J. 24 Lee, Chien-chiang 24 Robinson, Peter M. 24 Siliverstovs, Boriss 24 Urbain, Jean-Pierre 24 Haldrup, Niels 23 Reimers, Hans-Eggert 23
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 34 European University Institute / Department of Economics 27 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Københavns Universitet / Økonomisk Institut 8 Nationalekonomiska Institutionen <Lund> 8 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Centre for Analytical Finance <Århus> 6 Centre for International Macroeconomics 6 Konjunkturforschungsstelle <Zürich> 5 Svenska Handelshögskolan <Helsinki> 5 Konjunkturinstitutet <Stockholm> 4 Loughborough University / Department of Economics 4 Queen Mary College / Department of Economics 4 School of Economics and Political Science <Sydney> 4 School of Finance and Business Economics <Perth, Western Australia> 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 Centre for Microdata Methods and Practice <London> 3 Econometrisch Instituut <Rotterdam> 3 Ekonomiska forskningsinstitutet <Stockholm> 3 Institut für Weltwirtschaft 3 Johns Hopkins University / Department of Economics 3 Leibniz Universität Hannover 3 National Institute of Economic and Social Research 3 State University of New York at Albany / Department of Economics 3 University of Dundee / Department of Economic Studies 3 University of Sheffield / Department of Economics 3 University of Southampton / Department of Economics 3 University of Strathclyde / Department of Economics 3 Uppsala universitet / Nationalekonomiska institutionen 3 Australian National University / Faculty of Economics and Commerce 2 Brown University / Department of Economics 2 Centre for International Economic Studies 2 European University Institute / Department of Law 2 Federal Reserve System / Board of Governors 2 Institut National de la Statistique et des Études Économiques <Paris> / Direction des Etudes et Synthèses Economiques 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Institut for Miljø- og Erhvervsøkonomi <Esbjerg> 2 Internationaler Währungsfonds / Research Department 2 London School of Economics and Political Science 2
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Published in...
All
Applied economics 289 Economic modelling 204 Energy economics 161 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 142 International journal of economics and finance 135 Economics letters 131 Journal of econometrics 122 Applied economics letters 120 International journal of economics and financial issues : IJEFI 114 The empirical economics letters : a monthly international journal of economics 100 International Journal of Energy Economics and Policy : IJEEP 94 Econometric theory 65 CESifo working papers 63 International review of economics & finance : IREF 56 Theoretical and applied economics : GAER review 54 Applied financial economics 53 Journal of international financial markets, institutions & money 52 Journal of international money and finance 52 The journal of developing areas 50 Journal of macroeconomics 49 Econometric reviews 47 EUI working paper / ECO 46 Journal of policy modeling : JPMOD ; a social science forum of world issues 46 Applied econometrics and international development 45 Oxford bulletin of economics and statistics 44 Discussion papers / Department of Economics, University of Copenhagen 43 The Indian journal of economics 42 Global business review 40 Discussion paper / Tinbergen Institute 39 International economic journal 39 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 39 Journal of applied econometrics 38 Discussion papers / Deutsches Institut für Wirtschaftsforschung 37 Economic research 37 Panoeconomicus 37 Modern economy 35 CREATES research paper 34 Discussion papers of interdisciplinary research project 373 34 The Pakistan development review : PDR 34 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 33
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Source
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ECONIS (ZBW) 10,106 RePEc 39 EconStor 4
Showing 1 - 50 of 10,149
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Financing renewable energy projects : an empirical analysis for Turkey
Er, Bünyamin; Güneysu, Yusuf; Ünal, Hüseyin - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 180-185
Persistent link: https://ebtypo.dmz1.zbw/10011954319
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An empirical analysis of the Determinants of Real GDP Growth in Sierra Leone from 1980-2018
Barrie, Mohamed Samba - 2020
The purpose of the research was the exploration of macroeconomic determinants of economic growth in Sierra Leone for the period, 1980- 2018, and whether there exist an association between the determinants and economic growth is long-term and short-term. The research methodology was quantitative...
Persistent link: https://ebtypo.dmz1.zbw/10012212863
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Causal relationship between banking system development and real estate market
Nguyen Thi My-Linh; Pham Thi Thanh Xuan; Bui Ngoc Toan - In: Management science letters 10 (2020) 1, pp. 41-52
Persistent link: https://ebtypo.dmz1.zbw/10012056197
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Investigating monetary policy dynamics in Nigeria : the role of private investment
Bora, Ilhan; Kirikkaleli, Dervis; Zoaka, Joshua Dzankar; … - In: Management science letters 10 (2020) 1, pp. 247-254
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Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Econometrics : open access journal 8 (2020) 1/3, pp. 1-23
Large-dimensional dynamic factor models and dynamic stochastic general equilibrium models, both widely used in empirical macroeconomics, deal with singular stochastic vectors, i.e., vectors of dimension r which are driven by a q-dimensional white noise, with q r. The present paper studies...
Persistent link: https://ebtypo.dmz1.zbw/10012161569
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Modelling financial openness growth-nexus in Nigeria : evidence from bounds testing to cointegration approach
Fasanya, Ismail Olaleke; Olayemi, Ismail A. - In: Future Business Journal 6 (2020) 4, pp. 1-11
Financial liberalization is theoretically known to be an important driver of economic growth; the emergence of new industries, the availability of money in the circulation and how it affects prices, extent of international trade in the countries among others are necessities that any economy...
Persistent link: https://ebtypo.dmz1.zbw/10012169773
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Common factor augmented forecasting models for the US dollar-Korean won exchange rate
Kim, Hyeongwoo; Kim, Soohyon - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012171555
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Trivariate modelling of the nexus between electricity consumption, urbanization and economic growth in Nigeria : fresh insights from Maki cointegration and causality tests
Ali, Hamisu Sadi; Nathaniel, Solomon P.; Uzuner, Gizem; … - 2020
In this era of intensive electricity utilization for economic development, the role of urbanization remains inconclusive, especially in developing economies. Here, this study examined the electricity consumption and economic growth nexus in a trivariate framework by incorporating urbanization as...
Persistent link: https://ebtypo.dmz1.zbw/10012171561
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Electricity consumption, urbanization and economic growth in Nigeria : new insights from combined cointegration amidst structural breaks
Nathaniel, Solomon P.; Bekun, Festus Victor - 2020
The study explores the link between electricity consumption, urbanization and economic growth in Nigeria from 1971-2014. The bounds test and the Bayer and Hanck (2013) cointegration tests affirm cointegrating relationship. Electricity consumption increases economic growth in both time periods,...
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The empirics of Canadian government securities yields
Akram, Tanweer; Das, Anupam - 2020
Keynes argued that the short-term interest rate is the main driver of the long-term interest rate. This paper empirically models the relationship between short-term interest rates and long-term government securities yields in Canada, after controlling for other important financial variables. The...
Persistent link: https://ebtypo.dmz1.zbw/10012149851
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A cointegration model of money and wealth
Assenmacher-Wesche, Katrin; Beyer, Andreas - 2020
Extending the data set used in Beyer (2009) from 2007 to 2017, we estimate I(1) and I(2) money demand models for euro area M3. We nd that the elasticities in the money demand and the real wealth relations identi ed previously in Beyer (2009) have remained remarkably stable throughout the...
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Persistent link: https://ebtypo.dmz1.zbw/10012150128
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Causal relationship between trade openness and economic growth : a panel data analysis of Asian countries
Alam, Khandaker Jahangir; Sumon, Khairul Kabir - In: International journal of economics and financial issues … 10 (2020) 1, pp. 118-126
Persistent link: https://ebtypo.dmz1.zbw/10012151237
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Tourism led growth hypothesis : has the tourism industry an impact on the economic growth of Sao Tome and Principe?
Costa Ribeiro, Elvira da; Wang, Bing - In: International journal of economics and financial issues … 10 (2020) 1, pp. 180-185
Persistent link: https://ebtypo.dmz1.zbw/10012151291
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The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido; Dritsaki, Melina - In: International journal of economics and financial issues … 10 (2020) 1, pp. 186-195
Persistent link: https://ebtypo.dmz1.zbw/10012151304
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Tax buoyancy in the Caribbean : evidence from heterogenous panel cointegration models
Khadan, Jeetendra - 2020
This paper provides long- and short-run tax buoyancy estimates for a group of 12 Caribbean countries over the period 1991-2017. Using panel regressions , the study found that the long- and short-run tax buoyancy estimates are statistically greater than one. However, the results vary by tax...
Persistent link: https://ebtypo.dmz1.zbw/10012154114
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Sustainability of current account deficits in small states
Khadan, Jeetendra; Deonarine, Amrita - In: Economics and Business Letters : EBL 9 (2020) 1, pp. 14-20
Persistent link: https://ebtypo.dmz1.zbw/10012156736
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Price transmission across commodity markets: physical to futures
Mbara, Gilbert - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012196856
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COVID-19 outbreak and air pollution in Iran : a panel VAR analysis
Asna-ashary, Mozhgan; Farzanegan, Mohammad Reza; Feizi, … - 2020
The new Coronavirus pandemic has extensive negative socioeconomic impacts. However, its effects on climate change and in particular air pollution, at least at the beginning of the outbreak, is not clear. Fear of getting the Coronavirus in crowded public spaces increased the use of personal cars,...
Persistent link: https://ebtypo.dmz1.zbw/10012198267
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Modelling non-stationary "big data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012202702
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Relationship between energy consumption, CO2 emission and economic growth in ASEAN: cointegration and causality model
Jaruwan Chontanawat - In: Energy reports 6 (2020) 1, pp. 660-665
The main objective of the research is to examine the dynamic relationship between energy consumption, CO2 emissions and economic output in ASEAN for the period 1971-2015 using cointegration and causality models. The empirical results from the models suggest that there is a long-run relationship...
Persistent link: https://ebtypo.dmz1.zbw/10012177640
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TFP news, stock market booms and the business cycle : revisiting the evidence with VEC models
Di Casola, Paola; Sichlimiris, Spyridon - 2020
Beaudry and Portier (2006) provide support for the "news view" of the business cycle, using a vector error correction model. We show that this result hinges on a cointegrating relationship between TFP and stock prices that is not stationary, thus making the estimates not reliable. If we alter...
Persistent link: https://ebtypo.dmz1.zbw/10012181050
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Revisiting India's growth transitions
Basu, Deepankar - 2020
This paper reconsiders two questions relating to India's economic growth: structural breaks in growth and the impact of equipment investment on aggregate economic growth. First, statistical tests of structural change show that economic growth in post-independence India has witnessed four...
Persistent link: https://ebtypo.dmz1.zbw/10012136993
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Exchange rate movements and structural break on China FDI inflows
Lee, Jung Wan; Brahmasrene, Tantatape - In: Contemporary economics 14 (2020) 2, pp. 112-126
The aim of the study is to explore the short-run and long-run dynamic relationships between exchange rate fluctuations and foreign direct investment (FDI) inflows in China. The justification is that the undertaken topic is preeminent for devising strategies to promote economic development, thus,...
Persistent link: https://ebtypo.dmz1.zbw/10012237231
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Financial development and economic growth in selected Asian economies : a dynamic panel ARDL test
Shravani; Sharma, Supran Kumar - In: Contemporary economics 14 (2020) 2, pp. 201-218
The present endeavor measures the extent of the nexus between financial development and economic growth by utilizing annual macroeconomic panel data for selected 14 Asian economies. The study focuses on the link between the indicators of financial development and economic growth. The results of...
Persistent link: https://ebtypo.dmz1.zbw/10012237407
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Air-transportation, tourism and economic growth interactions in Sri Lanka : cointegration and causality analysis
Madurapperuma, Wasanth; Higgoda, Ruwan - In: International journal of business & management : IJoBM 8 (2020) 1, pp. 85-107
Persistent link: https://ebtypo.dmz1.zbw/10012261800
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Debating the assumptions of the Thirlwall model : a VECM analysis of the balance of payments for Argentina, Brazil, Colombia, and Mexico
Spinola, Danilo Sartorello - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012240801
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Semi-endogenous growth models with domestic and foreign private and public R&D linked to VECMs with evidence for five countries
Ziesemer, Thomas - 2020
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Asymmetric price transmission along the food marketing chain : a focus on the recent price war
Jouf, Chouaib - 2020
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Are exchange rates less important for trade in a more globalized world? : evidence for the new EU members
Fisera, Boris; Horváth, Roman - 2020
We evaluate the effect of exchange rate misalignments on the balance of trade and the role that global value chain participation plays in this effect for 11 new European Union member states. Using heterogeneous panel cointegration methods, we first estimate the real equilibrium exchange rate and...
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Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012244029
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Low frequency robust cointegrated regression in the presence of a near-unity regressor
Hwang, Jungbin; Valdés, Gonzalo - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012214074
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Velocity of money income and economic growth in Sudan : cointegration and error correction analysis
Mohamed, Elwasila Saeed Elamin - In: International journal of economics and financial issues … 10 (2020) 2, pp. 87-98
Persistent link: https://ebtypo.dmz1.zbw/10012215017
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An empirical study in Albania of foreign direct investments and economic growth relationship
Cakerri, Lorena; Muharremi, Oltiana; Madani, Filloreta - In: International journal of economics and financial issues … 10 (2020) 2, pp. 193-202
Persistent link: https://ebtypo.dmz1.zbw/10012215133
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The impact of BRICS formation on portfolio diversification : empirical evidence from pre- and post-formation eras
Al-Mohamad, Somar; Rashid, Audil; Bakry, Walid; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-19
This paper aims at contributing to the international portfolio investment decisions among the emerging BRICS countries where individual and institutional investors seek diversification benefits and to help in advocating policy changes and implementation as a response to the changing dynamics in...
Persistent link: https://ebtypo.dmz1.zbw/10012215192
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Climate change and milk price volatility in Indonesia
Daryanto, Arief; Sofia, Diani Aliya; Sahara, Sahara; … - In: International journal of economics and financial issues … 10 (2020) 2, pp. 282-288
Persistent link: https://ebtypo.dmz1.zbw/10012215193
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Forecasting the US dollar-Korean won exchange rate : a factor-augmented model approach
Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012215961
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Energy and economic growth in G20 countries : panel cointegration analysis
Pala, Aynur - In: Economics and Business Letters : EBL 9 (2020) 2, pp. 56-72
Persistent link: https://ebtypo.dmz1.zbw/10012216766
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2020
This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...
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Determinants of export supply in Pakistan : a sector wise disaggregated analysis
Hussain, Sayed Irshad; Hussain, Akhtar; Alam, Muhammad … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24
This study aims to investigate the impact of supply-side factors on the export performance of Pakistan at a disaggregated level. It has identified major export categories of Pakistan and constructed a novel time-series data set of each of these categories from 1971 to 2014. Using autoregressive...
Persistent link: https://ebtypo.dmz1.zbw/10012219332
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On the nexus between stock market fluctuations and the demand for money in Saudi Arabia
Al Rasasi, Moayad; Rawah, Fares; Alghamdi, Bander - In: Business and Economic Research : BER 10 (2020) 1, pp. 142-154
Persistent link: https://ebtypo.dmz1.zbw/10012219841
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ARDL : analysis of the relationship among exports, FDI, current account deficit and economic growth in Pakistan
Zafar, Khalid Mahmood - In: Iranian economic review : journal of University of Tehran 24 (2020) 2, pp. 393-414
Persistent link: https://ebtypo.dmz1.zbw/10012220857
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The effect of financial inclusion and financial technology on effectiveness of the Indonesian monetary policy
Saraswati, Birgitta Dian; Maskie, Ghozali; Kaluge, David; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 21 (2020) 1, pp. 230-243
The existence of non-inclusive households significantly reduces the effect of the interest rate change policy on households inter-temporal consumption decisions. Further, financial inclusion is closely related to fintech. On the one hand, fintech helps overcome the financial inclusion problem...
Persistent link: https://ebtypo.dmz1.zbw/10012225078
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Is capital market integration among the SAARC countries feasible? : an empirical study
Chowdhury, Emon Kalyan - In: Eurasian journal of business and economics : EJBE 13 (2020) 25, pp. 21-36
Persistent link: https://ebtypo.dmz1.zbw/10012225638
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The relationship between world and local stock indices
Blahun, Ivan S.; Blahun, Ivan I. - In: Montenegrin journal of economics 16 (2020) 1, pp. 55-67
Persistent link: https://ebtypo.dmz1.zbw/10012264799
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Balanced growth approach to tracking recessions
Boczoń, Marta; Richard, Jean-François - In: Econometrics : open access journal 8 (2020) 2/14, pp. 1-35
In this paper, we propose a hybrid version of Dynamic Stochastic General Equilibrium models with an emphasis on parameter invariance and tracking performance at times of rapid changes (recessions). We interpret hypothetical balanced growth ratios as moving targets for economic agents that rely...
Persistent link: https://ebtypo.dmz1.zbw/10012265517
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The discovery of long-run causal order : a preliminary investigation
Hoover, Kevin D. - In: Econometrics : open access journal 8 (2020) 3/31, pp. 1-24
The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn from the literature on graphical causal modeling. It is assumed that the fundamental source of trending behavior is transmitted from exogenous (and typically latent) trending...
Persistent link: https://ebtypo.dmz1.zbw/10012265689
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28
We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...
Persistent link: https://ebtypo.dmz1.zbw/10012265695
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Cointegration and structure in Norwegian wage–price dynamics
Gjelsvik, Marit; Nymoen, Ragnar; Sparrman, Victoria - In: Econometrics : open access journal 8 (2020) 3/29, pp. 1-15
Wage coordination plays an important role in macroeconomic stabilization. Pattern wage bargaining systems have been common in Europe, but in different forms, and with different degrees of success in terms of actual coordination reached. We focus on wage formation in Norway, a small open economy,...
Persistent link: https://ebtypo.dmz1.zbw/10012265703
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Stock market development and economic growth in Tanzania : an ARDL and bound testing approach
Kapaya, Saganga Mussa - In: Review of economics and political science : REPS 5 (2020) 3, pp. 187-206
Purpose - The purpose of this paper is to contribute to empirical evidence by recognizing the importance of stock markets in the financial system and consequently its causality to economic growth and vice versa. Design/methodology/approach - The study used the autoregressive distribute lag model...
Persistent link: https://ebtypo.dmz1.zbw/10012266452
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Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp - 2020
This paper measures the convergence or divergence of EMU inflation rates and industrial production by testing for the existence of fractional cointegration relations. The notion of fractional cointegration allows for long-term equilibria with a higher degree of persistence than allowed for in...
Persistent link: https://ebtypo.dmz1.zbw/10012252805
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