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  • Search: subject_exact:"Autoregressive distributed lag model"
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Year of publication
Subject
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Cointegration 15,159 Kointegration 15,155 Estimation 5,040 Schätzung 5,039 Theorie 2,985 Theory 2,984 Economic growth 2,477 Wirtschaftswachstum 2,477 Zeitreihenanalyse 2,295 Time series analysis 2,290 Causality analysis 2,168 Kausalanalyse 2,168 Panel 1,492 Panel study 1,491 VAR model 1,465 VAR-Modell 1,464 Estimation theory 1,311 Schätztheorie 1,311 Exchange rate 1,250 Wechselkurs 1,249 USA 1,246 United States 1,244 Börsenkurs 1,014 Share price 1,014 Kaufkraftparität 945 Purchasing power parity 945 Einheitswurzeltest 942 Unit root test 942 cointegration 942 Welt 895 World 895 India 862 Indien 862 Aktienmarkt 856 Stock market 855 Inflation 757 Oil price 692 Ölpreis 692 Volatility 615 Volatilität 615
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Online availability
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Free 5,241 Undetermined 3,100 CC license 699
Type of publication
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Article 10,616 Book / Working Paper 4,615 Other 1
Type of publication (narrower categories)
All
Article in journal 10,219 Aufsatz in Zeitschrift 10,219 Working Paper 2,520 Arbeitspapier 2,518 Graue Literatur 2,510 Non-commercial literature 2,510 Aufsatz im Buch 306 Book section 306 Hochschulschrift 127 Thesis 103 Conference paper 58 Konferenzbeitrag 58 Collection of articles written by one author 50 Sammlung 50 Case study 20 Fallstudie 20 Collection of articles of several authors 19 Sammelwerk 19 Systematic review 17 Übersichtsarbeit 17 Konferenzschrift 16 Aufsatzsammlung 12 Bibliografie enthalten 12 Bibliography included 12 Lehrbuch 12 Article 10 Forschungsbericht 10 Textbook 10 Amtsdruckschrift 5 Government document 5 research-article 4 Interview 3 Rezension 3 Festschrift 2 Handbook 2 Handbuch 2 Bericht 1 Bibliografie 1 Reprint 1 Statistics 1
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Language
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English 14,977 German 74 Spanish 45 French 40 Undetermined 26 Polish 15 Croatian 11 Russian 8 Italian 7 Portuguese 7 Czech 6 Slovak 4 Bulgarian 3 Dutch 2 Romanian 2 Danish 1 Lithuanian 1 Norwegian 1 Slovenian 1 Albanian 1 Swedish 1 Chinese 1
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Author
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Caporale, Guglielmo Maria 163 Gil-Alaña, Luis A. 150 Phillips, Peter C. B. 95 Lütkepohl, Helmut 92 Narayan, Paresh Kumar 90 Bahmani-Oskooee, Mohsen 84 Johansen, Søren 79 Nielsen, Morten Ørregaard 72 Belke, Ansgar 67 Rault, Christophe 63 Wagner, Martin 63 Jusélius, Katarina 62 Shahbaz, Muhammad 60 Dreger, Christian 57 Banerjee, Anindya 50 Herzer, Dierk 48 Chang, Tsangyao 46 Rahbek, Anders 41 Beckmann, Joscha 40 Westerlund, Joakim 40 Ramírez, Miguel D. 39 Saikkonen, Pentti 39 Smyth, Russell 39 Trenkler, Carsten 39 Pesaran, M. Hashem 37 Hall, Stephen G. 36 Wolters, Jürgen 36 Gao, Jiti 35 Gupta, Rangan 34 Hassler, Uwe 34 Hecq, Alain W. J. 33 Apergēs, Nikolaos 31 Strachan, Rodney W. 30 Lee, Chien-Chiang 29 Mignon, Valérie 29 Narayan, Seema 29 Reimers, Hans-Eggert 29 Boswijk, Herman Peter 28 McAleer, Michael 28 Odhiambo, Nicholas M. 28
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 41 European University Institute / Department of Economics 27 National Bureau of Economic Research 20 Københavns Universitet / Økonomisk Institut 8 Lunds Universitet / Nationalekonomiska Institutionen 8 Centre for Analytical Finance <Århus> 7 William Davidson Institute <Ann Arbor, Mich.> 7 Aarhus Universitet / Afdeling for Nationaløkonomi 6 Centre for International Macroeconomics 6 Econometrisch Instituut <Rotterdam> 5 Ekonomiska forskningsinstitutet <Stockholm> 5 European University Institute / Department of Law 5 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 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 State University of New York at Albany / Department of Economics 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Dundee / Department of Economic Studies 4 Centre for Microdata Methods and Practice <London> 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 Federal Reserve System / Board of Governors 3 Gottfried Wilhelm Leibniz Universität Hannover 3 Johns Hopkins University / Department of Economics 3 National Institute of Economic and Social Research 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 Department of Agribusiness and Applied Economics, North Dakota State University 2 Economic Research Forum for the Arab Countries, Iran and Turkey 2 European Commission / Statistical Office of the European Communities 2 Institut for Miljø- og Erhvervsøkonomi <Esbjerg> 2
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Published in...
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Applied economics 341 International Journal of Energy Economics and Policy : IJEEP 320 Economic modelling 239 Energy economics 214 Journal of econometrics 182 International journal of economics and financial issues : IJEFI 173 Economics letters 163 Applied economics letters 162 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 150 International journal of economics and finance 139 The empirical economics letters : a monthly international journal of economics 135 Cogent economics & finance 115 Theoretical and applied economics : GAER review 91 CESifo working papers 85 Working paper 80 Econometric theory 79 International review of economics & finance : IREF 79 Economies : open access journal 76 Econometric reviews 63 Journal of international money and finance 60 Journal of policy modeling : JPMOD ; a social science forum of world issues 59 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 56 Applied financial economics 55 Global business review 54 Journal of international financial markets, institutions & money 54 The Indian journal of economics 54 Research in international business and finance 53 Economic research 52 International journal of finance & economics : IJFE 51 Panoeconomicus 50 Oxford bulletin of economics and statistics 49 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 49 EUI working paper 48 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 48 The journal of developing areas 47 Iranian economic review : journal of University of Tehran 46 Journal of economic studies 46 Discussion paper / Tinbergen Institute 45 Journal of macroeconomics 45 Applied econometrics and international development 44
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Source
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ECONIS (ZBW) 15,185 RePEc 29 EconStor 12 Other ZBW resources 4 BASE 2
Showing 1 - 50 of 15,232
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Asymmetric impacts of the World Uncertainty Index and exchange rates on tourism using non-linear Autoregressive Distributed Lag models
Zhang, Xuefeng; Chen, Yueyi; Lu, Xiangqing; Woraphon Yamaka - 2025
The tourism industry is highly susceptible to global economic fluctuations and uncertainties. Understanding the asymmetric effects of macroeconomic factors on tourism demand is crucial for developing effective policies and strategies in the sector. This study examines the asymmetric impacts of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015420109
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Examining the relationship between manufacturing value added and environmental impact in Azerbaijan
Hasanov, Ramil I.; Giyasova, Zeynab; Mahmudova, Ilhama; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 84-89
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Assessing the recent shift in the price relationship between India's and global grain markets
Ajewole, Kayode; Zereyesus, Yacob Abrehe; Cardell, Lila; … - 2025
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The impact of trade liberalization on economic growth in South Africa
Kutu, Augustine Adebayo; Ohonba, Abieyuwa - In: International journal of economics and financial issues … 14 (2024) 6, pp. 55-63
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Impact of oil price shocks on Islamic and conventional bank performance : empirical evidence from Saudi Arabia
Ben Slimane, Sarra; Alsolamy, Majed Qabil - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 629-642
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The impact of population aging on the household saving rate : the case of Japan
Horioka, Charles - 2026
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An unholy alliance : the relationship between organized crime and corruption in Italy
Chiariello, Valentina; Dincer, Oguzhan - 2026
We investigate the long-run relationship between organized crime and corruption using data from 20 Italian regions over 30 years. As Rose-Ackerman and Palifka (2018) argue, corruption and organized crime often go together. Our study contributes to the literature in several ways in terms of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596747
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Mean group and pooled mixed-frequency estimators of responses of low-frequency variables to high-frequency shocks
Chudik, Alexander; Kilian, Lutz - 2026
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Between theory and reality : growth analysis of Italy in the post-Keynesian framework
Arena, Federica - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604696
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The impact of population aging on the household saving rate : the case of Japan
Horioka, Charles - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592970
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Assessing the dynamic linkages between external debt, energy consumption, inflation, and oil prices in Kazakhstan : an Autoregressive Distributed Lag Analysis
Omirtay, Kamshat Altaikyzy; Agabekova, Sholpan Nurtazaevna - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 82-88
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616816
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Dynamic causality between CO₂ emissions, urbanization and economic growth in India and South Africa
Singh, Gopal Ji; Singh, Pawan Kumar; Kumar, Rakesh; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 276-285
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616905
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Quantifying greenhouse gas emissions through financial market's development in Tunisia : empirical evidence from novel dynamic ARDL techniques
Karaca, Ali; Bin Salman, Abdulrahman Khalid; Oueslati, Tarek - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 385-396
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616951
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Indonesia's Greenhouse gas puzzle : VECM unravels impact
Primayesa, Elvina; Prajanti, Sucihatiningsih Dian Wisika; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 878-889
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Urbanization, economic activity, and electricity consumption in Jordan : evidence from the ARDL approach
Alawneh, Ateyah - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 1049-1056
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Carbon emissions and economic drivers in Kalimantan : new evidence from ARDL bounds testing
Puah, Chin-Hong; Jong, Meng-Chang; Roslinda, Emi - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 187-193
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Environmental taxes and food exports : assessing trade and sustainability dynamics in OECD countries
Gafsi, Nesrine; Bakari, Sayef - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 251-267
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The relationship between financial development and renewable energy consumption in the European Union-27 countries
Saimagambetova, Gaukhar; Abubakirova, Aktolkin; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 89-94
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616818
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The impact of energy consumption and industrial value added on economic growth in Central China : dynamic panel ARDL analysis
Liu, Simiao; Lee, Chin; Bala, Umar - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 682-690
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617167
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Energy consumption and economic growth in Kazakhstan : a causality analysis using time series methods
Mutaliyeva, Aigul; Kazanbayeva, Zhanar; Balabekova, Dina; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 465-471
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The dynamics of FDI inflows, economic growth, trade openness and CO₂ emissions in India : an ARDL approach with structural breaks
Manickam, Tamilselvan; Vijayakumar, N. C.; Kumar, G. Sathis - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 135-147
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616869
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Studying the relationship between CO₂ emissions and renewable energy : a threshold ARDL and NARDL panel econometric analysis
Sallam, Mohamed A. M.; Sadraoui, Tarek - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 507-515
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617028
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Household consumption in Colombia: a nonlinear cointegrating approach
Arango Thomas, Luis Eduardo; Flórez, Luz A.; Posada, … - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617560
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What drives emissions intensity in Azerbaijan's light industry? : evidence from ARDL with structural breaks
Gulaliyev, Mayis; Aliyev, Shafa; Musayeva, Jamila; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 360-369
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616942
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Macroeconomic determinants of unemployment in Kazakhstan : an ARDL approach
Kakizhanova, Tolkyn; Kabylkairatkyzy, Ryszhan; … - In: Montenegrin journal of economics 22 (2026) 1, pp. 71-84
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614116
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Time-varying price discovery
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina - 2026 - This version: July 11, 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615673
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Identifying common trend determinants in panel data
Lee, Yoonseok; Phillips, Peter C. B.; Song, Suyong; … - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615675
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Oil price fluctuations and their impact on macroeconomic variables : the case of South Africa
Ngobeni, Mkateko; Dagume, Mbulaheni Albert - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 1132-1141
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Dynamic price transmission from SHFE to Thai rubber markets : a cointegration-ECM and machine-learning analysis
Pinitjitsamut, Montchai - In: Economies : open access journal 14 (2026) 1, pp. 1-16
This study examines the dynamic transmission of international rubber prices along the SHFE-FOB Bangkok-local farm-gate chain in Thailand using weekly data and an integrated econometric-machine-learning framework. Engle-Granger cointegration tests reveal a stable long-run equilibrium in which...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625826
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Structural conditions for financial literacy diffusion in Morocco : an ARDL approach
Lahjouji, Hamida; Haddadi, Mariam El - In: Economies : open access journal 14 (2026) 1, pp. 1-21
In a worldwide context marked by increasing attention to financial literacy as a factor of financial inclusion, Morocco take part of this dynamic, seeking to improve the financial skills of its population. This article does not measure financial literacy directly but aims to explore the...
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Nonlinear dynamics of AI investment and economic growth in Germany : evidence from a NARDL approach
Athari, Seyed Alireza; Sassine, Mario Edmond; Tieku … - In: Economies : open access journal 14 (2026) 1, pp. 1-28
This study aims to examine the impacts of AI investment on economic growth, while controlling for labor force participation and gross fixed capital formation in Germany. The analysis is based on data collected on the state of economic development in Germany from the first quarter of 2012 to the...
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VECM modeling of the determinants of decarbonization in Tunisia : the role of innovation and renewable energies
Amiri, Kaouther; Arfaoui, Lamia; Mannai, Sonia; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 646-654
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620258
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Modeling stock yield reaction to environmental changes : does geopolitical risk matter? : a VECM framework in China
Elain, Mohammad I.; AlSabah, Mariam; Al Saber, Ahmad; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 1083-1096
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Long-run linkages and parameter instability in the gold–silver relationship, 2010-2025
Caporale, Guglielmo Maria; Palomares, Antonio Fons; … - 2026
This paper examines long-run linkages and possible instabilities in the gold–silver price relationship using daily futures prices over the period from 4 January 2010 to 28 November 2025. The empirical analysis includes unit-root and cointegration tests as well as endogenous structural break...
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Long-run transition vs. short-run adjustment : modeling Slovakia's macroprudential policy path
Kupkovič, Patrik - 2026
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015627250
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Impact of demographic and macroeconomic variables on gross saving : evidence from Jordan
Alzoubi, Omar Mohammad; Saqfalhait, Nahil Ismail - In: Economies : open access journal 14 (2026) 2, pp. 1-22
This study analyzes the determinants of gross saving in Jordan over the period 1991-2023, with particular attention paid to the role of macroeconomic and demographic factors in shaping saving behavior. The empirical analysis employs the Autoregressive Distributed Lag (ARDL) bounds testing...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628420
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Stock market development and economic growth nexus : evidence from the fragile five countries
Helhel, Yeşim - In: Economies : open access journal 14 (2026) 2, pp. 1-15
In emerging markets, stock markets play a crucial role in supporting long-term growth. This study explores the causal relationship between stock market development and economic growth in the Fragile Five countries-Brazil, India, Indonesia, South Africa, and Turkey-covering the period from 2001...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628387
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Short-run and long-run determinants of bilateral trade between Saudi Arabia and Jordan : an ARDL approach
Alkofahi, Kolthoom - In: Economies : open access journal 14 (2026) 3, pp. 1-23
This study examines the short-run dynamics and long-run determinants of bilateral trade between Saudi Arabia (KSA) and Jordan during the period of 1995-2024 using the autoregressive distributed lag (ARDL) bounds testing approach. Employing a country-pair time series framework, the analysis...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628703
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Nexus between Baltic Dry Index and oil price : new evidence from linear and nonlinear ARDL approaches
Nguyen, Tien-Thinh; Bui, Ngochien; Lee, Jen Yao - In: Economies : open access journal 14 (2026) 3, pp. 1-20
Given the context of the COVID-19 pandemic disrupting global logistics, coupled with the Russia-Ukraine war causing global energy price changes, examining both the linear and nonlinear associations between shipping cost and oil price is crucial in a global context. This study empirically...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628721
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The determinants of tax revenue in Cambodia : an ARDL approach to cointegration
Eng, Ratana; Lim, Siphat - In: Economies : open access journal 14 (2026) 3, pp. 1-17
The objective of this research is to analyze the impact of consumer price index, exchange rate, broad money supply, and export on tax revenue in Cambodia. The short-run effects from the ARDL cointegration model suggest that inflation negatively influences tax revenue. Changes in the exchange...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628597
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Impact of agricultural production on economic growth in Zimbabwe
Mhaka, Simbarashe; Runganga, Raynold - In: Managing global transitions : international research journal 21 (2023) 4, pp. 303-328
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188999
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Optimal estimation in a multicointegrated system
Kheifets, Igor L.; Phillips, Peter C. B. - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467033
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Can we predict the future?
Klucik, Miroslav; Miklosovic, Tomas; Radvanský, Marek - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467859
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Examining cointegration between corporate governance and financial performance in selected listed South African financial institutions
Khoza, Floyd; Makoni, Patricia Lindelwa - In: Risk management magazine 20 (2025) 2, pp. 39-53
Since the 2007 global financial crisis, scholars have attempted to explain market failures using aspects other than corporate governance. Previous studies focused on the function of corporate governance in financial performance, with a dearth of literature on other financial dimensions like risk...
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Detecting multiple structural breaks in systems of linear regression equations with integrated and stationary regressors
Schweikert, Karsten - In: Oxford bulletin of economics and statistics 87 (2025) 4, pp. 850-865
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Infrastructures and productivity : a country-sector panel analysis
Giordani, Paolo; Petrucci, Alberto R.; Pozzolo, Alberto … - 2025
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Will the cryptocurrency exuberance last? : An empirical assessment using AI and the ARDL approach
Jayawardhana, Asanga; Colombage, Sisira - In: Borsa Istanbul Review 25 (2025) 3, pp. 568-586
Cryptocurrency is the most innovative financial and technological breakthrough of this generation. Investment in cryptocurrency grew from USD 11.18 billion in December 2016 to USD 2.147 trillion in April 2024; however, the rationality of investor exuberance is uncertain. This paper explores...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015471300
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Modeling the dynamic relationship between inflation, oil price, and macroeconomic variables : evidence from Saudi Arabia
Elsharif, Mohamed Sharif Bashir; Elamin, Ahlam … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 770-779
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Optimal retirement with long-run income risk
Huang, Shan; Park, Seyoung; Yoo, Jane - In: The journal of risk & insurance 92 (2025) 3, pp. 581-626
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A CUSUM test for breaks in fractional cointegration
Fitter, Krischan; Sibbertsen, Philipp - In: Economics letters 256 (2025), pp. 1-4
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472815
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