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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~subject:"Kointegration"
~subject:"Shock"
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Zeitreihenanalyse
Kointegration
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Estimation
993
Schätzung
990
Theorie
188
Theory
188
Panel
129
Panel study
129
Volatility
125
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98
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212
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Gil-Alaña, Luis A.
6
Moosa, Imad A.
6
Bahmani-Oskooee, Mohsen
5
Gupta, Rangan
4
Chang, Tsangyao
3
Kim, Jong-Min
3
Omay, Tolga
3
Tiwari, Aviral Kumar
3
Alfarano, Simone
2
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2
Blanco Arroyo, Omar
2
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2
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2
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2
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2
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2
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2
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2
Li, Chen
2
Li, Luyang
2
Lütkepohl, Helmut
2
Mukhriz Izraf Azman Aziz
2
Panagiōtidēs, Theodōros
2
Pellegrino, Giovanni
2
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2
Sibbertsen, Philipp
2
Soave, Gian Paulo
2
Umar, Zaghum
2
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2
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2
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2
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1
Abdulai, Awudu
1
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1
Ahmed, M. Iqbal
1
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1
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1
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Applied economics
Economics letters
Economic modelling
149
Energy economics
109
Discussion paper / Centre for Economic Policy Research
95
Journal of econometrics
92
Applied economics letters
91
Discussion papers / CEPR
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
International review of economics & finance : IREF
71
Finance research letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
The North American journal of economics and finance : a journal of financial economics studies
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of economic dynamics & control
54
International journal of forecasting
52
Journal of international money and finance
48
Journal of macroeconomics
44
International journal of economics and finance
43
Research in international business and finance
41
Macroeconomic dynamics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Working paper / National Bureau of Economic Research, Inc.
31
Journal of empirical finance
30
Econometric reviews
28
Journal of banking & finance
28
European economic review : EER
27
International review of financial analysis
27
Journal of quantitative economics
27
Global business review
26
International journal of finance & economics : IJFE
26
Journal of international trade & economic development : an international and comparative review
26
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of monetary economics
23
Journal of international economics
22
Journal of policy modeling : JPMOD ; a social science forum of world issues
22
Open economies review
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ECONIS (ZBW)
212
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10
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212
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date (oldest first)
1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Is French (dis)inflation explained by conflicting-claims theory? : evidence from cointegration with structural break
Charles, Sébastien
- In:
Applied economics
56
(
2024
)
6
,
pp. 728-743
Persistent link: https://www.econbiz.de/10014440122
Saved in:
3
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
4
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
5
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
7
Financial development and tourism : a century of evidence from Germany
Awaworyi Churchill, Sefa
;
Cai, Yifei
;
Erdiaw-Kwasie, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 305-318
Persistent link: https://www.econbiz.de/10013494425
Saved in:
8
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
9
Saving at the top and the long-run relationship between wealth and income inequality
Lieberknecht, Philipp
;
Vermeulen, Philip
- In:
Applied economics
55
(
2023
)
45
,
pp. 5330-5351
Persistent link: https://www.econbiz.de/10014335191
Saved in:
10
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
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