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~isPartOf:"Energy economics"
~isPartOf:"Journal of applied econometrics"
~person:"Athanasopoulos, George"
~person:"Banerjee, Anindya"
~person:"Beckmann, Joscha"
~person:"Cheung, Yin-Wong"
~person:"Czudaj, Robert"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lee, Junsoo"
~person:"Rogowsky, Robert A."
~subject:"Markov-Kette"
~subject:"Share price"
~subject:"USA"
~subject:"cointegration"
~type_genre:"Article in journal"
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Search: subject_exact:"VECM approach"
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Markov-Kette
Share price
USA
cointegration
Cointegration
15
Kointegration
15
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8
Schätzung
8
Oil price
6
United States
6
Ölpreis
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5
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Athanasopoulos, George
Banerjee, Anindya
Beckmann, Joscha
Cheung, Yin-Wong
Czudaj, Robert
Gupta, Rangan
Hammoudeh, Shawkat
Lee, Junsoo
Rogowsky, Robert A.
Balcilar, Mehmet
3
Chang, Chun Ping
2
Ghoddusi, Hamed
2
Ghosh, Sajal
2
Kanjilal, Kakali
2
Lardic, Sandrine
2
Lee, Chien-chiang
2
Aguilar, Francisco X.
1
Ahmed, Walid M. A.
1
Anundsen, André Kallåk
1
Arano, Kathleen
1
Arouri, Mohamed
1
Asche, Frank
1
Assenmacher-Wesche, Katrin
1
Bae, Youngsoo
1
Bagnai, Alberto
1
Beaumais, Olivier
1
Blair, Benjamin F.
1
Boutabba, Mohamed Amine
1
Brigida, Matthew
1
Campbell, Randall C.
1
Caspi, Itamar
1
Chu, Yin
1
Dungey, Mardi H.
1
Dutta, Anupam
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Emamzadehfard, Sahar
1
Feng, Gen-Fu
1
Fosten, Jack
1
Gil-Alaña, Luis A.
1
Gjolberg, Ole
1
Goerndt, Michael E.
1
Guo, Yawei
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1
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Energy economics
Journal of applied econometrics
Applied economics
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Credit and capital markets : Kredit und Kapital
1
Economics : the open-access, open-assessment journal
1
Economics letters
1
Economics, management and financial markets
1
International journal of strategic property management
1
International review of applied economics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of emerging market finance
1
Journal of macroeconomics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Pacific economic review
1
Pacific-Basin finance journal
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1
Regional studies
1
Review of international economics
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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1
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9
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date (oldest first)
1
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
2
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad
;
Solarin Sakiru Adebola
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
Saved in:
3
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
4
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
6
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
7
Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Beckmann, Joscha
;
Czudaj, Robert
- In:
Energy economics
40
(
2013
),
pp. 665-678
Persistent link: https://www.econbiz.de/10010354953
Saved in:
8
On the short- and long-run efficiency of energy and precious metal markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
Energy economics
40
(
2013
),
pp. 832-844
Persistent link: https://www.econbiz.de/10010355559
Saved in:
9
Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn
;
Lee, Junsoo
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
Saved in:
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