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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Open economies review"
~subject:"Unit root test"
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Search: subject_exact:"ECM (Error correction model)"
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Unit root test
Cointegration
85
Kointegration
85
Estimation
37
Schätzung
37
Kaufkraftparität
21
Purchasing power parity
21
Exchange rate
19
Wechselkurs
19
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14
Panel study
14
Theorie
14
Theory
14
Aktienmarkt
10
Börsenkurs
10
Share price
10
Stock market
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Time series analysis
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Einheitswurzeltest
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cointegration
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EU countries
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EU-Staaten
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Nichtlineare Regression
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Nonlinear regression
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Oil price
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USA
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Wirtschaftswachstum
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Ölpreis
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Großbritannien
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9
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9
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Cerrato, Mario
1
Clements, Kenneth W.
1
Edison, Hali J.
1
Gil-Alaña, Luis A.
1
Ho, Tsung-wu
1
Hoarau, Jean-François
1
Jiang, Liang
1
Jiménez-Martin, Juan A.
1
Long Hai Vo
1
Melick, William Robert
1
Moh, Wan Shin
1
Moura, Marcelo
1
Robles-Fernández, M. Dolores
1
Sarantis, Nicholas
1
Si, Jiawei
1
Sollis, Robert
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Wohar, Mark E.
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International journal of finance & economics : IJFE
Open economies review
Economic modelling
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of econometrics
19
The empirical economics letters : a monthly international journal of economics
19
Applied economics letters
18
Applied economics
17
Economics letters
12
International journal of economics and finance
8
Theoretical and applied economics : GAER review
8
International journal of economics and financial issues : IJEFI
7
Econometric theory
6
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
6
Energy economics
6
Business and Economic Research : BER
5
International review of economics & finance : IREF
5
Journal of macroeconomics
5
Modern economy
5
Yapı Kredı economic review : quarterly publ. of Yapı-Kredı Bank
5
Asian African journal of economics and econometrics
4
Atlantic economic journal : AEJ
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics & finance journal : (IEFJ)
4
Japan and the world economy : international journal of theory and policy
4
Journal of Asian economics
4
Journal of economic studies
4
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Oxford bulletin of economics and statistics
4
Panoeconomicus
4
Acta Universitatis Danubius / Oeconomica
3
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied econometrics and international development
3
Applied economics quarterly
3
Cogent economics & finance
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Computational economics
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Economic research
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Global economic review
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ECONIS (ZBW)
9
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1
The law of one food price
Clements, Kenneth W.
;
Si, Jiawei
;
Long Hai Vo
- In:
Open economies review
34
(
2023
)
1
,
pp. 195-216
Persistent link: https://www.econbiz.de/10014276896
Saved in:
2
Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu
;
Moh, Wan Shin
- In:
Open economies review
27
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
Saved in:
3
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
4
Testing the Taylor model predictability for exchange rates in Latin America
Moura, Marcelo
- In:
Open economies review
21
(
2010
)
4
,
pp. 547-564
Persistent link: https://www.econbiz.de/10008736918
Saved in:
5
PPP : delusion or reality? ; evidence from a nonlinear analysis
Jiménez-Martin, Juan A.
;
Robles-Fernández, M. Dolores
- In:
Open economies review
21
(
2010
)
5
,
pp. 679-704
Persistent link: https://www.econbiz.de/10009242552
Saved in:
6
Does long-run purchasing power parity hold in Eastern and Southern African countries? : evidence from panel data stationary tests with multiple structural breaks
Hoarau, Jean-François
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 307-315
Persistent link: https://www.econbiz.de/10008811321
Saved in:
7
Does purchasing power parity hold in emerging markets? : evidence from a panel of black market exchange rates
Cerrato, Mario
;
Sarantis, Nicholas
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 427-444
Persistent link: https://www.econbiz.de/10003564083
Saved in:
8
The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
Saved in:
9
Alternative approaches to real exchange rates and real interest rates : three up and three down
Edison, Hali J.
;
Melick, William Robert
- In:
International journal of finance & economics : IJFE
4
(
1999
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001434282
Saved in:
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