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  • Search: subject:"Johansen cointegration test"
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Year of publication
Subject
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Johansen cointegration test 54 Kointegration 37 Cointegration 36 Time series analysis 19 Zeitreihenanalyse 19 Schätzung 17 Causality analysis 16 Estimation 16 Kausalanalyse 16 Einheitswurzeltest 12 Unit root test 12 Johansen Cointegration Test 11 Estimation theory 10 Schätztheorie 10 Granger causality 9 Granger causality test 8 Zivot-Andrews single-break unit root test 8 Aktienmarkt 7 Economic growth 7 Stock market 7 VECM 7 Auslandsinvestition 6 Foreign investment 6 India 6 Indien 6 KPSS unit root test 6 Wirtschaftswachstum 6 Börsenkurs 5 Gregory-Hansen cointegration single-break test 5 Johansen Cointegration test 5 Share price 5 economic growth 5 Economic Growth 4 FDI inflows 4 Statistical test 4 Statistischer Test 4 Theorie 4 Theory 4 Welt 4 World 4
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Online availability
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Free 41 Undetermined 14
Type of publication
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Article 46 Book / Working Paper 25 Other 1
Type of publication (narrower categories)
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Article in journal 33 Aufsatz in Zeitschrift 33 Working Paper 6 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 2 research-article 2
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Language
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English 47 Undetermined 25
Author
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Ramírez, Miguel D. 8 Dorodnykh, Ekaterina 6 Brida, Juan Gabriel 5 Ramirez, Miguel 5 Buzková, Petra 3 Galang, Ivory Myka R. 3 Lence, Sergio H. 3 Ahmed, Khalid 2 Baharom, A.H. 2 Emmy, F.A. 2 Komuves, Zsofia 2 Kőműves, Zsófia 2 Madhavan, Vinodh 2 Mallory, Mindy L. 2 Mudassar, Muhammad 2 Qazi, Ahmer Qasim 2 Ramakrishnan, Suresh 2 Risso, Wiston Adrián 2 Abdala, André 1 Aghaee, Mehdi 1 Alber, Nader 1 Ali, Hoda Abd El Hamid 1 Alias, Radam 1 Aneja, Ranjan 1 Anuar, Melati Ahmad 1 Baek, Jungho 1 Bairagya, Indrajit 1 Barquet, Andrea 1 Bhuvaneshwari, Dheyvendhren 1 Bilas, Vlatka 1 Bozdereli, Arzu Alvan 1 Cakrani, Edmira 1 Carrera, Edgar J. Sanchez 1 El Hamid Ali, Hoda Abd 1 Evans, Olaniyi 1 Giuliani, Diego 1 Ground, Marc 1 Guido, Silvia B. D. 1 Huang, Jiayi 1 Huang, Jiayin 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Department of Economics, Trinity College 4 Agricultural and Applied Economics Association - AAEA 2 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Iowa State University 1 Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento 1 Economics Department, South Dakota State University 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Weltwirtschaft (IfW) 1 Philippine Institute for Development Studies (PIDS), Government of the Philippines 1 USI Università della Svizzera italiana 1
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Published in...
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MPRA Paper 5 Working Papers / Department of Economics, Trinity College 4 Afro-Asian Journal of Finance and Accounting : AAJFA 2 Bulletin of applied economics 2 Business and Economic Research : BER 2 Journal of Economic Studies 2 2005 Annual meeting, July 24-27, Providence, RI 1 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Anadolu University Journal of Social Sciences 1 Analele Universitătii Dunărea de Jos Galaţi 1 Applied Econometrics and International Development 1 Applied econometrics and international development 1 Applied economics letters 1 Asian journal of economics and banking : AJEB 1 Atlantic Economic Journal 1 Atlantic economic journal : AEJ 1 Business and Economics Research Journal 1 Cogent Economics & Finance 1 Cogent economics & finance 1 DISA Working Papers 1 Discussion Papers / Philippine Institute for Development Studies (PIDS), Government of the Philippines 1 Discussion paper series / Philippine Institute for Development Studies 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 EuroEconomica 1 Global business review 1 Hyperion Economic Journal 1 IES Working Paper 1 IES working paper 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International Journal of Economic Sciences and Applied Research 1 International Journal of Economics and Financial Issues 1 International Journal of Energy Economics and Policy : IJEEP 1 International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society 1 International journal of business competition and growth : IJBCG 1 International journal of economic perspectives : IJEP 1 International journal of economic research 1 International journal of economic sciences and applied research : IJESAR 1 International journal of economics and finance 1 International journal of economics and financial issues : IJEFI 1
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Source
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ECONIS (ZBW) 36 RePEc 28 EconStor 5 Other ZBW resources 2 BASE 1
Showing 31 - 40 of 72
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The Effects of Oil Price Shocks on real GDP in Iran
Larijani, Mohammad Taghi Khosravi; Karsalari, Abbas … - In: Hyperion Economic Journal 1 (2013) 3, pp. 18-29
In this paper, the asymmetric effects of oil price shocks on GDP have been investigated by co-integration analysis in Iran economy during the period 1960-2010. We used Hodrick-Prescott filtering to separate positive shocks from negative shocks. The results showed that in long run the negative...
Persistent link: https://www.econbiz.de/10010709596
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Factors that Affect Real Exchange Rate in the Long-Run and Short-Run in Albania
Cakrani, Edmira - In: EuroEconomica (2013) 2(32), pp. 93-100
the RER in Albania in long-run and short-run and the extent of influence of each of them. The Johansen cointegration test …
Persistent link: https://www.econbiz.de/10010709845
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On the Causality between Domestic Credit Aggregates and Economic Growth in a Multivariate VAR Framework: Evidence from Nigeria
Evans, Olaniyi - Volkswirtschaftliche Fakultät, … - 2013
test, Johansen cointegration test, VAR modeling, impulse response function, variance decomposition and granger causality …
Persistent link: https://www.econbiz.de/10011108574
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What Drives Stock Exchange Integration?
Dorodnykh, Ekaterina - In: International Journal of Business and Economic Sciences … 6 (2013) 2, pp. 47-79
markets. Johansen cointegration test estimates the presence of multilateral long run equilibrium relationship among integrated …
Persistent link: https://www.econbiz.de/10011200125
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Disaggregate energy consumption and industrial output in Pakistan: An empirical analysis
Qazi, Ahmer Qasim; Ahmed, Khalid; Mudassar, Muhammad - 2012
The study concentrates on the relationship between disaggregate energy consumption and industrial output in Pakistan by utilizing the Johansen Method of Cointegration. The results confirm the positive effect of disaggregate energy consumption on industrial output. Furthermore, bidirectional...
Persistent link: https://www.econbiz.de/10010309300
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Disaggregate energy consumption and industrial output in Pakistan: An empirical analysis
Qazi, Ahmer Qasim; Ahmed, Khalid; Mudassar, Muhammad - Institut für Weltwirtschaft (IfW) - 2012
The study concentrates on the relationship between disaggregate energy consumption and industrial output in Pakistan by utilizing the Johansen Method of Cointegration. The results confirm the positive effect of disaggregate energy consumption on industrial output. Furthermore, bidirectional...
Persistent link: https://www.econbiz.de/10010956122
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Causal links between trade, foreign direct investment and economic growth for Bangladesh
Meerza, Syed Imran Ali - Economics Department, South Dakota State University - 2012
growth of Bangladesh for the period of 1973 to 2008. To analyze this Johansen cointegration test and Granger causality test …
Persistent link: https://www.econbiz.de/10009416817
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Empirical assessment of the tourism-led growth hypothesis: the case of the “Tirol-Südtirol-Trentino†Europaregion
Brida, Juan Gabriel; Giuliani, Diego - Dipartimento di Informatica e Studi Aziendali, … - 2012
The use of cointegration tests has become very popular in the empirical analysis of the tourism-led growth hypothesis (TLGH). It was first introduced in the tourism economics literature by Balaguer and Cantavella-Jordà (2002) and then popularized by many researches which tried to assess the...
Persistent link: https://www.econbiz.de/10011132586
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Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis
Huang, Jiayi; Ramírez, Miguel D. - In: Inventi impact: international trade (2017) 1, pp. 24-44
Persistent link: https://www.econbiz.de/10011689045
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Study of long-run and short-run relationship among the Nifty Large Cap, Mid Cap and Small Cap stock indices of NSE
Sikdar, Avijit - In: Research bulletin / The Institute of Cost Accountants … 43 (2017) 3, pp. 49-73
Persistent link: https://www.econbiz.de/10011852574
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