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Cointegration
Kointegration
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Caporale, Guglielmo Maria
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95
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93
Bahmani-Oskooee, Mohsen
91
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82
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78
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73
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71
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70
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63
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60
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59
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57
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54
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52
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51
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47
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47
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46
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46
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44
Tiwari, Aviral Kumar
43
Westerlund, Joakim
43
Pesaran, M. Hashem
41
Gao, Jiti
40
Narayan, Seema
39
Strachan, Rodney W.
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Tang, Chor Foon
38
Hall, Stephen G.
37
Siliverstovs, Boriss
37
Wolters, Jürgen
34
Kumar, Saten
33
Marcellino, Massimiliano
33
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33
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32
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European University Institute / Department of Law
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Graduate School of Economics, Hitotsubashi University
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Institute for International Integration Studies (IIIS), Trinity College Dublin
5
Konjunkturforschungsstelle <Zürich>
5
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Applied economics
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International Journal of Energy Economics and Policy : IJEEP
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Economic modelling
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Energy economics
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MPRA Paper
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International journal of economics and financial issues : IJEFI
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Applied economics letters
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Journal of econometrics
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
The empirical economics letters : a monthly international journal of economics
156
International journal of economics and finance
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Cogent economics & finance
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Econometric theory
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Journal of international money and finance
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Panoeconomicus
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of policy modeling : JPMOD ; a social science forum of world issues
63
Econometric reviews
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Economic research
60
Research in international business and finance
60
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
57
International journal of finance & economics : IJFE
56
The North American journal of economics and finance : a journal of financial economics studies
53
The journal of developing areas
53
The Indian journal of economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied econometrics and international development
47
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
Finance research letters
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ECONIS (ZBW)
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RePEc
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EconStor
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Other ZBW resources
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BASE
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ArchiDok
8
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1
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
Mohammadi, Hassan
;
Jahan-Parvar, Mohammad
- In:
Journal of Economics and Finance
36
(
2012
)
3
,
pp. 766-779
Persistent link: https://www.econbiz.de/10010848224
Saved in:
2
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
Journal of Developing Areas
45
(
2011
)
Single
,
pp. 313-322
cointegration
support the existence of a stable relationship between real exchange rates and real oil prices in all countries …
Persistent link: https://www.econbiz.de/10011096502
Saved in:
3
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
Journal of Developing Areas
45
(
2011
)
1
,
pp. 313-322
cointegration
support the existence of a stable relationship between real exchange rates and real oil prices in all countries …
Persistent link: https://www.econbiz.de/10011097022
Saved in:
4
Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
-
Volkswirtschaftliche Fakultät, …
-
2008
cointegration
support the existence of a stable relationship between real exchange rates and real oil prices in all countries …
Persistent link: https://www.econbiz.de/10005790126
Saved in:
5
Is East Africa an Optimum Currency Area?
Mkenda, Beatrice Kalinda
-
Nationalekonomiska institutionen, Handelshögskolan
-
2001
able to establish
cointegration
between the real exchange rates in East Africa for the period 1981 to 1998, and even for …
Persistent link: https://www.econbiz.de/10005651799
Saved in:
6
Exchange rate pass-through to inflation in Nigeria
Bada, Abiodun S.
;
Olufemi, Ajibola I.
;
Tata, Inuwa A.
; …
- In:
CBN Journal of Applied Statistics
07
(
2016
)
1
,
pp. 49-70
prices in Nigeria for the period 1995Q1 - 2015Q1. Utilizing the Johansen approach to
cointegration
and a vector error …
Persistent link: https://www.econbiz.de/10011482624
Saved in:
7
Exchange rate pass-through to inflation in Nigeria
Bada, Abiodun S.
;
Olufemi, Ajibola I.
;
Tata, Inuwa A.
; …
- In:
CBN journal of applied statistics
7
(
2016
)
1
,
pp. 49-70
prices in Nigeria for the period 1995Q1 - 2015Q1. Utilizing the Johansen approach to
cointegration
and a vector error …
Persistent link: https://www.econbiz.de/10011460225
Saved in:
8
The misalignment of real effective exchange rate : evidence from Tunisia
Derbali, Ahmed
-
2021
This paper presents an estimation of the Tunisian equilibrium exchange rate based on the Behavioral Equilibrium Exchange Rate approach (BEER). The BEER framework links exchange rates to its fundamentals: Tunisian productivity, partners' productivity, trade openness and terms of trade. We...
Persistent link: https://www.econbiz.de/10012501404
Saved in:
9
Long-run and Short-run Determinants of the Real Exchange Rate in Zambia
Mkenda, Beatrice Kalinda
-
Nationalekonomiska institutionen, Handelshögskolan
-
2001
cointegration
analysis in estimating the long-run determinants of the real exchange rates for imports and exports, and of the …
Persistent link: https://www.econbiz.de/10005651607
Saved in:
10
Testing for UIP :
nonlinearities
, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2021
Transition VAR (CVSTAR) model incorporating
nonlinearities
and also taking into account the role of interest rate expectations …
Persistent link: https://www.econbiz.de/10012508617
Saved in:
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