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~subject:"Cointegration"
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Cointegration
Prognoseverfahren
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Gil-Alaña, Luis A.
84
Caporale, Guglielmo Maria
76
Bahmani-Oskooee, Mohsen
42
Lütkepohl, Helmut
29
Phillips, Peter C. B.
29
Johansen, Søren
24
Beckmann, Joscha
23
Gupta, Rangan
21
Nielsen, Morten Ørregaard
21
Gao, Jiti
19
Hassler, Uwe
18
Hunter, John
18
Jusélius, Katarina
18
Rahbek, Anders
17
Tiwari, Aviral Kumar
17
Hendry, David F.
16
Belke, Ansgar
15
Cavaliere, Giuseppe
15
Hecq, Alain W. J.
14
Shahbaz, Muhammad
14
Watson, Mark W.
14
Haldrup, Niels
13
McAleer, Michael
13
Ramírez, Miguel D.
13
Carcel, Hector
12
Robinson, Peter M.
12
Sibbertsen, Philipp
12
Swanson, Norman R.
12
Taylor, Robert
12
Cheung, Yin-Wong
11
Cubadda, Gianluca
11
Hall, Stephen G.
11
Miller, J. Isaac
11
Benati, Luca
10
Boswijk, Herman Peter
10
Ericsson, Neil R.
10
Franchi, Massimo
10
Kunst, Robert M.
10
Kühl, Michael
10
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Nepal Rastra Bank
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Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
1
Springer International Publishing
1
Svenska Handelshögskolan <Helsinki>
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Applied economics
69
Economic modelling
64
Journal of econometrics
62
International Journal of Energy Economics and Policy : IJEEP
52
International journal of economics and financial issues : IJEFI
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Energy economics
39
International journal of forecasting
37
Applied economics letters
36
The empirical economics letters : a monthly international journal of economics
36
Economics letters
34
Journal of forecasting
29
The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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International journal of economics and finance
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Econometric theory
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Cogent economics & finance
22
Econometric reviews
22
International journal of finance & economics : IJFE
19
International review of economics & finance : IREF
19
CBN journal of applied statistics
18
Discussion papers / Department of Economics, University of Copenhagen
18
Econometrics : open access journal
18
CREATES research paper
17
Economics and finance working paper series
17
Journal of international financial markets, institutions & money
17
Research in international business and finance
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Journal of international money and finance
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MPRA Paper
16
Theoretical and applied economics : GAER review
16
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Global business review
15
Journal of risk and financial management : JRFM
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Discussion paper / Tinbergen Institute
14
Journal of macroeconomics
14
Modern economy
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
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ECONIS (ZBW)
3,582
RePEc
55
EconStor
16
Showing
1
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10
of
3,653
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date (oldest first)
1
Can gold prices
forecast
the Australian dollar movements?
Apergēs, Nikolaos
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 75-82
Persistent link: https://www.econbiz.de/10010431501
Saved in:
2
The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates
Frei, Lukas
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003724083
Saved in:
3
A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
4
Price dynamics in corn cash and futures markets : cointegration, causality, and forecasting through a rolling window approach
Xu, Xiaojie
- In:
Financial markets and portfolio management
33
(
2019
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10012113792
Saved in:
5
Structural change and forecasting long-run energy prices
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
-
2004
Persistent link: https://www.econbiz.de/10001962564
Saved in:
6
Modeling and forecasting the CO 2 emissions, energy consumption, and economic growth in Brazil
Pao, Hsiao-tien
;
Tsai, Chung-ming
- In:
Energy : the international journal ; technologies, …
36
(
2011
)
5
,
pp. 2450-2458
Persistent link: https://www.econbiz.de/10009304217
Saved in:
7
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
8
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
9
Forecasting bulk prices of Bordeaux wines using leading indicators
Paroissien, Emmanuel
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10012414766
Saved in:
10
Forecasting global temperatures by exploiting cointegration with radiative forcing
Benati, Luca
-
2023
I use Bayesian VARs to
forecast
global temperatures anomalies until the end of the XXI century by exploiting their … favorable median
forecast
predicts the land temperature anomaly to reach 5.6 Celsius degrees in 2100. Forecasts conditional on …
Persistent link: https://www.econbiz.de/10014303938
Saved in:
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