33
H index
46
i10 index
26539
Citations
Aarhus Universitet (15% share) | 33 H index 46 i10 index 26539 Citations RESEARCH PRODUCTION: 55 Articles 124 Papers 2 Books 2 Chapters RESEARCH ACTIVITY: 35 years (1987 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pjo35 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Soren Johansen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Econometrics | 14 |
Econometric Theory | 9 |
Econometrics | 5 |
Journal of Time Series Analysis | 3 |
Econometrica | 3 |
Scandinavian Journal of Statistics | 3 |
Oxford Bulletin of Economics and Statistics | 3 |
Econometrics Journal | 3 |
Computational Statistics | 2 |
Year | Title of citing document | |
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2023 | Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30. Full description at Econpapers || Download paper | |
2023 | Relationship between Inflation and Other Macro Economics Factors: Comparative Study of Germany, Japan and New Zealand. (2023). Imran, Muhammad Daniyal ; Khan, Uzair Hassan. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:76-87. Full description at Econpapers || Download paper | |
2023 | Real exchange rate volatility and Argentine sectoral exports: evidence of a long-run relationship. (2023). Andres, Grosz Fernando ; Ignacio, Warnes. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4700. Full description at Econpapers || Download paper | |
2023 | Does the effectiveness of money supply and foreign direct investment determine the industrial growth performance in India?. (2023). Sahu, Praveen ; Sahoo, Mrutyunjaya. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:83-102. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
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2023 | Oil Sector and Carbon Emissions in Nigeria: Asymmetry Analysis. (2023). Enisan, Akinlo A. In: African Journal of Economic Review. RePEc:ags:afjecr:333987. Full description at Econpapers || Download paper | |
2023 | Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664. Full description at Econpapers || Download paper | |
2023 | Does vertical asymmetric price transmission exist in the rice markets?. (2023). Indra, I ; Abd, Shabri M ; Masbar, Raja ; Arida, Agustina. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337424. Full description at Econpapers || Download paper | |
2023 | Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861. Full description at Econpapers || Download paper | |
2023 | Bridging Borders, Nourishing Nations: The Impact of Foreign Direct Investment on Tanzanias Cereal Yield. (2023). Tengaa, Peter E ; Mwenda, Beny B ; Rashid, Furaha N. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:339056. Full description at Econpapers || Download paper | |
2023 | Nexus Between Investment and Agricultural Growth in The Democratic Republic of Congo: Cointegration, Short-Run Dynamics and Causality. (2023). Chisasa, Joseph ; Lusungu, Luka. In: Journal of Agribusiness and Rural Development. RePEc:ags:pojard:338746. Full description at Econpapers || Download paper | |
2023 | The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market. (2023). Alp, Ozge Sezgin ; Aikgoz, Turker. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:3:p:425-439. Full description at Econpapers || Download paper | |
2023 | Exploring the Impact of Inflation on Economic Development in Bangladesh. (2023). Rahman, Md Sayebur. In: International Journal of Science and Business. RePEc:aif:journl:v:19:y:2023:i:1:p:87-96. Full description at Econpapers || Download paper | |
2023 | Foreign direct investment in Algeria: A theoretical and applied study. (2023). Mohammed, Daoudi. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202307. Full description at Econpapers || Download paper | |
2023 | Nexus Between Foreign Direct Investment and Employment in Manufacturing and Services Sectors in Tunisia: An ARDL Approach. (2023). ben Amor, Mouldi. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:1-20. Full description at Econpapers || Download paper | |
2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2023 | Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051. Full description at Econpapers || Download paper | |
2023 | Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150. Full description at Econpapers || Download paper | |
2023 | Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952. Full description at Econpapers || Download paper | |
2023 | Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502. Full description at Econpapers || Download paper | |
2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2023 | Climate change heterogeneity: A new quantitative approach. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2301.02648. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | A Comparative Analysis of Forecasting Models Using Moroccan Economic Data: The Factor-Augmented Error Correction Model in Perspective. (2023). Marouane, Daoui. In: Papers. RePEc:arx:papers:2302.14180. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393. Full description at Econpapers || Download paper | |
2023 | What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895. Full description at Econpapers || Download paper | |
2023 | Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2023 | Incentives for Private Industrial Investment in historical perspective: the case of industrial promotion and investment promotion in Uruguay (1974-2010). (2023). Vallarino, Diego. In: Papers. RePEc:arx:papers:2310.07738. Full description at Econpapers || Download paper | |
2023 | Inference on common trends in functional time series. (2023). Seong, Dakyung ; Nielsen, Morten Orregaard. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
2023 | Foreign Capital and Economic Growth: Evidence from Bangladesh. (2023). Billah, Md Masum ; Huq, Md Fazlul ; Salma, Ummya. In: Papers. RePEc:arx:papers:2312.04695. Full description at Econpapers || Download paper | |
2023 | Foreign Direct Investment in the Quest for Poverty Reduction in Nigeria. (2023). Uko, Aham Kelvin ; Nkoro, Emeka. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:109-125. Full description at Econpapers || Download paper | |
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2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2023 | Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117. Full description at Econpapers || Download paper | |
2023 | Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture. (2023). Yu, Yan ; Clark, Stephen J ; Cechura, Lukas ; Tian, Qingsong. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:153-169. Full description at Econpapers || Download paper | |
2023 | The role of sentiment in the US economy: 1920 to 1934. (2023). Nyman, Rickard ; Tuckett, David ; Landonlane, John ; James, Harold ; Kabiri, Ali. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:1:p:3-30. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper | |
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2023 | How capital intensity affects technical progress: An empirical analysis for 17 advanced economies. (2023). Vitali, Beatrice ; Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:606-631. Full description at Econpapers || Download paper | |
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2023 | The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence. (2023). Keil, Sascha. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:5:p:1235-1263. Full description at Econpapers || Download paper | |
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2023 | Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201. Full description at Econpapers || Download paper | |
2023 | The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276. Full description at Econpapers || Download paper | |
2023 | Ibovespa’s response to the behavior of oil and ore prices during the international crisis caused by COVID-19. (2023). de Oliveira, Elisabeth ; Ferreira, Alisson Maxwell ; Sanchez, Jorge Luis. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020958. Full description at Econpapers || Download paper | |
2023 | Military Expenditure and Unemployment Nexus in Bangladesh. (2023). Kader, Sheikh Abdul ; Bakirtas, Tahsin ; Uddin, Muhammad Salah ; Hanif, Abu. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020963. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers || Download paper | |
2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper | |
2023 | Variations in male height during the epidemiological transition in Italy: A cointegration approach. (2023). Rettaroli, Rosella ; Scalone, Francesco ; Tosi, Francesca. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:7. Full description at Econpapers || Download paper | |
2023 | Foreign Direct Investment And Inclusive Growth: The Role Of The Financial Sector Development In Nigeria, 1981-2020. (2023). Uko, Kelvin ; Nkoro, Aham Emeka. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_4. Full description at Econpapers || Download paper | |
2023 | SECTORAL ELECTRICITY CONSUMPTION AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL STUDY FROM 1970 TO 2016.. (2023). Behera, Jaganath. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:2_7. Full description at Econpapers || Download paper | |
2023 | Do Payment Technology Innovations Affect Currency Demand in Tunisia?. (2023). Mbazia, Nadia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-17. Full description at Econpapers || Download paper | |
2023 | Country Risk Effects and Government Domestic Debt Nexus in South Africa. (2023). Dickason-Koekemoer, Zandri ; Habanabakize, Thomas. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-4. Full description at Econpapers || Download paper | |
2023 | Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana. (2023). Obobi, Belinda Ameh ; Nambie, Nicholas Bamegne ; Dadzie, Philomena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-9. Full description at Econpapers || Download paper | |
2023 | The Impact of Public Agricultural Spending on Foreign Direct Investment Inflows in Agriculture in South Africa: An ARDL Analysis. (2023). Raoul, Djomo Choumbou ; Khobai, Hlalefang ; Mbiakop, William Djamfa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-10. Full description at Econpapers || Download paper | |
2023 | Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018). (2023). Mugwira, Vincent ; Pasara, Michael Takudzwa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-15. Full description at Econpapers || Download paper | |
2023 | Rethinking FDI Policy in Bangladesh: An Asymmetric Approach to Globalization, Population, and Trade. (2023). Paul, Mita Rani ; Golder, Uttam ; Kuddus, Ruhul ; Alam, Mohammad Jahangir ; A. H. M. Shahriar, ; Biswas, Al Amin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-20. Full description at Econpapers || Download paper | |
2023 | Guidelines for Increasing the Effectiveness of Thailand’s Sustainable Development Policy based on Energy Consumption: Enriching the Path-GARCH Model. (2023). Ariyasajjakorn, Danupon ; Vutikorn, Chittinan ; Sutthichaimethee, Jindamas ; Khomchunsri, Borworn ; Chatchorfa, Apinyar ; Siriwattana, Srochinee ; Wongthongdee, Sirapatsorn. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-10. Full description at Econpapers || Download paper | |
2023 | The Impact of Oil Prices on State Budget Income and Expenses: Case of Azerbaijan. (2023). Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-23. Full description at Econpapers || Download paper | |
2023 | Regional Estimates of Residential Electricity Demand in Brazil. (2023). Ehrl, Philipp ; Carrasco-Gutierrez, Carlos Enrique. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-50. Full description at Econpapers || Download paper | |
2023 | Dynamics of Industrial Electricity Demand in the State of Bahia (Brazil): Evolution of Price and Income and COVID-19 Implications. (2023). Silva, Marcelo Santana ; Bittencourt, Euclides Santos ; Matos, Bio F ; Oscar, Lu S. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-1. Full description at Econpapers || Download paper | |
2023 | Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14. Full description at Econpapers || Download paper | |
2023 | Does Environmental Degradation-Led Remittances Flow? Nexus between Environmental Degradation, Uncertainty, Financial Inclusion and Remittances Inflows in India and China. (2023). Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-2. Full description at Econpapers || Download paper | |
2023 | The Impact of Energy Prices on Precious Metals: A Comparison of the SARS-COV2 Period and Prior Period. (2023). Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-49. Full description at Econpapers || Download paper | |
2023 | Does Financial Development Really Improve Environmental Quality in Al-Jouf Region? Empirical Contribution to the Environmental Politics. (2023). Abaalkaif, Naif Nadi ; Fahad, Naeimah ; Abdelli, Hanane ; Saadaoui, Sawssan ; Gheraia, Zouheyr. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-22. Full description at Econpapers || Download paper | |
2023 | Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23. Full description at Econpapers || Download paper | |
2023 | Does Renewable Energy Transition in the USA and China Overcome Environmental Degradation?. (2023). Ab-Rahim, Rossazana ; Rias, Muhamad ; Haziq, Abdul Hayy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-26. Full description at Econpapers || Download paper | |
2023 | The Effect of World Oil Price on Türkiye’s Exchange Rate. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-32. Full description at Econpapers || Download paper | |
2023 | Does Renewable Energy Consumption a Driver for Economic Growth? Panel Data Analysis in Selected OIC Countries. (2023). Nurismalatri, Nurismalatri ; Putra, Purnama ; Marlina, Lina ; Lubis, Rukiah ; Riani, Ririn ; Rusydiana, Aam ; Pratomo, Wahyu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-59. Full description at Econpapers || Download paper | |
2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper | |
2023 | Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035. Full description at Econpapers || Download paper | |
2023 | Assessing the role of competitive intelligence and practices of dynamic capabilities in business accommodation of SMEs. (2023). Umair, Muhammad ; Yan, Dong ; Wu, Qihan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1103-1114. Full description at Econpapers || Download paper | |
2023 | Assessment of Fiji’s exchange rate. (2023). Vuniivi, Viliame ; Prakash, Branesh ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1282-1305. Full description at Econpapers || Download paper | |
2023 | Revisiting economic growth and CO2 emissions nexus in Taiwan using a mixed-frequency VAR model. (2023). Wu, Cheng-Feng ; Wang, Mei-Chih ; Chen, Sheng-Tung ; Hsu, Chen-Min ; Chang, Tsangyao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:319-342. Full description at Econpapers || Download paper | |
2023 | Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169. Full description at Econpapers || Download paper | |
2023 | Monetary policy rules and inflation control in the US. (2023). Kouretas, Georgios ; Eleftheriou, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003741. Full description at Econpapers || Download paper | |
2023 | Mortgage credit and house prices: The housing market equilibrium revisited. (2023). Boelhouwer, Peter ; de Haan, Jan ; van der Drift, Rosa. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200373x. Full description at Econpapers || Download paper | |
2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper | |
2023 | Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002626. Full description at Econpapers || Download paper | |
2023 | Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319. Full description at Econpapers || Download paper | |
2023 | Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51. Full description at Econpapers || Download paper | |
2023 | Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82. Full description at Econpapers || Download paper | |
2023 | An independent European macroeconomics? A history of European macroeconomics through the lens of the European Economic Review. (2023). Goutsmedt, Aurélien ; Truc, Alexandre. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001873. Full description at Econpapers || Download paper | |
2023 | Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091. Full description at Econpapers || Download paper | |
2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
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2012 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration In: Contemporary Economics. [Full Text][Citation analysis] | article | 7 |
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