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Explaining Cointegration Analysis: Part 1

Citations

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Cited by:

  1. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
  2. Wisam A. Samarah, 2024. "The Role of Imports on the Convergence of the Jordanian Economy towards a Competitive Economy," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 2062-2072, March.
  3. Arthur Thomas & Olivier Massol & Benoît Sévi, 2019. "How are day-ahead prices informative for predicting the next day’s consumption of natural gas?," Post-Print hal-04319396, HAL.
  4. Marei Elbadri & Eralp Bektaş, 2022. "Dynamic relationship among the bank stability, oil, and gold prices: Evidence from the Islamic banks operating in the Gulf Cooperation Council countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2153-2168, April.
  5. Michail Nektarios & Louka Kyriaki, 2025. "The Pass Through of Monetary Policy to Euro Area Bank Interest Rates," German Economic Review, De Gruyter, vol. 26(2), pages 131-192.
  6. Christopher Spencer & Paul Temple, 2016. "Standards, learning, and growth in Britain, 1901–2009," Economic History Review, Economic History Society, vol. 69(2), pages 627-652, May.
  7. Zou, Gao Lu, 2012. "The long-term relationships among China's energy consumption sources and adjustments to its renewable energy policy," Energy Policy, Elsevier, vol. 47(C), pages 456-467.
  8. Ryan, David L. & Plourde, Andre, 2002. "Smaller and smaller? The price responsiveness of nontransport oil demand," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(2), pages 285-317.
  9. Ljungwall, Christer & Wang, Zijian, 2008. "Why is capital flowing out of China?," China Economic Review, Elsevier, vol. 19(3), pages 359-372, September.
  10. Ivan Kitov & Oleg Kitov, 2013. "Does Banque de France control inflation and unemployment?," Papers 1311.1097, arXiv.org.
  11. repec:rjr:romjef:v::y:2025:i:4:p:56-85 is not listed on IDEAS
  12. Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Hernández-Herrera, María, 2024. "Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods," Economic Systems, Elsevier, vol. 48(3).
  13. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016. "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 3-23, September.
  14. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 16-25, March.
  15. Carlo Fezzi & Derek Bunn, 2010. "Structural Analysis of Electricity Demand and Supply Interactions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(6), pages 827-856, December.
  16. Anas, Muhammad & Bouri, Elie & Shahzad, Syed Jawad Hussain, 2025. "A comparative bibliometric analysis of five major energy journals," Energy Economics, Elsevier, vol. 151(C).
  17. Troncoso-Valverde, Cristián, 2004. "Preference Shifts, Structural Breaks and the Domestic Demand for Chilean Wine," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 42(3), January.
  18. A. Akshaya & B. V. Gopalakrishna, 2025. "Impact of climate and economic policy uncertainties on inflation in India: using the vector error correction model approach," Asia-Pacific Journal of Regional Science, Springer, vol. 9(2), pages 585-604, June.
  19. Monika Zimmermann & Florian Ziel, 2024. "Efficient mid-term forecasting of hourly electricity load using generalized additive models," Papers 2405.17070, arXiv.org, revised Feb 2025.
  20. Dutrénit, Gabriela & Natera, José Miguel & Puchet Anyul, Martín & Vera-Cruz, Alexandre O., 2019. "Development profiles and accumulation of technological capabilities in Latin America," Technological Forecasting and Social Change, Elsevier, vol. 145(C), pages 396-412.
  21. Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, 2003. "The dynamics of consumers' expenditure: the UK consumption ECM redux," Bank of England working papers 204, Bank of England.
  22. Di Casola, Paola & Sichlimiris, Spyridon, 2020. "TFP news, stock market booms and the business cycle: Revisiting the evidence with VEC models," Working Paper Series 388, Sveriges Riksbank (Central Bank of Sweden).
  23. Zerbo, Eléazar & Darné, Olivier, 2019. "On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach," Energy Economics, Elsevier, vol. 83(C), pages 319-332.
  24. Gomez, José M.A. & Legey, Luiz F.L., 2015. "An analysis of the impact of Flex-Fuel vehicles on fuel consumption in Brazil, applying Cointegration and the Kalman Filter," Energy, Elsevier, vol. 81(C), pages 696-705.
  25. Gaolu Zou, 2017. "Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(8), pages 149-156, 08-2017.
  26. Ruixiaoxiao Zhang & Geoffrey QP Shen & Meng Ni & Johnny Wong, 2020. "The relationship between energy consumption and gross domestic product in Hong Kong (1992–2015): Evidence from sectoral analysis and implications on future energy policy," Energy & Environment, , vol. 31(2), pages 215-236, March.
  27. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010. "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, vol. 158(1), pages 25-36, September.
  28. Imran H. Shah & Simón Sosvilla‐Rivero, 2021. "Incorporating asset price stability in the European Central Bank's inflation targeting framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2022-2043, April.
  29. Reza Anglingkusumo, 2005. "Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis," Tinbergen Institute Discussion Papers 05-054/4, Tinbergen Institute.
  30. repec:aen:journl:ej36-1-07 is not listed on IDEAS
  31. Ghoshray, A., 2018. "The Dynamic Properties of Natural Resource Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277210, International Association of Agricultural Economists.
  32. Clements Michael P. & Hendry David F., 2008. "Economic Forecasting in a Changing World," Capitalism and Society, De Gruyter, vol. 3(2), pages 1-20, October.
  33. Ljungwall, Christer, 2005. "State fixed investment and non-state sector growth in China," Journal of Policy Modeling, Elsevier, vol. 27(2), pages 211-229, March.
  34. John T. Cuddington & Leila Dagher, 2015. "Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications," The Energy Journal, , vol. 36(1), pages 185-210, January.
  35. Giuseppina Testa, 2005. "Economic Growth and Finance. A cointegration analysis in US and Japan," Quaderni DSEMS 22-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  36. Simon Price, 2004. "UK investment and the return to equity: Q redux," Money Macro and Finance (MMF) Research Group Conference 2004 87, Money Macro and Finance Research Group.
  37. Henri Lorie & Kiran Younas Khan, 2006. "What Determines the Domestic Prices of Agricultural Commodities in Pakistan?," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 667-687.
  38. repec:rza:wpaper:068 is not listed on IDEAS
  39. Ozcan, Burcu & Ozturk, Ilhan, 2016. "A new approach to energy consumption per capita stationarity: Evidence from OECD countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 332-344.
  40. Shawkat Hammoudeh & Eisa Aleisa, 2004. "Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures," Contemporary Economic Policy, Western Economic Association International, vol. 22(2), pages 250-269, April.
  41. Chowdhury, Rosen & Cook, Steve & Watson, Duncan, 2023. "Reconsidering the relationship between health and income in the UK," Social Science & Medicine, Elsevier, vol. 332(C).
  42. David F. Hendry & Grayham E. Mizon, 2016. "Improving the teaching of econometrics," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1170096-117, December.
  43. Chitose, Atsushi & Weaver, Robert D., 2007. "Dynamics of Slaughter Weight Response to Market Price Changes for Japanese Beef Cattle," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 9, pages 1-14.
  44. SHIRANI-FAKHR, Zohreh & KHOSHAKHLAGH, Rahman & SHARIFI, Alimorad, 2015. "Estimating Demand Function For Electricity In Industrial Sector Of Iran Using Structural Time Series Model (Stsm)," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 15(1), pages 143-160.
  45. repec:aen:journl:ej38-4-demello is not listed on IDEAS
  46. Borozan, Djula, 2013. "Exploring the relationship between energy consumption and GDP: Evidence from Croatia," Energy Policy, Elsevier, vol. 59(C), pages 373-381.
  47. Deebii Nwiado & Lezaasi LeneeTorbira, 2016. "A Panel Data Analysis of the Validity of Uncovered Interest Rate Parity (UIRP) in Selected African Countries," Research in World Economy, Research in World Economy, Sciedu Press, vol. 7(2), pages 15-25, December.
  48. Simón Sosvilla-Rivero & Emma García, "undated". "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA.
  49. K. W. Chau & Gaolu Zou, 2018. "Energy Prices, Real Estate Sales and Industrial Output in China," Energies, MDPI, vol. 11(7), pages 1-15, July.
  50. Dahl, Roy A & Osmundsen, Petter, 2014. "Estimating fluctuations in oil and gas investment," UiS Working Papers in Economics and Finance 2014/19, University of Stavanger.
  51. Hunt, Lester C. & Judge, Guy & Ninomiya, Yasushi, 2003. "Underlying trends and seasonality in UK energy demand: a sectoral analysis," Energy Economics, Elsevier, vol. 25(1), pages 93-118, January.
  52. Marzioni, Stefano & Murè, Pina & Paccione, Cosimo & Spallone, Marco, 2025. "Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries," Energy Economics, Elsevier, vol. 145(C).
  53. Chee Seng Cheong & Patrick J. Wilson & Ralf Zurbruegg, 2009. "An analysis of the long‐run impact of fixed income and equity market performance on Australian and UK securitised property markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 27(3), pages 259-276, April.
  54. Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge, 2019. "Energy Consumption in the GCC Countries: Evidence on Persistence," CESifo Working Paper Series 7470, CESifo.
  55. Jos'e A. Tapia Granados & Edward L. Ionides, 2024. "Income, health, and spurious cointegration," Papers 2407.15755, arXiv.org, revised Jun 2025.
  56. Socha, Robert & Wdowiński, Piotr, . "Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2018(1).
  57. Johansen, Søren & Nielsen, Morten Ørregaard, 2018. "The cointegrated vector autoregressive model with general deterministic terms," Journal of Econometrics, Elsevier, vol. 202(2), pages 214-229.
  58. Gianna Figá-Talamanca & Sergio Focardi & Marco Patacca, 2021. "Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 863-882, December.
  59. Alejandro Rodriguez Arana, 2021. "La expansion de Covid-19 en Mexico en 2020: un enfoque desde la econometria de series de tiempo," Sobre México. Revista de Economía, Sobre México. Temas en economía, vol. 1(3), pages 34-66.
  60. Simon Price & Christoph Schleicher, 2006. "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England.
  61. Dipesh Karki & Hari Gopal Risal, 2019. "Asymmetric Impact of Oil Price on Inflation: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 31(1), pages 21-46, April.
  62. Szabo Andrea, 2015. "Testing Monetary Exchange Rate Models With Panel Cointegration Tests," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 643-651, July.
  63. Kamel Jlassi, 2015. "Modelling and Forecasting of Tunisian Current Account: Aggregate versus Disaggregate Approach," IHEID Working Papers 13-2015, Economics Section, The Graduate Institute of International Studies.
  64. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023. "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, vol. 64(3), pages 1219-1246, March.
  65. Patrick Wilson & Michael White & Neil Dunse & Chee Cheong & Ralf Zurbruegg, 2011. "Modelling Price Movements in Housing Micro Markets," Urban Studies, Urban Studies Journal Limited, vol. 48(9), pages 1853-1874, July.
  66. Céline Gauthier & Fuchun Li, 2006. "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers 06-42, Bank of Canada.
  67. Brigida, Matthew, 2014. "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, vol. 43(C), pages 48-55.
  68. Sakiru Adebola Solarin & Gema Lopez & Luis A. Gil‐Alana, 2022. "Persistence analysis of research intensity in OECD countries since 1870," Australian Economic Papers, Wiley Blackwell, vol. 61(4), pages 738-750, December.
  69. Peter K. Kruse‐Andersen, 2023. "Testing R&D‐Based Endogenous Growth Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1083-1110, October.
  70. Dagher, Leila & Hasanov, Fakhri J., 2023. "Oil market shocks and financial instability in Asian countries," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 182-195.
  71. Gaolu Zou & Kwong Wing Chau, 2020. "Effects of International Crude Oil Prices on Energy Consumption in China," Energies, MDPI, vol. 13(15), pages 1-17, July.
  72. Akhand Akhtar Hossain, 2019. "Does money have a role in the inflation process? Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 58(2), pages 113-129, June.
  73. M.J., Presno & M., Landajo & P., Fernandez Gonzalez, 2017. "The Shocks To Crude Oil Production. Nonparametric Stationarity Analysis For 20 OPEC And Non-OPEC Countries," MPRA Paper 81594, University Library of Munich, Germany.
  74. Céline Gauthier & Fuchun Li, 2005. "Linking real activity and financial markets: the first steps towards a small estimated model for Canada," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 253-72, Bank for International Settlements.
  75. Hammoudeh, Shawkat & Dibooglu, Sel & Aleisa, Eisa, 2004. "Relationships among U.S. oil prices and oil industry equity indices," International Review of Economics & Finance, Elsevier, vol. 13(4), pages 427-453.
  76. Dumitru, Ionut, 2002. "Money Demand in Romania," MPRA Paper 10629, University Library of Munich, Germany.
  77. Robert Socha & Piotr Wdowiński, 2018. "Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 103-135.
  78. Mohamed Osman & Ariful Hoque & Geoffrey Gachino, 2018. "Structural Breaks and Energy Consumption in the Gulf Cooperation Council Countries: Are Random Shocks Transitory or Permanent?," Australian Economic Papers, Wiley Blackwell, vol. 57(4), pages 446-455, December.
  79. Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022. "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 164(2), pages 711-725, November.
  80. Taha, Roshaiza & Colombage, Sisira R.N. & Maslyuk, Svetlana & Nanthakumar, Loganathan, 2013. "Does financial system activity affect tax revenue in Malaysia? Bounds testing and causality approach," Journal of Asian Economics, Elsevier, vol. 24(C), pages 147-157.
  81. Bunn, Derek W. & Fezzi, Carlo, 2007. "Interaction of European Carbon Trading and Energy Prices," Climate Change Modelling and Policy Working Papers 9092, Fondazione Eni Enrico Mattei (FEEM).
  82. Mahmut Unsal Sasmaz & Emre Sakar & Yunus Emre Yayla & Ulas Akkucuk, 2020. "The Relationship between Renewable Energy and Human Development in OECD Countries: A Panel Data Analysis," Sustainability, MDPI, vol. 12(18), pages 1-16, September.
  83. Ellis, Colin & Simon Price, 2003. "UK Business Investment: Long-Run Elasticities and Short-Run Dynamics," Royal Economic Society Annual Conference 2003 73, Royal Economic Society.
  84. Jason B. Jorgensen & Fred Joutz, 2012. "Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region," Working Papers 2012-003, The George Washington University, The Center for Economic Research.
  85. Yilanci, Veli & Tunali, Çiğdem Börke, 2014. "Are fluctuations in energy consumption transitory or permanent? Evidence from a Fourier LM unit root test," Renewable and Sustainable Energy Reviews, Elsevier, vol. 36(C), pages 20-25.
  86. Sakiru Adebola Solarin, 2017. "Testing for the Stationarity in Total Factor Productivity: Nonlinearity Evidence from 79 Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(1), pages 141-158, March.
  87. Colin Ellis & Simon Price, 2003. "The impact of price competitiveness on UK producer price behaviour," Bank of England working papers 178, Bank of England.
  88. Ahmad Nasseri & Mohammad Sayyadi & Hassan Yazdifar & Rasol Eskandari & Mohammad Albahloul, 2018. "Causality between Cash Flow and Earnings: Evidence from Tehran (Iran) Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2), pages 210-228, August.
  89. Nektarios A. Michail & Konstantinos D. Melas, 2019. "A cointegrating stock trading strategy: application to listed tanker shipping companies," Journal of Shipping and Trade, Springer, vol. 4(1), pages 1-10, December.
  90. Nermin Yasar, 2020. "Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 155-159.
  91. Katarina Juselius, 2021. "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, vol. 9(1), pages 1-27, February.
  92. David I. Stern, 2010. "The Role of Energy in Economic Growth," CCEP Working Papers 0310, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
  93. João Frois Caldeira & Marcelo Savino Portugal, 2010. "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 469-504.
  94. Jana Juriová, 2016. "Money Market Equilibrium in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(3), pages 321-334.
  95. Alam, Mahim & Kabir, Janesar & Rajia, Sultana & Sen, Topon, 2023. "Unveiling the Tapestry of Rice Market in Bangladesh," MPRA Paper 121993, University Library of Munich, Germany.
  96. Stelios Bekiros & Christos Avdoulas, 2020. "Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis," Forecasting, MDPI, vol. 2(2), pages 1-28, May.
  97. Agustín Saade & Daniel Osorio & Dairo Estrada, 2012. "An Equilibrium Approach to Financial Stability Analysis: The Colombian Case," Chapters, in: The Challenge of Financial Stability, chapter 11, pages 252-282, Edward Elgar Publishing.
  98. Huawei, Tian, 2022. "Does gross domestic product, inflation, total investment, and exchanges rate matter in natural resources commodity prices volatility," Resources Policy, Elsevier, vol. 79(C).
  99. Montes, Gabriel Caldas & dos Anjos, Daniel Pereira, 2024. "Are public debt and public debt expectations associated with debt management strategies?," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
  100. Reza Anglingkusumo, 2005. "Stability of the Demand for Real Narrow Money in lndonesia," Tinbergen Institute Discussion Papers 05-051/4, Tinbergen Institute.
  101. Simon Price & Andrew Blake, 2004. "Consumers' expenditure, durables and dynamics: the UK consumption ECM redux," Money Macro and Finance (MMF) Research Group Conference 2003 75, Money Macro and Finance Research Group.
  102. Ikudayisi, Adesola Adebola & Salman, Kabir Kayode, 2014. "Spatial Integration Of Maize Market In Nigeria – A Vector Error Correction Model," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(3), pages 1-10, July.
  103. Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013. "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, vol. 33(C), pages 482-492.
  104. Yanbing Wang & Simon Hug & Judith Irek & Robert Finger, 2025. "Product differentiation, quality, and milk price stability: The case of the Swiss cheese market," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 47(1), pages 416-435, March.
  105. Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, vol. 214(1), pages 274-294.
  106. Rutkauskas Virgilijus & Gudauskaitė Laura, 2018. "Explaining the Changes of Agriculture Land Prices in Lithuania," Ekonomika (Economics), Sciendo, vol. 97(1), pages 63-75, January.
  107. Luis A. Gil-Alana & Tommaso Trani, 2019. "Time Trends and Persistence in the Global CO2 Emissions Across Europe," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 213-228, May.
  108. Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2016. "Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries," Journal of Environmental Economics and Management, Elsevier, vol. 76(C), pages 67-85.
  109. Pourazarm, Elham & Cooray, Arusha, 2013. "Estimating and forecasting residential electricity demand in Iran," Economic Modelling, Elsevier, vol. 35(C), pages 546-558.
  110. Akhand Akhtar Hossain, 2019. "How justified is abandoning money in the conduct of monetary policy in Australia on the grounds of instability in the money‐demand function?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(2), July.
  111. Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025. "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers 2025-002, The George Washington University, The Center for Economic Research.
  112. David F. Hendry, 2020. "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers 2020-W02, Economics Group, Nuffield College, University of Oxford.
  113. Colin Ellis & Simon Price, 2004. "UK Business Investment and the User Cost of Capital," Manchester School, University of Manchester, vol. 72(s1), pages 72-93, September.
  114. von Cramon-Taubadel, Stephan, 2021. "Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen," IAMO Discussion Papers 310088, Institute of Agricultural Development in Transition Economies (IAMO).
  115. Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018. "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 140-155.
  116. Yeboah Asuamah, Samuel, 2016. "Are output fluctuations transitory or permanent in Ghana?," MPRA Paper 70270, University Library of Munich, Germany.
  117. Ntebogang Dinah Moroke, 2014. "Household Debts-and Macroeconomic factors Nexus in the United States: A Cointegration and Vector Error Correction Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 6(6), pages 452-465.
  118. Michail Nektarios A. & Melas Konstantinos D., 2022. "Geopolitical Risk and the LNG-LPG Trade," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 28(3), pages 243-265, September.
  119. Borozan, Djula, 2017. "Testing for convergence in electricity consumption across Croatian regions at the consumer's sectoral level," Energy Policy, Elsevier, vol. 102(C), pages 145-153.
  120. G. L. Zou, 2019. "A Study on the Integrated Property of A Chinese Petroleum Firm Stock Prices," Sumerianz Journal of Business Management and Marketing, Sumerianz Publication, vol. 2(1), pages 15-18, 01-2019.
  121. Lena T. Cleanthous & Elena C. Eracleous & Nektarios A. Michail, 2019. "Credit, House Prices and the Macroeconomy in Cyprus," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(1), pages 33-55.
  122. Boriss Siliverstovs, 2006. "Modelling Demand for Money in Latvia (in Russian)," Quantile, Quantile, issue 1, pages 67-79, September.
  123. Zaklan, Aleksandar & Cullmann, Astrid & Neumann, Anne & von Hirschhausen, Christian, 2012. "The globalization of steam coal markets and the role of logistics: An empirical analysis," Energy Economics, Elsevier, vol. 34(1), pages 105-116.
  124. Yolanda S. Stander, 2023. "The Governance and Disclosure of IFRS 9 Economic Scenarios," JRFM, MDPI, vol. 16(1), pages 1-27, January.
  125. David F. Hendry & Felix Pretis, 2013. "Anthropogenic influences on atmospheric CO2," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 12, pages 287-326, Edward Elgar Publishing.
  126. Zimmermann, Monika & Ziel, Florian, 2025. "Efficient mid-term forecasting of hourly electricity load using generalized additive models," Applied Energy, Elsevier, vol. 388(C).
  127. Erdogdu, Erkan, 2005. "Energy market reforms in Turkey: An economic analysis," MPRA Paper 26929, University Library of Munich, Germany.
  128. Goujon, Michael, 2006. "Fighting inflation in a dollarized economy: The case of Vietnam," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 564-581, September.
  129. Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco, 2020. "Unemployment and Fertility: A Long Run Relationship," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(3), pages 1177-1196, December.
  130. Miftakhova, Alena & Judd, Kenneth L. & Lontzek, Thomas S. & Schmedders, Karl, 2020. "Statistical approximation of high-dimensional climate models," Journal of Econometrics, Elsevier, vol. 214(1), pages 67-80.
  131. João Frois Caldeira & Gulherme Valle Moura, 2013. "Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(1), pages 49-80.
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