Scholar4AI Updated 2026-10-26 12:13 UTC+09:00

Cointegration and error correction (VECM)

area: Time series · 4 papers in the last 7 days

← Most-used equations and models

Δyt=Πyt−1+∑i=1p−1ΓiΔyt−i+εt

Models series that share a long-run equilibrium; Pi holds the cointegrating relations and adjustment speeds.

LaTeX: \Delta y_t = \Pi\, y_{t-1} + \sum_{i=1}^{p-1}\Gamma_i\,\Delta y_{t-i} + \varepsilon_t

Names searched for: cointegration, co-integration, error correction model, vector error correction, VECM, Johansen test

Key findings

  • Cointegration and error correction (VECM) was mentioned in 26 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #35 of the 104 equations and models mentioned.
  • By journal category: Economics (14), Finance (9) and Management (3).
  • Most of them appeared in International Review of Economics & Finance (4), The Journal of Economic Asymmetries (2) and Financial Innovation (2).
  • Often mentioned together with Ordinary least squares (OLS) (14), Autoregressive distributed lag (ARDL) (10) and Instrumental variables (two-stage least squares) (9).
  • Datasets named in the same papers: World Development Indicators (World Bank) (8), International Energy Agency (IEA) (6) and Economic Policy Uncertainty index (6).
Papers mentioning Cointegration and error correction (VECM), newest first.
DateTitleJournalAuthorsAffiliations
2026-10-23From pixels to profits: trading arbitrage portfolios based on image representationsFinancial markets and portfolio managementNiklas PaluszkiewiczUniversität Ulm
2026-10-21When bargaining power matters: foreign direct investment and bilateral GDP disparitiesEmpirical EconomicsXing Xu, Emin Gahramanov, Qinglai Meng et al.Shanghai Institute of Technology; American University of Sharjah; Oregon State University; …
2026-10-21Inter-class co-movement of retail electricity tariffs and the residential adjustment gradient: evidence from a new Latin American panelUtilities PolicyFrancisco Porles-OchoaEsan University
2026-10-20Exploring the nexus between renewable energy consumption, ores and metals exports, and foreign direct investment: Evidence from IcelandThe Journal of Economic AsymmetriesRamil I. Hasanov, Mandeep Mahendru, Amar Rao et al.Azerbaijan State University of Economics; Samarkand State University named after Sharof Rashidov; Széchenyi István University; …
2026-10-16Sustainable finance versus non-sustainable finance and environmental sustainability: evidence from selected OECD economiesFinancial InnovationDaniel Balsalobre‐Lorente, Magdalena Radulescu, Niu Rong et al.Azerbaijan State University of Economics; Universidad Ecotec; University of Castilla-La Mancha; …
2026-10-12The influence of inflation on commercial bank performance: a systematic reviewFuture Business JournalSafwan Al-Dhobee, Mohammed Al-Rafaik, Ali Al-Oluki et al.Sana'a University; Thamar University; Al-Razi University
2026-10-10Innovation bridging sustainability: the role of digital finance, institutional policy stringency, and climate physical risks for advancing energy transformationFinancial InnovationHuma Iftikhar, Luo Guang, Ningyu QianHuazhong University of Science and Technology
2026-10-06Asymmetric transmission of oil shocks and geopolitical risk to inflation in an energy-importing economy: multi-threshold evidence from MoroccoThe Journal of Economic AsymmetriesAmine Kendri, Hafid El HassaniSidi Mohamed Ben Abdellah University
2026-10-05The empirics of the tourism–growth nexus: how does tourism specialization affect regional growth paths?The Annals of Regional ScienceDavid Boto‐García, Roberto Balado‐Naves, José Francisco Baños-Pino et al.Universidad de Oviedo
2026-10-05Beyond productivity: Does ICT agglomeration drive regional eco-efficiency?Structural Change and Economic DynamicsMaria Chiara D’Errico, Anna Maria Ferragina, Stefano Iandolo et al.University of Perugia; University of Salerno; École Supérieure du Commerce Extérieur; …
2026-10-05Accounting for the Unaccounted: Correcting Pakistan’s Grid Electricity Demand Forecasts Using Solar PV Import Proxies and Deep LearningComputational EconomicsMuhammad Imran, Atif Khan Jadoon, Tariq MahmoodUniversity of the Punjab
2026-10-04Watts to wealth: Electricity, efficiency, and industrial asset pricingInternational Review of Economics & FinanceAnna Pirogova
2026-10-03Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA FuturesComputational EconomicsJan Maciejowski, Manuele LeonelliIE University
2026-10-02The impact of international clean energy finance and public policies on the low-carbon energy transition: Evidence from Egypt and BrazilEnergy PolicyTunahan Değirmenci, Yusuf ÜnsalSakarya University; Azerbaijan State University of Economics; Anadolu University
2026-10-01Globalization channels and business cycle synchronization: The roles of capital mobility and China's bilateral tradeInternational Review of Economics & FinanceDong Yao, Wanyin Zhong, Liang Chen et al.Chengdu Jincheng College; Chengdu Medical College
2026-10-01Behavioural and permanent equilibrium exchange rates in a Bayesian cointegrated system: Evidence from PolandEconomic SystemsPatryk Norbert KołbykoMaria Curie-Skłodowska University
2026-10-01Integration of joint energy commodity price forecasts with hydrogen energy system planning under uncertain climate policiesInternational Journal of ForecastingHongtao Ren, Caiyu Chen, Li Su et al.East China University of Science and Technology; Renmin University of China; China Construction Bank; …
2026-10-01Governing sustainability under uncertainty: dynamic evidence on climate risk and policy swingsJournal of Innovation & KnowledgeXiaotian Dong, Wenhui Ma, Kai-Hua Wang et al.Qingdao University; City University of Macau; Superior University
2026-10-01AN ALTERNATIVE CONCEPTUAL FRAMEWORK OF THE PROXIMATE SOURCES OF GROWTH ACCELERATIONS IN SUB-SAHARAN AFRICAN COUNTRIESStructural Change and Economic DynamicsKevin S. Nell, Maria M. De MelloUniversity of Johannesburg
2026-10-01Tourism expansion and sustainable economic growth in Bangladesh: long-run gains or hidden costs?Future Business JournalMd. Mominul IslamSoutheast University
2026-10-01Forecasting the price of carbon with macroeconomic and financial variablesJournal of Economic Dynamics and ControlAndrea Bastianin, Elisabetta Mirto, Yan Qin et al.University of Milan; Fondazione Eni Enrico Mattei; Swiss National Bank
2026-09-30Catalysts or constraints? The dual role of natural resources and greenfield investment amid geopolitical riskEnergy PolicyPriyanka Pradhan, Rajib Kumar Malik, Narayan Sethi et al.National Institute of Technology Rourkela; Indian Institute of Management Sambalpur
2026-09-30Words that move markets: ECB presidential tone and euro area bank CDS spreadsJournal of Financial StabilityDimitrios Anastasiou, Theodoros Bratis, Apostolos G. Katsafados et al.Athens University of Economics and Business; University of Zurich; Swiss Finance Institute; …
2026-09-29The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPsResearch in International Business and FinanceBorja Amor Tapia, Paula Castro, María Teresa Tascón FernándezUniversidad de León
2026-09-29Energy transitions, informal economic pressures, and carbon dynamics: A multidecadal panel assessment of APEC's renewable–efficiency nexusInternational Review of Economics & FinanceHang Wang, Chunnan Wang, Zichen LiuBeijing Technology and Business University; Nanjing Normal University
2026-09-28The effects of geopolitical risks on currency crisesInternational Review of Economics & FinanceQingzheng Cao, Jiangshan Liao, Ruojia ZhuCentral University of Finance and Economics; University of International Business and Economics; Capital University of Economics and Business