---
title: "Cointegration and error correction (VECM)"
description: "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."
url: https://scholar4ai.com/equations/cointegration-and-error-correction-vecm
markdown_url: https://scholar4ai.com/equations/cointegration-and-error-correction-vecm.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T13:22:50+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Cointegration and error correction (VECM)

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

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

- area: Time series
- 4 papers in the last 7 days
- Names searched for: cointegration, co-integration, error correction model, vector error correction, VECM, Johansen test

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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).
- From Apr 2024 to Sep 2026, 111 archived papers mentioned Cointegration and error correction (VECM) in their title, abstract or keywords, most of them in May 2024 (12).

## Mentions over 30 months

*Papers mentioning it by publication month, Apr 2024 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Apr 24–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 30 months |
|---|---:|---:|---:|---:|
|  | 34 | 66 | 11 | 111 |

*Papers mentioning Cointegration and error correction (VECM), newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm |
| 2026-10-21 | [When bargaining power matters: foreign direct investment and bilateral GDP disparities](https://doi.org/10.1007/s00181-026-02990-7) | [Empirical Economics](https://scholar4ai.com/journals/empirical-economics.md) | Xing Xu, Emin Gahramanov, Qinglai Meng et al. | Shanghai Institute of Technology; American University of Sharjah; Oregon State University; … |
| 2026-10-21 | [Inter-class co-movement of retail electricity tariffs and the residential adjustment gradient: evidence from a new Latin American panel](https://doi.org/10.1016/j.jup.2026.102359) | [Utilities Policy](https://scholar4ai.com/journals/utilities-policy.md) | Francisco Porles-Ochoa | Esan University |
| 2026-10-20 | [Exploring the nexus between renewable energy consumption, ores and metals exports, and foreign direct investment: Evidence from Iceland](https://doi.org/10.1016/j.jeca.2026.e00483) | [The Journal of Economic Asymmetries](https://scholar4ai.com/journals/the-journal-of-economic-asymmetries.md) | Ramil I. Hasanov, Mandeep Mahendru, Amar Rao et al. | Azerbaijan State University of Economics; Samarkand State University named after Sharof Rashidov; Széchenyi István University; … |
| 2026-10-16 | [Sustainable finance versus non-sustainable finance and environmental sustainability: evidence from selected OECD economies](https://doi.org/10.1186/s40854-026-00981-2) | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | Daniel Balsalobre‐Lorente, Magdalena Radulescu, Niu Rong et al. | Azerbaijan State University of Economics; Universidad Ecotec; University of Castilla-La Mancha; … |
| 2026-10-12 | [The influence of inflation on commercial bank performance: a systematic review](https://doi.org/10.1186/s43093-026-01013-2) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Safwan Al-Dhobee, Mohammed Al-Rafaik, Ali Al-Oluki et al. | Sana'a University; Thamar University; Al-Razi University |
| 2026-10-10 | [Innovation bridging sustainability: the role of digital finance, institutional policy stringency, and climate physical risks for advancing energy transformation](https://doi.org/10.1186/s40854-026-00972-3) | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | Huma Iftikhar, Luo Guang, Ningyu Qian | Huazhong University of Science and Technology |
| 2026-10-06 | [Asymmetric transmission of oil shocks and geopolitical risk to inflation in an energy-importing economy: multi-threshold evidence from Morocco](https://doi.org/10.1016/j.jeca.2026.e00481) | [The Journal of Economic Asymmetries](https://scholar4ai.com/journals/the-journal-of-economic-asymmetries.md) | Amine Kendri, Hafid El Hassani | Sidi Mohamed Ben Abdellah University |
| 2026-10-05 | [The empirics of the tourism–growth nexus: how does tourism specialization affect regional growth paths?](https://doi.org/10.1007/s00168-026-01574-8) | [The Annals of Regional Science](https://scholar4ai.com/journals/the-annals-of-regional-science.md) | David Boto‐García, Roberto Balado‐Naves, José Francisco Baños-Pino et al. | Universidad de Oviedo |
| 2026-10-05 | [Beyond productivity: Does ICT agglomeration drive regional eco-efficiency?](https://doi.org/10.1016/j.strueco.2026.09.009) | [Structural Change and Economic Dynamics](https://scholar4ai.com/journals/structural-change-and-economic-dynamics.md) | Maria Chiara D’Errico, Anna Maria Ferragina, Stefano Iandolo et al. | University of Perugia; University of Salerno; École Supérieure du Commerce Extérieur; … |
| 2026-10-05 | [Accounting for the Unaccounted: Correcting Pakistan’s Grid Electricity Demand Forecasts Using Solar PV Import Proxies and Deep Learning](https://doi.org/10.1007/s10614-026-11439-z) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Muhammad Imran, Atif Khan Jadoon, Tariq Mahmood | University of the Punjab |
| 2026-10-04 | [Watts to wealth: Electricity, efficiency, and industrial asset pricing](https://doi.org/10.1016/j.iref.2026.105924) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Anna Pirogova |  |
| 2026-10-03 | [Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures](https://doi.org/10.1007/s10614-026-11430-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jan Maciejowski, Manuele Leonelli | IE University |
| 2026-10-02 | [The impact of international clean energy finance and public policies on the low-carbon energy transition: Evidence from Egypt and Brazil](https://doi.org/10.1016/j.enpol.2026.115647) | [Energy Policy](https://scholar4ai.com/journals/energy-policy.md) | Tunahan Değirmenci, Yusuf Ünsal | Sakarya University; Azerbaijan State University of Economics; Anadolu University |
| 2026-10-01 | [Globalization channels and business cycle synchronization: The roles of capital mobility and China's bilateral trade](https://doi.org/10.1016/j.iref.2026.106000) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Dong Yao, Wanyin Zhong, Liang Chen et al. | Chengdu Jincheng College; Chengdu Medical College |
| 2026-10-01 | [Behavioural and permanent equilibrium exchange rates in a Bayesian cointegrated system: Evidence from Poland](https://doi.org/10.1016/j.ecosys.2026.101460) | [Economic Systems](https://scholar4ai.com/journals/economic-systems.md) | Patryk Norbert Kołbyko | Maria Curie-Skłodowska University |
| 2026-10-01 | [Integration of joint energy commodity price forecasts with hydrogen energy system planning under uncertain climate policies](https://doi.org/10.1016/j.ijforecast.2026.05.005) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Hongtao Ren, Caiyu Chen, Li Su et al. | East China University of Science and Technology; Renmin University of China; China Construction Bank; … |
| 2026-10-01 | [Governing sustainability under uncertainty: dynamic evidence on climate risk and policy swings](https://doi.org/10.1016/j.jik.2026.101173) | [Journal of Innovation & Knowledge](https://scholar4ai.com/journals/journal-of-innovation-knowledge.md) | Xiaotian Dong, Wenhui Ma, Kai-Hua Wang et al. | Qingdao University; City University of Macau; Superior University |
| 2026-10-01 | [AN ALTERNATIVE CONCEPTUAL FRAMEWORK OF THE PROXIMATE SOURCES OF GROWTH ACCELERATIONS IN SUB-SAHARAN AFRICAN COUNTRIES](https://doi.org/10.1016/j.strueco.2026.10.001) | [Structural Change and Economic Dynamics](https://scholar4ai.com/journals/structural-change-and-economic-dynamics.md) | Kevin S. Nell, Maria M. De Mello | University of Johannesburg |
| 2026-10-01 | [Tourism expansion and sustainable economic growth in Bangladesh: long-run gains or hidden costs?](https://doi.org/10.1186/s43093-026-01016-z) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Md. Mominul Islam | Southeast University |
| 2026-10-01 | [Forecasting the price of carbon with macroeconomic and financial variables](https://doi.org/10.1016/j.jedc.2026.105435) | [Journal of Economic Dynamics and Control](https://scholar4ai.com/journals/journal-of-economic-dynamics-and-control.md) | Andrea Bastianin, Elisabetta Mirto, Yan Qin et al. | University of Milan; Fondazione Eni Enrico Mattei; Swiss National Bank |
| 2026-09-30 | [Catalysts or constraints? The dual role of natural resources and greenfield investment amid geopolitical risk](https://doi.org/10.1016/j.enpol.2026.115627) | [Energy Policy](https://scholar4ai.com/journals/energy-policy.md) | Priyanka Pradhan, Rajib Kumar Malik, Narayan Sethi et al. | National Institute of Technology Rourkela; Indian Institute of Management Sambalpur |
| 2026-09-30 | [Words that move markets: ECB presidential tone and euro area bank CDS spreads](https://doi.org/10.1016/j.jfs.2026.101600) | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | Dimitrios Anastasiou, Theodoros Bratis, Apostolos G. Katsafados et al. | Athens University of Economics and Business; University of Zurich; Swiss Finance Institute; … |
| 2026-09-29 | [The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León |
| 2026-09-29 | [Energy transitions, informal economic pressures, and carbon dynamics: A multidecadal panel assessment of APEC's renewable–efficiency nexus](https://doi.org/10.1016/j.iref.2026.105911) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Hang Wang, Chunnan Wang, Zichen Liu | Beijing Technology and Business University; Nanjing Normal University |
| 2026-09-28 | [The effects of geopolitical risks on currency crises](https://doi.org/10.1016/j.iref.2026.105904) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Qingzheng Cao, Jiangshan Liao, Ruojia Zhu | Central University of Finance and Economics; University of International Business and Economics; Capital University of Economics and Business |

## Cite this page

Scholar4AI. (2026). Cointegration and error correction (VECM). Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/cointegration-and-error-correction-vecm

```bibtex
@misc{scholar4ai-equations-cointegration-and-error-correction-vecm,
  author = {{Scholar4AI}},
  title = {Cointegration and error correction (VECM)},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/cointegration-and-error-correction-vecm}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).