SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Macroeconomic Determinants of Islamic Banking Products in Indonesia
16 references·0 citing·24 second hop
Macroeconomic Determinants of Islamic Banking Products in Indonesia (2019)Macroeconomic Determinants of Islamic Ban…Determinants of Profitability in the Banking Sector: An Analysis of Post-Soviet Countries (2018)Determinants of Profitability…Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests (2014)Co-movement of international …Liquidity Risk Management: A comparative study between Conventional and Islamic banks of Pakistan (2012)Liquidity Risk Management: A …Roles of the Islamic banks in the monetary transmission process in Malaysia (2010)Roles of the Islamic banks in…Empirical Determinants of Saving in the Islamic Banks: Evidence from Indonesia (2009)Empirical Determinants of Sav…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Time Series Analysis: Forecasting and Control (1977)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Further evidence on breaking trend functions in macroeconomic variables (1997)Introductory Econometrics for Finance (2008)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 2012Liquidity Risk Management: A comparative study between Conventional and Islamic banks of Pakistan233 cited
  • 2014Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests223 cited
  • 2018Determinants of Profitability in the Banking Sector: An Analysis of Post-Soviet Countries

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

166 cited
  • 2009Empirical Determinants of Saving in the Islamic Banks: Evidence from Indonesia135 cited
  • 2010Roles of the Islamic banks in the monetary transmission process in Malaysia116 cited
  • Cited by

    No citing works inside the corpus for this window.