On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 26 (2002)
Issue (Month): 9-10 (August)
Pages: 1517-1537
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Web page: http://www.elsevier.com/locate/jedc
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Cushman, David O., 2008. "Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 413-424, December.
- Vincent C. Blackburn & Richard Gerlach & Vasilis Sarafidis, 2007. "Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 3(2), pages 125-159, July.
- D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Discussion Papers 0809, University of the West of England, Department of Economics.
- Bonham, Carl & Gangnes, Byron & Zhou, Ting, 2009. "Modeling tourism: A fully identified VECM approach," International Journal of Forecasting, Elsevier, vol. 25(3), pages 531-549, July.
- Kaufmann, Robert K. & Bradford, Andrew & Belanger, Laura H. & Mclaughlin, John P. & Miki, Yosuke, 2008. "Determinants of OPEC production: Implications for OPEC behavior," Energy Economics, Elsevier, vol. 30(2), pages 333-351, March.
- Joanna Bęza-Bojanowska, 2009. "Behavioral and Permanent Zloty/Euro Equilibrium," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 35-55, March.
- Joanna Beza-Bojanowska & Ronald MacDonald, 2009.
"The Behavioural Zloty/Euro Equilibrium Exchange Rate,"
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2568, CESifo Group Munich.
- Joanna Beza-Bojanowska, 2009. "The Behavioural Zloty/Euro Equilibrium Exchange Rate," National Bank of Poland Working Papers 55, National Bank of Poland, Economic Institute.
- Rita Duarte & Carlos Robalo Marques, 2009.
"The dynamic effects of shocks to wages and prices in the United States and the Euro Area,"
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w200915, Banco de Portugal, Economics and Research Department.
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- Colin Ellis & Simon Price, 2003.
"UK business investment: long-run elasticities and short-run dynamics,"
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196, Bank of England.
- 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.
- Colin Ellis & Simon Price, 2004. "UK business investment: long-run elasticities and short-run dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 27, Money Macro and Finance Research Group.
- Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April.
- Sanidas, Elias & Jayanthakumaran, Kankesu, 2006. "The Consequences of Trade Liberalisation on the Australian Passenger Motor Vehicle Industry," Economics Working Papers wp06-01, School of Economics, University of Wollongong, NSW, Australia.
- Halkos, George & Tsilika, Kyriaki, 2012. "Programming identification criteria in simultaneous equation models," MPRA Paper 43467, University Library of Munich, Germany.
- Sophocles N. Brissimis & Theodora S. Kosma, 2006. "Market Conduct, Price Interdependence and Exchange Rate Pass-Through," Working Papers 51, Bank of Greece.
- Allison Zhou & Carl Bonham & Byron Gangnes, 2007. "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers 200717, University of Hawaii at Manoa, Department of Economics.
- Sophocles N. Brissimis & Thomas Vlassopoulos, 2007.
"The Interaction between Mortgage Financing and Housing Prices in Greece,"
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- Kaufmann, Robert K. & Gonzalez, Nancy & Nickerson, Thomas A. & Nesbit, Tyler S., 2011. "Do household energy expenditures affect mortgage delinquency rates?," Energy Economics, Elsevier, vol. 33(2), pages 188-194, March.
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