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Modeling spillovers and feedback of international trade in a disequilibrium framework

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  • Beck, Martin
  • Winker, Peter

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  • Beck, Martin & Winker, Peter, 2004. "Modeling spillovers and feedback of international trade in a disequilibrium framework," Economic Modelling, Elsevier, vol. 21(3), pages 445-470, May.
    • Handle: RePEc:eee:ecmode:v:21:y:2004:i:3:p:445-470
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    1. Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-397, August.
    2. Winker, Peter & Smolny, Werner & Radowski, Daniel, 1999. "Modeling German unification in a disequilibrium framework," ZEW Discussion Papers 99-61, ZEW - Leibniz Centre for European Economic Research.
    3. Barrell, Ray & Pain, Nigel & Hurst, Ian, 1996. "German Monetary Union: An historical counterfactual analysis," Economic Modelling, Elsevier, vol. 13(4), pages 499-518, October.
    4. Joseph E. Gagnon & Paul R. Masson & Warwick J. McKibbin, 2019. "German Unification: What Have We Learned from Multi-Country Models?," World Scientific Book Chapters, in: Macroeconomic Modelling and Monetary and Exchange Rate Regimes, chapter 4, pages 101-140, World Scientific Publishing Co. Pte. Ltd..
    5. Loffler, Gunter, 1999. "Refining the Carlson-Parkin method," Economics Letters, Elsevier, vol. 64(2), pages 167-171, August.
    6. Radowski, Daniel & Smolny, Werner & Winker, Peter, 1999. "Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model," ZEW Discussion Papers 99-56, ZEW - Leibniz Centre for European Economic Research.
    7. Barrell Ray & Willem te Velde Dirk, 2002. "European Integration and Manufactures Import Demand: An Empirical Investigation of Ten European Countries," German Economic Review, De Gruyter, vol. 3(3), pages 263-294, August.
    8. Dezhbakhsh, Hashem, 1990. "The Inappropriate Use of Serial Correlation Tests in Dynamic Linear Models," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 126-132, February.
    9. Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
    10. Franz, Wolfgang & Göggelmann, Klaus & Schellhorn, Martin & Winker, Peter, 1998. "Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy," ZEW Discussion Papers 98-03, ZEW - Leibniz Centre for European Economic Research.
    11. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    12. Greenslade, Jennifer V. & Hall, Stephen G., 1996. "Modelling economies subject to structural change: The case of Germany," Economic Modelling, Elsevier, vol. 13(4), pages 545-559, October.
    13. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    14. Carlson, John A & Parkin, J Michael, 1975. "Inflation Expectations," Economica, London School of Economics and Political Science, vol. 42(166), pages 123-138, May.
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    Cited by:

    1. Mark Meyer & Peter Winker*, 2005. "Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 89(3), pages 303-320, August.

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