Testing for multicointegration
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 56 (1997)
Issue (Month): 3 (November)
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Web page: http://www.elsevier.com/locate/ecolet
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- Johansen, S., 1991.
"A Statistical Analsysis of Cointegration for I(2) Variables,"
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- Johansen, Søren, 1995. "A Stastistical Analysis of Cointegration for I(2) Variables," Econometric Theory, Cambridge University Press, vol. 11(01), pages 25-59, February.
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- Kitamura, Yuichi, 1995. "Estimation of Cointegrated Systems with I(2) Processes," Econometric Theory, Cambridge University Press, vol. 11(01), pages 1-24, February.
- Engsted, T. & Johansen, S., 1997. "Granger's Representation Theorem and Multicointegration," Economics Working Papers eco97/15, European University Institute.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
- Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006.
"Testing for multicointegration in panel data with common factors,"
Working Papers in Economics
160, Universitat de Barcelona. Espai de Recerca en Economia.
- Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2006. "Testing for Multicointegration in Panel Data with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
- Hassler, Uwe, 2007. "Multicointegration under measurement errors," Economics Letters, Elsevier, vol. 96(1), pages 38-44, July.
- Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013.
"Global imbalances and the intertemporal external budget constraint: A multicointegration approach,"
Journal of Banking & Finance,
Elsevier, vol. 37(12), pages 5357-5372.
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach," Working Papers 1303, Department of Applied Economics II, Universidad de Valencia.
- Sylvia Kaufmann & Peter Kugler, 2005.
"Does Money Matter for Inflation in the Euro Area?,"
2005/09, Faculty of Business and Economics - University of Basel.
- Demiralp, Berna & Gantt, Bonnie B. & Selover, David D., 2011. "Modeling unemployment as an inventory: A multicointegration approach," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 724-737.
- Scheiblecker, Marcus, 2013.
"Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models,"
Elsevier, vol. 31(C), pages 511-517.
- Marcus Scheiblecker, 2012. "Between Cointegration and Multicointegration. Modelling Time Series Dynamics by Cumulative Error Correction Models," WIFO Working Papers 431, WIFO.
- Kia, Amir, 2008. "Fiscal sustainability in emerging countries: Evidence from Iran and Turkey," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 957-972.
- repec:aah:aarhec:1997-3 is not listed on IDEAS
- Boris Siliverstovs & Tom Engsted & Niels Haldrup, .
"Long-run forecasting in multicointegrated systems,"
Economics Working Papers
2002-15, School of Economics and Management, University of Aarhus.
- Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
- Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Marcus Scheiblecker, 2012. "Modelling Short-run Money Demand for the USA," WIFO Working Papers 442, WIFO.
- Ayla Ogus & Niloufer Sohrabji, 2008. "On the optimality and sustainability of Turkey’s current account," Empirical Economics, Springer, vol. 35(3), pages 543-568, November.
- Alberto Bagnai, 2006. "Structural breaks and the twin deficits hypothesis," International Economics and Economic Policy, Springer, vol. 3(2), pages 137-155, November.
- Escario, Regina & Gadea, María Dolores & Sabaté, Marcela, 2012. "Multicointegration, seigniorage and fiscal sustainability. Spain 1857–2000," Journal of Policy Modeling, Elsevier, vol. 34(2), pages 270-283.
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