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• Miloslav Vosvrda
• Miloslav Stephan Vosvrda

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Article provided by University of Economics, Prague in its journal Prague Economic Papers.

Volume (Year): 2006 (2006)
Issue (Month): 3 ()
Pages: 231-242
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Handle: RePEc:prg:jnlpep:v:2006:y:2006:i:3:id:286:p:231-242

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Related research

Keywords: shock transmission; non-parametric univariate - multivariate measures of the shock persistence; dependence structure;

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993. "Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 57-88, March. [Downloadable!] (restricted)
   Other versions:
   • Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990. "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy," Papers 25, California Los Angeles - Applied Econometrics.
   • Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990. "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy," Cambridge Working Papers in Economics 9020, Faculty of Economics, University of Cambridge.
2. van de Gucht, Linda M. & Dekimpe, Marnik G. & Kwok, Chuck C. Y., 1996. "Persistence in foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 15(2), pages 191-220, April. [Downloadable!] (restricted)

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This page was last updated on 2009-12-6.