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Examining Impulse Response Functions in Cointegrated Systems

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Naka, Atsuyuki
Tufte, David R
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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 29 (1997)
Issue (Month): 12 (December)
Pages: 1593-1603
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Handle: RePEc:taf:applec:v:29:y:1997:i:12:p:1593-1603

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  2. Maghyereh, A., 2004. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 27-40. [Downloadable!]
  3. GRENADE, Kari & MOORE, Winston, 2008. "Co-Movements Between Foreign And Domestic Interest Rates In A Fixed Exchange Rate Regime: The Case Of The Eccu And The Us," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 119-130. [Downloadable!] (restricted)
  4. Mark Crosby & Glenn Otto, 2001. "Persistence Of Output Fluctuations Under Alternative Exchange Rate Regimes," Working Papers 072001, Hong Kong Institute for Monetary Research. [Downloadable!]
  5. Mansor H. Ibrahim, 2006. "Stock prices and bank loan dynamics in a developing country: The case of Malaysia," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 71-89, May. [Downloadable!] (restricted)
  6. Giugale, Marcelo & Korobow, Adam, 2000. "Shock persistence and the choice of foreign exchange regime - an empirical note from Mexico," Policy Research Working Paper Series 2371, The World Bank. [Downloadable!]
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