Articles
- Adusei Jumah & Robert M. Kunst, 2008.
"Seasonal prediction of European cereal prices: good forecasts using bad models?,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 27(5), pages 391-406.
[Downloadable!]
Cited by:
- Jumah, Adusei & Kunst, Robert M., 2008.
"Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging,"
Economics Series
231, Institute for Advanced Studies.
[Downloadable!]
- Franses, Philip Hans & Kunst, Robert M, 1999.
" On the Role of Seasonal Intercepts in Seasonal Cointegration,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 61(3), pages 409-33, August.
[Downloadable!] (restricted)
Other versions:
- Philip Hans Franses & Robert M. Kunst, 1996.
"On the Role of Seasonal Intercepts in Seasonal Cointegration,"
Tinbergen Institute Discussion Papers
96-175/7, Tinbergen Institute.
- Franses, Philip Hans & Kunst, Robert M., 1995.
"On the role of seasonal intercepts in seasonal cointegration,"
Economics Series
15, Institute for Advanced Studies.
[Downloadable!]
- Franses, P.H. & Kunst, R.M., 1998.
"On the Role of Seasonal Intercepts in Seasonal Cointegration,"
Papers
9820/a, Erasmus University of Rotterdam - Econometric Institute.
- Franses, Ph.H.B.F. & Kunst, R.M., 1998.
"On the role of seasonal intercepts in seasonal cointegration,"
Econometric Institute Report
EI 9820 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
See citations under working paper version above.
- Hauser, Michael A & Kunst, Robert M, 1998.
" Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate,"
Review of Quantitative Finance and Accounting,
Springer, vol. 10(1), pages 95-113, January.
[Downloadable!] (restricted)
Cited by:
- Emma M. Iglesias & Garry D. A. Phillips, 2005.
"Analysing one-month Euro-market interest rates by fractionally integrated models,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 15(2), pages 95-106, January.
[Downloadable!] (restricted)
- Basma Bekdache & Christopher F. Baum, 1999.
"A re-evaluation of empirical tests of the Fisher hypothesis,"
Computing in Economics and Finance 1999
944, Society for Computational Economics, revised 18 Sep 2000.
[Downloadable!]
Other versions:
- Kunst, Robert M, 1997.
"Augmented ARCH Models for Financial Time Series: Stability Conditions and Empirical Evidence,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 7(6), pages 575-86, December.
[Downloadable!] (restricted)
Cited by:
- Kunst, Robert M., 2003.
"Testing for Relative Predictive Accuracy: A Critical Viewpoint,"
Economics Series
130, Institute for Advanced Studies.
[Downloadable!]
- Kunst, Robert M, 1993.
"Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries,"
The Review of Economics and Statistics,
MIT Press, vol. 75(2), pages 325-30, May.
[Downloadable!] (restricted)
Cited by:
- H. Herwartz & H. E. Reimers, .
"Seasonal Cointegration Analysis for German M3 Money Demand,"
Sonderforschungsbereich 373
1996-78, Humboldt Universitaet Berlin.
Other versions:
- Kunst, Robert M, 1993.
"Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series,"
Empirical Economics,
Springer, vol. 18(4), pages 761-76.
Cited by:
- Gianluca Cubadda, 2000.
"Complex Reduced Rank Models for Seasonally Cointegrated Time Series,"
Econometric Society World Congress 2000 Contributed Papers
0092, Econometric Society.
[Downloadable!]
Other versions:
- Kunst, Robert & Neusser, Klaus, 1990.
"Cointegration in a Macroeconomic System,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 5(4), pages 351-65, Oct.-Dec..
[Downloadable!] (restricted)
Cited by:
- Paul D. Mcnelis & Anjum Siddiqui, 1994.
"Debt And Deficit Dynamics In New Zealand: Did Financial Liberalization Matter?,"
International Economic Journal,
Korean International Economic Association, vol. 8(3), pages 71-87, October.
[Downloadable!] (restricted)
- Palaskas, Theodosios B. & Varangis, Panos N., 1991.
"Is there excess co-movement of primary commodity prices? A co-integration test,"
Policy Research Working Paper Series
758, The World Bank.
[Downloadable!]
- Vogelvang, E., 1989.
"Dynamic interrelationships between spot prices of some agricultural commodities on related markets : a first examination,"
Serie Research Memoranda
0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
- David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2003.
"How great are the great ratios?,"
Applied Economics,
Taylor and Francis Journals, vol. 35(2), pages 163-177, January.
[Downloadable!] (restricted)
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001.
"Testing for Common Cyclical Features in Var Models with Cointegration,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000.
"Testing for Common Cyclical Features in Nonstationary Panel Data Models,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Choe, Young Chan & Koo, Won W., 1993.
"Monetary Impacts On Prices In The Short And Long Run: Further Results For The United States,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 18(02), December.
[Downloadable!]
- Jumah, Adusei & Kunst, Robert M., 2005.
"Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction,"
Economics Series
168, Institute for Advanced Studies.
[Downloadable!]
- Vogelvang, E., 1990.
"Testing for co-integration with spot prices of some related agricultural commodities,"
Serie Research Memoranda
0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
- Martin Wagner, 2002.
"A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis,"
Diskussionsschriften
dp0210, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
Other versions: - Vogelvang, E., 1990.
"Hypotheses testing concerning relationship between spot prices of various types of coffee,"
Serie Research Memoranda
0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
- Kunst, Robert M & Marin, Dalia, 1989.
"On Exports and Productivity: A Causal Analysis,"
The Review of Economics and Statistics,
MIT Press, vol. 71(4), pages 699-703, November.
[Downloadable!] (restricted)
Cited by:
- Shandre Mugan Thangavelu & Gulasekaran Rajaguru, 2004.
"Is there an export or import-led productivity growth in rapidly developing Asian countries? a multivariate VAR analysis,"
Applied Economics,
Taylor and Francis Journals, vol. 36(10), pages 1083-1093, June.
[Downloadable!] (restricted)
- Wagner, Joachim, 2001.
"The Causal Effects of Exports on Firm Size and Labor Productivity: First Evidence From a Matching Approach,"
Discussion Paper Series
26189, Hamburg Institute of International Economics.
[Downloadable!]
Other versions: - Martínez-Zarzoso, Inmaculada & Doyle, Eleanor, 2007.
"Trade, Productivity and Institutional Quality: Issues and Empirics,"
Proceedings of the German Development Economics Conference, Göttingen 2007
21, Verein für Socialpolitik, Research Committee Development Economics.
[Downloadable!]
- Xiaming Liu & Haiyan Song & Peter Romilly, 1997.
"An empirical investigation of the causal relationship between openness and economic growth in China,"
Applied Economics,
Taylor and Francis Journals, vol. 29(12), pages 1679-1686, December.
[Downloadable!] (restricted)
Other versions: - Aysan, Ahmet Faruk & Hacihasanoglu, Yavuz Selim, 2007.
"Investigation on the Determinants of Turkish Export-Boom in 2000s,"
MPRA Paper
5493, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Shyh-Wei Chen, 2007.
"Exactly what is the link between export and growth in Taiwan? new evidence from the Granger causality test,"
Economics Bulletin,
Economics Bulletin, vol. 6(7), pages 1-10.
[Downloadable!]
- Jordan Shan & Fiona Sun, 1998.
"On the export-led growth hypothesis for the little dragons: An empirical reinvestigation,"
Atlantic Economic Journal,
International Atlantic Economic Society, vol. 26(4), pages 353-371, December.
[Downloadable!] (restricted)
- Eleanor Doyle & Inmaculada Martínez-Zarzoso, 2006.
"Relating Productivity and Trade 1980-2000: A Chicken and Egg Analysis,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
147, Ibero-America Institute for Economic Research.
[Downloadable!]
- Judith A. Giles, Cara L. Williams, 2000.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 1,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 9(3), pages 261-337, September.
[Downloadable!] (restricted)
- Raymond Riezman & Charles Whiteman & Peter M. Summers, 1996.
"The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth,"
GE, Growth, Math methods
9602002, EconWPA.
[Downloadable!]
Other versions:- Riezman, R. & Whiteman, C. & Summers, P.M., 1995.
"The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth,"
Working Papers
95-16, University of Iowa, Department of Economics.
- Riezman, Raymond G & Whiteman, Charles H & Summers, Peter M, 1996.
"The Engine of Growth or Its Handmaiden? A Time-Series Assessment of Export-Led Growth,"
Empirical Economics,
Springer, vol. 21(1), pages 77-110.
- Riezman, R.G. & Summers, P.M. & Whiteman, C.H., 1991.
"The Engine of Growth or Its Handmaiden? A Time Series Assessment of Export-Led Growth,"
Working Papers
92-27, University of Iowa, Department of Economics.
- Afxentiou, Panos & Serletis, Apostolos, 2000.
"Output growth and the variability of exports and imports growth: international evidence from Granger causality tests,"
MPRA Paper
1750, University Library of Munich, Germany.
[Downloadable!]
- Joseph Francois & Kevin Grier & Douglas Nelson, 2004.
"Globalization, Roundaboutness, and Relative Wages,"
Tinbergen Institute Discussion Papers
04-021/2, Tinbergen Institute.
[Downloadable!]
Other versions: - Ann Harrison, 1995.
"Openness and Growth: A Time-Series, Cross-Country Analysis for Developing Countries,"
NBER Working Papers
5221, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Harrison, Ann, 1991.
"Openness and growth : a time series, cross-country analysis for developing countries,"
Policy Research Working Paper Series
809, The World Bank.
[Downloadable!]
- Harrison, Ann, 1996.
"Openness and growth: A time-series, cross-country analysis for developing countries,"
Journal of Development Economics,
Elsevier, vol. 48(2), pages 419-447, March.
[Downloadable!] (restricted)
- Sangho KIM & Hyunjoon LIM & Donghyun PARK, 2007.
"The Effect of Imports and Exports on Total Factor Productivity in Korea,"
Discussion papers
07022, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!]
- Goran Vuksic, 2005.
"Impact of foreign direct investment of Croatian manufacturing exports,"
Financial Theory and Practice,
Institute of Public Finance, vol. 29(2), pages 131-158.
[Downloadable!]
- Ann Harrison & Ana Revenga, 1995.
"The Effects of Trade Policy Reform: What Do We Really Know?,"
NBER Working Papers
5225, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Kunst, Robert & Neusser, Klaus, 1986.
"A forecasting comparison of some var techniques,"
International Journal of Forecasting,
Elsevier, vol. 2(4), pages 447-456.
[Downloadable!] (restricted)
Cited by:
- Manfred Deistler & Klaus Neusser, 2004.
"Prognose uni- und multivariater Zeitreihen,"
Diskussionsschriften
dp0401, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
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