Articles
- Mosconi, Rocco & Seri, Raffaello, 2006.
"Non-causality in bivariate binary time series,"
Journal of Econometrics,
Elsevier, vol. 132(2), pages 379-407, June.
[Downloadable!] (restricted)
Cited by:
- Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007.
"Business Cycle Analysis with Multivariate Markov Switching Models,"
Working Papers
2007_32, University of Venice "Ca' Foscari", Department of Economics.
[Downloadable!]
- Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000.
"Cointegration analysis in the presence of structural breaks in the deterministic trend,"
Econometrics Journal,
Royal Economic Society, vol. 3(2), pages 216-249.
[Downloadable!]
Other versions: Cited by:
- Daniele Antonucci & Alessandro Girardi, 2005.
"Structural changes and deviations from the PPP within the Euro Area,"
ISAE Working Papers
57, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
- Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break,"
Economics Working Papers
ECO2006/29, European University Institute.
[Downloadable!]
Other versions:- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2008.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break,"
Journal of Time Series Analysis,
Blackwell Publishing, vol. 29(2), pages 331-358, 03.
[Downloadable!] (restricted)
- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break,"
SFB 649 Discussion Papers
SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Bevilacqua, Franco, 2006.
"Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period,"
UNU-MERIT Working Paper Series
012, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
- Philip Kostov & John Lingard, 2004.
"Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption,"
Econometrics
0409007, EconWPA.
[Downloadable!]
- Maghyereh, Aktham, 2003.
"Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan,"
Applied Econometrics and International Development,
Euro-American Association of Economic Development, vol. 3(2).
[Downloadable!]
- Elias Oikarinen, 2005.
"The Diffusion of Housing Price Movements from Centre to Surrounding Areas,"
Discussion Papers
979, The Research Institute of the Finnish Economy.
[Downloadable!]
- Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
[Downloadable!]
- Enzo Weber, 2006.
"Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence,"
SFB 649 Discussion Papers
SFB649DP2006-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Jean-François Goux & Charbel Cordahi, 2007.
"The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon,"
Post-Print
halshs-00174466_v1, HAL.
[Downloadable!]
- Enzo Weber, 2007.
"Regional and Outward Economic Integration in South-East Asia,"
SFB 649 Discussion Papers
SFB649DP2007-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: - Christos Karpetis, 2008.
"Money, Income and Inflation in Equilibrium – The Case of Greece,"
International Advances in Economic Research,
Springer, vol. 14(2), pages 205-214, May.
[Downloadable!] (restricted)
- Elias Oikarinen, 2009.
"Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki,"
Discussion Papers
53, Aboa Centre for Economics.
[Downloadable!]
- GIOT, Pierre & PETITJEAN, Mikael, 2006.
"The information content of the Bond-Equity Yield Ratio: better than a random walk?,"
CORE Discussion Papers
2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
Other versions: - Yasemin Barlas Ozer & Kam-Ki Tang, .
"This paper investigates the financial and housing wealth effects on aggregate private consumption in Turkey for the period 1987-2007. Given the lack of data, the study proposes an innovative method to,"
MRG Discussion Paper Series
2809, School of Economics, University of Queensland, Australia.
[Downloadable!]
- Baek, Jungho & Koo, Won W., 2006.
"Price Dynamics in the North American Wheat Market,"
Agricultural and Resource Economics Review,
Northeastern Agricultural and Resource Economics Association, vol. 35(2), October.
[Downloadable!]
- Mark J. Holmes & Theodore Panagiotidis, 2009.
"Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account,"
Discussion Paper Series
2009_11, Department of Economics, University of Macedonia, revised May 2009.
[Downloadable!]
Other versions: - Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002.
"Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets,"
Working Paper Series
121, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
- Charalambos G. Tsangarides & Magnus Saxegaard & Stéphane Roudet, 2007.
"Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach,"
IMF Working Papers
07/194, International Monetary Fund.
[Downloadable!]
- Karel Mertens, 2006.
"How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence,"
Economics Working Papers
ECO2006/34, European University Institute.
[Downloadable!]
- H. Lütkepohl & P. Saikkonen & C. Trenkler, .
"Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time,"
Sonderforschungsbereich 373
2001-63, Humboldt Universitaet Berlin.
Other versions: - Frédérique Bec & Alexia Bastien, 2007.
"The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?,"
Studies in Nonlinear Dynamics & Econometrics,
Berkeley Electronic Press, vol. 11(4).
[Downloadable!]
Other versions: - Reza Anglingkusumo, 2005.
"Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis,"
Tinbergen Institute Discussion Papers
05-054/4, Tinbergen Institute.
[Downloadable!]
- Morgan, Wyn & McCorriston, Steve, 2005.
"Market Power and Relative Price Adjustment: Evidence from the UK,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24485, European Association of Agricultural Economists.
[Downloadable!]
- GIOT, Pierre & PETITJEAN, Mikael, 2005.
"Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio,"
CORE Discussion Papers
2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
- David Hendry & Michael P. Clements, 2001.
"Economic Forecasting: Some Lessons from Recent Research,"
Economics Papers
2002-W11, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions:- Hendry, David F. & Clements, Michael P., 2003.
"Economic forecasting: some lessons from recent research,"
Economic Modelling,
Elsevier, vol. 20(2), pages 301-329, March.
[Downloadable!] (restricted)
- Hendry, David F & Michael P. Clements, 2002.
"Economic Forecasting: Some Lessons from Recent Research,"
Royal Economic Society Annual Conference 2002
99, Royal Economic Society.
[Downloadable!]
- David Hendry & Michael Clements, 2001.
"Economic Forecasting: Some Lessons from Recent Research,"
Economics Series Working Papers
078, University of Oxford, Department of Economics.
[Downloadable!]
- David F. Hendry & Michael P. Clements, 2001.
"Economic forecasting: some lessons from recent research,"
Working Paper Series
082, European Central Bank.
[Downloadable!]
- Carsten Trenkler, 2008.
"Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms,"
Computational Statistics,
Springer, vol. 23(1), pages 19-39, January.
[Downloadable!] (restricted)
- Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004.
"Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift,"
Economics Working Papers
ECO2004/21, European University Institute.
[Downloadable!]
- Amir Kia, 2006.
"Economic policies and demand for money: evidence from Canada,"
Applied Economics,
Taylor and Francis Journals, vol. 38(12), pages 1389-1407, July.
[Downloadable!] (restricted)
- Yasser Abdih & Frederick L. Joutz, 2008.
"The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output,"
IMF Working Papers
08/218, International Monetary Fund.
[Downloadable!]
- Maican, Florin G. & Sweeney, Richard J., 2006.
"Real Exchange Rate Adjustment In European Transition Countries,"
Working Papers in Economics
202, Göteborg University, Department of Economics.
[Downloadable!]
- Lucía de las Nieves Morales, 2008.
"Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries,"
Cuadernos de Economía (Latin American Journal of Economics),
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 185-215.
[Downloadable!]
- Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002.
"US dollar/Euro exchange rate: a monthly econometric model for forecasting,"
European Journal of Finance,
Taylor and Francis Journals, vol. 8(4), pages 480-501, December.
[Downloadable!] (restricted)
- Minoas Koukouritakis & Nikolaos Giannellis, .
"Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate,"
Working Papers
0901, University of Crete, Department of Economics.
[Downloadable!]
- Sven Schreiber, 2009.
"Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach,"
Kiel Working Papers
1505, Kiel Institute for the World Economy.
[Downloadable!]
- Enzo Weber, 2006.
"Common and Uncommon Sources of Growth in Asia Pacific,"
SFB 649 Discussion Papers
SFB649DP2006-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions:- Weber, Enzo, 2009.
"Common and uncommon sources of growth in Asia Pacific,"
Journal of the Japanese and International Economies,
Elsevier, vol. 23(1), pages 20-36, March.
[Downloadable!] (restricted)
- Weber, Enzo, 2006.
"Common and uncommon sources of growth in Asia Pacific,"
MPRA Paper
3715, University Library of Munich, Germany, revised Jun 2007.
[Downloadable!]
- Majocchi Antonio & Pavione Enrica, 2002.
"International franchising in Italy: trends and perspectives,"
Economics and Quantitative Methods
qf0215, Department of Economics, University of Insubria.
[Downloadable!]
- Rao, B. Bhaskara & Rao, Gyaneshwar, 2007.
"Structural breaks and energy efficiency in Fiji,"
MPRA Paper
3258, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Mario Mazzocchi & Davide Delle Monache & Alexandra E. Lobb, 2006.
"A structural time series approach to modelling multiple and resurgent meat scares in Italy,"
Applied Economics,
Taylor and Francis Journals, vol. 38(14), pages 1677-1688, August.
[Downloadable!] (restricted)
- Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios?,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
[Downloadable!]
Other versions: - Hans-Martin Krolzig & Juan Toro, 2002.
"Testing for Super-Exogeneity in the Presence of Common Deterministic Shifts,"
Annales d'Economie et de Statistique,
ADRES, issue 67-68, pages 03, Juillet-D.
[Downloadable!]
- Hannu Koskinen, 2004.
"Modelling of Structural Changes in Demand for Money Cointegration Relations,"
Finnish Economic Papers,
Finnish Economic Association, vol. 17(2), pages 63-72, Autumn.
[Downloadable!]
- Alessandra dal Colle Stievano, 2004.
"Finance-Growth Nexus in open economies with outliers,"
Money Macro and Finance (MMF) Research Group Conference 2004
4, Money Macro and Finance Research Group.
[Downloadable!]
- Roselyne Joyeux, 2001.
"How to Deal with Structural Breaks in Practical Cointegration Analysis,"
Research Papers
0112, Macquarie University, Department of Economics.
[Downloadable!]
- Koi Nyen Wong & Tuck Cheong Tang, 2007.
"Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study,"
Monash Economics Working Papers
13/07, Monash University, Department of Economics.
[Downloadable!]
- Mário Jorge Mendonça & Cláudio H. dos Santos, 2008.
"Revisitando a Função de Reação Fiscal no Brasil Pós-Real: Uma Abordagem de Mudanças de Regime,"
Discussion Papers
1337, Instituto de Pesquisa Econômica Aplicada - IPEA.
[Downloadable!]
- Alessandro Girardi & Paolo Paesani, 2008.
"The Transfer Problem in the Euro Area,"
Open Economies Review,
Springer, vol. 19(4), pages 517-537, September.
[Downloadable!] (restricted)
- J. Isaac Miller & Ronald Ratti, 2008.
"Crude Oil and Stock Markets: Stability, Instability, and Bubbles,"
Working Papers
0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
[Downloadable!]
Other versions:- Miller, J. Isaac & Ratti, Ronald A., 2009.
"Crude oil and stock markets: Stability, instability, and bubbles,"
Energy Economics,
Elsevier, vol. 31(4), pages 559-568, July.
[Downloadable!] (restricted)
- Carsten TRENKLER & Nikolaus WOLF, 2003.
"Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937),"
Economics Working Papers
ECO2003/05, European University Institute.
[Downloadable!]
- André Minella, 2003.
"Monetary Policy and Inflation in Brazil (1975-2000): A VAR Estimation,"
Revista Brasileira de Economia,
Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 57(3), April.
[Downloadable!]
Other versions: - Goetz, Linde & von Cramon-Taubadel, Stephan, 2008.
"Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market,"
2008 International Congress, August 26-29, 2008, Ghent, Belgium
44247, European Association of Agricultural Economists.
[Downloadable!]
- Håvard Hungnes, 2005.
"Identifying Structural Breaks in Cointegrated VAR Models,"
Discussion Papers
422, Research Department of Statistics Norway.
[Downloadable!]
- Minoas Koukouritakis, 2007.
"Testing the Purchasing Power Parity: Evidence from the New EU Countries,"
Working Papers
0720, University of Crete, Department of Economics.
[Downloadable!]
- Bevilacqua, Franco, 2006.
"Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period,"
UNU-MERIT Working Paper Series
016, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
- David Mcmillan, 2005.
"Time variation in the cointegrating relationship between stock prices and economic activity,"
International Review of Applied Economics,
Taylor and Francis Journals, vol. 19(3), pages 359-368, July.
[Downloadable!] (restricted)
- Rita Duarte & Carlos Robalo Marques, 2009.
"The dynamic effects of shocks to wages and prices in the United States and the Euro Area,"
Working Paper Series
1067, European Central Bank.
[Downloadable!]
- Hong Li & Vince Daly, 2009.
"Testing the balanced growth hypothesis: evidence from China,"
Empirical Economics,
Springer, vol. 37(1), pages 185-200, September.
[Downloadable!] (restricted)
- Clifford L.F. Attfield, 2003.
"Structural Breaks and Permanent Trends,"
Bristol Economics Discussion Papers
03/545, Department of Economics, University of Bristol, UK.
[Downloadable!]
- Knetsch, Thomas A. & Reimers, Hans-Eggert, 2006.
"How to treat benchmark revisions? : The case of German production and orders statistics,"
Discussion Paper Series 1: Economic Studies
2006,38, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Luca Pieroni & Giorgio d'Agostino & Marco Lorusso, 2008.
"Can We Declare Military Keynesianism Dead?,"
Discussion Papers
0804, University of the West of England, Department of Economics.
[Downloadable!]
Other versions:- Pieroni, Luca & d'Agostino, Giorgio & Lorusso, Marco, 2008.
"Can we declare military Keynesianism dead?,"
Journal of Policy Modeling,
Elsevier, vol. 30(5), pages 675-691.
[Downloadable!] (restricted)
- Luca Pieroni & Giorgio D’Agostino & Marco Lorusso, 2008.
"Can we declare military Keynesianism dead?,"
Quaderni del Dipartimento di Economia, Finanza e Statistica
44/2008, Università di Perugia, Dipartimento Economia, Finanza e Statistica.
[Downloadable!]
- Herzer, Dierk & Kemper, Niels & Zamparelli, Luca, 2009.
"Balanced growth and structural breaks: Evidence for Germany,"
MPRA Paper
14944, University Library of Munich, Germany.
[Downloadable!]
- Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios?,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
[Downloadable!]
- Reza Anglingkusumo, 2005.
"Stability of the Demand for Real Narrow Money in lndonesia,"
Tinbergen Institute Discussion Papers
05-051/4, Tinbergen Institute.
[Downloadable!]
- J. Anchieta Neves & Leandro Stocco & Sergio Da Silva, 2008.
"Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity,"
Economics Bulletin,
Economics Bulletin, vol. 6(29), pages 1-13.
[Downloadable!]
- J. James Reade & Ulrich Volz, 2009.
"Too Much to Lose, or More to Gain? Should Sweden Join the Euro?,"
Economics Series Working Papers
442, University of Oxford, Department of Economics.
[Downloadable!]
- Baek, Jungho & Koo, Won W., 2009.
"Analyzing Factors Affecting U.S. Food Price Inflation,"
Agribusiness & Applied Economics Report
54248, North Dakota State University, Department of Agribusiness and Applied Economics.
[Downloadable!]
- Brückner, Markus & Gerling, Kerstin & Grüner, Hans Peter, 2007.
"Wealth Inequality and Credit Markets: Evidence from Three Industrialized Countries,"
CEPR Discussion Papers
6485, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- George Saridakis, 2004.
"Violent Crime in the United States of America: A Time-Series Analysis Between 1960–2000,"
European Journal of Law and Economics,
Springer, vol. 18(2), pages 203-221, September.
[Downloadable!] (restricted)
- Anders Rahbek & Rocco Mosconi, 1999.
"Cointegration rank inference with stationary regressors in VAR models,"
Econometrics Journal,
Royal Economic Society, vol. 2(1), pages 76-91.
Cited by:
- Pål Boug and Andreas Fagereng, 2007.
"Exchange rate volatility and export performance: A cointegrated VAR approach,"
Discussion Papers
522, Research Department of Statistics Norway.
[Downloadable!]
- Chor-yiu SIN, 2004.
"Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE,"
Econometric Society 2004 Australasian Meetings
92, Econometric Society.
[Downloadable!]
- Carsten Trenkler, 2006.
"Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms,"
SFB 649 Discussion Papers
SFB649DP2006-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: - Pål Boug, Ådne Cappelen and Torbjørn Eika, 2005.
"Exchange Rate Pass-through in a Small Open Economy,"
Discussion Papers
429, Research Department of Statistics Norway.
[Downloadable!]
- Korosteleva, J & Lawson, Colin, 2009.
"The Belarusian Case of Transition: Whither Financial Repression?,"
Department of Economics Working Papers
15974, University of Bath, Department of Economics.
[Downloadable!]
- Jurgen A. Doornik & H. Peter Boswijk, 2005.
"Distribution approximations for cointegration tests with stationary exogenous regressors,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 20(6), pages 797-810.
[Downloadable!]
Other versions: - M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001.
"Bounds testing approaches to the analysis of level relationships,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
[Downloadable!]
- George Bagdatoglou & Alexandros Kontonikas, 2009.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks,"
Working Papers
2009_17, Department of Economics, University of Glasgow.
[Downloadable!]
- Eilev S. Jansen, 2004.
"Modelling inflation in the Euro Area,"
Working Paper
2004/10, Norges Bank.
[Downloadable!]
Other versions: - Christopher Bowdler & Eilev S. Jansen, 2004.
"Testing for a time-varying price-cost markup in the Euro area inflation process,"
Working Paper Series
4004, Department of Economics, Norwegian University of Science and Technology, revised 11 May 2004.
[Downloadable!]
Other versions: - M Pesaran & R Smith & Yongcheol Shin, 2004.
"Structural analysis of vector error correction models exogenous i(1) variables,"
ESE Discussion Papers
38, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
- Cubadda, Gianluca & Hecq, Alain, 2003.
"The Role of Common Cyclical Features for Coincident and Leading Indexes Building,"
Economics & Statistics Discussion Papers
esdp03002, University of Molise, Dept. SEGeS.
[Downloadable!]
- Muellbauer, John & Murata, Keiko, 2009.
"Consumption, Land Prices and the Monetary Transmission Mechanism in Japan,"
CEPR Discussion Papers
7269, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Fell, Harrison, 2008.
"EU-ETS and Nordic Electricity: A CVAR Approach,"
Discussion Papers
dp-08-31, Resources For the Future.
[Downloadable!]
- Cubadda, Gianluca, 2004.
"A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,"
Economics & Statistics Discussion Papers
esdp04022, University of Molise, Dept. SEGeS.
[Downloadable!]
Other versions: - Elias Oikarinen, 2006.
"Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data,"
Discussion Papers
1004, The Research Institute of the Finnish Economy.
[Downloadable!]
- Gianluca Moretti, 2007.
"Detecting long memory co-movements in macroeconomic time series,"
Temi di discussione (Economic working papers)
642, Bank of Italy, Economic Research Department.
[Downloadable!]
- Kunst, Robert M., 2002.
"Testing for Stationarity in a Cointegrated System,"
Economics Series
117, Institute for Advanced Studies.
[Downloadable!]
- Pål Boug, Ådne Cappelen and Anders R. Swensen, 2000.
"Expectations in Export Price Formation Tests using Cointegrated VAR Models,"
Discussion Papers
283, Research Department of Statistics Norway.
[Downloadable!]
- Christopher Bowdler & Eilev S. Jansen, 2004.
"Testing for a time-varying price-cost markup in the Euro area inflation process,"
Economics Papers
2004-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
- Hjelm, Göran & Johansson, Martin W, 2002.
"A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models,"
Working Papers
2002:3, Lund University, Department of Economics.
- Annick Bruggeman & Marie Donnay, 2003.
"A monthly monetary model with banking intermediation for the euro area,"
Working Paper Series
264, European Central Bank.
[Downloadable!]
- Colombo, Massimo G & Mosconi, Rocco, 1995.
"Complementarity and Cumulative Learning Effects in the Early Diffusion of Multiple Technologies,"
Journal of Industrial Economics,
Blackwell Publishing, vol. 43(1), pages 13-48, March.
[Downloadable!] (restricted)
Cited by:
- Stoneman, Paul & Canepa, Alessandra, 2003.
"Financing Constraints in the Inter Firm Diffusion of New Process Technologies,"
EIFC - Technology and Finance Working Papers
28, United Nations University, Institute for New Technologies.
[Downloadable!]
Other versions: - Chris Forman & Avi Goldfarb & Shane Greenstein, 2005.
"Technology Adoption In and Out of Major Urban Areas: When Do Internal Firm Resources Matter Most?,"
NBER Working Papers
11642, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Ming-yuan Chen, 2005.
"Technology adoption in response to changes in market conditions: Evidence from the US petroleum refining industry,"
Economics of Innovation and New Technology,
Taylor and Francis Journals, vol. 14(8), pages 735-756, November.
[Downloadable!] (restricted)
- Philipp Köllinger & Christian Schade, 2003.
"Analyzing E-Learning Adoption via Recursive Partitioning,"
Discussion Papers of DIW Berlin
346, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
- Heinz Hollenstein & Martin Woerter, 2007.
"Inter- and Intra-Firm Diffusion of Technology: the Example of E-commerce : An Analysis based on Swiss Firm-level Data,"
KOF Working papers
07-157, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Other versions: - Heinz Hollenstein & Martin Woerter, 2004.
"The Decision to Adopt Internet-based E-Commerce : An Empirical Analysis Based on Swiss Firm-level Data,"
KOF Working papers
04-89, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
- Ana Faria & Paul Fenn & Alistair Bruce, 2002.
"Determinants Of Adoption Of Flexible Production Technologies: Evidence From Portuguese Manufacturing Industry,"
Economics of Innovation and New Technology,
Taylor and Francis Journals, vol. 11(6), pages 569-580, January.
[Downloadable!] (restricted)
- Giuliana Battisti & Heinz Hollenstein & Paul Stoneman & Martin Woerter, 2005.
"Inter and Intra firm Diffusion of ICT in the United Kingdom (UK) and Switzerland (CH) : An Internationally Comparative Study Based on Firm-level Data,"
KOF Working papers
05-111, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Other versions: - Susan Athey & Scott Stern, 1998.
"An Empirical Framework for Testing Theories About Complimentarity in Organizational Design,"
NBER Working Papers
6600, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Ennen, Edgar & Richter, Ansgar, 2009.
"The Whole Is More Than the Sum of Its Parts - Or Is It? A Review of the Empirical Literature on Complementarities in Organizations,"
MPRA Paper
15666, University Library of Munich, Germany.
[Downloadable!]
- Francesca Lotti & Enrico Santarelli, 2001.
"Linking Knowledge to Productivity: A Germany-Italy Comparison Using the CIS Database,"
Empirica,
Springer, vol. 28(3), pages 293-317, September.
[Downloadable!] (restricted)
- James G. Mulligan & Nilotpal Das, 2005.
"Persistent Adoption of Time-Saving Process Innovations,"
Working Papers
05-03, University of Delaware, Department of Economics.
[Downloadable!]
- F. Lotti & E. Santarelli, 1998.
"R&D Embodied Technological Change, Producers - Users Interaction, and Productivity at the Firm Level: A Germany-Italy Comparison,"
Working Papers
323, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!]
- Athey, Susan. & Stern, Scott, 1969-, 1998.
"An empirical framework for testing theories about complementarity in orgaziational design,"
Working papers
WP 4022-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
- Koellinger, Ph.D. & Schade, C., 2009.
"Acceleration of technology adoption within firms -- Emperical evidence from e-business,"
Research Paper
ERS-2008-013-ORG Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
- Heli Koski, 2000.
"Feedback Mechanisms in the Evolution of Networks: The Installed User Base and Innovation in the Communications Sector,"
Discussion Papers
725, The Research Institute of the Finnish Economy.
[Downloadable!]
- Keld Laursen & Volker Mahnke, .
"Knowledge strategies, firm types, and complementarity in human-resource practices,"
IVS/CBS Working Papers
00-8, Department of Industrial Economics and Strategy, Copenhagen Business School.
[Downloadable!]
- Nicoletta Corrocher, 2002.
"Does Internet banking substitute traditional banking? Empirical evidence from Italy,"
KITeS Working Papers
134, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Jul 2002.
[Downloadable!]
- Heinz Hollenstein, 2002.
"Determinants of the Adoption of Information and Communication Technologies (ICT),"
WIFO Working Papers
183, WIFO.
[Downloadable!]
- Baldwin, John R. & Raffiquzzaman, Mohammed, 1998.
"The Determinants of the Adoption Lag for Advanced Manufacturing Technologies,"
Analytical Studies Branch Research Paper Series
1998117e, Statistics Canada, Analytical Studies Branch.
[Downloadable!]
- James G. Mulligan & Nilotpal Das, 2004.
"Vintage Effects and the Diffusion of Time-Saving Technological Innovations: The Adoption of Optical Scanners by U.S. Supermarkets.","
Working Papers
04-06, University of Delaware, Department of Economics.
[Downloadable!]
- Heli Koski & Tobias Kretschmer, 2002.
"Entry, Standards and Competition : Firm Strategies and the Diffusion of Mobile Telephony,"
Discussion Papers
824, The Research Institute of the Finnish Economy.
[Downloadable!]
Other versions: - Silvia Massini, 2004.
"The diffusion of mobile telephony in Italy and the UK: an empirical investigation,"
Economics of Innovation and New Technology,
Taylor and Francis Journals, vol. 13(3), pages 251-277, April.
[Downloadable!] (restricted)
- Rachel BOCQUET (IREGE, IUT-University of Savoie) & Olivier BROSSARD (LEREPS-GRES), 2006.
"Information Technologies (IT) Adoption and Localized Knowledge Diffusion: an Empirical Study,"
Cahiers du GRES
2006-17, Groupement de Recherches Economiques et Sociales.
[Downloadable!]
- Heli Koski, 2000.
"Regulators and Competition Spurring or Retarding Innovation in the Telecommunications Sector?,"
Discussion Papers
724, The Research Institute of the Finnish Economy.
[Downloadable!]
- Mosconi, Rocco & Giannini, Carlo, 1992.
"Non-causality in Cointegrated Systems: Representation Estimation and Testing,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 54(3), pages 399-417, August.
Cited by:
- Efthymios Tsionas, 2003.
"Inflation and Productivity in Europe: An Empirical Investigation,"
Empirica,
Springer, vol. 30(1), pages 39-62, March.
[Downloadable!] (restricted)
- Elias Oikarinen, 2005.
"The Diffusion of Housing Price Movements from Centre to Surrounding Areas,"
Discussion Papers
979, The Research Institute of the Finnish Economy.
[Downloadable!]
- Roosen, Jutta & Hennessy, David A., 2003.
"The Deseasonalization Of Animal Production,"
2003 Annual meeting, July 27-30, Montreal, Canada
22068, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Norman Gemmell, & Tim Lloyd, & Marina Mathew, .
"Dynamic Sectoral Linkages and Structural Change in a Developing Economy,"
Discussion Papers
98/3, University of Nottingham, CREDIT.
[Downloadable!]
- Karen Cabos & Nikolaus A. Siegfried, 2004.
"Controlling inflation in Euroland,"
Applied Economics,
Taylor and Francis Journals, vol. 36(6), pages 549-558, April.
[Downloadable!] (restricted)
Other versions: - P. J. Dawson & P. K. Dey, 2002.
"Testing for the law of one price: rice market integration in Bangladesh,"
Journal of International Development,
John Wiley & Sons, Ltd., vol. 14(4), pages 473-484.
[Downloadable!]
- Gianluca Cubadda & Domenico Mignacca, 1994.
"Is Money Neutral? Some Evidence for Italy,"
International Finance
9410001, EconWPA, revised 09 Nov 1994.
[Downloadable!]
- O. Holtemöller, .
"Money and Prices: An I(2) Analysis for the Euro Area,"
Sonderforschungsbereich 373
2002-12, Humboldt Universitaet Berlin.
- George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou, 2004.
"Financial Markets and Economic Growth in Greece,"
Working Papers
17, Bank of Greece.
[Downloadable!]
- Jan Gottschalk & Felipe Martinez Rico & Willem Van Zandweghe, 2000.
"Money as an Indicator in the Euro Zone,"
Kiel Working Papers
984, Kiel Institute for the World Economy.
[Downloadable!]
- Scott Hendry, 1995.
"Long-Run Demand for M1,"
Macroeconomics
9511001, EconWPA.
[Downloadable!]
- Bruneau, C. & Jondeau, E., 1998.
"Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates,"
Documents de Travail
53, Banque de France.
[Downloadable!]
- Tilak Abeysinghe & Gulasekaran Rajaguru, 2003.
"Temporal Aggregation, Causality Distortions, and a Sign Rule,"
Departmental Working Papers
wp0406, National University of Singapore, Department of Economics.
[Downloadable!]
Other versions: - Judith A. Giles & Sadaf Mirza, 1999.
"Some Pretesting Issues on Testing for Granger Noncausality,"
Econometrics Working Papers
9914, Department of Economics, University of Victoria.
[Downloadable!]
- Jr-Tsung Huang, 2007.
"Labor force participation and juvenile delinquency in Taiwan: a time series analysis,"
Journal of Family and Economic Issues,
Springer, vol. 28(1), pages 137-150, March.
[Downloadable!] (restricted)
- Catherine Bruneau & Jean-Paul Nicolai, 1995.
"Causalité persistante entre séries non-stationnaire: application à l'étude comparée des politiques monétaires des pays du G5,"
Annales d'Economie et de Statistique,
ADRES, issue 40, pages 10, Octobre-D.
[Downloadable!]
- Judith A. Clarke & Sadaf Mirza, 2003.
"Some Finite Sample Results On Testing For Granger Noncausality,"
Econometrics Working Papers
0305, Department of Economics, University of Victoria.
[Downloadable!]
- Daniela Federici & Daniela Marconi, 2002.
"On exports and economic growth: the case of Italy,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 11(3), pages 323-340, September.
[Downloadable!] (restricted)
- Townsend, R.F., 1998.
"Econometric Methodology Ii : Strengthening Time Series Analysis,"
Agrekon,
Agricultural Economics Association of South Africa (AEASA), vol. 37(1), March.
[Downloadable!]
- Peter Hansen, 2002.
"Generalized Reduced Rank Regression,"
Working Papers
2002-02, Brown University, Department of Economics.
[Downloadable!]
- Elias Oikarinen, 2006.
"Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data,"
Discussion Papers
1004, The Research Institute of the Finnish Economy.
[Downloadable!]
- Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006.
"Bivariate causality analysis between FDI inflows and economic growth in Ghana,"
MPRA Paper
351, University Library of Munich, Germany, revised 09 Oct 2006.
[Downloadable!]
- Guglielmo Caporale & Nikitas Pittis, 1995.
"Inflation convergence in the EMS: Some additional evidence. A reply,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 131(3), pages 587-593, September.
[Downloadable!] (restricted)
- Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004.
"Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 14(14), pages 981-989, October.
[Downloadable!] (restricted)
- Roosen, Jutta & Hennessy, David A. & Hennessy, Thia C., 2004.
"Seasonality, Capital Inflexibility, and the Industrialization of Animal Production,"
Staff General Research Papers
12222, Iowa State University, Department of Economics.
[Downloadable!]
Other versions: - Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003.
"Expectations and perceived causality in fiscal policy: an experimental analysis using real world data,"
Sonderforschungsbereich 504 Publications
03-03, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002.
"On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union,"
Economics and Quantitative Methods
qf0223, Department of Economics, University of Insubria.
[Downloadable!]
- Norman Morin, 2006.
"Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements,"
Finance and Economics Discussion Series
2006-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Maite Alguacil & Ana Cuadros & Vicente Orts, 2004.
"Does saving really matter for growth? Mexico (1970-2000),"
Journal of International Development,
John Wiley & Sons, Ltd., vol. 16(2), pages 281-290.
[Downloadable!]
- Zapata, Hector O. & Rambaldi, Alicia N., 1996.
"Monte Carlo Evidence On Cointegration And Causation,"
Staff Papers
31690, Louisiana State University, Department of Agricultural Economics and Agribusiness.
[Downloadable!]
Other versions: - Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"Exogeneity, cointegration, and economic policy analysis,"
International Finance Discussion Papers
616, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"Exogeneity, Cointegration, and Economic Policy Analysis,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 16(4), pages 370-87, October.
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