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Cointegrated Economic Time Series: A Survey With New Results

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Author Info
ENGLE, R.F.
YOO, B.S.

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Abstract

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Publisher Info
Paper provided by Pennsylvania State - Department of Economics in its series Papers with number 8-89-13.

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Length: 49 pages
Date of creation: 1989
Date of revision:
Handle: RePEc:fth:pensta:8-89-13

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Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Phone: (814)865-1456
Fax: (814)863-4775
Web page: http://econ.la.psu.edu/
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Keywords: time series ; mathematics ; evaluation;

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  1. Emanuela Marrocu & Raffaele Paci & R. Pala, 2000. "Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach," Working Paper CRENoS 200016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  2. Jacob, J. & Meister, C., 2004. "Productivity gains, intersectoral linkages, and trade: Indonesian manufacturing, 1980-1996," ECIS Working Papers 04.14, Eindhoven Centre for Innovation Studies, Eindhoven University of Technology. [Downloadable!]
  3. Jörg Breitung, 2002. "A parametric approach to the estimation of cointegration vectors in panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-4, International Conferences on Panel Data. [Downloadable!]
  4. Yaprak Gulcan & Mustafa Erhan Bilman, 2005. "The Effects of Budget Deficit Reduction on Exchange Rate: Evidence from Turkey," Discussion Paper Series 05/07, Dokuz Eylül University, Faculty of Business, Department of Economics, revised 12 Dec 2005. [Downloadable!]
  5. Basil Dalamagas, 2005. "Income and substitution effects of fiscal policy on work effort," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(2), pages 219-242, March. [Downloadable!] (restricted)
  6. Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society. [Downloadable!]
  7. Simón Sosvilla-Rivero & Irene Olloqui, . "Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries," Studies on the Spanish Economy 53, FEDEA. [Downloadable!]
  8. Bierens, H., 1995. "Nonparametric cointegration analysis," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  9. Geir Høidal Bjønnes & Dagfinn Rime & Haakon O. Aa. Solheim, 2004. "Liquidity provision in the overnight foreign exchange market," Working Paper 2004/13, Norges Bank. [Downloadable!]
    Other versions:
  10. Valerie A. Ramey, 1991. "The Source of Fluctuations in Money: Evidence From Trade Credit," NBER Working Papers 3756, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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