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On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models Author info | Abstract | Publisher info | Download info | Related research | Statistics B. Candelon
H. Lütkepohl
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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number
2000-95.
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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.: Andreas Beyer, 1998.
"Modelling money demand in Germany ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 13(1), pages 57-76.
[Downloadable!]
Tom Engsted & Ken Nyholm, 2000.
"Regime shifts in the Danish term structure of interest rates ,"
Empirical Economics ,
Springer, vol. 25(1), pages 1-13.
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Engsted, Tom & Tanggaard, Carsten, 1994.
"A Cointegration Analysis of Danish Zero-Coupon Bond Yields ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 4(4), pages 265-78, August.
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Katarina Juselius, 1998.
"Changing monetary transmission mechanisms within the EU ,"
Empirical Economics ,
Springer, vol. 23(3), pages 455-481.
[Downloadable!] (restricted)
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references Cited by : (explanations , 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.)
Markku Lanne, Helmut Luetkepohl, 2006.
"Identifying Monetary Policy Shocks via Changes in Volatility ,"
Economics Working Papers
ECO2006/23, European University Institute.
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Other versions: Jan Gottschalk & Ulrich Fritsche, 2005.
"The New Keynesian Model and the Long-Run Vertical Phillips Curve : Does It Hold for Germany? ,"
Discussion Papers of DIW Berlin
521, DIW Berlin, German Institute for Economic Research.
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Other versions: Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models Across Frequencies ,"
CEIS Research Paper
82, Tor Vergata University, CEIS.
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Other versions:
Candelon,Bertrand & Cubadda,Gianluca, 2005.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Research Memoranda
022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
[Downloadable!] (restricted) Philip Marey & Arnaud Dupuy, 2004.
"Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown ,"
Econometric Society 2004 North American Summer Meetings
118, Econometric Society.
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He, Changli & Teräsvirta, Timo & González, Andres, 2002.
"Testing parameter constancy in stationary vector autoregressive models against continuous change ,"
Working Paper Series in Economics and Finance
507, Stockholm School of Economics, revised 06 May 2004.
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Mehrotra, Aaron, 2006.
"Demand for money in transition: Evidence from China's disinflation ,"
BOFIT Discussion Papers
10/2006, Bank of Finland, Institute for Economies in Transition.
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Other versions: Bachmann, Ronald & Burda, Michael C., 2008.
"Sectoral Transformation, Turbulence, and Labor Market Dynamics in Germany ,"
IZA Discussion Papers
3324, Institute for the Study of Labor (IZA).
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Other versions:
Ronald Bachmann & Michael C. Burda, 2007.
"Sectoral Transformation, Turbulence, and Labor Market Dynamics in Germany ,"
Ruhr Economic Papers
0005, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!] Bachmann, Ronald & Burda, Michael C, 2007.
"Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany ,"
CEPR Discussion Papers
6226, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Ronald Bachmann & Michael C. Burda, 2007.
"Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany ,"
SFB 649 Discussion Papers
SFB649DP2007-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Koivu, Tuuli, 2008.
"Has the Chinese economy become more sensitive to interest rates? Studying credit demand in China ,"
BOFIT Discussion Papers
1/2008, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Manner Hans & Candelon Bertrand, 2007.
"Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas ,"
Research Memoranda
052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Sandra Eickmeier & Joerg Breitung, 2006.
"Business cycle transmission from the euro area to CEECs ,"
Computing in Economics and Finance 2006
229, Society for Computational Economics.
[Downloadable!]
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