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Citations for " Cointegration and Unit Roots"

by Dolado, Juan J & Jenkinson, Tim & Sosvilla-Rivero, Simon

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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.):
  1. David E. A. Giles & Gugsa T. Werkneh & Betty J. Johnson, 1999. "Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data," Econometrics Working Papers 9911, Department of Economics, University of Victoria. [Downloadable!]
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  2. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Daniela Sonedda, 1996. "Commercio internazionale e crescita economica nei casi della Corea del Sud e delle isole Filippine: un'analisi di causalità," Working Paper CRENoS 199608, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  4. B. Vindevogel & D. Van Den Poel & G. Wets, 2004. "Why promotion strategies based on market basket analysis do not work," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/262, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  5. Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers 9912, Department of Economics, University of Victoria. [Downloadable!]
  6. Diego Martínez López, 2001. "Linking public investment to private investment. The case of the Spanish regions," Economic Working Papers at Centro de Estudios Andaluces E2001/04, Centro de Estudios Andaluces. [Downloadable!]
  7. Bharat Barot & Zan Yang, 2004. "House Prices and Housing Investment in Sweden and the UK. Econometric analysis for the period 1970-1998," Macroeconomics 0409022, EconWPA. [Downloadable!]
  8. David E. A. Giles & Betty J. Johnson, 1999. "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers 9910, Department of Economics, University of Victoria. [Downloadable!]
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  9. José A. Herce & Simón Sosvilla-Rivero & Juan J. De Lucio, . "Growth and the Welfare State in the EU: A causality analysis," Working Papers 98-12, FEDEA. [Downloadable!]
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  10. Stefka Slavova, 2003. "Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000," Applied Economics, Taylor and Francis Journals, vol. 35(11), pages 1303-1316, July. [Downloadable!] (restricted)
  11. Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation, Yale University. [Downloadable!]
  12. Bharat Barot, 2004. "Growth and Business Cycles for the Swedish Economy 1963-1999," Macroeconomics 0409017, EconWPA. [Downloadable!]
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  13. Stamatopoulos Theodoros, 2005. "Trade Balance and Exchange-Rate for a Small Open Economy during the EMS: The Hellenic Case 1983:1-1995:12," International Finance 0505012, EconWPA. [Downloadable!]
  14. Van Haeperen, Béatrice, 1998. "La courbe de Beveridge : Belgique, 1970 - 1993," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 1998019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  15. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Paper 80, National Institute of Economic Research.
  16. Ostos Rey, Mª Del Sol, 2002. "Test de raíces unitarias y análisis de cointegración: aplicación al estudio de la deuda exterior de España," Estudios de Economía Aplicada, Revista Estudios de Economía Aplicada, vol. 20, pages 565-581, Diciembre. [Downloadable!] (restricted)
  17. Pami Dua & Partha Sen, 2006. "Capital Flow Volatility And Exchange Rates-- The Case Of India," Working papers 144, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  18. Asif Dowla, 1995. "Efficiency Of The Black Market For Foreign Exchange," International Economic Journal, Korean International Economic Association, vol. 9(2), pages 89-100, June. [Downloadable!] (restricted)
  19. Albert van der Horst & Jan Jacobs & Lambert Schoonbeek,, 1996. "Is there a NAIRU for the Netherlands?," Working Papers 28, Centre for Economic Research, University of Groningen and University of Twente. [Downloadable!]
  20. Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David, 2005. "Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso," MPRA Paper 210, University Library of Munich, Germany, revised 2005. [Downloadable!]
  21. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
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  22. Wesche, Katrin, 1995. "The Stability of European Money Demand: An Investigation of M3H," Discussion Paper Serie B 337, University of Bonn, Germany. [Downloadable!]
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  23. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  24. Alessandro Beber, 2001. "Determinants of the implied volatility function on the Italian Stock Market," Alea Tech Reports 010, Department of Computer and Management Sciences, University of Trento, Italy. [Downloadable!]
  25. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  26. Stamatopoulos Theodoros, 2005. "Prices and Exchange Rate of Hellenic Drachma (GRD), during 1981-," International Finance 0505013, EconWPA. [Downloadable!]
  27. Maxwell J. Fry, 1991. "Long-Run And Short-Run Behavior Of Korea'S Current Account," International Economic Journal, Korean International Economic Association, vol. 5(4), pages 93-117, December. [Downloadable!] (restricted)
  28. David T. Griffiths, 2004. "The big problem of forecasting small change," Applied Economics, Taylor and Francis Journals, vol. 36(19), pages 2195-2207, September. [Downloadable!] (restricted)
  29. Michel Aglietta & Camille Baulant & Virginie Coudert, 1997. "Why the Euro Will Be Strong: An Approach Based on Equilibrium Exchange Rates," Working Papers 1997-18, CEPII research center. [Downloadable!]
  30. Elisabetta Schirru, 1996. "Modelli di determinazione del tasso di cambio: un'analisi di cointegrazione," Working Paper CRENoS 199610, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  31. Webber, A., 1999. "Newton's Gravity Law and Import Prices in the Asia Pacific," Economics Working Papers WP99-12, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  32. David E. A. Giles & Lindsay Tedds & Gugsa Werkneh, 1999. "The Canadian Underground and Measured Economies: Granger Causality Results," Econometrics Working Papers 9907, Department of Economics, University of Victoria. [Downloadable!]
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  33. Simón Sosvilla-Rivero & Javier Alonso Meseguer, . "Estimación de una función de producción MRW para la Economía Española, 1910-1995," Studies on the Spanish Economy 197, FEDEA. [Downloadable!]
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  34. Greg Tkacz, 2001. "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(1), pages 1068-1068. [Downloadable!] (restricted)
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  35. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation, Yale University. [Downloadable!]
  36. Carlo Monticelli & Marc-Olivier Strauss-Kahn, 1992. "European integration and the demand for broad money," BIS Working Papers 18, Bank for International Settlements. [Downloadable!]
  37. David E. A. Giles, 2001. "Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992," Econometrics Working Papers 0102, Department of Economics, University of Victoria. [Downloadable!]
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  38. Alessandro Beber, 2001. "Determinants of the implied volatility function on the Italian Stock Market," LEM Papers Series 2001/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  39. Mariangela Franch, 1998. "La comunicazione on-line. Aspetti metodologici e risultati di alcune sperimentazioni," Quaderni DISA 010, Department of Computer and Management Sciences, University of Trento, Italy.
  40. Huizinga, Harry & Schaling, Eric & van der Windt, Peter C, 2007. "Capital Controls and Foreign Investor Subsidies Implicit in South Africa's Dual Exchange Rate System," CEPR Discussion Papers 6347, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  41. Fatih Ozatay, 1992. "The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique," Discussion Papers 9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  42. Brigitte Granville & Sushanta Mallick, 2004. "Fisher hypothesis: UK evidence over a century," Applied Economics Letters, Taylor and Francis Journals, vol. 11(2), pages 87-90, February. [Downloadable!] (restricted)
  43. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India. [Downloadable!]
  44. Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics. [Downloadable!]
  45. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics. [Downloadable!]
  46. Carlo Monticelli, 1993. "'All the money in europe?' An investigation of the economic properties of EC-wide extended monetary aggregates," BIS Working Papers 19, Bank for International Settlements. [Downloadable!]
  47. Alberto Bagnai & Stefano Manzocchi, 1999. "Current-Account Reversals in Developing Countries: The Role of Fundamentals," Open Economies Review, Springer, vol. 10(2), pages 143-163, May. [Downloadable!] (restricted)
  48. Wong Keung-Wing & Habibullah Khan & Jun Du, 2006. "Money, Interest Rate and Stock Prices: New Evidence from Singapore and The United States," Departmental Working Papers wp0601, National University of Singapore, Department of Economics. [Downloadable!]
  49. Michael Pontrelli, 1997. "Un’analisi econometrica sul contenuto informativo della struttura a termine dei tassi di interesse tedeschi," Working Paper CRENoS 1997/2, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  50. José Angel Roldán Casas & Rafaela Dios-Palomares, 2004. "A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment," Economic Working Papers at Centro de Estudios Andaluces E2004/37, Centro de Estudios Andaluces. [Downloadable!]
  51. Kevin D. Hoover & Stephen J. Perez, . "Data Mining Reconsidered: Encompassing And The General-To-Specific Approach To Specification Search," Department of Economics 97-27, California Davis - Department of Economics. [Downloadable!]
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  52. J. Swank & J. Kakes & A.F. Tieman, 2002. "The Housing Ladder, Taxation, and Borrowing constraints," WO Research Memoranda (discontinued) 688, Netherlands Central Bank, Research Department. [Downloadable!]
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  53. Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA. [Downloadable!]
  54. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics. [Downloadable!]
  55. F. Barran, V. Coudert, B. Mojon, 1997. "Interest rates, banking spreads and credit supply: the real effects," European Journal of Finance, Taylor and Francis Journals, vol. 3(2), pages 107-136, June. [Downloadable!] (restricted)
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  56. Arielle Beyaert, Juan J. P rez-Castej, 2000. "Switching regime models in the Spanish inter-bank market," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 93-112, June. [Downloadable!] (restricted)
  57. Jan Jacobs & Albert van der Horst,, 1996. "VAR-ing the economy of the Netherlands," Working Papers 24, Centre for Economic Research, University of Groningen and University of Twente. [Downloadable!]
  58. Christopher Adam, . "The Transactions Demand for Money in Chile," QEH Working Papers qehwps60, Queen Elizabeth House, University of Oxford. [Downloadable!]
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  59. Bharat Barot, 2001. "An Econometric Demand–Supply Model For Swedish Private Housing," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 417-444, December. [Downloadable!] (restricted)

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This page was last updated on 2008-8-11.


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