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Citations for "Error Correction, Partial Adjustment and All That: An Expository Note"

by Nickell, Stephen

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  1. Marcellino, Massimiliano, 2000. "Linear aggregation with common trends and cycles," Research in Economics, Elsevier, vol. 54(2), pages 117-131, June.
  2. Philippe Jeanfils, 2000. "A model with explicit expectations for Belgium," Working Paper Research 04, National Bank of Belgium.
  3. Carone, Giuseppe, 1996. "Modeling the U.S. demand for imports through cointegration and error correction," Journal of Policy Modeling, Elsevier, vol. 18(1), pages 1-48, February.
  4. Jean-François, RICHARD & Henry, TULKENS & Magali, Verdonck, 2005. "Tax interaction dynamics among Belgian municipalities, 1984-1997," Discussion Papers (ECON - Département des Sciences Economiques) 2005039, Université catholique de Louvain, Département des Sciences Economiques.
  5. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "The Measurement of Persistence and Hysteresis in Aggregate Unemployment," Method and Hist of Econ Thought 0311002, EconWPA.
  6. Muzafar Shah Habibullah & Peter Smith & W. N. W. Azman-Saini, 2006. "Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach," Applied Economics, Taylor and Francis Journals, vol. 38(21), pages 2535-2543.
  7. Cheong, ChongCheul, 2003. "Regime changes and econometric modeling of the demand for money in Korea," Economic Modelling, Elsevier, vol. 20(3), pages 437-453, May.
  8. Guncavdi, Oner & Bleaney, Michael & McKay, Andrew, 1998. "Financial liberalisation and private investment: evidence from Turkey," Journal of Development Economics, Elsevier, vol. 57(2), pages 443-455.
  9. Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Public Policy Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. 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.
  11. Stephen Bond & Julie Ann Elston & Jacques Mairesse & Benoît Mulkay, 1999. "Financial Factors and Investment in Belgium, France, Germany and the UK : A Comparison using Company Panel Data," Working Papers 99-64, Centre de Recherche en Economie et Statistique.
  12. Adolfson, Malin, 1999. "Swedish Export Price Determination: Pricing to Market Shares?," Working Paper Series 96, Sveriges Riksbank (Central Bank of Sweden).
  13. Smith, Ron P. & Zoega, Gylfi, 2008. "Global Factors, Unemployment Adjustment and the Natural Rate," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(22), pages 1-29.
  14. María Arrazola & José de Hevia & Gonzalo Mato, 1992. "Determinantes de la distribución de dividendos," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 235-258, May.
  15. Laurence Ball, 2002. "Short-Run Money Demand," NBER Working Papers 9235, National Bureau of Economic Research, Inc.
  16. Steve Bond & Dietmar Harhoff & John Van Reenen, 1999. "Investment, R&D and financial constraints in Britain and Germany," IFS Working Papers W99/05, Institute for Fiscal Studies.
  17. Benedict F. W. Bingham & James Daniel & Giulio Federico, 2001. "Domestic Petroleum Price Smoothing in Developing and Transition Countries," IMF Working Papers 01/75, International Monetary Fund.
  18. T. Kesavan & Zuhair A. Hassan & Helen H. Jensen & Stanley R. Johnson, 1993. "Dynamics and Long-run Structure in U.S. Meat Demand," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 41(2), pages 139-153, 07.
  19. Claudio Morana, 2007. "Factor demand modelling: the theory and the practice," ICER Working Papers 9-2007, ICER - International Centre for Economic Research.
  20. Kenny, Geoff, 2003. "Asymmetric adjustment costs and the dynamics of housing supply," Economic Modelling, Elsevier, vol. 20(6), pages 1097-1111, December.
  21. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2004. "A Comment on the Economics of Labor Adjustment: Mind the Gap: Reply," American Economic Review, American Economic Association, vol. 94(4), pages 1238-1244, September.
  22. Pål Boug & Ådne Cappelen & Anders R. Swensen, 2000. "Expectations in Export Price Formation Tests using Cointegrated VAR Models," Discussion Papers 283, Research Department of Statistics Norway.
  23. Solange Berstein & Rodrigo Fuentes, 2003. "Is There Lending Rate Stickiness in the Chilean Banking Industry?," Working Papers Central Bank of Chile 218, Central Bank of Chile.
  24. Philippe Jeanfils & Koen Burggraeve, 2005. "Noname - A new quarterly model for Belgium," Working Paper Research 68, National Bank of Belgium.
  25. Joseph, Nathan Lael, 2003. "Predicting returns in U.S. financial sector indices," International Journal of Forecasting, Elsevier, vol. 19(3), pages 351-367.
  26. Holly, Sean & Turner, Paul, 2001. "Inventory investment and asymmetric adjustment: Some evidence for the UK," International Journal of Production Economics, Elsevier, vol. 72(3), pages 251-260, August.
  27. Ang, James B., 2009. "Private Investment and Financial Sector Policies in India and Malaysia," World Development, Elsevier, vol. 37(7), pages 1261-1273, July.
  28. Agenor, Pierre-Richard & Khan, Mohsin S., 1996. "Foreign currency deposits and the demand for money in developing countries," Journal of Development Economics, Elsevier, vol. 50(1), pages 101-118, June.
  29. Joseph E. Gagnon & Michael M. Knetter, 1992. "Markup Adjustment and Exchange Rate Fluctuations: Evidence From Panel Data on Automobile Exports," NBER Working Papers 4123, National Bureau of Economic Research, Inc.
  30. Alejandro López & Martha Misas & Hugo Oliveros, 1996. "Understanding Consumption in Colombia," BORRADORES DE ECONOMIA 003734, BANCO DE LA REPÚBLICA.
  31. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  32. Freeman, John R., 1996. "A Computable Equilibrium Model for the Study of Political Economy," Bulletins 7484, University of Minnesota, Economic Development Center.
  33. Auguste Mpacko Priso, 1998. "Une évaluation de l'importance des anticipations boursières des experts," Économie et Prévision, Programme National Persée, vol. 136(5), pages 49-61.
  34. Shafik, Nemat, 1990. "Modeling investment behavior in developing countries : an application to Egypt," Policy Research Working Paper Series 452, The World Bank.
  35. Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
  36. Jorge Quiróz & Raimundo Soto, . "International Price Signals in Agricultural Markets: DoGovernments Care?," ILADES-Georgetown University Working Papers inv088, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  37. Francis, Bill B. & Leachman, Lori L., 1998. "Superexogeneity and the dynamic linkages among international equity markets," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 475-492, June.
  38. Rodríguez Brito, Mª G., 2001. "Restricciones financieras en un contexto de asimetrías informativas: indicencias de la estructura financiera en las decisiones de inversión," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 18, pages 209-232, Agosto.
  39. Huang, Tai-Hsin & Chen, Ying-Hsiu, 2009. "A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 842-849, May.
  40. Thomsen, Thomas, 2000. "Short cuts to dynamic factor demand modelling," Journal of Econometrics, Elsevier, vol. 97(1), pages 1-23, July.
  41. Weliwita, Ananda & Govindasamy, Ramu, 1997. "Supply Response In The Northeastern Fresh Tomato Market: Cointegration And Error Correction Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 26(2), October.
  42. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.).
  43. Oner Guncavdi-super-˙ & Andrew McKay, 2003. "Macroeconomic adjustment and private manufacturing investment in Turkey: a time-series analysis," Applied Economics, Taylor and Francis Journals, vol. 35(18), pages 1901-1909.
  44. Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
  45. James Ang, 2008. "Private Investment And Financial Sector Policies In Developing Countries," Monash Economics Working Papers 07/08, Monash University, Department of Economics.
  46. Lutfi Erden & Randall G. Holcombe, 2006. "The Linkage Between Public and Private Investment: A Co-integration Analysis of a Panel of Developing Countries," Eastern Economic Journal, Eastern Economic Association, vol. 32(3), pages 479-492, Summer.
  47. Mita Bhattacharya & Michael Olive, 2007. "Adjustment Of Pricing: Evidence From Indian Manufacturing," Monash Economics Working Papers 04-07, Monash University, Department of Economics.
  48. Ebrima Faal, 2003. "Currency Demand, the Underground Economy, and Tax Evasion: The Case of Guyana," IMF Working Papers 03/7, International Monetary Fund.
  49. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.).
  50. Palaskas, Theodosios & Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank.