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

by Nickell, Stephen

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  1. 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.
  2. Thomsen, Thomas, 2000. "Short cuts to dynamic factor demand modelling," Journal of Econometrics, Elsevier, vol. 97(1), pages 1-23, July.
  3. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  4. Ball, Laurence, 2012. "Short-run money demand," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 622-633.
  5. Smolny, Werner, 1997. "Endogenous innovations in a model of the firm: Theory and empirical application for West-German manufacturing firms," Discussion Papers 39, University of Konstanz, Center for International Labor Economics (CILE).
  6. T. Kesavan & Zuhair A. Hassan & Helen H. Jensen & Stanley R. Johnson, 1988. "Dynamics and Long-run Structure in U.S. Meat Demand," Center for Agricultural and Rural Development (CARD) Publications 88-wp38, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  7. Weshah Razzak, 2014. "New Zealand Labour Market Dynamics: Pre- and Post-global Financial Crisis," Treasury Working Paper Series 14/03, New Zealand Treasury.
  8. 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 & Francis Journals, vol. 38(21), pages 2535-2543.
  9. 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.
  10. Ivanic, Maros & Martin, Will, 2014. "Implications of domestic price insulation for global food price behavior," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 272-288.
  11. 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.
  12. Freeman, John R., 1996. "A Computable Equilibrium Model for the Study of Political Economy," Bulletins 7484, University of Minnesota, Economic Development Center.
  13. Vanessa Berenguer Rico & Jesús Gonzalo, 2013. "Co-summability from linear to non-linear cointegration," Economics Working Papers we1312, Universidad Carlos III, Departamento de Economía.
  14. Stephen Bond & Dietmar Harhoff & John Van Reenen, 2003. "Investment, R&D and Financial Constraints in Britain and Germany," CEP Discussion Papers dp0595, Centre for Economic Performance, LSE.
  15. 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.
  16. 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.
  17. Solange Berstein & J. Rodrigo Fuentes, 2004. "Is There Lendign Rate Stickiness in the Chilean Banking Industry?," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Antonio Ahumada & J. Rodrigo Fuentes & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Banking Market Structure and Monetary Policy, edition 1, volume 7, chapter 6, pages 183-210 Central Bank of Chile.
  18. Adolfson, Malin, 1999. "Swedish Export Price Determination: Pricing to Market Shares?," Working Paper Series 96, Sveriges Riksbank (Central Bank of Sweden).
  19. RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali, 2005. "Tax interaction dynamics among Belgian municipalities 1984-1997," CORE Discussion Papers 2005048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  20. Alejandro López & Martha Misas & Hugo Oliveros, . "Understanding Consumption in Colombia," Borradores de Economia 058, Banco de la Republica de Colombia.
  21. Jugnu Ansari & Ashima Goyal, 2014. "Banks competition, managerial efficiency and the interest rate pass-through in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-007, Indira Gandhi Institute of Development Research, Mumbai, India.
  22. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(36), pages 1-29.
  23. 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.
  24. Kenny, Geoff, 2003. "Asymmetric adjustment costs and the dynamics of housing supply," Economic Modelling, Elsevier, vol. 20(6), pages 1097-1111, December.
  25. James Ang, 2008. "Private Investment And Financial Sector Policies In Developing Countries," Monash Economics Working Papers 07/08, Monash University, Department of Economics.
  26. Shafik, Nemat, 1990. "Modeling investment behavior in developing countries : an application to Egypt," Policy Research Working Paper Series 452, The World Bank.
  27. 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.
  28. Mita Bhattacharya & Michael Olive, 2007. "Adjustment Of Pricing: Evidence From Indian Manufacturing," Monash Economics Working Papers 04-07, Monash University, Department of Economics.
  29. 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.
  30. Gagnon, Joseph E. & Knetter, Michael M., 1995. "Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 289-310, April.
  31. Claudio Morana, 2007. "Factor demand modelling: the theory and the practice," ICER Working Papers 9-2007, ICER - International Centre for Economic Research.
  32. 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.
  33. 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.
  34. 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.
  35. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Society for Computational Economics, vol. 19(2), pages 197-225, April.
  36. Massimiliano Marcellino, . "Linear Aggregation with Common Trends and Cycles," Working Papers 160, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  37. 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.
  38. 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.
  39. 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.).
  40. 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.
  41. 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.
  42. 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.
  43. Solange Berstein J. & Rodrigo Fuentes S., 2003. "From Policy Rates to Bank Lending Rates: The Chilean Banking Industry," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 6(1), pages 49-67, April.
  44. 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.
  45. Jerome Fahrer & Justin Myatt, 1991. "Inflation in Australia: Causes, Inertia and Policy," RBA Research Discussion Papers rdp9105, Reserve Bank of Australia.
  46. Oner Guncavdi-super-˙ & Andrew McKay, 2003. "Macroeconomic adjustment and private manufacturing investment in Turkey: a time-series analysis," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1901-1909.
  47. 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.
  48. 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.
  49. 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.
  50. Ang, James B., 2009. "Private Investment and Financial Sector Policies in India and Malaysia," World Development, Elsevier, vol. 37(7), pages 1261-1273, July.
  51. Palaskas, Theodosios & Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank.
  52. Ebrima Faal, 2003. "Currency Demand, the Underground Economy, and Tax Evasion: The Case of Guyana," IMF Working Papers 03/7, International Monetary Fund.
  53. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  54. 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.
  55. Joseph, Nathan Lael, 2003. "Predicting returns in U.S. financial sector indices," International Journal of Forecasting, Elsevier, vol. 19(3), pages 351-367.