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Citations for "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics" by Osterwald-Lenum, Michael
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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.): Terence D.Agbeyegbe, 2003.
"On the feasibility of a monetary union in the Southern Africa Development Community ,"
Hunter College Department of Economics Working Papers
306, Hunter College: Department of Economics, revised 2003.
[Downloadable!]
Other versions: Yoichi Arai & Takeo Hoshi, 2004.
"Monetary Policy in the Great Recession ,"
Discussion papers
04024, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!]
Muhammad Akmal & David I. Stern, 2001.
"The structure of Australian residential energy demand ,"
Working Papers in Ecological Economics
0101, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
[Downloadable!]
Alain W. HECQ, 2005.
"Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach ,"
Computing in Economics and Finance 2005
258, Society for Computational Economics.
[Downloadable!]
Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok, 2005.
"Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 24(4), pages 359-377, June.
[Downloadable!] (restricted)
Jorge E. Restrepo & Hernán Rincón, 2006.
"Identifying Fiscal Policy Shocks In Chile And Colombia ,"
BORRADORES DE ECONOMIA
002800, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno, 2004.
"The World Market For Soybeans: Price Transmission Into Brazil And Effects From The Timing Of Crop And Trade ,"
Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting]
110, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Ivo Arnold, 2003.
"A Regional Analysis of German Money Demand Around Reunification with Implications for EMU ,"
Empirica ,
Springer, vol. 30(1), pages 63-80, March.
[Downloadable!] (restricted)
Eiji Ogawa & Takeshi Kudo, 2007.
"Possible depreciation of the US dollar for unsustainable current account deficit in the United States ,"
CESifo Forum ,
Ifo Institute for Economic Research at the University of Munich, vol. 8(4), pages 24-30, 01.
[Downloadable!]
Michael Frenkel & Isabell Koske, 2004.
"How well can monetary factors explain the exchange rate of the euro? ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 32(3), pages 233-244, September.
[Downloadable!] (restricted)
Habibullah, M.S. & Law, Siong-Hook, 2008.
"Property crime and macroeconomic variables in Malaysia: Some empirical evidence from a vector error-correction model ,"
MPRA Paper
12112, University Library of Munich, Germany.
[Downloadable!]
Lloyd, Tim & McCorriston, Steve & Morgan, Wyn & Weldegrebriel, Habtu T., 2007.
"Buyer Market Power in UK Food Retailing ,"
Working Papers
46007, Scottish Agricultural College, Land Economy Research Group.
[Downloadable!]
Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008.
"The nature of listed real estate companies: property or equity market? ,"
Financial Markets and Portfolio Management ,
Springer, vol. 22(2), pages 101-126, June.
[Downloadable!] (restricted)
Peter Tillmann, 2004.
"Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates ,"
Econometric Society 2004 North American Summer Meetings
26, Econometric Society.
[Downloadable!]
Other versions: Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:
Charles Engel & Kenneth D. West, 2004.
"Exchange Rates and Fundamentals ,"
NBER Working Papers
10723, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Charles Engel & Kenneth D. West, 2003.
"Exchange rates and fundamentals ,"
Working Paper Series
248, European Central Bank.
[Downloadable!] Charles Engel & Kenneth D. West, 2005.
"Exchange Rates and Fundamentals ,"
Journal of Political Economy ,
University of Chicago Press, vol. 113(3), pages 485-517, June.
Gebhard Kirchgässner, 1994.
"Nationale und internationale Bestimmungsfaktoren der schweizerischen Mineralölpreise: ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 575-598, September.
[Downloadable!]
Alain DeSerres & Alain Guay & Pierre St-Amant, 1995.
"Estimating and Projecting Potential Output Using Structural VAR Methodology ,"
Macroeconomics
9504003, EconWPA.
[Downloadable!]
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.
[Downloadable!]
Other versions: Paul Turner, 2009.
"Testing for cointegration using the Johansen approach: are we using the correct critical values? ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 24(5), pages 825-831.
[Downloadable!]
Other versions: Joseph Atta-Mensah, 2004.
"Money Demand and Economic Uncertainty ,"
Working Papers
04-25, Bank of Canada.
[Downloadable!]
Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos, 1994.
"Targeting the real exchange rate ,"
MPRA Paper
13765, University Library of Munich, Germany.
[Downloadable!]
Elias Oikarinen, 2005.
"The Diffusion of Housing Price Movements from Centre to Surrounding Areas ,"
Discussion Papers
979, The Research Institute of the Finnish Economy.
[Downloadable!]
Prakash Apte & Piet Sercu & Raman Uppal, 1996.
"The Equilibrium Approach to Exchange Rates: Theory and Tests ,"
NBER Working Papers
5748, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
José Angel Roldán Casas & Rafaela Dios-Palomares, 2004.
"Contrastación de la ley de precio único en el mercado español del aceite de oliva ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/27, Centro de Estudios Andaluces.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2005.
"Enlargement and Eurozone: Convergence or Divergence ,"
Working Papers
0504, University of Crete, Department of Economics.
[Downloadable!]
Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993.
"The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries ,"
NBER Working Papers
4379, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008.
"Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
[Downloadable!]
Jamal HUSEIN, 2008.
"Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 5(2).
[Downloadable!]
Enzo Weber, 2007.
"What Happened to the Transatlantic Capital Market Relations? ,"
SFB 649 Discussion Papers
SFB649DP2007-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000.
"Forecasting the Euro exchange rate using vector error correction models ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(2), pages 232-258, June.
[Downloadable!] (restricted)
PeterTillmann, 2004.
"Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates ,"
Computing in Economics and Finance 2004
53, Society for Computational Economics.
[Downloadable!]
Michael Kühl, 2007.
"Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses ,"
cege â Center for European, Governance and Economic Development Research Discussion Papers
68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)..
[Downloadable!]
Barry Falk & Chun-Hsuan Wang, 2003.
"Testing long-run PPP with infinite-variance returns ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(4), pages 471-484.
[Downloadable!]
Other versions: Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos, 1994.
"Targeting the real exchange rate: Theory and evidence ,"
MPRA Paper
13412, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Guillermo Calvo & Carmen Reinhart & Carlos A. Végh Gramont, 1994.
"Targeting the Real Exchange Rate: Theory and Evidence ,"
IMF Working Papers
94/22, International Monetary Fund.
Calvo, Guillermo A. & Reinhart, Carmen M. & Vegh, Carlos A., 1995.
"Targeting the real exchange rate: theory and evidence ,"
Journal of Development Economics ,
Elsevier, vol. 47(1), pages 97-133, June.
[Downloadable!] (restricted) Jan J.J. Groen & Frank R. Kleibergen, 1999.
"Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models ,"
Tinbergen Institute Discussion Papers
99-055/4, Tinbergen Institute.
[Downloadable!]
Other versions:
J.J.J. Groen & F. Kleibergen, 2001.
"Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models ,"
WO Research Memoranda (discontinued)
646, Netherlands Central Bank, Research Department.
[Downloadable!] Groen, Jan J J & Kleibergen, Frank, 2003.
"Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 21(2), pages 295-318, April.
Jaakko Pehkonen, 1994.
"Testing weak exogeneity by multivariate cointegration techniques : the demand for labour in Finnish manufacturing ,"
Finnish Economic Papers ,
Finnish Economic Association, vol. 7(2), pages 108-119, Autumn.
[Downloadable!]
Ben S.C. Fung & Marcel Kasumovich, 1997.
"Monetary Shocks in the G-6 Countries: Is There a Puzzle? ,"
Working Papers
97-7, Bank of Canada.
[Downloadable!]
Jose Mendez & Ricardo Mora & Carlos San Juan Mesonada, 2005.
"A Cointegration Analysis of the Long-Run Supply Response of Spanish Agriculture to the Common Agricultural Policy ,"
International Trade
0512014, EconWPA.
[Downloadable!]
Judith A. Giles, Cara L. Williams, 2000.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 1 ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(3), pages 261-337, September.
[Downloadable!] (restricted)
Glenn Rayp, 1998.
"An empirical test of the Dixit-Norman approach to factor price equalization, using cointegration techniques ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(3), pages 484-512, September.
[Downloadable!] (restricted)
Godbout, M.J. & Van Norden, S., 1996.
"Unit-Root Test and Excess Returns ,"
Working Papers
96-10, Bank of Canada.
[Downloadable!]
Jacint Balaguer & Manuel Cantavella-Jordá, 2000.
"Tourism As A Long-Run Economic Growth Factor: The Spanish Case ,"
Working Papers. Serie EC
2000-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Zhang, Yin & Wan, Guanghua, 2004.
"Output and Price Fluctuations in China's Reform Years: What Role did Money Play? ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Alfred A. Haug & Julie Tam, 2001.
"A Closer Look at Long Run Money Demand ,"
Working Papers
2002_09, York University, Department of Economics, revised Sep 2002.
[Downloadable!]
Michael T. K. Horvath & Mark W. Watson, 1994.
"Testing for Cointegration When Some of the Contributing Vectors are Known ,"
NBER Technical Working Papers
0171, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Su Zhou, 1998.
"Exchange rate systems and linkages in the pacific basin ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 26(1), pages 66-84, March.
[Downloadable!] (restricted)
Alberto Behar & James Hodge, 2007.
"The employment effects of mergers in a declining industry: the case of South African gold mining ,"
Economics Series Working Papers
335, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: Saha, Bishnu & Mitura, Verna, 2008.
"Price Transmission Along the Canadian Beef Supply Chain and the Impact of BSE ,"
Agriculture and Rural Working Paper Series
54823, Statistics Canada.
[Downloadable!]
Kuiper, W. Erno & Kuwornu, John K.M. & Pennings, Joost M.E., 2003.
"Time Series Analysis Of A Principal-Agent Model To Assess Risk Shifting And Bargaining Power In Commodity Marketing Channels ,"
2003 Annual meeting, July 27-30, Montreal, Canada
22046, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000.
"Output and inflation in the long run ,"
International Finance Discussion Papers
687, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000.
"Output and Inflation in the Long Run ,"
Amherst Economic Papers
2000.01, Amherst College, Department of Economics, revised 24 Oct 2000.
[Downloadable!] Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2001.
"Output and inflation in the long run ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 241-253.
[Downloadable!] Nannette Lindenberg & Frank Westermann, 2009.
"How Strong is the Case for Dollarization in Costa Rica? A Note on the Business Cycle Comovements with the United States ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
William Gould, 1995.
"Computerized index for the STB (Update) ,"
Stata Technical Bulletin ,
StataCorp LP, vol. 4(21).
[Downloadable!]
Other versions: Rodney Thom, 1995.
"Inflation convergence in the EMS: Some additional evidence. A comment ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 131(3), pages 577-586, September.
[Downloadable!] (restricted)
R. Brüggemann, .
"Sources of German Unemployment: A Structural Vector Error Correction Analysis ,"
Sonderforschungsbereich 373
2001-19, Humboldt Universitaet Berlin.
Other versions: Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002.
"Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets ,"
Working Paper Series
121, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Adolfson, Malin, 1999.
"Swedish Export Price Determination: Pricing to Market Shares? ,"
Working Paper Series in Economics and Finance
306, Stockholm School of Economics.
[Downloadable!]
Other versions: Reimers, Hans-Eggert, 2002.
"Analysing Divisia Aggregates for the Euro Area ,"
Discussion Paper Series 1: Economic Studies
2002,13, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Baharom, A.H. & Royfaizal, R. C & Habibullah, M.S., 2008.
"Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia ,"
MPRA Paper
11925, University Library of Munich, Germany.
[Downloadable!]
Gordon de Brouwer & Irene Ng & Robert Subbaraman, 1993.
"The Demand for Money in Australia: New Tests on an Old Topic ,"
RBA Research Discussion Papers
rdp9314, Reserve Bank of Australia.
[Downloadable!]
Bernd Hayo, 1998.
"Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries ,"
Macroeconomics
9809009, EconWPA.
[Downloadable!]
Other versions: G. K. Randolph TAN, 2004.
"Long Memory in Import and Export Price Inflation and Persistence of Shocks to the Terms of Trade ,"
Econometric Society 2004 Far Eastern Meetings
732, Econometric Society.
[Downloadable!]
Gabriella Legrenzi & Costas Milas, 2002.
"Asymmetric and non-linear adjustment in the revenue-expenditure models ,"
Economics and Finance Discussion Papers
02-03, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: Avouyi-Dovi, S. & Jondeau, E., 1999.
"Modelling the French Swap Spread ,"
Documents de Travail
65, Banque de France.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2005.
"The Term Structures of Interest Rates in the New and Prospective EU Countries ,"
Working Papers
0505, University of Crete, Department of Economics.
[Downloadable!]
Bruneau, C. & Jondeau, E., 1998.
"Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates ,"
Documents de Travail
53, Banque de France.
[Downloadable!]
Ryuzo Miyao, 2004.
"Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence ,"
Discussion Paper Series
163, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001.
"The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond ,"
NBER Working Papers
8601, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2002.
"The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond ,"
CEPR Discussion Papers
3281, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003.
"The out-of-sample success of term structure models as exchange rate predictors: a step beyond ,"
Journal of International Economics ,
Elsevier, vol. 60(1), pages 61-83, May.
[Downloadable!] (restricted) Otero, J.G. & Milas, C., 1998.
"Modeling The Behaviour of the Spot Prices of Various Types of Coffee ,"
The Warwick Economics Research Paper Series (TWERPS)
524, University of Warwick, Department of Economics.
[Downloadable!]
Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006.
"Real interest rates equalization: The case of Malaysia and Singapore ,"
MPRA Paper
515, University Library of Munich, Germany.
[Downloadable!]
Other versions: Richard C.K. Burdekin & Marc D. Weidenmier, .
"Inflation is Always and Everywhere a Monetary Phenomenon: Richmond vs. Houston in 1864 ,"
Claremont Colleges Working Papers
1999-31, Claremont Colleges.
[Downloadable!]
Other versions: Liu, Qinghua & Wang, H. Holly, 2003.
"Market Integration Test For Pacific Egg Markets ,"
2003 Annual meeting, July 27-30, Montreal, Canada
21934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999.
"A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(3), pages 454-479, September.
[Downloadable!] (restricted)
Rudd, Jeremy & Whelan, Karl, 2002.
"A Note on the Cointegration of Consumption, Income, and Wealth ,"
Research Technical Papers
5/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions: João Leitão, 2004.
"Demand Pull And Supply Push In Portuguese Cable Television ,"
Econometrics
0409011, EconWPA.
[Downloadable!]
Other versions: M.S.Rafiq, 2006.
"Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area ,"
Discussion Paper Series
2006_21, Department of Economics, Loughborough University.
[Downloadable!]
Catherine Bruneau & Eric Jondeau, 1999.
"Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt ,"
Annales d'Economie et de Statistique ,
ADRES, issue 54, pages 02, Avril-Jui.
[Downloadable!]
Giampiero M. Gallo & Massimiliano Marcellino, .
"Ex Post and Ex Ante Analysis of Provisional Data ,"
Working Papers
141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Lucio Sarno & Daniel L. Thornton, 2002.
"The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation ,"
Working Papers
2000-032, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:
Sarno, Lucio & Thornton, Daniel L, 2002.
"The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation ,"
CEPR Discussion Papers
3225, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sarno, Lucio & Thornton, Daniel L., 2003.
"The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation ,"
Journal of Banking & Finance ,
Elsevier, vol. 27(6), pages 1079-1110, June.
[Downloadable!] (restricted) Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2004.
"Common trends and common cycles in Canada: who knew so much has been going on? ,"
Working Paper
2004-5, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: John H. Rogers, 1998.
"Monetary shocks and real exchange rates ,"
International Finance Discussion Papers
612, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Menzie Chinn, 1995.
"Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate ,"
International Finance
9508001, EconWPA, revised 28 Aug 1995.
[Downloadable!]
Michael Dueker & Katrin Wesche, 2001.
"European business cycles: new indices and analysis of their synchronicity ,"
Working Papers
1999-019, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001.
"Determining the number of cointegrating relations under rank constraints ,"
Economics and Quantitative Methods
qf0109, Department of Economics, University of Insubria.
[Downloadable!]
Adebiyi, Michael Adebayo, 2007.
"An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003) ,"
MPRA Paper
3817, University Library of Munich, Germany.
[Downloadable!]
Helge Berger & Frank Westermann, 2001.
"Factor Price Equalization? The Cointegration Approach Revisited ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Josef C. Brada & Ali M. Kutan & Su Zhou, 2002.
"Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach ,"
William Davidson Institute Working Papers Series
458, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Judith A. Giles & Sadaf Mirza, 1999.
"Some Pretesting Issues on Testing for Granger Noncausality ,"
Econometrics Working Papers
9914, Department of Economics, University of Victoria.
[Downloadable!]
Markus Mentz, & Steffen P. Sebastian, 2003.
"Inflation convergence after the introduction of the Euro ,"
CFS Working Paper Series
2003/30, Center for Financial Studies.
[Downloadable!]
Panayiotis F. Diamandis & Dimitris A. Georgoutsos & Georgios P. Kouretas, 1996.
"Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian - U.S. Dollar, 1970--1994 ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 83-97, December.
[Downloadable!] (restricted)
Other versions: Neil R. Ericsson & James G. MacKinnon, 1999.
"Distributions of error correction tests for cointegration ,"
International Finance Discussion Papers
655, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Bjørnland, Hilde C., 2003.
"Estimating the equilibrium real exchange rate in Venezuela ,"
Memorandum
02/2003, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Ah-Boon Sim, Ralf Zurbruegg, 2001.
"Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 7(3), pages 269-283, September.
[Downloadable!] (restricted)
Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003.
"Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach ,"
RBA Research Discussion Papers
rdp2003-03, Reserve Bank of Australia.
[Downloadable!]
Other versions: Neil R. Ericsson & Sunil Sharma, 1996.
"Broad money demand and financial liberalization in Greece ,"
International Finance Discussion Papers
559, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Tsangyao Chang & Yang-Cheng Lu, 2006.
"Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle ,"
Economics Bulletin ,
Economics Bulletin, vol. 7(4), pages 1-7.
[Downloadable!]
Lego, Brian & Gebremedhin, Tesfa & Cushing, Brian, 2000.
"A Multi-Sector Export Base Model Of Long-Run Regional Employment Growth ,"
Agricultural and Resource Economics Review ,
Northeastern Agricultural and Resource Economics Association, vol. 29(2), October.
[Downloadable!]
Boris Hofmann, 2004.
"Bank lending and property prices: some international evidence ,"
Money Macro and Finance (MMF) Research Group Conference 2003
46, Money Macro and Finance Research Group.
[Downloadable!]
Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R., 1998.
"Macroeconomic variables and the performance of the Indian Stock Market ,"
Working Papers
1998-06, University of New Orleans, Department of Economics and Finance.
[Downloadable!]
Matteo Manera, 2005.
"Modeling Factor Demands with SEM and VAR: An Empirical Comparison ,"
Working Papers
2005.47, Fondazione Eni Enrico Mattei.
[Downloadable!]
Other versions: Lau, Evan & Lee, Koon Po, 2007.
"Interdependence of Income between China and ASEAN-5 Countries ,"
MPRA Paper
2231, University Library of Munich, Germany.
[Downloadable!]
Other versions: Laurence Fung & Ip-wing Yu, 2009.
"A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008 ,"
Working Papers
0909, Hong Kong Monetary Authority.
[Downloadable!]
Mansor H. Ibrahim, 2006.
"Stock prices and bank loan dynamics in a developing country: The case of Malaysia ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 71-89, May.
[Downloadable!] (restricted)
M Pesaran & R Smith & Yongcheol Shin, 2004.
"Structural analysis of vector error correction models exogenous i(1) variables ,"
ESE Discussion Papers
38, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
John H. Rogers, 1995.
"Convertibility risk, default risk, and the Mexdollar anomaly ,"
International Finance Discussion Papers
495, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Leitão, João & Ferreira, João, 2007.
"Liberalization of European Telecommunications and Entrepreneurship: Why German and Portuguese Experiences are so Equal and so Different? ,"
MPRA Paper
5728, University Library of Munich, Germany.
[Downloadable!]
James Payne & George Waters, 2007.
"Have Equity REITs Experienced Periodically Collapsing Bubbles? ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 34(2), pages 207-224, February.
[Downloadable!] (restricted)
Dixon, R. & Shepherd, D., 2000.
"Trends and Cycles in Australian State and Territory Unemployment Rates ,"
Department of Economics - Working Papers Series
730, The University of Melbourne.
[Downloadable!]
Other versions: Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002.
"Causality and Cointegration in Stock Markets: The Case of Latin America ,"
Working Papers Series
56, Central Bank of Brazil, Research Department.
[Downloadable!]
Marc D. Weidenmier & Richard C.K. Burdekin, 2002.
"Suppressing Asset Price Inflation: The Confederate Experience, 1861-1865 ,"
NBER Working Papers
9230, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jeremy Rudd & Karl Whelan, 2006.
"Empirical Proxies for the Consumption-Wealth Ratio ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 34-51, January.
[Downloadable!] (restricted)
Clifford Attfield, 2004.
"Stochastic Trends, Demographics and Demand Systems ,"
Bristol Economics Discussion Papers
04/563, Department of Economics, University of Bristol, UK.
[Downloadable!]
Webber, A., 1999.
"Dynamic and Long Run Responses of Import Prices to the Exchange Rate in the Asia-Pacific ,"
Economics Working Papers
WP99-11, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Neil R. Ericsson & John S. Irons, 1995.
"The Lucas critique in practice: theory without measurement ,"
International Finance Discussion Papers
506, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Siv Heng Taing & Andrew C. Worthington, 2002.
"Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors ,"
School of Economics and Finance Discussion Papers and Working Papers Series
116, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
Judith A. Giles & Cara L. Williams, 2000.
"Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2 ,"
Econometrics Working Papers
0002, Department of Economics, University of Victoria.
[Downloadable!]
Ramón A. Castillo Ponce & Jorge Herrera Hernández, 2005.
"Efecto del gasto público sobre el gasto privado en México ,"
Estudios Económicos ,
El Colegio de México, Centro de Estudios Económicos, vol. 20(2), pages 173-196.
[Downloadable!]
Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005.
"Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange ,"
Working Papers
0522, University of Crete, Department of Economics.
[Downloadable!]
Bernhard Pfaff, 2008.
"VAR, SVAR and SVEC Models: Implementation Within R Package vars ,"
Journal of Statistical Software ,
American Statistical Association, vol. 27(04), 07.
[Downloadable!]
Aka, Bédia F. & Dumont, J.C., 2008.
"HEALTH, EDUCATION AND ECONOMIC GROWTH: TESTING FOR LONG-RUN RELATIONSHIPS AND CAUSAL LINKS in the United States ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 8(2), pages 101-110.
[Downloadable!] (restricted)
Daniel Aurelio Tirado Fabregat & Jordi Pons Novell, 2003.
"Why Italy and not Spain? Comparing two industrialization processes from a dissagregate time series perspective ,"
Working Papers in Economics
95, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Eleanor Doyle, 1998.
"Export-output causality: The Irish case 1953–93 ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 26(2), pages 147-161, June.
[Downloadable!] (restricted)
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!]
John H. Rogers, 1995.
"Real shocks and real exchange rates in really long-term data ,"
International Finance Discussion Papers
493, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Jorge Dresdner & Leonardo Letelier, 1997.
"Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3 ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
[Downloadable!]
L’Horty, Yannick & Rault, Christophe, 2003.
"The Impact of Growth, Labour Cost and Working Time on Employment: Lessons from the French Experience ,"
IZA Discussion Papers
871, Institute for the Study of Labor (IZA).
[Downloadable!]
David Bernstein, 2000.
"Generalized purchasing power parity and the case of the European Union as a successful currency area ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 28(4), pages 385-395, December.
[Downloadable!] (restricted)
M.T. Alguacil & V. Orts, .
"A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case ,"
Studies on the Spanish Economy
50, FEDEA.
[Downloadable!]
Leonardo Gambacorta & Simonetta Iannotti, 2005.
"Are there asymmetries in the response of bank interest rates monetary shocks? ,"
Temi di discussione (Economic working papers)
566, Bank of Italy, Economic Research Department.
[Downloadable!]
Bernd Hayo, 1999.
"The Demand For Money In Austria ,"
Macroeconomics
9902012, EconWPA.
[Downloadable!]
Other versions: Charles S. Morris & Robert Neal & Douglas Rolph, 1998.
"Credit spreads and interest rates : a cointegration approach ,"
Research Working Paper
98-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
Kathleen M. Day & R. Quentin Grafton, 2002.
"Growth and the Environment in Canada: An Empirical Analysis ,"
Economics and Environment Network Working Papers
0207, Australian National University, Economics and Environment Network.
[Downloadable!]
Schumacher, Christian, 2000.
"Forecasting Trend Output in the Euro Area ,"
Discussion Paper Series
26245, Hamburg Institute of International Economics.
[Downloadable!]
Other versions: Wan Mahmood, Wan Mansor & Abdul Fatah, Faizatul Syuhada, 2007.
"Multivariate Causal Estimates of Dividend Yields, Price Earning Ratio and Expected Stock Returns: Experience from Malaysia ,"
MPRA Paper
14614, University Library of Munich, Germany.
[Downloadable!]
Yiuman Tse & Emily Norman Zietz & Gaylon Greer, 1998.
"Anticipating Change in Development Activity Levels ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 16(2), pages 159-168.
[Downloadable!]
Zagler, Martin, 2003.
"The Dynamics of Economic Growth and Unemployment in Major European Countries: Analysis of Okun´s Law ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 3(3).
[Downloadable!]
Alessandro Calza & Joao Sousa & Marta Manrique Simon, 2003.
"Aggregate loans to the euro area private sector ,"
Working Paper Series
202, European Central Bank.
[Downloadable!]
Lindquist, Matthew J. & Vilhelmsson, Roger, 2004.
"Is the Swedish Central Government a Wage Leader? ,"
Working Paper Series
8/2004, Swedish Institute for Social Research.
[Downloadable!]
Other versions: Menzie Chinn & Louis Johnston, 1996.
"Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries ,"
NBER Working Papers
5709, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Feridun, M. & Adebiyi, M.A., 2006.
"Forecasting Inflation in Developing Economies: The Case of Nigeria, 1986-1998 ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 3(1), pages 55-84.
[Downloadable!]
Jacint Balaguer & Manuel Cantavella-Jordá, 2002.
"Structural Change In Exports And Economic Growth: Cointegration And Causality Analysis For Spain (1961-2000) ,"
Working Papers. Serie EC
2002-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Jesus Otero & Manuel Ramirez, 2002.
"On the determinants of the inflation rate in Colombia: a disequilibrium market approach ,"
BORRADORES DE INVESTIGACIÃN
003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
Jose A. Lopez, 1996.
"Exchange rate cointegration across central bank regime shifts ,"
Research Paper
9602, Federal Reserve Bank of New York.
[Downloadable!]
M., Azali & R.C., Royfaizal & C., Lee, 2008.
"Japanese Yen as as Alternative Vehicle Currency in Asian ,"
MPRA Paper
11891, University Library of Munich, Germany, revised 2008.
[Downloadable!]
Maurice Kugler & Reza Ofoghi, 2005.
"Does Insurance Promote Economic Growth? Evidence from the UK ,"
Money Macro and Finance (MMF) Research Group Conference 2005
8, Money Macro and Finance Research Group.
[Downloadable!]
Marie-Josée Godbout & Simon van Norden, 1997.
"Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples ,"
Working Papers
97-1, Bank of Canada.
[Downloadable!]
M. Martin Boyer & Simon van Norden, 2006.
"Exchange Rates and Order Flow in the Long Run ,"
CIRANO Working Papers
2006s-07, CIRANO.
[Downloadable!]
Other versions: Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios? ,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
[Downloadable!]
Other versions: Amir Kia, 2004.
"Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors? ,"
Carleton Economic Papers
04-15, Carleton University, Department of Economics.
[Downloadable!]
Hiroaki Chigira, 2005.
"A Test of Serial Independence of Deviations from Cointegrating Relations ,"
Hi-Stat Discussion Paper Series
d04-69, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
zaharey, 2005.
"Structural change in Export and economics growth: Analysis for spain (1980-2001) ,"
Econometrics
0506007, EconWPA.
[Downloadable!]
Boriss Siliverstovs, 2008.
"Dynamic modelling of the demand for money in Latvia ,"
Baltic Journal of Economics ,
Baltic International Centre for Economic Policy Studies, vol. 8(1), pages 53-74, October.
[Downloadable!]
Other versions: Peijie Wang, 2003.
"Cycles and Common Cycles in Property and Related Sectors ,"
International Real Estate Review ,
Asian Real Estate Society, vol. 6(1), pages 22-42.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2005.
"Term Structure Linkages Among the New EU Countries and the EMU ,"
Working Papers
0515, University of Crete, Department of Economics.
[Downloadable!]
Shun-Jen Hsueh & Hsin-Hong Kang, 2007.
"Cointegration relationships of strategy variables among firms within strategic groups ,"
Asia Pacific Journal of Management ,
Springer, vol. 24(1), pages 61-73, March.
[Downloadable!] (restricted)
Judith A. Giles, Cara L. Williams, 2000.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 2 ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(4), pages 445-470, December.
[Downloadable!] (restricted)
Ahmad Zubaidi Baharumshah & Evan Lau & Ahmed M. Khalid, 2005.
"Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition ,"
International Finance
0504001, EconWPA.
[Downloadable!]
Pene Kalulumia, 2000.
"Government Debt, Interest Rates And International Capital Flows: Evidence From Cointegration ,"
Cahiers de recherche
00-03, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
[Downloadable!]
Costas Milas & Jesus Otero, 2000.
"Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach ,"
BORRADORES DE INVESTIGACIÃN
003231, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
Other versions:
Jesús Otero & Costas Milas, 2001.
"Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach ,"
CeNDEF Workshop Papers, January 2001
PO2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Milas, Costas & Otero, Jesus, 2003.
"Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach ,"
Economic Modelling ,
Elsevier, vol. 20(1), pages 165-179, January.
[Downloadable!] (restricted) Amir Kia & Ali F. Darrat, 2003.
"Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability ,"
Carleton Economic Papers
03-13, Carleton University, Department of Economics.
[Downloadable!]
Allan D. Brunner & Steven B. Kamin, 1994.
"Determinants of the 1991-93 Japanese recession: evidence from a structural model of the Japanese economy ,"
International Finance Discussion Papers
479, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Yong Glasure & Aie-Rie Lee, 1999.
"The export-led growth hypothesis: The role of the exchange rate, money, and government expenditure from Korea ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 27(3), pages 260-272, September.
[Downloadable!] (restricted)
West, L.k. & Agbola, W.F., 2005.
"Causality Links Between Asset Prices And Cash Rate In Australia ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(3), pages 69-86.
[Downloadable!]
Kumah, F.Y., 1996.
"Common stochastic trends in the current account ,"
Discussion Paper
84, Tilburg University, Center for Economic Research.
[Downloadable!]
John Barkoulas & Christopher F. Baum, 1996.
"A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency ,"
Boston College Working Papers in Economics
311., Boston College Department of Economics.
[Downloadable!]
Other versions: Bernd Hayo & Hans Peter Gruner & Carsten Hefeker, 2004.
"Monetary policy uncertainty and unionized labour markets ,"
Money Macro and Finance (MMF) Research Group Conference 2003
42, Money Macro and Finance Research Group.
[Downloadable!]
Francisco J. Climent & Vicente Meneu, .
"Has 1997 Asian Crisis Increased Information Flows Between International Markets? ,"
Working Papers on International Economics and Finance
01-01, FEDEA.
[Downloadable!]
Other versions: Reinhart, Carmen, 1995.
"Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries ,"
MPRA Paper
6974, University Library of Munich, Germany.
[Downloadable!]
Other versions: Ahmad Zubaidi Baharumshah & Evan Lau, 2005.
"Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries ,"
Macroeconomics
0504001, EconWPA.
[Downloadable!]
Other versions: Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003.
"The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis ,"
Working papers
2003-27, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Pedro H. Albuquerque & Solange Gouvea, 2005.
"Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil ,"
Development and Comp Systems
0511027, EconWPA.
[Downloadable!]
Other versions: Baharom, A.H. & Habibullah, M.S. & R.C., Royfaizal, 2008.
"Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia ,"
MPRA Paper
12445, University Library of Munich, Germany.
[Downloadable!]
Mehtap Kesriyeli & I.Ilhan Kocaker, 1999.
"Monetary Conditions Index : A Monetary Policy Indicator For Turkey ,"
Discussion Papers
9908, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Hassan Shirvani & Barry Wilbratte, 1997.
"The Relationship Between The Real Exchange Rate And The Trade Balance: An Empirical Reassessment ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(1), pages 39-50, April.
[Downloadable!] (restricted)
Elke Hahn, 2003.
"Pass-through of external shocks to euro area inflation ,"
Working Paper Series
243, European Central Bank.
[Downloadable!]
Hans Peter Grüner & Bernd Hayo & Carsten Hefeker, 2005.
"Unions, wage setting and monetary policy uncertainty ,"
Working Paper Series
490, European Central Bank.
[Downloadable!]
Fillion, J.F., 1996.
"L'endettement du Canada et ses effets sur les taux d'interet reels de long term ,"
Working Papers
96-14, Bank of Canada.
[Downloadable!]
Norman Morin, 2006.
"Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements ,"
Finance and Economics Discussion Series
2006-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Jonathan McCarthy & Richard W. Peach, 2002.
"Monetary policy transmission to residential investment ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 139-158.
[Downloadable!]
Leitão, João, 2007.
"The Taylor Effect on the Performances of the Red Devils’ Football Brand ,"
MPRA Paper
3244, University Library of Munich, Germany.
[Downloadable!]
Richard C.K. Burdekin & Marc D. Weidenmier, .
"The Option Value of Confederate Currency and Inflation Control, 1861-1865 ,"
Claremont Colleges Working Papers
2000-29, Claremont Colleges.
[Downloadable!]
Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007.
"Volatility Transmission Patterns And Terrorist Attacks ,"
Working Papers. Serie EC
2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: Enzo Weber, 2006.
"The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis ,"
SFB 649 Discussion Papers
SFB649DP2006-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Dimitris Georgoutsos & George Kouretas, 2000.
"A Multivariate I(2) Cointegration Analysis Of German Hyperinflation ,"
Working Papers
0001, University of Crete, Department of Economics, revised 00 Jul 2001.
[Downloadable!]
Other versions: Michael E. Drew & Leonard Chong, 2002.
"Stock Market Interdependence: Evidence from Australia ,"
School of Economics and Finance Discussion Papers and Working Papers Series
106, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
Boris Hofmann, 2003.
"Bank Lending and Property Prices: Some International Evidence ,"
Working Papers
222003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Joao Leitao & Cristovao Oliveira, 2005.
"The Contagion Effect of the Terrorist Attacks of the 11th of September ,"
Finance
0510006, EconWPA.
[Downloadable!]
Pami Dua & Lokendra Kumawat, 2005.
"Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series ,"
Working papers
136, Centre for Development Economics, Delhi School of Economics.
[Downloadable!]
David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2003.
"How great are the great ratios? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(2), pages 163-177, January.
[Downloadable!] (restricted)
Kuiper, W. Erno & Lutz, Clemens & van Tilburg, Aad, 2002.
"Vertical Price Leadership on Local Maize Markets in Benin ,"
2002 International Congress, August 28-31, 2002, Zaragoza, Spain
24886, European Association of Agricultural Economists.
[Downloadable!]
Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios? ,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
[Downloadable!]
Tigran Poghosyan & Jakob de Haan, 2007.
"Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2003.
"EU Enlargement: Are the New Countries Ready to Join the EMU? ,"
University of Cyprus Working Papers in Economics
6-2003, University of Cyprus Department of Economics.
[Downloadable!]
Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998.
"Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era ,"
Boston College Working Papers in Economics
404., Boston College Department of Economics, revised 16 Nov 1999.
[Downloadable!]
Other versions: Tong Hun Lee & Hoyoung Hwang, 2001.
"Money, Interest Rate And Foreign Exchange Rate As Indicator Variables Of Monetary Policy ,"
International Economic Journal ,
Korean International Economic Association, vol. 15(2), pages 77-98, June.
[Downloadable!] (restricted)
Magura, Michael, 1999.
"Productivity Convergence in Eight Sectors in Eight U.S. Midwestern States ,"
ERSA conference papers
ersa99pa197, European Regional Science Association.
[Downloadable!]
Clifford Attfield, 2004.
"A Comparison of the Translog and Almost Ideal Demand Models ,"
Bristol Economics Discussion Papers
04/564, Department of Economics, University of Bristol, UK.
[Downloadable!]
Milas, C. & Otero, J., 1999.
"Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case ,"
The Warwick Economics Research Paper Series (TWERPS)
528, University of Warwick, Department of Economics.
[Downloadable!]
Joaquin Pi-Anguita, 1999.
"A cointegration approach to capital mobility: Evidence for Belgium ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 27(1), pages 53-58, March.
[Downloadable!] (restricted)
J. Breitung, .
"Using a Latent Variables Representation to Estimate Structural VARs ,"
Sonderforschungsbereich 373
1996-97, Humboldt Universitaet Berlin.
Mtonga, Elvis, 2006.
"The real exchange rate of the rand and competitiveness of South Africa's trade ,"
MPRA Paper
1192, University Library of Munich, Germany.
[Downloadable!]
J. Horowitz, .
"Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator ,"
Sonderforschungsbereich 373
1996-44, Humboldt Universitaet Berlin.
Other versions: Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates ,"
CEPR Discussion Papers
4835, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Giorgio Valente & Mark Taylor & Lucio Sarno & Richard Clarida, 2004.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates ,"
Working Papers
wp04-13, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates ,"
Journal of Business ,
University of Chicago Press, vol. 79(3), pages 1193-1224, May.
[Downloadable!] Mariam Camarero & Cecilio Tamarit, 1996.
"Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC ,"
Open Economies Review ,
Springer, vol. 7(1), pages 61-76, January.
[Downloadable!] (restricted)
Bernd Hayo, 1998.
"Estimating a European Demand for Money ,"
Macroeconomics
9811008, EconWPA.
[Downloadable!]
Other versions: Guneratne Banda Wickremasinghe, 2004.
"Efficiency Of Foreign Exchange Markets: A Developing Country Perspective ,"
International Finance
0406004, EconWPA.
[Downloadable!]
I. Br"Uggemann & J. Wolters, .
"Money and Prices in Germany. Empirical Results for 1962 to 1994 ,"
Sonderforschungsbereich 373
1996-34, Humboldt Universitaet Berlin.
Menzie Chinn & Jeffery Frankel, 1995.
"The relative influence of US and Japan on real interest rates around the Pacific Rim ,"
International Finance
9508004, EconWPA.
[Downloadable!]
Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel, 2002.
"Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999 ,"
ERC Working Papers
0204, ERC - Economic Research Center, Middle East Technical University, revised Apr 2002.
[Downloadable!]
Other versions: Hiroaki Chigira & Taku Yamamoto, 2003.
"The Granger Non-Causality Test in Cointegrated Vector Autoregressions ,"
Hi-Stat Discussion Paper Series
d03-07, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
David E. A. Giles & Betty J. Johnson, 2000.
"Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data ,"
Econometrics Working Papers
0006, Department of Economics, University of Victoria.
[Downloadable!]
Other versions: Alain DeSerres, & Alain Guay & Pierre St-Amant, .
"Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy ,"
Working Papers
95-2, Bank of Canada.
[Downloadable!]
Duttagupta, Rupa & Spilimbergo, Antonio, 2003.
"What Happened to Asian Exports During the Crisis? ,"
CEPR Discussion Papers
4158, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Fiess, Norbert M. & Verner, Dorte, 2001.
"Intersectoral dynamics and economic growth in Ecuador ,"
Policy Research Working Paper Series
2514, The World Bank.
[Downloadable!]
Begoña Eguía & Cruz Echevarría, .
"Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España? ,"
Studies on the Spanish Economy
11, FEDEA.
[Downloadable!]
Dierk Herzer, 2005.
"Trade composition and total factor productivity: Evidence for Chile ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
116, Ibero-America Institute for Economic Research.
[Downloadable!]
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!]
Liwan, Audrey & Lau, Evan, 2007.
"Managing Growth: The Role of Export, Inflation and Investment in three ASEAN Neighboring Countries ,"
MPRA Paper
3952, University Library of Munich, Germany.
[Downloadable!]
Other versions: Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"Exogeneity, cointegration, and economic policy analysis ,"
International Finance Discussion Papers
616, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"Exogeneity, Cointegration, and Economic Policy Analysis ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 16(4), pages 370-87, October.
Gordon de Brouwer & Neil R Ericsson, 1995.
"Modelling Inflation in Australia ,"
RBA Research Discussion Papers
rdp9510, Reserve Bank of Australia.
[Downloadable!]
Other versions:
Gordon de Brouwer & Neil R. Ericsson, 1995.
"Modelling inflation in Australia ,"
International Finance Discussion Papers
530, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] de Brouwer, Gordon & Ericsson, Neil R, 1998.
"Modeling Inflation in Australia ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 16(4), pages 433-49, October.
Reinhart, Carmen, 1994.
"Devaluation, Relative Prices, and International Trade ,"
MPRA Paper
13708, University Library of Munich, Germany.
[Downloadable!]
Ryuzo Miyao, 2002.
"Liquidity Trap and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound? ,"
Discussion Paper Series
127, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Georgios P. Kouretas & Leonidas P. Zarangas, 2001.
"Long-Run Purchasing Power Parity And Structural Change: The Official And Parallel Foreign Exchange Markets For Dollars In Greece ,"
International Economic Journal ,
Korean International Economic Association, vol. 15(3), pages 109-128, October.
[Downloadable!] (restricted)
Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos, 1994.
"La tasa de cambio real como meta de política: teoría y evidencia [Targeting the real exchange rate: Theory and evidence] ,"
MPRA Paper
13468, University Library of Munich, Germany.
[Downloadable!]
Other versions: M. T. Alguacil & V. Orts, 2003.
"Inward Foreign Direct Investment And Imports In Spain ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(3), pages 19-38, October.
[Downloadable!] (restricted)
Mototsugu Shintani, 2000.
"A Simple Cointegrating Rank Test Without Vector Autoregression ,"
Working Papers
0044, Department of Economics, Vanderbilt University.
[Downloadable!]
Other versions: Giulio Cifarelli, 1995.
"Fundamentals, regime shifts, and dollar behavior in the 1980s ,"
Open Economies Review ,
Springer, vol. 6(1), pages 29-48, January.
[Downloadable!] (restricted)
Quentin Chu & Deborah Pittman & Linda Yu, 2005.
"Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 24(3), pages 235-250, May.
[Downloadable!] (restricted)
Javier Gómez P., 1998.
"La Demanda Por Dinero En Colombia ,"
BORRADORES DE ECONOMIA
002969, BANCO DE LA REPÚBLICA.
[Downloadable!]
John S. Irons & N.Ericsson, .
"An early version of The Lucas Critique in Practice: Theory without Measurement ,"
Home Pages
_004, Massachussets Institute of Technology, Economics.
[Downloadable!]
Joseph Joyce & Linda Kamas, 1997.
"The relative importance of foreign and domestic shocks to output and prices in Mexico and Colombia ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 133(3), pages 458-478, September.
[Downloadable!] (restricted)
Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003.
"The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates ,"
Working Papers
08, Bank of Greece.
[Downloadable!]
C. Bjørnland, Hilde, 2003.
"A stable demand for money despite financial crisis: The case of Venezuela ,"
Memorandum
12/2003, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Richard Cebula, 1997.
"The impact of net international capital inflows on nominal long-term interest rates in France ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(2), pages 179-190, June.
[Downloadable!] (restricted)
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This page was last updated on 2009-12-19.
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