Advanced Search
MyIDEAS: Login

Citations for "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics"

by Osterwald-Lenum, Michael

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. James Hueng, C., 1998. "The demand for money in an open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 9(1), pages 15-31.
  2. Lloyd, Tim & McCorriston, S. & Morgan, C.W. & Rayner, A.J., 2001. "The impact of food scares on price adjustment in the UK beef market," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 25(2-3), September.
  3. Song, Chi-Young, 1997. "The Real Exchange Rate and the Current Account Balance in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 143-184, June.
  4. Tsangyao Chang & Yuan-Hong Ho, 2002. "Tax or Spend, What Causes What: Taiwan's Experience," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(2), pages 157-165, August.
  5. 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.
  6. Phylaktis, Kate, 1997. "Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 5(2), pages 195-213, June.
  7. Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(4), pages 537-564, October.
  8. 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, Boston College Department of Economics 311., Boston College Department of Economics.
  9. Crowder, William J., 1995. "Covered interest parity and international capital market efficiency," International Review of Economics & Finance, Elsevier, Elsevier, vol. 4(2), pages 115-132.
  10. Enzo Weber, 2006. "British Interest Rate Convergence Between The Us And Europe: A Recursive Cointegration Analysis," The IUP Journal of Monetary Economics, IUP Publications, IUP Publications, vol. 0(4), pages 29-47, November.
  11. Simpson, Marc W. & Ramchander, Sanjay & Chaudhry, Mukesh, 2005. "The impact of macroeconomic surprises on spot and forward foreign exchange markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(5), pages 693-718, September.
  12. Hassan Shirvani & Barry Wilbratte, 1997. "The Relationship Between The Real Exchange Rate and The Trade Balance: An Empirical Reassessment," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(1), pages 39-50.
  13. Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi, 2010. "Time-Varying Spot and Futures Oil Price Dynamics," Discussion Papers of DIW Berlin 988, DIW Berlin, German Institute for Economic Research.
  14. 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, Euro-American Association of Economic Development, vol. 5(2).
  15. 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, International Atlantic Economic Society, vol. 27(3), pages 260-272, September.
  16. Chinn, Menzie David, 1997. "Whither the Yen? Implications of an Intertemporal Model of the Dollar/Yen Rate," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 228-246, June.
  17. Richard C. K. Burdekin & Marc D. Weidenmier, 2003. "Suppressing Asset Price Inflation: The Confederate Experience, 1861--1865," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 41(3), pages 420-432, July.
  18. Gonzalo, J. & Ng, S., 1996. "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9603, Universite de Montreal, Departement de sciences economiques.
  19. 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, C.E.P.R. Discussion Papers 3281, C.E.P.R. Discussion Papers.
  20. M. Dueker & K. Wesche, 1999. "European Business Cycles: New Indices and Analysis of their Synchronicity," Discussion Paper Serie B, University of Bonn, Germany 448, University of Bonn, Germany.
  21. Awokuse, Titus O., 2007. "Causality between exports, imports, and economic growth: Evidence from transition economies," Economics Letters, Elsevier, Elsevier, vol. 94(3), pages 389-395, March.
  22. Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo Group Munich.
  23. Khan, Mashrur Mustaque & Yousuf, Ahmed Sadek, 2013. "Macroeconomic Forces and Stock Prices:Evidence from the Bangladesh Stock Market," MPRA Paper 46528, University Library of Munich, Germany.
  24. Hilde Bj�rnland, 2005. "A stable demand for money despite financial crisis: the case of Venezuela," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(4), pages 375-385.
  25. Cuma Bozkurt & Yusuf Akan, 2014. "Economic Growth, CO2 Emissions and Energy Consumption: The Turkish Case," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 4(3), pages 484-494.
  26. Cochran, Steven J. & DeFina, Robert H., 1995. "Predictable components in exchange rates," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 35(1), pages 1-14.
  27. Rudd, Jeremy & Whelan, Karl, 2002. "A Note on the Cointegration of Consumption, Income, and Wealth," Research Technical Papers 5/RT/02, Central Bank of Ireland.
  28. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 1998. "The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability," Journal of Macroeconomics, Elsevier, Elsevier, vol. 20(4), pages 741-766, October.
  29. Hayo, Bernd, 2000. "The demand for money in Austria," ZEI Working Papers B 06-2000, ZEI - Center for European Integration Studies, University of Bonn.
  30. McCrae, Michael, et al, 2002. "Can Cointegration-Based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(5), pages 355-80, August.
  31. Jun-ichi Shinkai & Akira Kohsaka, 2009. "Global Shocks and the Japanese Economy:Structural Changes in the 1990s," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University 09E008, Osaka School of International Public Policy, Osaka University.
  32. Hayo, Bernd, 1999. "Estimating a European Demand for Money," Scottish Journal of Political Economy, Scottish Economic Society, Scottish Economic Society, vol. 46(3), pages 221-44, August.
  33. Crowder, William J. & Wohar, Mark E., 1998. "Cointegration, forecasting and international stock prices," Global Finance Journal, Elsevier, vol. 9(2), pages 181-204.
  34. Mustafa Ismihan & Kivilcim Metin-Ozcan & Aysit Tansel, 2002. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," Working Papers, Economic Research Forum 0209, Economic Research Forum, revised Mar 2002.
  35. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 101, Money Macro and Finance Research Group.
  36. Duttagupta, Rupa & Spilimbergo, Antonio, 2003. "What Happened to Asian Exports During the Crisis?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4158, C.E.P.R. Discussion Papers.
  37. Yang, Jian & Kolari, James W. & Sutanto, Peter Wibawa, 2004. "On the stability of long-run relationships between emerging and US stock markets," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 14(3), pages 233-248, July.
  38. Chanel, O., 1994. "Is Art Market Behavior Predictable?," G.R.E.Q.A.M., Universite Aix-Marseille III 94b08, Universite Aix-Marseille III.
  39. Tuck cheong Tang & Ravin Chea, 2013. "Export-Led Growth in Cambodia: An Empirical Study," Economics Bulletin, AccessEcon, vol. 33(1), pages 655-662.
  40. Sun, Qian & Tong, Wilson H.S. & Yan, Yuxing, 2009. "Market liberalization within a country," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(1), pages 18-41, January.
  41. J. Lindquist & Roger Vilhelmsson, 2006. "Is the Swedish central government a wage leader?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(14), pages 1617-1625.
  42. repec:rej:journl:v:16:y:2013:i:47:p:211-228 is not listed on IDEAS
  43. 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, International Atlantic Economic Society, vol. 25(2), pages 179-190, June.
  44. Kia, Amir & Darrat, Ali F., 2007. "Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability," Global Finance Journal, Elsevier, vol. 18(1), pages 104-123.
  45. Levent, Korap, 2007. "Testing quantity theory of money for the Turkish economy," MPRA Paper 21704, University Library of Munich, Germany.
  46. Groen, Jan J. J., 2000. "The monetary exchange rate model as a long-run phenomenon," Journal of International Economics, Elsevier, Elsevier, vol. 52(2), pages 299-319, December.
  47. M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series, Department of Economics, Loughborough University 2006_21, Department of Economics, Loughborough University.
  48. Fisher, Lance A. & Huh, Hyeon-seung & Tallman, Ellis W., 2003. "Permanent income and transitory variation in investment and output," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(2), pages 149-168, June.
  49. Chen, Pei-Fen & Chien, Mei-Se & Lee, Chien-Chiang, 2011. "Dynamic modeling of regional house price diffusion in Taiwan," Journal of Housing Economics, Elsevier, Elsevier, vol. 20(4), pages 315-332.
  50. John H. Rogers, 1995. "Convertibility risk, default risk, and the Mexdollar anomaly," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 495, Board of Governors of the Federal Reserve System (U.S.).
  51. Webber, A., 1999. "Dynamic and Long Run Responses of Import Prices to the Exchange Rate in the Asia-Pacific," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia WP99-11, School of Economics, University of Wollongong, NSW, Australia.
  52. Maurice Kugler & Reza Ofoghi, 2005. "Does Insurance Promote Economic Growth? Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 8, Money Macro and Finance Research Group.
  53. Reinhart, Carmen & Calvo, Guillermo & Vegh, Carlos, 1994. "Targeting the real exchange rate: Theory and evidence," MPRA Paper 13412, University Library of Munich, Germany.
  54. 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.
  55. David Harvey & Stephen Leybourne & Paul Newbold, 2003. "How great are the great ratios?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(2), pages 163-177.
  56. 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.
  57. Giannini, Carlo & Lanzarotti, Antonio & Seghelini, Mario, 1995. "A traditional interpretation of macroeconomic fluctuations: The case of Italy," European Journal of Political Economy, Elsevier, Elsevier, vol. 11(1), pages 131-155, March.
  58. Vahid, Farshid & Engle, Robert F., 1997. "Codependent cycles," Journal of Econometrics, Elsevier, Elsevier, vol. 80(2), pages 199-221, October.
  59. Colombage, Sisira R.N., 2009. "Financial markets and economic performances: Empirical evidence from five industrialized economies," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(3), pages 339-348, September.
  60. Moschos, D. & Stournaras, Y., 1998. "Domestic and foreign price links in an aggregate supply framework: The case of Greece," Journal of Development Economics, Elsevier, Elsevier, vol. 56(1), pages 141-157, June.
  61. Levent, Korap, 2008. "Modeling base money demand and inflation for the Turkish economy," MPRA Paper 19617, University Library of Munich, Germany.
  62. Bernhard Pfaff, . "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, American Statistical Association, American Statistical Association, vol. 27(i04).
  63. Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, Elsevier, vol. 19(3), pages 419-432, June.
  64. M. Barari & Brian Lucey & S. Voronkova, 2008. "Reassessing co-movements among G7 equity markets: evidence from iShares," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(11), pages 863-877.
  65. Gordon de Brouwer & Neil R. Ericsson, 1995. "Modelling Inflation in Australia," RBA Research Discussion Papers, Reserve Bank of Australia rdp9510, Reserve Bank of Australia.
  66. Miyao, Ryuzo, 2000. "The Role of Monetary Policy in Japan: A Break in the 1990s?," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 366-384, December.
  67. Adolfson, Malin, 1999. "Swedish Export Price Determination: Pricing to Market Shares?," Working Paper Series in Economics and Finance 306, Stockholm School of Economics.
  68. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 616, Board of Governors of the Federal Reserve System (U.S.).
  69. 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, European Association of Agricultural Economists 24886, European Association of Agricultural Economists.
  70. Bohl, Martin T., 2000. "Nonstationary stochastic seasonality and the German M2 money demand function," European Economic Review, Elsevier, Elsevier, vol. 44(1), pages 61-70, January.
  71. 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.
  72. Michel Peytrignet & Christof Stahel, 1998. "Stability of money demand in Switzerland: A comparison of the M2 and M3 cases," Empirical Economics, Springer, Springer, vol. 23(3), pages 437-454.
  73. Hiroaki Chigira, 2005. "A Test of Serial Independence of Deviations from Cointegrating Relations," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d04-69, Institute of Economic Research, Hitotsubashi University.
  74. Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003. "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers, Bank of Greece 08, Bank of Greece.
  75. Matteo Manera, 2005. "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers, Fondazione Eni Enrico Mattei 2005.47, Fondazione Eni Enrico Mattei.
  76. Nautz, Dieter & Offermanns, Christian J., 2006. "Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate," European Economic Review, Elsevier, Elsevier, vol. 50(5), pages 1279-1295, July.
  77. Jorge Dresdner & Leonardo Letelier, 1997. "Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
  78. Leonardo Gambacorta & Simonetta Iannotti, 2005. "Are there asymmetries in the response of bank interest rates monetary shocks?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 566, Bank of Italy, Economic Research and International Relations Area.
  79. Fatma Zeren & Levent Korap, 2010. "A Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(2), pages 173-188, June.
  80. Bernd Hayo & Hans Peter Gruner & Carsten Hefeker, 2004. "Monetary policy uncertainty and unionized labour markets," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 42, Money Macro and Finance Research Group.
  81. Kim, Jong Hun & Rousseau, Peter L., 2012. "Credit buildups and the stock market in four East Asian economies," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(2), pages 489-503.
  82. Saha, Bishnu & Mitura, Verna, 2008. "Price Transmission Along the Canadian Beef Supply Chain and the Impact of BSE," Agriculture and Rural Working Paper Series, Statistics Canada 54823, Statistics Canada.
  83. Yao, Feng & Hosoya, Yuzo, 2000. "Inference on one-way effect and evidence in Japanese macroeconomic data," Journal of Econometrics, Elsevier, Elsevier, vol. 98(2), pages 225-255, October.
  84. Oikarinen, Elias, 2005. "The Diffusion of Housing Price Movements from Centre to Surrounding Areas," Discussion Papers, The Research Institute of the Finnish Economy 979, The Research Institute of the Finnish Economy.
  85. Anthony Bende-Nabende & Jim Slater, 2003. "Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-16.
  86. Sunil Sharma & Neil R. Ericsson, 1998. "Broad money demand and financial liberalization in Greece," Empirical Economics, Springer, Springer, vol. 23(3), pages 417-436.
  87. Pene Kalulumia, 2000. "Government Debt, Interest Rates And International Capital Flows: Evidence From Cointegration," Cahiers de recherche, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke 00-03, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  88. Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003. "The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis," Working papers, University of Connecticut, Department of Economics 2003-27, University of Connecticut, Department of Economics.
  89. Korap, Levent, 2010. "Testing homogeneity for real income and prices in a money demand equation: the case of Turkey," MPRA Paper 30086, University Library of Munich, Germany.
  90. Bohl, Martin T., 2003. "Periodically collapsing bubbles in the US stock market?," International Review of Economics & Finance, Elsevier, Elsevier, vol. 12(3), pages 385-397.
  91. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009. "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(5), pages 607-619.
  92. Alfred A. Haug & Julie Tam, 2001. "A Closer Look at Long Run Money Demand," Working Papers, York University, Department of Economics 2002_09, York University, Department of Economics, revised Sep 2002.
  93. Francisco J. Climent & Vicente Meneu, 2001. "Has 1997 Asian Crisis increased Information Flows between International Markets?," Working Papers, Asociación Española de Economía y Finanzas Internacionales 01-01, Asociación Española de Economía y Finanzas Internacionales.
  94. Lego, Brian & Gebremedhin, Tesfa G. & 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, Northeastern Agricultural and Resource Economics Association, vol. 29(2), October.
  95. Balázs Égert & Rafal Kierzenkowski, 2010. "Exports and Property Prices in France: Are They Connected?," OECD Economics Department Working Papers 759, OECD Publishing.
  96. Levent, Korap, 2008. "Exchange rate determination of TL/US$: a co-integration approach," MPRA Paper 19659, University Library of Munich, Germany.
  97. 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," Working Papers, Institute of Empirical Economic Research 79, Institute of Empirical Economic Research.
  98. Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, Elsevier, vol. 15(2), pages 143-159, April.
  99. Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos, 1999. "Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(1), pages 47-73, January.
  100. Lin, Boqiang & Zhang, Guoliang, 2013. "Estimates of electricity saving potential in Chinese nonferrous metals industry," Energy Policy, Elsevier, Elsevier, vol. 60(C), pages 558-568.
  101. Dixon, Robert & Shepherd, David, 2001. "Trends and Cycles in Australian State and Territory Unemployment Rates," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 77(238), pages 252-69, September.
  102. Carmen M Reinhart & Guillermo A Calvo & Carlos Vegh, 1994. "La Tasa De Cambio Real Como Meta De Política Teoría Y Evidencia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  103. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2002. "Real and monetary convergence within the European Union and between the European Union and candidate countries: A rolling cointegration approach," ZEI Working Papers B 05-2002, ZEI - Center for European Integration Studies, University of Bonn.
  104. Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics, EconWPA 9809009, EconWPA.
  105. Aggarwal, Raj & Muckley, Cal B., 2010. "Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(2), pages 149-165, April.
  106. Ho, Mun S & Sorensen, Bent E, 1996. "Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test: An Illustration Using Data Based Monte Carlo Simulations," The Review of Economics and Statistics, MIT Press, vol. 78(4), pages 726-32, November.
  107. Albuquerque, Pedro H. & Gouvea, Solange, 2009. "Canaries and vultures: A quantitative history of monetary mismanagement in Brazil," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(3), pages 479-495, April.
  108. Bjørnland, Hilde C., 2003. "Estimating the equilibrium real exchange rate in Venezuela," Memorandum, Oslo University, Department of Economics 02/2003, Oslo University, Department of Economics.
  109. Fong, Kingsley & Zurbruegg, Ralf, 2003. "How much do locals contribute to the price discovery process?," Journal of Empirical Finance, Elsevier, Elsevier, vol. 10(3), pages 305-320, May.
  110. PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004, Society for Computational Economics 53, Society for Computational Economics.
  111. Ng, Serena & Perron, Pierre, 1997. "Estimation and inference in nearly unbalanced nearly cointegrated systems," Journal of Econometrics, Elsevier, Elsevier, vol. 79(1), pages 53-81, July.
  112. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 106, School of Economics and Finance, Queensland University of Technology.
  113. Huntington, Hillard G., 2010. "Short- and long-run adjustments in U.S. petroleum consumption," Energy Economics, Elsevier, Elsevier, vol. 32(1), pages 63-72, January.
  114. Zhou, Su, 2003. "Interest rate linkages within the European Monetary System: new evidence incorporating long-run trends," Journal of International Money and Finance, Elsevier, Elsevier, vol. 22(4), pages 571-590, August.
  115. Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," BORRADORES DE ECONOMIA 002800, BANCO DE LA REPÚBLICA.
  116. Eric Ghysels & J. Isaac Miller, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers, Department of Economics, University of Missouri 1307, Department of Economics, University of Missouri, revised 07 May 2014.
  117. 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, Econometric Society 732, Econometric Society.
  118. 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., John Wiley & Sons, Ltd., vol. 16(3), pages 241-253.
  119. Eleanor Doyle, 1998. "Export-output causality: The Irish case 1953–93," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 26(2), pages 147-161, June.
  120. Kim, Benjamin J. C. & Mo, Soowon, 1995. "Cointegration and the long-run forecast of exchange rates," Economics Letters, Elsevier, Elsevier, vol. 48(3-4), pages 353-359, June.
  121. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers, Centre for Development Economics, Delhi School of Economics 136, Centre for Development Economics, Delhi School of Economics.
  122. 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, Euro-American Association of Economic Development, vol. 3(1), pages 55-84.
  123. Mohsin Hasnain Ahmad & Zeshan Atiq & Shaista Alam & Muhammad S. Butt, 2006. "The impact of demography, growth and public policy on household saving: a case study of Pakistan," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 13(2), pages 57-71, December.
  124. 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.
  125. Pan, Ming-Shiun & Liu, Y. Angela & Roth, Herbert J., 1999. "Common stochastic trends and volatility in Asian-Pacific equity markets," Global Finance Journal, Elsevier, vol. 10(2), pages 161-172.
  126. Hoffman, Dennis L. & Rasche, Robert H. & Tieslau, Margie A., 1995. "The stability of long-run money demand in five industrial countries," Journal of Monetary Economics, Elsevier, Elsevier, vol. 35(2), pages 317-339, April.
  127. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003. "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers, Reserve Bank of Australia rdp2003-03, Reserve Bank of Australia.
  128. Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, Elsevier, vol. 21(4), pages 691-712.
  129. Marwan Abdul-Malik Thanoon & Ahmad Zubaidi Baharumshah & Abd. Aziz Abd. Rahman, 2006. "Malaysia: from economic recovery to sustained economic growth," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 28(2), pages 295-315, January.
  130. Shun-Jen Hsueh & Hsin-Hong Kang, 2007. "Cointegration relationships of strategy variables among firms within strategic groups," Asia Pacific Journal of Management, Springer, Springer, vol. 24(1), pages 61-73, March.
  131. Kumah, F.Y., 1996. "Common Stochastic Trends in the Current Account," Discussion Paper, Tilburg University, Center for Economic Research 1996-84, Tilburg University, Center for Economic Research.
  132. Joseph Atta-Mensah, 2004. "Money Demand and Economic Uncertainty," Working Papers, Bank of Canada 04-25, Bank of Canada.
  133. Ivo Arnold, 2003. "A Regional Analysis of German Money Demand Around Reunification with Implications for EMU," Empirica, Springer, Springer, vol. 30(1), pages 63-80, March.
  134. 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, School of Economics and Finance, Queensland University of Technology 116, School of Economics and Finance, Queensland University of Technology.
  135. Helge Berger & Frank Westermann, 2001. "Factor Price Equalization? The Cointegration Approach Revisited," CESifo Working Paper Series 471, CESifo Group Munich.
  136. Yap, Wei Yim & Lam, Jasmine S.L., 2006. "Competition dynamics between container ports in East Asia," Transportation Research Part A: Policy and Practice, Elsevier, Elsevier, vol. 40(1), pages 35-51, January.
  137. Madhusudan Ghosh, 2011. "Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 36(2), pages 15-37, June.
  138. Clifford Attfield, 2004. "Stochastic Trends, Demographics and Demand Systems," Bristol Economics Discussion Papers 04/563, Department of Economics, University of Bristol, UK.
  139. 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, Federal Reserve Bank of Atlanta 2004-5, Federal Reserve Bank of Atlanta.
  140. Salvanes, K.G. & Steen, F., 1995. "Testing for Market Power Using a Dynamic OLigopoly Model," Papers, Norwegian School of Economics and Business Administration- 13/95, Norwegian School of Economics and Business Administration-.
  141. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series 2228, CESifo Group Munich.
  142. 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.
  143. Minsoo Lee, 2003. "Common Trend and Common Currency: Australiaand New Zealand," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 2(2), pages 155-165, August.
  144. Fisher, Lance A. & Huh, Hyeon-seung, 1999. "Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models," Economics Letters, Elsevier, Elsevier, vol. 63(2), pages 159-165, May.
  145. Eun, Cheol S. & Jeong, Jin-Gil, 1999. "International price level linkages: Evidence from the post-Bretton Woods era," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 7(3-4), pages 331-349, August.
  146. Lanouar Charfeddine & Rafik Jbir & Jihane Karboul, 2014. "Price convergence and integration in the Germany, France and Italy electricity markets," Working Papers, Department of Research, Ipag Business School 2014-502, Department of Research, Ipag Business School.
  147. Jacques Mélitz & Hélène Erkel-Rousse, 1997. "Une nouvelle évaluation empirique des coûts de l'Union monétaire européenne," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 128(2), pages 21-39.
  148. Ghartey, Edward E., 1998. "Monetary dynamics in Ghana: evidence from cointegration, error correction modelling, and exogeneity," Journal of Development Economics, Elsevier, Elsevier, vol. 57(2), pages 473-486.
  149. Drakos, Konstantinos & Kutan, Ali M., 2001. "Opposites attract: The case of Greek and Turkish financial markets," ZEI Working Papers B 06-2001, ZEI - Center for European Integration Studies, University of Bonn.
  150. Guneratne Wickremasinghe, 2011. "The Sri Lankan stock market and the macroeconomy: an empirical investigation," Studies in Economics and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 28(3), pages 179-195, August.
  151. 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), University of Warwick, Department of Economics 524, University of Warwick, Department of Economics.
  152. Wu, Jyh-Lin, 1999. "A re-examination of the exchange rate-interest differential relationship: evidence from Germany and Japan," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(2), pages 319-336, February.
  153. Grüner, Hans Peter & Hayo, Bernd & Hefeker, Carsten, 2005. "Unions, wage setting and monetary policy uncertainty," Working Paper Series, European Central Bank 0490, European Central Bank.
  154. Puah, Chin-Hong & Habibullah, Muzafar Shah & Abu Mansor, Shazali, 2008. "Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5," MPRA Paper 31768, University Library of Munich, Germany.
  155. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2007. "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics 07/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  156. Polemis, Michael L., 2006. "Empirical assessment of the determinants of road energy demand in Greece," Energy Economics, Elsevier, Elsevier, vol. 28(3), pages 385-403, May.
  157. 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.
  158. Mathias Hoffmann, 2003. "International macroeconomic fluctuations and the current account," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 36(2), pages 401-420, May.
  159. Peter Tillmann, 2003. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Bonn Econ Discussion Papers, University of Bonn, Germany bgse27_2003, University of Bonn, Germany.
  160. Bang Nam Jeon & Euiseong Lee, 2002. "Foreign exchange market efficiency, cointegration, and policy coordination," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(1), pages 61-68.
  161. G.J. De Bondt, 1999. "Credit channels in Europe: a cross-country investigation," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 52(210), pages 295-326.
  162. Camarero, Mariam & Tamarit, Cecilio, 2002. "Instability tests in cointegration relationships. An application to the term structure of interest rates," Economic Modelling, Elsevier, Elsevier, vol. 19(5), pages 783-799, November.
  163. 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.
  164. Farzanegan, Mohammad Reza & Markwardt, Gunther, 2009. "The effects of oil price shocks on the Iranian economy," Energy Economics, Elsevier, Elsevier, vol. 31(1), pages 134-151, January.
  165. João Leitão, 2004. "Demand Pull And Supply Push In Portuguese Cable Television," Econometrics, EconWPA 0409011, EconWPA.
  166. 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, Warwick Business School, Finance Group wp04-13, Warwick Business School, Finance Group.
  167. 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, Springer, vol. 135(3), pages 454-479, September.
  168. Tse, Yiuman & Booth, G. Geoffrey, 1997. "Information shares in international oil futures markets," International Review of Economics & Finance, Elsevier, Elsevier, vol. 6(1), pages 49-56.
  169. Terence D. Agbeyegbe, 2008. "On the feasibility of a monetary union in the Southern Africa Development Community," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(2), pages 150-157.
  170. A.F.M. Kamrul Hassan & Ruhul A. Salim, 2011. "Is there any Link Between Commodity Price and Monetary Policy? Evidence from Australia," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, Queensland University of Technology (QUT), School of Economics and Finance, vol. 41(3), pages 205-216, December.
  171. Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008. "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer, Springer, vol. 22(2), pages 101-126, June.
  172. Norrbin, S.C. & Reffett, K.L., 1993. "Trade Credit in a Monetary Economy," Working Papers, Department of Economics, Florida State University 1993_06_02, Department of Economics, Florida State University.
  173. Phylaktis, Kate, 1999. "Capital market integration in the Pacific Basin region: an impulse response analysis," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(2), pages 267-287, February.
  174. Norrbin, Stefan C. & Reffett, Kevin L., 1996. "A substitution test of long-run money demand," Journal of Macroeconomics, Elsevier, Elsevier, vol. 18(2), pages 253-270.
  175. Franses, Philip Hans & Kunst, Robert M., 1995. "On the role of seasonal intercepts in seasonal cointegration," Economics Series, Institute for Advanced Studies 15, Institute for Advanced Studies.
  176. dogru, bulent, 2013. "Seigniorage Revenue and Inflation Tax: Testing Optimal Seigniorage Theory for Turkish Economy," MPRA Paper 47885, University Library of Munich, Germany.
  177. Behar Alberto & Hodge James, 2008. "The Employment Effects of Mergers in a Declining Industry: The Case of South African Gold Mining," The B.E. Journal of Economic Analysis & Policy, De Gruyter, De Gruyter, vol. 8(1), pages 1-20, August.
  178. Jason B. Jorgensen & Fred Joutz, 2012. "Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region," Working Papers 2012-003, The George Washington University, Department of Economics, Research Program on Forecasting.
  179. Erno Kuiper, W. & Lutz, Clemens & van Tilburg, Aad, 2003. "Vertical price leadership on local maize markets in Benin," Journal of Development Economics, Elsevier, Elsevier, vol. 71(2), pages 417-433, August.
  180. Herzer, Dierk & Nowak-Lehmann D., Felicitas, 2006. "Export Diversification, Externalities and Growth: Evidence for Chile," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics 12, Verein für Socialpolitik, Research Committee Development Economics.
  181. Patel, Ajay & Shoesmith, Gary L., 2004. "Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(9), pages 2051-2075, September.
  182. John H. Rogers, 1995. "Real shocks and real exchange rates in really long-term data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 493, Board of Governors of the Federal Reserve System (U.S.).
  183. Wilson, Bradley Kemp, 2006. "The links between inflation, inflation uncertainty and output growth: New time series evidence from Japan," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(3), pages 609-620, September.
  184. Lloyd, Tim A. & McCorriston, Steve & Morgan, C. Wyn & Weldegebriel, Habtu T., 2007. "Buyer Market Power in UK Food Retailing," Working Papers, Scottish Agricultural College, Land Economy Research Group 46007, Scottish Agricultural College, Land Economy Research Group.
  185. 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, Department of Economics, University of Victoria 0006, Department of Economics, University of Victoria.
  186. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 506, Board of Governors of the Federal Reserve System (U.S.).
  187. Jaakko Pehkonen, 1994. "Testing weak exogeneity by multivariate cointegration techniques : the demand for labour in Finnish manufacturing," Finnish Economic Papers, Finnish Economic Association, Finnish Economic Association, vol. 7(2), pages 108-119, Autumn.
  188. Camarero, Mariam & Tamarit, Cecilio, 1995. "A rationale for macroeconomic policy coordination: Evidence based on the Spanish peseta," European Journal of Political Economy, Elsevier, Elsevier, vol. 11(1), pages 65-82, March.
  189. Bruneau, C. & Jondeau, E., 1998. "Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates," Working papers, Banque de France 53, Banque de France.
  190. Yıldırım, Metin & Korap, Levent, 2012. "Testing the Lucas critique for the Turkish money demand function," MPRA Paper 41156, University Library of Munich, Germany.
  191. 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, Economics, The Univeristy of Manchester 75, Economics, The Univeristy of Manchester.
  192. Jakob de Haan & Tigran Poghosyan, 2007. "Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach," CESifo Working Paper Series 2060, CESifo Group Munich.
  193. Magura, Michael, 1999. "Productivity Convergence in Eight Sectors in Eight U.S. Midwestern States," ERSA conference papers ersa99pa197, European Regional Science Association.
  194. 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, International Atlantic Economic Society, vol. 28(4), pages 385-395, December.
  195. Alimi, R. Santos, 2013. "Testing Augmented Wagner’s Law for Nigeria Based on Cointegration and Error-Correction Modelling Techniques," MPRA Paper 52319, University Library of Munich, Germany.
  196. Bley, Jorg, 2009. "European stock market integration: Fact or fiction?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(5), pages 759-776, December.
  197. Bruno Chiarini & Elisabetta Marzano & Friedrich Schneider, 2013. "Tax rates and tax evasion: an empirical analysis of the long-run aspects in Italy," European Journal of Law and Economics, Springer, Springer, vol. 35(2), pages 273-293, April.
  198. Rodney Thom, 1995. "Inflation convergence in the EMS: Some additional evidence. A comment," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 131(3), pages 577-586, September.
  199. Casarin, Ariel A. & Delfino, Maria Eugenia, 2011. "Price freezes, durables, and residential electricity demand. Evidence from Greater Buenos Aires," Energy Economics, Elsevier, Elsevier, vol. 33(5), pages 859-869, September.
  200. Kumah, F.Y., 1997. "Common Stochastic Trends and Policy Shocks in the Open Economy: Empirical Essays in International Finance and Monetary Policy," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74321, Tilburg University.
  201. Balázs Égert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?," EconomiX Working Papers 2012-18, University of Paris West - Nanterre la Défense, EconomiX.
  202. Dierk Herzer & Stephan Klasen & Felicitas Nowak-Lehmann D., 2006. "In search of FDI-led growth in developing countries," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research 150, Ibero-America Institute for Economic Research.
  203. Kouretas, Georgios P. & Zarangas, Leonidas P., 2001. "Black and official exchange rates in Greece: an analysis of their long-run dynamics," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 11(3), pages 295-314, July.
  204. Shintani, Mototsugu, 2001. "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, Elsevier, vol. 105(2), pages 337-362, December.
  205. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance, EconWPA 9508001, EconWPA, revised 28 Aug 1995.
  206. Herzer, Dierk & Klasen, Stephan & Nowak-Lehmann D., Felicitas, 2008. "In search of FDI-led growth in developing countries: The way forward," Economic Modelling, Elsevier, Elsevier, vol. 25(5), pages 793-810, September.
  207. Cem Saatçioðlu & Levent Korap, 2007. "Turkish Money Demand, Revisited: Some Implications For Inflation And Currency Substitution Under Structural Breaks," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, Bogazici University, Department of Economics, vol. 21(1+2), pages 107-124.
  208. Ann Cavlovic & Kathleen Day, . "Equalization and the Incentives for Growth: An Empirical Investigation of the "Tax-Back" Effect," Working Papers-Department of Finance Canada, Department of Finance Canada 2003-23, Department of Finance Canada.
  209. 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, Springer, vol. 133(3), pages 458-478, September.
  210. Nikolaos Dritsakis & Alexandros Gkanas, 2009. "The effect of socio-economic determinants on crime rates: An empirical research in the case of Greece with cointegration analysis," International Journal of Economic Sciences and Applied Research (IJESAR), Technological Educational Institute (TEI) of Kavala, Greece, Technological Educational Institute (TEI) of Kavala, Greece, vol. 2(2), pages 51-64, December.
  211. Neil R. Ericsson & James G. MacKinnon, 1999. "Distributions of error correction tests for cointegration," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 655, Board of Governors of the Federal Reserve System (U.S.).
  212. Dierk Herzer, 2004. "Exportdiversifizierung und Wirtschaftswachstum in Chile: eine ökonometrische Analyse," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research 098, Ibero-America Institute for Economic Research.
  213. Algirdas Bartkus, 2013. "On Future Pensions From The Second Pillar Pension Funds," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 4(1).
  214. Michael Frenkel & Isabell Koske, 2004. "How well can monetary factors explain the exchange rate of the euro?," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 32(3), pages 233-244, September.
  215. Giulio Cifarelli, 1995. "Fundamentals, regime shifts, and dollar behavior in the 1980s," Open Economies Review, Springer, Springer, vol. 6(1), pages 29-48, January.
  216. 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.
  217. Boschi, Melisso & Girardi, Alessandro, 2005. "Does one monetary policy fit all? the determinants of inflation in EMU countries," MPRA Paper 28554, University Library of Munich, Germany.
  218. Chen, Sheng-Syan & Lee, Cheng-few & Shrestha, Keshab, 2003. "Futures hedge ratios: a review," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 43(3), pages 433-465.
  219. John P. Lajaunie & Atsuyuki Naka, 1997. "Re-examining Cointegration, Unit Roots and Efficiency in Foreign Exchange Rates," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 24(3), pages 363-374.
  220. 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.
  221. Mehtap Kesriyeli & I.Ilhan Kocaker, 1999. "Monetary Conditions Index : A Monetary Policy Indicator For Turkey," Discussion Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 9908, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  222. Awomuse, Bernard O. & Alimi, Santos R., 2012. "The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria," MPRA Paper 49684, University Library of Munich, Germany.
  223. Adamopoulos Antonios, 2010. "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-18.
  224. M., Azali & Lee, Chin, 2009. "Asian Financial Integration during the Pre- and Post-crisis Periods," MPRA Paper 40656, University Library of Munich, Germany, revised 2009.
  225. Baharumshah, Ahmad Zubaidi & Lau, Evan, 2007. "Regime changes and the sustainability of fiscal imbalance in East Asian countries," Economic Modelling, Elsevier, Elsevier, vol. 24(6), pages 878-894, November.
  226. Goodwin, Barry K. & Grennes, Thomas J., 1998. "Tsarist Russia and the World Wheat Market," Explorations in Economic History, Elsevier, Elsevier, vol. 35(4), pages 405-430, October.
  227. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-7.
  228. Azali, M. & Royfaizal, R.C. & Lee, C., 2008. "Japanese Yen as an alternative vehicle currency in Asian," MPRA Paper 11891, University Library of Munich, Germany, revised 2008.
  229. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 34(2), pages 207-224, February.
  230. Audrey Liwan & Evan Lau, 2007. "Managing Growth: The Role of Export, Inflation and Investment in Three ASEAN Neighboring Countries," The IUP Journal of Managerial Economics, IUP Publications, IUP Publications, vol. 0(4), pages 7-16, November.
  231. Adrangi, Bahram & Chatrath, Arjun & Raffiee, Kambiz & D. Ripple, Ronald, 2001. "Alaska North Slope crude oil price and the behavior of diesel prices in California," Energy Economics, Elsevier, Elsevier, vol. 23(1), pages 29-42, January.
  232. Ahmad Zubaidi Baharumshah & Evan Lau & Ahmed M. Khalid, 2005. "Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition," International Finance, EconWPA 0504001, EconWPA.
  233. Aaron Mehrotra, 2008. "Demand for Money in Transition: Evidence from China’s Disinflation," International Advances in Economic Research, Springer, Springer, vol. 14(1), pages 36-47, February.
  234. Laopodis, Nikiforos T., 2004. "Monetary policy implications of comovements among long-term interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(2), pages 135-164, April.
  235. Guidi, Francesco, 2008. "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper 11535, University Library of Munich, Germany.
  236. Menzie Chinn & Jeffery Frankel, 1995. "The relative influence of US and Japan on real interest rates around the Pacific Rim," International Finance, EconWPA 9508004, EconWPA.
  237. Hornung, Dietmar & Schimmelpfennig, Axel & Wapler, Rüdiger, 1997. "Globalisation, wage adjustment, and unemployment: An empirical analysis based on the factor price frontier," Kiel Working Papers 834, Kiel Institute for the World Economy.
  238. Joaquin Pi-Anguita, 1999. "A cointegration approach to capital mobility: Evidence for Belgium," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 27(1), pages 53-58, March.
  239. Cheng, Su-Yin, 2012. "Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 22(3), pages 508-520.
  240. Chiang, Thomas C. & Kim, Doseong, 2000. "Short-term eurocurrency rate behavior and specifications of cointegrating processes," International Review of Economics & Finance, Elsevier, Elsevier, vol. 9(2), pages 157-179.
  241. Kutan, Ali M. & Zhou, Su, 2002. "Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests," ZEI Working Papers B 08-2002, ZEI - Center for European Integration Studies, University of Bonn.
  242. Chang, Tsangyao & Nieh, Chien-Chung, 2004. "A note on testing the causal link between construction activity and economic growth in Taiwan," Journal of Asian Economics, Elsevier, Elsevier, vol. 15(3), pages 591-598, June.
  243. Jacint Balaguer & Manuel Cantavella-Jorda, 2004. "Structural change in exports and economic growth: cointegration and causality analysis for Spain (1961-2000)," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(5), pages 473-477.
  244. Enzo Weber, 2007. "What Happened to the Transatlantic Capital Market Relations?," SFB 649 Discussion Papers SFB649DP2007-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  245. Florine Livat, 2007. "Mesure des interactions de prix : une analyse des modalités de substitution parmi sept vins de Bordeaux," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 180(4), pages 127-145.
  246. Jirasakuldech, Benjamas & Emekter, Riza & Rao, Ramesh P., 2008. "Do Thai stock prices deviate from fundamental values?," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 16(3), pages 298-315, June.
  247. Ostermark, Ralf, 2001. "Multivariate cointegration analysis of the Finnish-Japanese stock markets," European Journal of Operational Research, Elsevier, Elsevier, vol. 134(3), pages 498-507, November.
  248. Lau, Evan & Lee, Koon Po, 2007. "Interdependence of Income between China and ASEAN-5 Countries," MPRA Paper 2231, University Library of Munich, Germany.
  249. Minoas Koukouritakis & Leo Michelis, 2005. "Enlargement and Eurozone: Convergence or Divergence," Working Papers, University of Crete, Department of Economics 0504, University of Crete, Department of Economics.
  250. 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, Carleton University, Department of Economics 03-13, Carleton University, Department of Economics, revised Apr 2007.
  251. Birendra Bahadur Budha, 2011. "An Empirical Analysis of Money Demand Function in Nepal," NRB Economic Review, Nepal Rastra Bank, Research Department, Nepal Rastra Bank, Research Department, vol. 23(1), pages 54-70, April.
  252. repec:ebl:ecbull:v:3:y:2007:i:45:p:1-11 is not listed on IDEAS
  253. Tai-Hu Ling, & Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa, 2007. "Real Interest Rates Equalization: The Case of Malaysia and Singapore," The IUP Journal of Monetary Economics, IUP Publications, IUP Publications, vol. 0(3), pages 24-37, August.
  254. 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, El Colegio de México, Centro de Estudios Económicos, vol. 20(2), pages 173-196.
  255. Tillmann, Peter, 2007. "Inflation regimes in the US term structure of interest rates," Economic Modelling, Elsevier, Elsevier, vol. 24(2), pages 203-223, March.
  256. Rocha, Manuel Duarte, 2012. "Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities," Journal of Policy Modeling, Elsevier, Elsevier, vol. 34(1), pages 64-80.
  257. James Payne & Anandi Sahu, 2004. "Random walks, cointegration, and the transmission of shocks across global real estate and equity markets," Journal of Economics and Finance, Springer, Springer, vol. 28(2), pages 198-210, June.
  258. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO 003296, UNIVERSIDAD DEL ROSARIO.
  259. de Jong, Pieter J. & Swanson, Peggy E., 2006. "The Euro deposit market in a global perspective," Global Finance Journal, Elsevier, vol. 16(3), pages 354-365, March.
  260. Chinn, Menzie David, 2000. "The empirical determinants of the Euro: Short and long run perspectives," SFB 373 Discussion Papers 2000,43, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  261. Calza, Alessandro & Manrique, Marta & Sousa, João, 2003. "Aggregate loans to the euro area private sector," Working Paper Series, European Central Bank 0202, European Central Bank.
  262. Black, Angela J. & Fraser, Patricia & McMillan, David G., 2007. "Are international value premiums driven by the same set of fundamentals?," International Review of Economics & Finance, Elsevier, Elsevier, vol. 16(1), pages 113-129.
  263. Johansson, Anders C., 2008. "Interdependencies among Asian bond markets," Journal of Asian Economics, Elsevier, Elsevier, vol. 19(2), pages 101-116, April.
  264. Bredin, Don & Muckley, Cal, 2011. "An emerging equilibrium in the EU emissions trading scheme," Energy Economics, Elsevier, Elsevier, vol. 33(2), pages 353-362, March.
  265. Puah, Chin-Hong & Lau, Evan & Tan, Kim Lee, 2006. "Budget-current account deficits nexus in Malaysia," MPRA Paper 37677, University Library of Munich, Germany.
  266. Gross, Dominique M., 1997. "Aggregate job matching and returns to scale in Germany," Economics Letters, Elsevier, Elsevier, vol. 56(2), pages 243-248, October.
  267. Engel, Charles & West, Kenneth D., 2003. "Exchange rates and fundamentals," Working Paper Series, European Central Bank 0248, European Central Bank.
  268. Maki, Daiki, 2003. "Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate," Economics Letters, Elsevier, Elsevier, vol. 81(3), pages 349-354, December.
  269. Kühl, Michael, 2010. "Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro," Journal of Economics and Business, Elsevier, Elsevier, vol. 62(1), pages 1-19, January.
  270. Kathleen M. Day & R. Quentin Grafton, 2002. "Growth and the Environment in Canada: An Empirical Analysis," Economics and Environment Network Working Papers, Australian National University, Economics and Environment Network 0207, Australian National University, Economics and Environment Network.
  271. Qiao, Zhuo & Chu, Patrick Kuok-Kun, 2014. "Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 75-79.
  272. 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.
  273. Leitão, João, 2012. "Regulation and football brand: Can we talk about a Taylor Effect on the performances of the Red Devils?," Edition HWWI: Chapters, in: Zur Ökonomik von Spitzenleistungen im internationalen Sport, pages 49-71 Hamburg Institute of International Economics (HWWI).
  274. 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.
  275. Su Zhou, 1998. "Exchange rate systems and linkages in the pacific basin," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 26(1), pages 66-84, March.
  276. Barry Falk & Chun-Hsuan Wang, 2003. "Testing long-run PPP with infinite-variance returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 18(4), pages 471-484.
  277. Chen, Show-Lin & Wu, Jyh-Lin, 2005. "Long-run money demand revisited: evidence from a non-linear approach," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(1), pages 19-37, February.
  278. Jacint Balaguer & Manuel Cantavella-Jordá, 2000. "Tourism As A Long-Run Economic Growth Factor: The Spanish Case," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2000-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  279. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers, University of Crete, Department of Economics 0522, University of Crete, Department of Economics.
  280. Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," Center for European, Governance and Economic Development Research Discussion Papers 68, University of Goettingen, Department of Economics.
  281. Gordon de Brouwer & Irene Ng & Robert Subbaraman, 1993. "The Demand for Money in Australia: New Tests on an Old Topic," RBA Research Discussion Papers, Reserve Bank of Australia rdp9314, Reserve Bank of Australia.
  282. Dixon, James A. & Kelty-Stephen, Damian G., 2012. "Multi-scale interactions in Dictyostelium discoideum aggregation," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 391(24), pages 6470-6483.
  283. M. T. Alguacil & V. Orts, 2003. "Inward Foreign Direct Investment and Imports in Spain," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(3), pages 19-38.
  284. Javier Gómez P., 1998. "La Demanda Por Dinero En Colombia," BORRADORES DE ECONOMIA 002969, BANCO DE LA REPÚBLICA.
  285. Eleanor Doyle, 2001. "Exchange rate volatility and Irish-UK trade, 1979-1992," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 33(2), pages 249-265.
  286. 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, Springer, vol. 7(1), pages 61-76, January.
  287. Alexius, Annika, 2005. "Productivity shocks and real exchange rates," Journal of Monetary Economics, Elsevier, Elsevier, vol. 52(3), pages 555-566, April.
  288. Yamada, Hiroshi & Toda, Hiro Y., 1998. "Inference in possibly integrated vector autoregressive models: some finite sample evidence," Journal of Econometrics, Elsevier, Elsevier, vol. 86(1), pages 55-95, June.
  289. 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.
  290. Pistoresi, Barbara & Rinaldi, Alberto, 2012. "Exports, imports and growth," Explorations in Economic History, Elsevier, Elsevier, vol. 49(2), pages 241-254.
  291. 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), University of Warwick, Department of Economics 528, University of Warwick, Department of Economics.
  292. Dimitris Georgoutsos & Georgios Kouretas, 2004. "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(1), pages 29-41.
  293. Polemis, Michael L. & Dagoumas, Athanasios S., 2013. "The electricity consumption and economic growth nexus: Evidence from Greece," Energy Policy, Elsevier, Elsevier, vol. 62(C), pages 798-808.
  294. Michał Brzoza-Brzezina, 2002. "The Relationship between Real Interest Rates and Inflation," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 23, National Bank of Poland, Economic Institute.
  295. Tang, Tuck Cheong, 2003. "Japanese aggregate import demand function: reassessment from the 'bounds' testing approach," Japan and the World Economy, Elsevier, Elsevier, vol. 15(4), pages 419-436, December.
  296. Peijie Wang, 2003. "Cycles and Common Cycles in Property and Related Sectors," International Real Estate Review, Asian Real Estate Society, Asian Real Estate Society, vol. 6(1), pages 22-42.
  297. Kanwar, Sunil, 2000. "Does the Dog Wag the Tail or the Tail the Dog? Cointegration of Indian Agriculture with Nonagriculture," Journal of Policy Modeling, Elsevier, Elsevier, vol. 22(5), pages 533-556, September.
  298. Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock prices and exchange rate dynamics," Journal of International Money and Finance, Elsevier, Elsevier, vol. 24(7), pages 1031-1053, November.
  299. Carlos A. Végh Gramont & Guillermo Calvo & Carmen Reinhart, 1994. "Targeting the Real Exchange Rate," IMF Working Papers 94/22, International Monetary Fund.
  300. 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, American Statistical Association, vol. 21(2), pages 295-318, April.
  301. Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," Center for European, Governance and Economic Development Research Discussion Papers 68, University of Goettingen, Department of Economics.
  302. Richard C.K. Burdekin & Marc D. Weidenmier, . "The Option Value of Confederate Currency and Inflation Control, 1861-1865," Claremont Colleges Working Papers, Claremont Colleges 2000-29, Claremont Colleges.
  303. Schumacher, Christian, 2002. "Forecasting Trend Output in the Euro Area," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(8), pages 543-58, December.
  304. Minoas Koukouritakis & Leo Michelis, 2003. "EU Enlargement: Are the New Countries Ready to Join the EMU? ," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics 6-2003, University of Cyprus Department of Economics.
  305. Reimers, Hans-Eggert, 2002. "Analysing Divisia Aggregates for the Euro Area," Discussion Paper Series 1: Economic Studies 2002,13, Deutsche Bundesbank, Research Centre.
  306. Lee TongHung & Hwang Hoyoung, 2001. "Money, Interest Rate and Foreign Exchange Rate As Indicator Variables Of Monetary Policy," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(2), pages 77-98, June.
  307. Ahmad Zubaidi Baharumshah & Evan Lau, 2002. "On the Sustainability of Current Account Deficits: Evidence from Four ASEAN Countries," Working Papers, National University of Ireland Galway, Department of Economics 0062, National University of Ireland Galway, Department of Economics, revised 2002.
  308. Darrat, Ali F., 2002. "The relative efficiency of interest-free monetary system: some empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 42(4), pages 747-764.
  309. Hahn, Elke, 2003. "Pass-through of external shocks to euro area inflation," Working Paper Series, European Central Bank 0243, European Central Bank.
  310. repec:dgr:uvatin:2099055 is not listed on IDEAS
  311. Dierk HERZER & Felicitas NOWAK-LEHMANN D. & Boriss SILIVERSTOVS, 2006. "Export-Led Growth In Chile: Assessing The Role Of Export Composition In Productivity Growth," The Developing Economies, Institute of Developing Economies, vol. 44(3), pages 306-328.
  312. Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria 9914, Department of Economics, University of Victoria.
  313. M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers, CIRANO 2006s-07, CIRANO.
  314. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0109, Department of Economics, University of Insubria.
  315. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper, Federal Reserve Bank of New York 9602, Federal Reserve Bank of New York.
  316. Pashourtidou, Nicoletta, 2003. "Omitted variables in cointegration analysis," Discussion Paper Series In Economics And Econometrics 0304, Economics Division, School of Social Sciences, University of Southampton.
  317. 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, Euro-American Association of Economic Development, vol. 2(3), pages 69-86.
  318. 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, Universitat de Barcelona. Espai de Recerca en Economia 95, Universitat de Barcelona. Espai de Recerca en Economia.
  319. 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, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 22046, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  320. doğru, bülent, 2013. "Seigniorage Revenue and Inflation Tax in Turkish economy," MPRA Paper 45538, University Library of Munich, Germany.
  321. Choudhry, Taufiq & Lu, Lin & Peng, Ke, 2007. "Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis," International Review of Financial Analysis, Elsevier, Elsevier, vol. 16(3), pages 242-261.
  322. Fung, Ben Siu-cheong & Kasumovich, Marcel, 1998. "Monetary shocks in the G-6 countries: Is there a puzzle?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 42(3), pages 575-592, October.
  323. Georgios Kouretas & Leonidas Zarangas, 2001. "Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(3), pages 109-128.
  324. Costas Milas & Jesus Otero, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO 003231, UNIVERSIDAD DEL ROSARIO.
  325. Braeu, Rebecca, 2010. "Consumption tilting and the current account: Evidence from Canada," International Review of Economics & Finance, Elsevier, Elsevier, vol. 19(2), pages 304-312, April.
  326. Otero, Jesus & Milas, Costas, 2001. "Modelling the spot prices of various coffee types," Economic Modelling, Elsevier, Elsevier, vol. 18(4), pages 625-641, December.
  327. 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).
  328. Fritsche, Charmaine Pereira & Wallace, Myles, 1997. "Forecasting the exchange rate PPP versus a random walk," Economics Letters, Elsevier, Elsevier, vol. 54(1), pages 69-74, January.
  329. Zafeiriou, Eleni & Arabatzis, Garyfallos & Koutroumanidis, Theodoros, 2011. "The fuelwood market in Greece: An empirical approach," Renewable and Sustainable Energy Reviews, Elsevier, Elsevier, vol. 15(6), pages 3008-3018, August.
  330. 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.
  331. Guneratne Banda Wickremasinghe, 2004. "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance, EconWPA 0406004, EconWPA.
  332. Levent, Korap, 2008. "Long-run relations between money, prices and output: the case of Turkey," MPRA Paper 20265, University Library of Munich, Germany.
  333. Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock market linkages in emerging markets: implications for international portfolio diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 15(2), pages 91-106, April.
  334. Boris Hofmann, 2003. "Bank Lending and Property Prices: Some International Evidence," Working Papers, Hong Kong Institute for Monetary Research 222003, Hong Kong Institute for Monetary Research.
  335. Chor Foon Tang, 2011. "An exploration of dynamic relationship between tourist arrivals, inflation, unemployment and crime rates in Malaysia," International Journal of Social Economics, Emerald Group Publishing, Emerald Group Publishing, vol. 38(1), pages 50-69, December.
  336. Tang, Tuck Cheong, 2004. "Demand for broad money and expenditure components in Japan: an empirical study," Japan and the World Economy, Elsevier, Elsevier, vol. 16(4), pages 487-502, December.
  337. Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 5(3), pages 1-26, October.
  338. Pulina, M. & O'Brien, R.J., 2002. "Monthly, annual and quarterly frequencies: a comparison of models for tourism in Sardinia and bounded rationality," Discussion Paper Series In Economics And Econometrics 0206, Economics Division, School of Social Sciences, University of Southampton.
  339. M Pesaran & R Smith & Yongcheol Shin, 2004. "Structural analysis of vector error correction models exogenous i(1) variables," ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh 38, Edinburgh School of Economics, University of Edinburgh.
  340. Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006. "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(6), pages 974-991, October.
  341. SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A., 2010. "A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 10(2).
  342. Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali, 2008. "On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries," MPRA Paper 31762, University Library of Munich, Germany.
  343. Chun, Rodney M., 2000. "Compensation vouchers and equity markets: Evidence from Hungary," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(7), pages 1155-1178, July.
  344. Maurice Kugler, 2006. "Spillovers From Foreign Direct Investment:Within Or Between Industries?," BORRADORES DE ECONOMIA 003523, BANCO DE LA REPÚBLICA.
  345. Mentz, Markus & Sebastian, Steffen P., 2003. "Inflation convergence after the introduction of the Euro," CFS Working Paper Series 2003/30, Center for Financial Studies (CFS).
  346. 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, Euro-American Association of Economic Development, vol. 3(3).
  347. Kumah, Francis Y. & Ibrahim, Saifu B., 1996. "Stochastic trends and fluctuations in the interest rate, exchange rate and the current account balance: An empirical investigation," Economic Modelling, Elsevier, Elsevier, vol. 13(3), pages 383-406, July.
  348. Rogers, John H., 1999. "Monetary shocks and real exchange rates," Journal of International Economics, Elsevier, Elsevier, vol. 49(2), pages 269-288, December.
  349. Richard C. K. Burdekin & Marc D. Weidenmier, 2001. "Inflation Is Always and Everywhere a Monetary Phenomenon: Richmond vs. Houston in 1864," American Economic Review, American Economic Association, American Economic Association, vol. 91(5), pages 1621-1630, December.
  350. Johansson, Anders C. & Ljungwall, Christer, 2009. "Spillover Effects Among the Greater China Stock Markets," World Development, Elsevier, Elsevier, vol. 37(4), pages 839-851, April.
  351. 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, EconWPA 0512014, EconWPA.
  352. Sabuhoro, Jean Bosco & Larue, Bruno, 1997. "The market efficiency hypothesis: The case of coffee and cocoa futures," Agricultural Economics, Blackwell, Blackwell, vol. 16(3), pages 171-184, August.
  353. Chang, Tsangyao & Caudill, Steven B., 2006. "A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market," International Review of Financial Analysis, Elsevier, Elsevier, vol. 15(1), pages 57-67.
  354. Becker, Torbjorn, 1997. "An investigation of Ricardian equivalence in a common trends model," Journal of Monetary Economics, Elsevier, Elsevier, vol. 39(3), pages 405-431, August.
  355. Angela He & Alan Wan, 2009. "Predicting daily highs and lows of exchange rates: a cointegration analysis," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(11), pages 1191-1204.
  356. Kim, Iljoong & Kim, Inbae, 2006. "A revisit to the puzzling movement of the US dollar in the 1980s: Causality and expectation regimes associated with the interest rate," Journal of Policy Modeling, Elsevier, Elsevier, vol. 28(3), pages 347-356, April.
  357. 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., John Wiley & Sons, Ltd., vol. 24(5), pages 825-831.
  358. Ryuzo Miyao, 2002. "Liquidity Trap and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 127, Research Institute for Economics & Business Administration, Kobe University.
  359. Gebhard Kirchgässner, 1994. "Nationale und internationale Bestimmungsfaktoren der schweizerischen Mineralölpreise:," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 575-598, September.
  360. Roland Füss & Denis Schweizer, 2012. "Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 38(3), pages 391-410, April.
  361. Liu, Qinghua & Wang, H. Holly, 2003. "Market Integration Test For Pacific Egg Markets," 2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 21934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  362. Adrien Verdelhan & Sophie Garcia, 2001. "Le policy-mix de la zone euro. Une évaluation de l'impact des chocs monétaires et budgétaires," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 148(2), pages 23-40.
  363. Laopodis, Nikiforos T., 2005. "Portfolio diversification benefits within Europe: Implications for a US investor," International Review of Financial Analysis, Elsevier, Elsevier, vol. 14(4), pages 455-476.
  364. Ben S.C. Fung & Marcel Kasumovich, 1997. "Monetary Shocks in the G-6 Countries: Is There a Puzzle?," Working Papers, Bank of Canada 97-7, Bank of Canada.
  365. Ceglowski, Janet, 2010. "Exchange rate pass-through to bilateral import prices," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(8), pages 1637-1651, December.
  366. Hénin, Pierre-Yves & Garcia, Sophie, 1996. "Balancing budget through tax increases or expenditures cuts : is it neutral ?," CEPREMAP Working Papers (Couverture Orange) 9604, CEPREMAP.
  367. Éric Jondeau, 1996. "Les modèles monétaires de taux de change : un examen empirique," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 123(2), pages 53-65.
  368. 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.
  369. Zhang, Yin & Wan, Guanghua, 2004. "Output and Price Fluctuations in China's Reform Years: What Role did Money Play?," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  370. 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.
  371. C. Worthington, Andrew & Higgs, Helen, 2010. "Assessing Financial Integration in the European Union Equity Markets: Panel Unit Root and Multivariate Cointegration and Causality Evidence," Journal of Economic Integration, Center for Economic Integration, Sejong University, Center for Economic Integration, Sejong University, vol. 25, pages 457-479.
  372. Kim, Ki-ho, 2003. "Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model," Review of Financial Economics, Elsevier, Elsevier, vol. 12(3), pages 301-313.
  373. Dierk Herzer, 2005. "Trade composition and total factor productivity: Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research 116, Ibero-America Institute for Economic Research.
  374. Reinhart, Carmen, 1995. "Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries," MPRA Paper 6974, University Library of Munich, Germany.
  375. repec:asi:ajoerj:2013:p:763-774 is not listed on IDEAS
  376. Lloyd, Tim A. & McCorriston, Steve & Morgan, C. Wyn & Weldegebriel, Habtu T., 2007. "Buyer Market Power in UK Food Retailing," Working Papers 46007, Scotland's Rural College (formerly Scottish Agricultural College), Land Economy & Environment Research Group.
  377. repec:ebl:ecbull:v:7:y:2006:i:4:p:1-7 is not listed on IDEAS
  378. Korap, Levent, 2008. "Determinants of reserve money demand: a multivariate co-integrating approach," MPRA Paper 25525, University Library of Munich, Germany.
  379. Laura Gérard-Prenveille, 2003. "Déterminants du taux de chômage d’équilibre et ajustements sur le marché du travail : une analyse sur données françaises," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 159(3), pages 17-37.
  380. Hubert Strauß, 2002. "Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany," Kiel Working Papers 1101, Kiel Institute for the World Economy.
  381. Yiuman Tse & Emily Norman Zietz & Gaylon Greer, 1998. "Anticipating Change in Development Activity Levels," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 16(2), pages 159-168.
  382. 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.
  383. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics 1208, University of Nevada, Las Vegas , Department of Economics.
  384. Ziotis, Nikolaos & Papadas, Christos T., 2011. "Supply of Money and Food Prices: The Case of Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, Greek Association of Agricultural Economists, vol. 12(1), January.
  385. zaharey, 2005. "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics, EconWPA 0506007, EconWPA.
  386. Boriss Siliverstovs, 2007. "Dynamic Modelling of the Demand for Money in Latvia," Discussion Papers of DIW Berlin 703, DIW Berlin, German Institute for Economic Research.
  387. Avouyi-Dovi, S. & Jondeau, E., 1999. "Modelling the French Swap Spread," Working papers, Banque de France 65, Banque de France.
  388. Choi, Jongmoo Jay & Jeon, Bang Nam, 2007. "Financial factors in foreign direct investments: A dynamic analysis of international data," Research in International Business and Finance, Elsevier, Elsevier, vol. 21(1), pages 1-18, January.
  389. 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.
  390. Mollah, Sabur & Zafirov, Goran & Quoreshi, AMM Shahiduzzaman, 2014. "Financial Market Contagion during the Global Financial Crisis," CITR Working Paper Series, Center for Innovation and Technology Research, Blekinge Institute of Technology 2014/05, Center for Innovation and Technology Research, Blekinge Institute of Technology.
  391. Joao Leitao & Cristovao Oliveira, 2005. "The Contagion Effect of the Terrorist Attacks of the 11th of September," Finance, EconWPA 0510006, EconWPA.
  392. Chaido Dritsaki, 2011. "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 25-56, June.
  393. Hamori, Shigeyuki & Hamori, Naoko, 2000. "An empirical analysis of economic fluctuations in Japan: 1885-1940," Japan and the World Economy, Elsevier, Elsevier, vol. 12(1), pages 11-19, January.
  394. Ah-Boon Sim & Ralf Zurbruegg, 2001. "Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(3), pages 269-283.
  395. 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, Springer, vol. 134(3), pages 484-512, September.
  396. Fahmy, Yasser A. F. & Kandil, Magda, 2003. "The Fisher effect: new evidence and implications," International Review of Economics & Finance, Elsevier, Elsevier, vol. 12(4), pages 451-465.
  397. Jeon, Bang Nam & Seo, Byeongseon, 2003. "The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 11(4), pages 509-525, September.
  398. Weidenmier, Marc D., 2000. "The Market for Confederate Cotton Bonds," Explorations in Economic History, Elsevier, Elsevier, vol. 37(1), pages 76-97, January.
  399. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 04024, Research Institute of Economy, Trade and Industry (RIETI).
  400. Goh, Soo Khoon & Mithani, Dawood, 2000. "Deviation from Purchasing Power Parity: Evidence from Malaysia, 1973–1997," MPRA Paper 51922, University Library of Munich, Germany.
  401. David O. Cushman, 2000. "The failure of the monetary exchange rate model for the Canadian-U.S. dollar," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 33(3), pages 591-603, August.
  402. 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.
  403. Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 2001. "Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(3), pages 379-399, June.
  404. Alain DeSerres, & Alain Guay & Pierre St-Amant, . "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Working Papers, Bank of Canada 95-2, Bank of Canada.
  405. 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, Euro-American Association of Economic Development, vol. 8(2), pages 101-110.
  406. G.J. De Bondt, 1999. "Credit channels in Europe: a cross-country investigation," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 52(210), pages 295-326.
  407. Wang, H. Holly & Ke, Bingfan, 2005. "Efficiency tests of agricultural commodity futures markets in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, Australian Agricultural and Resource Economics Society, vol. 49(2), June.
  408. Charles S. Morris & Robert Neal & Douglas Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper, Federal Reserve Bank of Kansas City 98-08, Federal Reserve Bank of Kansas City.
  409. Levent, Korap, 2006. "Seigniorage revenue and Turkish economy," MPRA Paper 20106, University Library of Munich, Germany.
  410. Felmingham, B. & Zhang, Q., 2000. "The Long Run Demand for Broad Money in Australia Subject to Regime Shifts," Papers, Tasmania - Department of Economics 2000-07, Tasmania - Department of Economics.
  411. Eleftherios J. Thalassinos & Evagelos D. Politis, 2011. "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 113-130.
  412. Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000. "Forecasting the Euro exchange rate using vector error correction models," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 136(2), pages 232-258, June.
  413. 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, Board of Governors of the Federal Reserve System (U.S.) 479, Board of Governors of the Federal Reserve System (U.S.).
  414. Webber, A., 1999. "Newton's Gravity Law and Import Prices in the Asia Pacific," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia WP99-12, School of Economics, University of Wollongong, NSW, Australia.
  415. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  416. 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, Department of Economics, University of Victoria 0002, Department of Economics, University of Victoria.
  417. Tsangyao Chang & Wen-Chi Liu, 2008. "Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests," Economics Bulletin, AccessEcon, vol. 3(34), pages 1-12.
  418. 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, Society for Computational Economics 258, Society for Computational Economics.
  419. Leitão, João, 2007. "The Taylor Effect on the Performances of the Red Devils’ Football Brand," MPRA Paper 3244, University Library of Munich, Germany.
  420. Chinn, Menzie David, 1997. "Paper pushers or paper money? Empirical assessment of fiscal and monetary models of exchange rate determination," Journal of Policy Modeling, Elsevier, Elsevier, vol. 19(1), pages 51-78, February.
  421. Lee, Hahn S. & Siklos, Pierre L., 1995. "A note on the critical values for the maximum likelihood (seasonal) cointegration tests," Economics Letters, Elsevier, Elsevier, vol. 49(2), pages 137-145, August.
  422. Fiess, Norbert M. & Verner, Dorte, 2001. "Intersectoral dynamics and economic growth in Ecuador," Policy Research Working Paper Series 2514, The World Bank.
  423. Azali, M. & Habibullah, M. S. & Baharumshah, A. Z., 2001. "Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration," Japan and the World Economy, Elsevier, Elsevier, vol. 13(1), pages 35-50, January.
  424. 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, Springer, vol. 24(4), pages 359-377, June.
  425. 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.
  426. 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, Springer, vol. 24(3), pages 235-250, May.
  427. Levent, Korap, 2007. "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper 19584, University Library of Munich, Germany.
  428. William Gould, 1995. "Computerized index for the STB (Update)," Stata Technical Bulletin, StataCorp LP, StataCorp LP, vol. 4(20).
  429. Muhammad Akmal & David I. Stern, 2001. "The structure of Australian residential energy demand," Working Papers in Ecological Economics, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program 0101, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
  430. Cornwell, Christopher Mark & Wächter, Jens-Uwe, 1999. "Comovement and catch-up in productivity across sectors: Evidence from the OECD," ZEI Working Papers B 07-1999, ZEI - Center for European Integration Studies, University of Bonn.
  431. Greenslade, Jennifer V. & Hall, Stephen G. & Henry, S. G. Brian, 2002. "On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(9-10), pages 1517-1537, August.
  432. Ryuzo Miyao, 2004. "Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 163, Research Institute for Economics & Business Administration, Kobe University.
  433. E.C. Mamatzakis, 2002. "Public Infrastructure And Private Output: An Application To Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 27(2), pages 143-160, December.
  434. Fosten, Jack, 2012. "Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing," Energy Economics, Elsevier, Elsevier, vol. 34(5), pages 1514-1522.
  435. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers, Trinity College Dublin, Department of Economics tep200615, Trinity College Dublin, Department of Economics.
  436. Kargbo, Joseph M., 2003. "Cointegration Tests of Purchasing Power Parity in Africa," World Development, Elsevier, Elsevier, vol. 31(10), pages 1673-1685, October.
  437. 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], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of G 110, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  438. Lee, Minsoo, 2005. "Asian Financial Crisis and Exchange Rate Pass-Through in Korea," Review of Applied Economics, Review of Applied Economics, Review of Applied Economics, vol. 1(1).
  439. Minoas Koukouritakis & Leo Michelis, 2005. "The Term Structures of Interest Rates in the New and Prospective EU Countries," Working Papers, University of Crete, Department of Economics 0505, University of Crete, Department of Economics.
  440. Darrat, Ali F. & Pennathur, Anita, 2002. "Are the Arab Maghreb countries really integratable?: Some evidence from the theory of cointegrated systems," Review of Financial Economics, Elsevier, Elsevier, vol. 11(2), pages 79-90.
  441. Alan Speight & David McMillan, 2001. "Cointegration and predictability in prereform east European black-market exchange rates," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(12), pages 755-759.
  442. Swanson, Peggy E., 2003. "The interrelatedness of global equity markets, money markets, and foreign exchange markets," International Review of Financial Analysis, Elsevier, Elsevier, vol. 12(2), pages 135-155.
  443. Baharumshah, Ahmad Zubaidi & Thanoon, Marwan A. & Rashid, Salim, 2003. "Saving dynamics in the Asian countries," Journal of Asian Economics, Elsevier, Elsevier, vol. 13(6), pages 827-845, January.
  444. Veenstra, Albert Willem & Franses, Philip Hans, 1997. "A co-integration approach to forecasting freight rates in the dry bulk shipping sector," Transportation Research Part A: Policy and Practice, Elsevier, Elsevier, vol. 31(6), pages 447-458, November.
  445. Brada, Josef C. & Kutan, Ali M. & Zhou, Su, 2005. "Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(1), pages 249-270, January.
  446. 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, C.E.P.R. Discussion Papers 3225, C.E.P.R. Discussion Papers.
  447. Muse, Bernard & Alimi, R. Santos, 2012. "Testing an Augmented Fisher Hypothesis for a Small Open Economy: The Case of Nigeria," MPRA Paper 44987, University Library of Munich, Germany.
  448. Carmen Reinhart, 1994. "Devaluation, Relative Prices, and International Trade," IMF Working Papers 94/140, International Monetary Fund.
  449. Sabuhoro, Jean Bosco & Larue, Bruno, 1997. "The market efficiency hypothesis: the case of coffee and cocoa futures," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 16(3), August.
  450. Tang, Chor Foon & Shahbaz, Muhammad, 2013. "Sectoral analysis of the causal relationship between electricity consumption and real output in Pakistan," Energy Policy, Elsevier, Elsevier, vol. 60(C), pages 885-891.
  451. Eric Ghysels & J. Isaac Miller, 2014. "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Working Papers, Department of Economics, University of Missouri 1403, Department of Economics, University of Missouri.
  452. Daniel, Betty C., 1997. "International interdependence of national growth rates: A structural trends anakysis," Journal of Monetary Economics, Elsevier, Elsevier, vol. 40(1), pages 73-96, September.
  453. John S. Irons & N.Ericsson, . "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages, Massachussets Institute of Technology, Economics _004, Massachussets Institute of Technology, Economics.
  454. 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, Ifo Institute for Economic Research at the University of Munich, vol. 8(4), pages 24-30, 01.
  455. Woo, Kai-Yin, 1999. "Cointegration analysis of the intensity of the ERM currencies under the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 9(4), pages 393-405, November.
  456. Brandouy, Olivier, 2001. "Laboratory incentive structure and control-test design in an experimental asset market," Journal of Economic Psychology, Elsevier, Elsevier, vol. 22(1), pages 1-26, February.
  457. Glass, Anthony, 2009. "Government expenditure on public order and safety, economic growth and private investment: Empirical evidence from the United States," International Review of Law and Economics, Elsevier, Elsevier, vol. 29(1), pages 29-37, March.
  458. Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, Springer, vol. 3(1), pages 93-123, February.
  459. Richard Fu & Marco Pagani, 2012. "On the cointegration of international stock indices," Journal of Economics and Finance, Springer, Springer, vol. 36(2), pages 463-480, April.
  460. Walid M. A. Ahmed, 2014. "Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 24(20), pages 1347-1359, October.
  461. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers, Bank of Canada 96-10, Bank of Canada.
  462. Anders C Johansson & Christer Ljungwall, 2006. "Spillover Effects among the Greater China Region Stock Markets," Microeconomics Working Papers 22046, East Asian Bureau of Economic Research.
  463. Geoffrey Booth, G. & Chowdhury, Mustafa & Martikainen, Teppo, 1996. "Common volatility in major stock index futures markets," European Journal of Operational Research, Elsevier, Elsevier, vol. 95(3), pages 623-630, December.
  464. Riccardo Fiorito & Lorenzo Pecchi & Giorgio Valente, 2002. "The Market Value of Italian Government Debt, 1970-1996," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 61(1), pages 1-28, June.
  465. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 139-158.
  466. Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, Elsevier, vol. 58(1), pages 31-37, January.
  467. Norman Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-21, Board of Governors of the Federal Reserve System (U.S.).
  468. Holtedahl, Pernille & Joutz, Frederick L., 2004. "Residential electricity demand in Taiwan," Energy Economics, Elsevier, Elsevier, vol. 26(2), pages 201-224, March.
  469. Issler, Joao Victor & Vahid, Farshid, 2001. "Common cycles and the importance of transitory shocks to macroeconomic aggregates," Journal of Monetary Economics, Elsevier, Elsevier, vol. 47(3), pages 449-475, June.
  470. Chen, Show-Lin & Wu, Jyh-Lin, 2000. "A Re-Examination of Purchasing Power Parity in Japan and Taiwan," Journal of Macroeconomics, Elsevier, Elsevier, vol. 22(2), pages 271-284, April.
  471. Crowder, William J. & Wohar, Mark E., 1999. "The changing long-run linkage between yields on Treasury and municipal bonds and the 1986 Tax Act," Review of Financial Economics, Elsevier, Elsevier, vol. 8(2), pages 101-119.
  472. Chu, Quentin C. & Pittman, Deborah N. & Yu, Linda Q., 2003. "Real rates, nominal rates, and the Fisherian link," International Review of Financial Analysis, Elsevier, Elsevier, vol. 12(2), pages 189-205.
  473. Jang, Kyungho & Ogaki, Masao, 2003. "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February.
  474. Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics, EconWPA 9504003, EconWPA.
  475. Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J., 1996. "Common factors in international stock prices: Evidence from a cointegration study," International Review of Financial Analysis, Elsevier, Elsevier, vol. 5(1), pages 39-53.
  476. Minoas Koukouritakis & Leo Michelis, 2005. "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers, University of Crete, Department of Economics 0515, University of Crete, Department of Economics.
  477. Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.
  478. Levent, Korap, 2009. "The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy," MPRA Paper 19557, University Library of Munich, Germany.
  479. Fillion, J.F., 1996. "L'endettement du Canada et ses effets sur les taux d'interet reels de long term," Working Papers, Bank of Canada 96-14, Bank of Canada.
  480. 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.
  481. Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 25(1), June.
  482. Cornwell, Christopher Mark & Wächter, Jens-Uwe, 1999. "Productivity convergence and economic growth: A frontier production function approach," ZEI Working Papers B 06-1999, ZEI - Center for European Integration Studies, University of Bonn.
  483. Engle, Robert F. & Issler, Joao Victor, 1995. "Estimating common sectoral cycles," Journal of Monetary Economics, Elsevier, Elsevier, vol. 35(1), pages 83-113, February.
  484. Crowder, William J., 1995. "The dynamic effects of aggregate demand and supply disturbances: Another look," Economics Letters, Elsevier, Elsevier, vol. 49(3), pages 231-237, September.
  485. Tse, Yiuman & Wu, Chunchi & Young, Allan, 2003. "Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange," Global Finance Journal, Elsevier, vol. 14(3), pages 319-332, December.
  486. Marie-Josée Godbout & Simon van Norden, 1997. "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Working Papers, Bank of Canada 97-1, Bank of Canada.
  487. repec:onb:oenbwp:y::i:50:b:1 is not listed on IDEAS
  488. Athanasios Vazakidis & Antonios Adamopoulos, 2011. "Financial Development and Economic Growth: An Empirical Analysis for the UK," European Research Studies Journal, European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 135-148.
  489. Hassapis, Christis & Kalyvitis, Sarantis & Pittis, Nikitas, 1999. "Cointegration and joint efficiency of international commodity markets," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 39(2), pages 213-231.
  490. Balaguer, Jacint & Cantavella-Jorda, Manuel, 2004. "Export composition and Spanish economic growth: evidence from the 20th century," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(2), pages 165-179, February.