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

by Osterwald-Lenum, Michael

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Leitão, João, 2007. "The Taylor Effect on the Performances of the Red Devils’ Football Brand," MPRA Paper 3244, University Library of Munich, Germany. [Downloadable!]
  2. Richard C.K. Burdekin & Marc D. Weidenmier, . "The Option Value of Confederate Currency and Inflation Control, 1861-1865," Claremont Colleges Working Papers 2000-29, Claremont Colleges. [Downloadable!]
  3. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007. "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC 2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  4. Terence D.Agbeyegbe, 2003. "On the feasibility of a monetary union in the Southern Africa Development Community," Hunter College Department of Economics Working Papers 306, Hunter College: Department of Economics, revised 2003. [Downloadable!]
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  5. Gordon de Brouwer & Irene Ng & Robert Subbaraman, 1993. "The Demand for Money in Australia: New Tests on an Old Topic," RBA Research Discussion Papers rdp9314, Reserve Bank of Australia. [Downloadable!]
  6. Siv Heng Taing & Andrew C. Worthington, 2002. "Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors," School of Economics and Finance Discussion Papers and Working Papers Series 116, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  7. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
  8. Judith A. Giles & Cara L. Williams, 2000. "Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2," Econometrics Working Papers 0002, Department of Economics, University of Victoria. [Downloadable!]
  9. Muhammad Akmal & David I. Stern, 2001. "The structure of Australian residential energy demand," Working Papers in Ecological Economics 0101, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]
  10. Enzo Weber, 2006. "The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis," SFB 649 Discussion Papers SFB649DP2006-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  11. Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA. [Downloadable!]
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  12. G. K. Randolph TAN, 2004. "Long Memory in Import and Export Price Inflation and Persistence of Shocks to the Terms of Trade," Econometric Society 2004 Far Eastern Meetings 732, Econometric Society. [Downloadable!]
  13. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics. [Downloadable!]
  14. Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," BORRADORES DE ECONOMIA 002800, BANCO DE LA REPÚBLICA. [Downloadable!]
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  15. Ramón A. Castillo Ponce & Jorge Herrera Hernández, 2005. "Efecto del gasto público sobre el gasto privado en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 20(2), pages 173-196. [Downloadable!]
  16. Dimitris Georgoutsos & George Kouretas, 2000. "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers 0001, University of Crete, Department of Economics, revised 00 Jul 2001. [Downloadable!]
  17. Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Economics and Finance Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  18. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series 106, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  19. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers 0522, University of Crete, Department of Economics. [Downloadable!]
  20. Boris Hofmann, 2003. "Bank Lending and Property Prices: Some International Evidence," Working Papers 222003, Hong Kong Institute for Monetary Research. [Downloadable!]
  21. Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno, 2004. "The World Market For Soybeans: Price Transmission Into Brazil And Effects From The Timing Of Crop And Trade," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 110, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  22. Aka, Bédia F. & Dumont, J.C., 2008. "HEALTH, EDUCATION AND ECONOMIC GROWTH: TESTING FOR LONG-RUN RELATIONSHIPS AND CAUSAL LINKS in the United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 101-110. [Downloadable!] (restricted)
  23. Daniel Aurelio Tirado Fabregat & Jordi Pons Novell, 2003. "Why Italy and not Spain? Comparing two industrialization processes from a dissagregate time series perspective," Working Papers in Economics 95, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
  24. Webber, A., 1999. "Newton's Gravity Law and Import Prices in the Asia Pacific," Economics Working Papers WP99-12, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  25. 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, vol. 21(1), pages 1-34, February. [Downloadable!]
  26. Jorge Dresdner & Leonardo Letelier, 1997. "Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70. [Downloadable!]
  27. L’Horty, Yannick & Rault, Christophe, 2003. "The Impact of Growth, Labour Cost and Working Time on Employment: Lessons from the French Experience," IZA Discussion Papers 871, Institute for the Study of Labor (IZA). [Downloadable!]
  28. Joao Leitao & Cristovao Oliveira, 2005. "The Contagion Effect of the Terrorist Attacks of the 11th of September," Finance 0510006, EconWPA. [Downloadable!]
  29. Peter Tillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates," Econometric Society 2004 North American Summer Meetings 26, Econometric Society. [Downloadable!]
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  30. M.T. Alguacil & V. Orts, . "A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case," Studies on the Spanish Economy 50, FEDEA. [Downloadable!]
  31. Charles Engel & Kenneth D. West, 2003. "Exchange rates and fundamentals," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
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  32. Minoas Koukouritakis & Leo Michelis, 2005. "The Term Structures of Interest Rates in the New and Prospective EU Countries," Working Papers 0505, University of Crete, Department of Economics. [Downloadable!]
  33. Bernd Hayo, 1999. "The Demand For Money In Austria," Macroeconomics 9902012, EconWPA. [Downloadable!]
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  34. Gebhard Kirchgässner, 1994. "Nationale und internationale Bestimmungsfaktoren der schweizerischen Mineralölpreise:," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 575-598, September. [Downloadable!]
  35. Charles S. Morris & Robert Neal & Douglas Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper 98-08, Federal Reserve Bank of Kansas City. [Downloadable!]
  36. Kathleen M. Day & R. Quentin Grafton, 2002. "Growth and the Environment in Canada: An Empirical Analysis," Economics and Environment Network Working Papers 0207, Australian National University, Economics and Environment Network. [Downloadable!]
  37. Alain DeSerres & Alain Guay & Pierre St-Amant, 1995. "Estimating and Projecting Potential Output Using Structural VAR Methodology," Macroeconomics 9504003, EconWPA. [Downloadable!]
  38. Mehrotra, Aaron, 2006. "Demand for money in transition: Evidence from China's disinflation," BOFIT Discussion Papers 10/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  39. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  40. David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2003. "How great are the great ratios?," Applied Economics, Taylor and Francis Journals, vol. 35(2), pages 163-177, January. [Downloadable!] (restricted)
  41. Joseph Atta-Mensah, 2004. "Money Demand and Economic Uncertainty," Working Papers 04-25, Bank of Canada. [Downloadable!]
  42. Elias Oikarinen, 2005. "The Diffusion of Housing Price Movements from Centre to Surrounding Areas," Discussion Papers 979, The Research Institute of the Finnish Economy. [Downloadable!]
  43. Prakash Apte & Piet Sercu & Raman Uppal, 1996. "The Equilibrium Approach to Exchange Rates: Theory and Tests," NBER Working Papers 5748, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  44. Yiuman Tse & Emily Norman Zietz & Gaylon Greer, 1998. "Anticipating Change in Development Activity Levels," Journal of Real Estate Research, American Real Estate Society, vol. 16(2), pages 159-168. [Downloadable!]
  45. Minoas Koukouritakis & Leo Michelis, 2005. "Enlargement and Eurozone: Convergence or Divergence," Working Papers 0504, University of Crete, Department of Economics. [Downloadable!]
  46. José Angel Roldán Casas & Rafaela Dios-Palomares, 2004. "Contrastación de la ley de precio único en el mercado español del aceite de oliva," Economic Working Papers at Centro de Estudios Andaluces E2004/27, Centro de Estudios Andaluces. [Downloadable!]
  47. Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993. "The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries," NBER Working Papers 4379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  48. Jonathan Temple & Cliff Attfield, 2004. "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003 101, Money Macro and Finance Research Group. [Downloadable!]
  49. Cliff L. F. Attfield & Jonathan R. W. Temple, 2006. "Balanced growth and the great ratios: new evidence for the US and UK," Centre for Growth and Business Cycle Research Discussion Paper Series 75, Economics, The Univeristy of Manchester. [Downloadable!]
  50. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  51. Zagler, Martin, 2003. "The Dynamics of Economic Growth and Unemployment in Major European Countries: Analysis of Okun´s Law," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(3). [Downloadable!] (restricted)
  52. Alessandro Calza & Joao Sousa & Marta Manrique Simon, 2003. "Aggregate loans to the euro area private sector," Working Paper Series 202, European Central Bank. [Downloadable!]
  53. Tigran Poghosyan & Jakob de Haan, 2007. "Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  54. Ryuzo Miyao, 2004. "Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence," Discussion Paper Series 163, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
  55. Lindquist, Matthew J. & Vilhelmsson, Roger, 2004. "Is the Swedish Central Government a Wage Leader?," Working Paper Series 8/2004, Swedish Institute for Social Research. [Downloadable!]
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  56. Enzo Weber, 2007. "What Happened to the Transatlantic Capital Market Relations?," SFB 649 Discussion Papers SFB649DP2007-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  57. Minoas Koukouritakis and Leo Michelis, 2003. "EU Enlargement: Are the New Countries Ready to Join the EMU? ," University of Cyprus Working Papers in Economics 6-2003, University of Cyprus Department of Economics. [Downloadable!]
  58. Menzie Chinn & Louis Johnston, 1996. "Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries," NBER Working Papers 5709, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  59. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  60. Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000. "Forecasting the Euro exchange rate using vector error correction models," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(2), pages 232-258, June. [Downloadable!] (restricted)
  61. PeterTillmann, 2004. "Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates," Computing in Economics and Finance 2004 53, Society for Computational Economics. [Downloadable!]
  62. Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999. [Downloadable!]
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  63. Michael Kühl, 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 (cege) Discussion Papers 68, Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
  64. Tong Hun Lee & Hoyoung Hwang, 2001. "Money, Interest Rate And Foreign Exchange Rate As Indicator Variables Of Monetary Policy," International Economic Journal, Korean International Economic Association, vol. 15(2), pages 77-98, June. [Downloadable!] (restricted)
  65. Magura, Michael, 1999. "Productivity Convergence in Eight Sectors in Eight U.S. Midwestern States," ERSA conference papers ersa99pa197, European Regional Science Association. [Downloadable!]
  66. Otero, J.G. & Milas, C., 1998. "Modeling The Behaviour of the Spot Prices of Various Types of Coffee," The Warwick Economics Research Paper Series (TWERPS) 524, University of Warwick, Department of Economics. [Downloadable!]
  67. Feridun, M. & Adebiyi, M.A., 2006. "Forecasting Inflation in Developing Economies: The Case of Nigeria, 1986-1998," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 3(1), pages 55-84. [Downloadable!]
  68. Clifford Attfield, 2004. "A Comparison of the Translog and Almost Ideal Demand Models," Bristol Economics Discussion Papers 04/564, Department of Economics, University of Bristol, UK. [Downloadable!]
  69. Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Real interest rates equalization: The case of Malaysia and Singapore," MPRA Paper 515, University Library of Munich, Germany. [Downloadable!]
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  70. Jacint Balaguer & Manuel Cantavella-Jordá, 2002. "Structural Change In Exports And Economic Growth: Cointegration And Causality Analysis For Spain (1961-2000)," Working Papers. Serie EC 2002-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  71. Richard C.K. Burdekin & Marc D. Weidenmier, . "Inflation is Always and Everywhere a Monetary Phenomenon: Richmond vs. Houston in 1864," Claremont Colleges Working Papers 1999-31, Claremont Colleges. [Downloadable!]
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  72. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN 003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
  73. Barry Falk & Chun-Hsuan Wang, 2003. "Testing long-run PPP with infinite-variance returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 471-484. [Downloadable!]
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  74. Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999. "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 454-479, September. [Downloadable!] (restricted)
  75. Milas, C. & Otero, J., 1999. "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS) 528, University of Warwick, Department of Economics. [Downloadable!]
  76. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York. [Downloadable!]
  77. João Leitão, 2004. "Demand Pull And Supply Push In Portuguese Cable Television," Econometrics 0409011, EconWPA. [Downloadable!]
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  78. M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University. [Downloadable!]
  79. Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute. [Downloadable!]
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  80. J. Breitung, . "Using a Latent Variables Representation to Estimate Structural VARs," Sonderforschungsbereich 373 1996-97, Humboldt Universitaet Berlin.
  81. Ben S.C. Fung & Marcel Kasumovich, 1997. "Monetary Shocks in the G-6 Countries: Is There a Puzzle?," Working Papers 97-7, Bank of Canada. [Downloadable!]
  82. Jose Mendez & Ricardo Mora & Carlos San Juan Mesonada, 2005. "A Cointegration Analysis of the Long-Run Supply Response of Spanish Agriculture to the Common Agricultural Policy," International Trade 0512014, EconWPA. [Downloadable!]
  83. Judith A. Giles, Cara L. Williams, 2000. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 1," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(3), pages 261-337, September. [Downloadable!] (restricted)
  84. Mtonga, Elvis, 2006. "The real exchange rate of the rand and competitiveness of South Africa's trade," MPRA Paper 1192, University Library of Munich, Germany. [Downloadable!]
  85. Giampiero M. Gallo & Massimiliano Marcellino, . "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  86. Glenn Rayp, 1998. "An empirical test of the Dixit-Norman approach to factor price equalization, using cointegration techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(3), pages 484-512, September. [Downloadable!] (restricted)
  87. Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis. [Downloadable!]
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  88. J. Horowitz, . "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," Sonderforschungsbereich 373 1996-44, Humboldt Universitaet Berlin.
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  89. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  90. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]
  91. Jacint Balaguer & Manuel Cantavella-Jordá, 2000. "Tourism As A Long-Run Economic Growth Factor: The Spanish Case," Working Papers. Serie EC 2000-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  92. Maurice Kugler & Reza Ofoghi, 2005. "Does Insurance Promote Economic Growth? Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 8, Money Macro and Finance Research Group. [Downloadable!]
  93. Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2004. "Common trends and common cycles in Canada: who knew so much has been going on?," Working Paper 2004-5, Federal Reserve Bank of Atlanta. [Downloadable!]
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  94. Mariam Camarero & Cecilio Tamarit, 1996. "Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC," Open Economies Review, Springer, vol. 7(1), pages 61-76, January. [Downloadable!] (restricted)
  95. Bernd Hayo, 1998. "Estimating a European Demand for Money," Macroeconomics 9811008, EconWPA. [Downloadable!]
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  96. Marie-Josée Godbout & Simon van Norden, 1997. "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Working Papers 97-1, Bank of Canada. [Downloadable!]
  97. M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO. [Downloadable!]
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  98. Guneratne Banda Wickremasinghe, 2004. "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance 0406004, EconWPA. [Downloadable!]
  99. I. Br"Uggemann & J. Wolters, . "Money and Prices in Germany. Empirical Results for 1962 to 1994," Sonderforschungsbereich 373 1996-34, Humboldt Universitaet Berlin.
  100. John H. Rogers, 1998. "Monetary shocks and real exchange rates," International Finance Discussion Papers 612, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  101. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, Department of Economics, University of Bristol, UK. [Downloadable!]
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  102. Menzie Chinn & Jeffery Frankel, 1995. "The relative influence of US and Japan on real interest rates around the Pacific Rim," International Finance 9508004, EconWPA. [Downloadable!]
  103. Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel, 2002. "Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999," ERC Working Papers 0204, ERC - Economic Research Center, Middle East Technical University, revised Apr 2002. [Downloadable!]
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  104. Menzie Chinn, 1995. "Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate," International Finance 9508001, EconWPA, revised 28 Aug 1995. [Downloadable!]
  105. Michael Dueker & Katrin Wesche, 2001. "European business cycles: new indices and analysis of their synchronicity," Working Papers 1999-019, Federal Reserve Bank of St. Louis. [Downloadable!]
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  106. Hiroaki Chigira & Taku Yamamoto, 2003. "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Hi-Stat Discussion Paper Series d03-07, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  107. David E. A. Giles & Betty J. Johnson, 2000. "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers 0006, Department of Economics, University of Victoria. [Downloadable!]
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  108. Alain DeSerres, & Alain Guay & Pierre St-Amant, . "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Working Papers 95-2, Bank of Canada. [Downloadable!]
  109. Amir Kia, 2004. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors?," Carleton Economic Papers 04-15, Carleton University, Department of Economics. [Downloadable!]
  110. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria. [Downloadable!]
  111. Adebiyi, Michael Adebayo, 2007. "An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003)," MPRA Paper 3817, University Library of Munich, Germany. [Downloadable!]
  112. Hiroaki Chigira, 2005. "A Test of Serial Independence of Deviations from Cointegrating Relations," Hi-Stat Discussion Paper Series d04-69, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  113. Mark Taylor & Lucio Sarno, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(3), pages 1077-1077. [Downloadable!] (restricted)
  114. zaharey, 2005. "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics 0506007, EconWPA. [Downloadable!]
  115. Helge Berger & Frank Westermann, 2001. "Factor Price Equalization? The Cointegration Approach Revisited," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  116. Duttagupta, Rupa & Spilimbergo, Antonio, 2003. "What Happened to Asian Exports During the Crisis?," CEPR Discussion Papers 4158, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  117. Josef C. Brada & Ali M. Kutan & Su Zhou, 2002. "Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach," William Davidson Institute Working Papers Series 458, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  118. Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria. [Downloadable!]
  119. Alfred A. Haug & Julie Tam, 2001. "A Closer Look at Long Run Money Demand," Working Papers 2002_09, York University, Department of Economics, revised Sep 2002. [Downloadable!]
  120. Fiess, Norbert M. & Verner, Dorte, 2001. "Intersectoral dynamics and economic growth in Ecuador," Policy Research Working Paper Series 2514, The World Bank. [Downloadable!]
  121. Begoña Eguía & Cruz Echevarría, . "Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?," Studies on the Spanish Economy 11, FEDEA. [Downloadable!]
  122. Peijie Wang, 2003. "Cycles and Common Cycles in Property and Related Sectors," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 22-42. [Downloadable!] (restricted)
  123. Minoas Koukouritakis & Leo Michelis, 2005. "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers 0515, University of Crete, Department of Economics. [Downloadable!]
  124. Dierk Herzer, 2005. "Trade composition and total factor productivity: Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers 116, Ibero-America Institute for Economic Research. [Downloadable!]
  125. Markus Mentz, & Steffen P. Sebastian, 2003. "Inflation convergence after the introduction of the Euro," CFS Working Paper Series 2003/30, Center for Financial Studies. [Downloadable!]
  126. Panayiotis F. Diamandis & Dimitris A. Georgoutsos & Georgios P. Kouretas, 1996. "Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian - U.S. Dollar, 1970--1994," International Economic Journal, Korean International Economic Association, vol. 10(4), pages 83-97, December. [Downloadable!] (restricted)
  127. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics. [Downloadable!]
  128. Judith A. Giles, Cara L. Williams, 2000. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 2," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 9(4), pages 445-470, December. [Downloadable!] (restricted)
  129. Liwan, Audrey & Lau, Evan, 2007. "Managing Growth: The Role of Export, Inflation and Investment in three ASEAN Neighboring Countries," MPRA Paper 3952, University Library of Munich, Germany. [Downloadable!]
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  130. Ahmad Zubaidi Baharumshah & Evan Lau & Ahmed M. Khalid, 2005. "Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition," International Finance 0504001, EconWPA. [Downloadable!]
  131. Neil R. Ericsson & James G. MacKinnon, 1999. "Distributions of error correction tests for cointegration," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  132. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  133. Gordon de Brouwer & Neil R Ericsson, 1995. "Modelling Inflation in Australia," RBA Research Discussion Papers rdp9510, Reserve Bank of Australia. [Downloadable!]
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  134. Bjørnland, Hilde C., 2003. "Estimating the equilibrium real exchange rate in Venezuela," Memorandum 02/2003, Oslo University, Department of Economics. [Downloadable!]
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  135. Pene Kalulumia, 2000. "Government Debt, Interest Rates And International Capital Flows: Evidence From Cointegration," Cahiers de recherche 00-03, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
  136. Michael T. K. Horvath & Mark W. Watson, 1994. "Testing for Cointegration When Some of the Contributing Vectors are Known," NBER Technical Working Papers 0171, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  137. Costas Milas & Jesus Otero, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," BORRADORES DE INVESTIGACIÓN 003231, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
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  138. Amir Kia + Ali F. Darrat, 2003. "Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability. Policy," Carleton Economic Papers 03-13, Carleton University, Department of Economics. [Downloadable!]
  139. Ah-Boon Sim, Ralf Zurbruegg, 2001. "Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks," European Journal of Finance, Taylor and Francis Journals, vol. 7(3), pages 269-283, September. [Downloadable!] (restricted)
  140. West, L.k. & Agbola, W.F., 2005. "Causality Links Between Asset Prices And Cash Rate In Australia," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 69-86. [Downloadable!]
  141. Ryuzo Miyao, 2002. "Liquidity Trap and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?," Discussion Paper Series 127, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
  142. Alberto Behar & James Hodge, 2007. "The employment effects of mergers in a declining industry: the case of South African gold mining," Economics Series Working Papers 335, University of Oxford, Department of Economics. [Downloadable!]
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  143. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003. "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers rdp2003-03, Reserve Bank of Australia. [Downloadable!]
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  144. Kumah, F.Y., 1996. "Common stochastic trends in the current account," Discussion Paper 84, Tilburg University, Center for Economic Research. [Downloadable!]
  145. Georgios P. Kouretas & Leonidas P. Zarangas, 2001. "Long-Run Purchasing Power Parity And Structural Change: The Official And Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 109-128, October. [Downloadable!] (restricted)
  146. John Barkoulas & Christopher F. Baum, 1996. "A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency," Boston College Working Papers in Economics 311., Boston College Department of Economics. [Downloadable!]
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  147. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  148. Bernd Hayo & Hans Peter Gruner & Carsten Hefeker, 2004. "Monetary policy uncertainty and unionized labour markets," Money Macro and Finance (MMF) Research Group Conference 2003 42, Money Macro and Finance Research Group. [Downloadable!]
  149. M. T. Alguacil & V. Orts, 2003. "Inward Foreign Direct Investment And Imports In Spain," International Economic Journal, Korean International Economic Association, vol. 17(3), pages 19-38, October. [Downloadable!] (restricted)
  150. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, Economics Bulletin, vol. 7(4), pages 1-7. [Downloadable!]
  151. Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000. "Output and inflation in the long run," International Finance Discussion Papers 687, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  152. Francisco J. Climent & Vicente Meneu, . "Has 1997 Asian Crisis Increased Information Flows Between International Markets?," Working Papers on International Economics and Finance 01-01, FEDEA. [Downloadable!]
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  153. Reinhart, Carmen, 1995. "Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries," MPRA Paper 6974, University Library of Munich, Germany. [Downloadable!]
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  154. Boris Hofmann, 2004. "Bank lending and property prices: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003 46, Money Macro and Finance Research Group. [Downloadable!]
  155. Naka, Atsuyuki & Mukherjee, Tarun K. & Tufte, David R., 1998. "Macroeconomic variables and the performance of the Indian Stock Market," Working Papers 1998-06, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  156. Matteo Manera, 2005. "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers 2005.47, Fondazione Eni Enrico Mattei. [Downloadable!]
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  157. Lau, Evan & Lee, Koon Po, 2007. "Interdependence of Income between China and ASEAN-5 Countries," MPRA Paper 2231, University Library of Munich, Germany. [Downloadable!]
  158. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries," Macroeconomics 0504001, EconWPA. [Downloadable!]
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  159. Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Working Papers 0044, Department of Economics, Vanderbilt University. [Downloadable!]
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  160. Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003. "The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis," Working papers 2003-27, University of Connecticut, Department of Economics. [Downloadable!]
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  161. Mansor H. Ibrahim, 2006. "Stock prices and bank loan dynamics in a developing country: The case of Malaysia," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 71-89, May. [Downloadable!] (restricted)
  162. M Pesaran & R Smith & Yongcheol Shin, 2004. "Structural analysis of vector error correction models exogenous i(1) variables," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  163. Giulio Cifarelli, 1995. "Fundamentals, regime shifts, and dollar behavior in the 1980s," Open Economies Review, Springer, vol. 6(1), pages 29-48, January. [Downloadable!] (restricted)
  164. Pedro H. Albuquerque & Solange Gouvea, 2005. "Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil," Development and Comp Systems 0511027, EconWPA. [Downloadable!]
  165. William Gould, 1995. "Computerized index for the STB (Update)," Stata Technical Bulletin, StataCorp LP, vol. 4(21). [Downloadable!]
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  166. Mehtap Kesriyeli & I.Ilhan Kocaker, 1999. "Monetary Conditions Index : A Monetary Policy Indicator For Turkey," Discussion Papers 9908, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  167. Hassan Shirvani & Barry Wilbratte, 1997. "The Relationship Between The Real Exchange Rate And The Trade Balance: An Empirical Reassessment," International Economic Journal, Korean International Economic Association, vol. 11(1), pages 39-50, April. [Downloadable!] (restricted)
  168. Rodney Thom, 1995. "Inflation convergence in the EMS: Some additional evidence. A comment," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(3), pages 577-586, September. [Downloadable!] (restricted)
  169. Leitão, João & Ferreira, João, 2007. "Liberalization of European Telecommunications and Entrepreneurship: Why German and Portuguese Experiences are so Equal and so Different?," MPRA Paper 5728, University Library of Munich, Germany. [Downloadable!]
  170. Elke Hahn, 2003. "Pass-through of external shocks to euro area inflation," Working Paper Series 243, European Central Bank. [Downloadable!]
  171. R. Brüggemann, . "Sources of German Unemployment: A Structural Vector Error Correction Analysis," Sonderforschungsbereich 373 2001-19, Humboldt Universitaet Berlin.
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  172. Dixon, R. & Shepherd, D., 2000. "Trends and Cycles in Australian State and Territory Unemployment Rates," Department of Economics - Working Papers Series 730, The University of Melbourne. [Downloadable!]
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  173. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "Causality and Cointegration in Stock Markets: The Case of Latin America," Working Papers Series 56, Central Bank of Brazil, Research Department. [Downloadable!]
  174. Javier Gómez P., 1998. "La Demanda Por Dinero En Colombia," BORRADORES DE ECONOMIA 002969, BANCO DE LA REPÚBLICA. [Downloadable!]
  175. Marc D. Weidenmier & Richard C.K. Burdekin, 2002. "Suppressing Asset Price Inflation: The Confederate Experience, 1861-1865," NBER Working Papers 9230, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  176. Hans Peter Grüner & Bernd Hayo & Carsten Hefeker, 2005. "Unions, wage setting and monetary policy uncertainty," Working Paper Series 490, European Central Bank. [Downloadable!]
  177. Ronald MacDonald & Jun Nagayasu, 2000. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study," IMF Staff Papers, Palgrave Macmillan Journals, vol. 47(1), pages 5. [Downloadable!] (restricted)
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  178. Fillion, J.F., 1996. "L'endettement du Canada et ses effets sur les taux d'interet reels de long term," Working Papers 96-14, Bank of Canada. [Downloadable!]
  179. John S. Irons & N.Ericsson, . "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages _004, Massachussets Institute of Technology, Economics. [Downloadable!]
  180. Thanasis N. Christodoulopoulos & Ioulia Grigoratou, 2003. "The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates," Working Papers 08, Bank of Greece. [Downloadable!]
  181. Joseph Joyce & Linda Kamas, 1997. "The relative importance of foreign and domestic shocks to output and prices in Mexico and Colombia," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(3), pages 458-478, September. [Downloadable!] (restricted)
  182. Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002. "Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets," Working Paper Series 121, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  183. Norman Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  184. Adolfson, Malin, 1999. "Swedish Export Price Determination: Pricing to Market Shares?," Working Paper Series in Economics and Finance 306, Stockholm School of Economics. [Downloadable!]
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  185. C. Bjørnland, Hilde, 2003. "A stable demand for money despite financial crisis: The case of Venezuela," Memorandum 12/2003, Oslo University, Department of Economics. [Downloadable!]
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  186. Reimers, Hans-Eggert, 2002. "Analysing Divisia Aggregates for the Euro Area," Discussion Paper Series 1: Economic Studies 2002,13, Deutsche Bundesbank, Research Centre. [Downloadable!]
  187. Jeremy Rudd & Karl Whelan, 2006. "Empirical Proxies for the Consumption-Wealth Ratio," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 34-51, January. [Downloadable!] (restricted)
  188. Clifford Attfield, 2004. "Stochastic Trends, Demographics and Demand Systems," Bristol Economics Discussion Papers 04/563, Department of Economics, University of Bristol, UK. [Downloadable!]
  189. Webber, A., 1999. "Dynamic and Long Run Responses of Import Prices to the Exchange Rate in the Asia-Pacific," Economics Working Papers WP99-11, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  190. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 139-158. [Downloadable!]
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