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Citations for "Estimation of Common Long-Memory Components in Cointegrated Systems" by Jesus Gonzalo & Clive W.J. Granger
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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.): Westerlund, Joakim, 2005.
"Testing for Panel Cointegration with Multiple Structural Breaks ,"
Working Papers
2005:12, Lund University, Department of Economics.
Minoas Koukouritakis & Leo Michelis, 2006.
"The Term Structure of Interest Rates in the European Union ,"
Working Papers
0611, University of Crete, Department of Economics.
[Downloadable!]
Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
[Downloadable!]
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!]
Jian Yang & David A. Bessler & Hung-Gay Fung, 2004.
"The informational role of open interest in futures markets ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(9), pages 569-573, January.
[Downloadable!] (restricted)
Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003.
"Common Shocks, Common Dynamics, and the International Business Cycle ,"
Economics & Statistics Discussion Papers
esdp03007, University of Molise, Dept. SEGeS.
[Downloadable!]
Other versions:
Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008.
"Common Shocks, Common Dynamics, and the International Business Cycle ,"
CEIS Research Paper
106, Tor Vergata University, CEIS, revised 07 Jul 2008.
[Downloadable!] Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007.
"Common shocks, common dynamics, and the international business cycle ,"
Economic Modelling ,
Elsevier, vol. 24(1), pages 149-166, January.
[Downloadable!] (restricted) Michael Funke & Jörg Rahn, 2005.
"Just how Undervalued is the Chinese Renminbi ,"
Quantitative Macroeconomics Working Papers
20504, Hamburg University, Department of Economics.
[Downloadable!]
Other versions:
Funke, Michael & Rahn, Jörg, 2004.
"Just how undervalued is the Chinese renminbi? ,"
BOFIT Discussion Papers
14/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Michael Funke & Jörg Rahn, 2005.
"Just How Undervalued is the Chinese Renminbi? ,"
The World Economy ,
Blackwell Publishing, vol. 28(4), pages 465-489, 04.
[Downloadable!] (restricted) Martin D. Evans & Karen K. Lewis, 1992.
"Trends in Expected Returns in Currency and Bond Markets ,"
NBER Working Papers
4116, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Martin D. Evans & Karen K. Lewis, 1992.
"Trends in Expected Returns in Currency and Bond Markets ,"
Working Papers
92-20, New York University, Leonard N. Stern School of Business, Department of Economics.
Evans, M.D.D. & Lewis, K.K., 1993.
"Trends in Expected Returns in Currency and Bond Markets ,"
Weiss Center Working Papers
93-4, Wharton School - Weiss Center for International Financial Research.
Gerd Hansen, 1996.
"The domestic term structure and international interest rate linkages: A cointegration analysis ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 132(4), pages 675-689, December.
[Downloadable!] (restricted)
Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005.
"Consumption, wealth and business cycles : why is Germany different? ,"
Discussion Paper Series 1: Economic Studies
2005,16, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Peter A. Tinsley & Reva Krieger, .
"Asymmetric Adjustments of Price and Output ,"
Computing in Economics and Finance 1996
_059, Society for Computational Economics.
[Downloadable!]
Other versions:
P. A. Tinsley & Reva Krieger, 1997.
"Asymmetric adjustments of price and output ,"
Finance and Economics Discussion Series
1997-31, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Tinsley, P A & Krieger, Reva, 1997.
"Asymmetric Adjustments of Price and Output ,"
Economic Inquiry ,
Oxford University Press, vol. 35(3), pages 631-52, July.
Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008.
"Consumption, wealth and business cycles in Germany ,"
Empirical Economics ,
Springer, vol. 34(3), pages 451-476, June.
[Downloadable!] (restricted)
Other versions: Nikolaos Giannellis & Athanasios Papadopoulos, 2005.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU members ,"
Working Papers
0719, University of Crete, Department of Economics, revised 08 Mar 2007.
[Downloadable!]
Other versions: Kate Phylaktis & Gikas Manalis, 2005.
"Price transmission dynamics between informationally linked securities ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(3), pages 187-201, February.
[Downloadable!] (restricted)
David I. Harvey & Terence C. Mills, 2005.
"Evidence for common features in G7 macroeconomic time series ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(2), pages 165-175, February.
[Downloadable!] (restricted)
Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002.
"Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(3), pages 273-307.
[Downloadable!] (restricted)
Other versions: Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002.
"Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First? ,"
Econometrics
0201003, EconWPA.
[Downloadable!]
Other versions: Jorge Herrera Hernández, 2004.
"Business cycles in Mexico and the United States: Do they share common movements? ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 303-323, November.
[Downloadable!]
Horvath, Roman & Komarek, Lubos, 2006.
"Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity? ,"
MPRA Paper
1180, University Library of Munich, Germany.
[Downloadable!]
Claudio Morana, 2000.
"Measuring core inflation in the Euro area ,"
Working Paper Series
36, European Central Bank.
[Downloadable!]
Anthony Garratt & Donald Robertson & Stephen Wright, 2005.
"Permanent vs Transitory Components and Economic Fundamentals ,"
Birkbeck Working Papers in Economics and Finance
0501, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Charalambos G. Tsangarides & Yasser Abdih, 2006.
"FEER for the CFA Franc ,"
IMF Working Papers
06/236, International Monetary Fund.
[Downloadable!]
Balázs Égert, & László Halpern & Ronald MacDonald, 2005.
"Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues ,"
William Davidson Institute Working Papers Series
wp793, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions: Paolo Paesani & Rolf Strauch & Manfred Kremer, 2006.
"Public debt and long-term interest rates - the case of Germany, Italy and the USA ,"
Working Paper Series
656, European Central Bank.
[Downloadable!]
Piergiorgio Alessandri, 2004.
"Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects? ,"
Birkbeck Working Papers in Economics and Finance
0410, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Rebecca L Driver & Peter F Westaway, .
"Concepts of equilibrium exchange rates ,"
Bank of England working papers
248, Bank of England.
[Downloadable!]
Bruce Mizrach & Christopher J. Neely, 2007.
"Information shares in the U.S. treasury market ,"
Working Papers
2005-070, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Shehu Usman Rano, Aliyu, 2007.
"Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria ,"
MPRA Paper
10376, University Library of Munich, Germany.
[Downloadable!]
Other versions: N. Kundan Kishor, 2007.
"Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why? ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 35(4), pages 427-448, November.
[Downloadable!] (restricted)
Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios? ,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
[Downloadable!]
Other versions: Michael Funke & Jorg Rahn, 2004.
"By How Much Is The Chinese Renminbi Undervalued? ,"
Money Macro and Finance (MMF) Research Group Conference 2004
40, Money Macro and Finance Research Group.
[Downloadable!]
Nuno Cassola & Claudio Morana, 2006.
"Comovements in volatility in the euro money market ,"
Working Paper Series
703, European Central Bank.
[Downloadable!]
Erik Theissen, 2001.
"Price Discovery in Floor and Screen Trading Systems ,"
Bonn Econ Discussion Papers
bgse35_2001, University of Bonn, Germany.
[Downloadable!]
Other versions: Yoon Sook Kim & Jorge A. Chan-Lau, 2004.
"Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets ,"
IMF Working Papers
04/27, International Monetary Fund.
[Downloadable!]
Martin B. Schmidt, 2003.
"The relative adjustment of wages and prices: direct tests within a multiple-equation system ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(8), pages 985-997, January.
[Downloadable!] (restricted)
Naohiko Baba & Masakazu Inada, 2007.
"Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS ,"
IMES Discussion Paper Series
07-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
Norman Morin, 2006.
"Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements ,"
Finance and Economics Discussion Series
2006-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Roman Hotvath, 2005.
"Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity? ,"
International Finance
0509006, EconWPA.
[Downloadable!]
Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006.
"The Asymptotics for Panel Models with Common Shocks ,"
Center for Policy Research Working Papers
77, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Jörg Rahn, 2003.
"Bilateral Equilibrium Exchange Rates of the EU Accession Countries against the Euro ,"
Quantitative Macroeconomics Working Papers
20306, Hamburg University, Department of Economics.
[Downloadable!]
Gerald Carlino & Keith Sill, 1998.
"The cyclical behavior of regional per capita incomes in the postwar period ,"
Working Papers
98-11, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2003.
"EU Enlargement: Are the New Countries Ready to Join the EMU? ,"
University of Cyprus Working Papers in Economics
6-2003, University of Cyprus Department of Economics.
[Downloadable!]
Gabriel Di Bella & Aurelie Martin & Mark Lewis, 2007.
"Assessing Competitiveness and Real Exchange Rate Misalignment in Low-Income Countries ,"
IMF Working Papers
07/201, International Monetary Fund.
[Downloadable!]
Mathias Hoffmann, 2005.
"Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns ,"
Computing in Economics and Finance 2005
229, Society for Computational Economics.
[Downloadable!]
Other versions: Lars Norden & Martin Weber, 2004.
"The comovement of credit default swap, bond and stock markets: an empirical analysis ,"
CFS Working Paper Series
2004/20, Center for Financial Studies.
[Downloadable!]
Johan Mathisen, 2003.
"Estimation of the Equilibrium Real Exchange Rate for Malawi ,"
IMF Working Papers
03/104, International Monetary Fund.
[Downloadable!]
Bruce Mizrach & Christopher J. Neely, 2007.
"The microstructure of the U.S. treasury market ,"
Working Papers
2007-052, Federal Reserve Bank of St. Louis.
[Downloadable!]
Mathias Hoffmann & Ronald MacDonald, 2003.
"A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Bingcheng Yan & Eric Zivot, 2007.
"A Structural Analysis of Price Discovery Measures ,"
Working Papers
UWEC-2006-08-FC, University of Washington, Department of Economics, revised Apr 2007.
[Downloadable!]
Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, .
"A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market ,"
Working Papers
185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Krolzig, H-M. & Marcellino, M. & Mizon, G.E., 2001.
"A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market ,"
Discussion Paper Series In Economics And Econometrics
0105, Economics Division, School of Social Sciences, University of Southampton.
Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002.
"A Markov-switching vector equilibrium correction model of the UK labour market ,"
Empirical Economics ,
Springer, vol. 27(2), pages 233-254.
[Downloadable!] (restricted) Joshua V. Rosenberg & Leah G. Traub, 2006.
"Price discovery in the foreign currency futures and spot market ,"
Staff Reports
262, Federal Reserve Bank of New York.
[Downloadable!]
J. Isaac Miller & Yoosoon Chang & Joon Y. Park, 2005.
"Extracting a Common Stochastic Trend:Theories with Some Applications ,"
Working Papers
0507, Department of Economics, University of Missouri, revised 18 Aug 2005.
[Downloadable!]
Other versions: Sergio Restrepo & Jesús Vazquez, 2003.
"Cyclical Features of Uzawa-Lucas Endogenous Growth Model ,"
DFAEII Working Papers
200230, University of the Basque Country - Department of Foundations of Economic Analysis II.
[Downloadable!]
Lettau, Martin & Ludvigson, Sydney, 2001.
"Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption ,"
CEPR Discussion Papers
3104, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
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!]
Peter Tillmann, 2004.
"Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates ,"
Econometric Society 2004 North American Summer Meetings
26, Econometric Society.
[Downloadable!]
Other versions: Consuelo Gámez Amián & Amalia Morales Zumaquero., 2002.
"Complete or Partial Inflation Convergence in the EU? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/09, Centro de Estudios Andaluces.
[Downloadable!]
Pham Van Ha & Tom Kompas, 2008.
"Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis ,"
International and Development Economics Working Papers
idec08-03, International and Development Economics.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2005.
"Enlargement and Eurozone: Convergence or Divergence ,"
Working Papers
0504, University of Crete, Department of Economics.
[Downloadable!]
A. F. Darrat & D. A. Yousef, 2004.
"Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 14(8), pages 537-554, May.
[Downloadable!] (restricted)
Giulio Cifarelli & Giovanna Paladino, 2007.
"The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation ,"
Working Papers Series
wp2007_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze Economiche.
[Downloadable!]
Other versions: Frait, Jan & Komarek, Lubos & Meleck, Martin, 2006.
"The Real Exchange Rate Misalignment in the Five Central European Countries ,"
The Warwick Economics Research Paper Series (TWERPS)
739, University of Warwick, Department of Economics.
[Downloadable!]
Ondřej Schneider & Jan Zápal, 2005.
"Fiscal Policy in New EU Member States: Go East, Prudent Man! ,"
Working Papers IES
76, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
[Downloadable!]
Other versions:
Ondrej Schneider & Jan Zápal, 2005.
"Fiscal Policy in New EU Member States – Go East, Prudent Man! ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Ondřej Schneider & Jan Zápal, 2006.
"Fiscal Policy in New EU Member States: Go East, Prudent Man! ,"
Post-Communist Economies ,
Taylor and Francis Journals, vol. 18(2), pages 139-166, June.
[Downloadable!] (restricted) Marc Henry & Paolo Zaffaroni, 2002.
"The long range dependence paradigm for macroeconomics and finance ,"
Discussion Papers
0102-19, Columbia University, Department of Economics.
[Downloadable!]
Jushan Bai & Serena Ng, 2001.
"A PANIC Attack on Unit Roots and Cointegration ,"
Boston College Working Papers in Economics
519, Boston College Department of Economics.
[Downloadable!]
Other versions:
Jushan Bai & Serena Ng, 2001.
"A Panic Attack on Unit Roots and Cointegration ,"
Economics Working Paper Archive
469, The Johns Hopkins University,Department of Economics.
Jushan Bai & Serena Ng, 2004.
"A PANIC Attack on Unit Roots and Cointegration ,"
Econometrica ,
Econometric Society, vol. 72(4), pages 1127-1177, 07.
[Downloadable!] (restricted) Etienne B. Yehoue & Gilles J. Dufrénot, 2005.
"Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis ,"
IMF Working Papers
05/164, International Monetary Fund.
[Downloadable!]
J. Breitung, .
"A Simultaneous Equations Approach to Cointegrated Systems ,"
Sonderforschungsbereich 373
1995-46, Humboldt Universitaet Berlin.
J. Breitung & B. Candelon, .
"Common Cycles: A Frequency Domain Approach ,"
Sonderforschungsbereich 373
2000-99, Humboldt Universitaet Berlin.
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!]
Fiona Atkins, 2005.
"Financial Crises and Money Demand in Jamaica ,"
Birkbeck Working Papers in Economics and Finance
0512, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Deniz Atasoy & Sweta C. Saxena, 2005.
"Misaligned? Overvalued? The Untold Story of the Turkish Lira ,"
International Finance
0508002, EconWPA.
[Downloadable!]
Other versions: Jan J J Groen & Clare Lombardelli, .
"Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis ,"
Bank of England working papers
223, Bank of England.
[Downloadable!]
Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007.
"Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy ,"
CAMA Working Papers
2007-12, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Noureddine Krichene, 2008.
"Recent Inflationary Trends in World Commodities Markets ,"
IMF Working Papers
08/130, International Monetary Fund.
[Downloadable!]
Bongjin Kim & Mark M. Suazo & John E. Prescott, .
"Exploring the Cognitive Nature of Boards of Directors and Its Implication for Board Effectiveness ,"
Working Papers
0032, College of Business, University of Texas at San Antonio.
[Downloadable!]
Roberto Blanco & Simon Brennan & Ian W Marsh, .
"An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps ,"
Bank of England working papers
211, Bank of England.
[Downloadable!]
Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, .
"Testing for PPP: Should We Use Panel Methods? ,"
Working Papers
186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002.
"Testing for PPP: Should We Use Panel Methods? ,"
Royal Economic Society Annual Conference 2002
13, Royal Economic Society.
[Downloadable!] Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005.
"Testing for PPP: Should we use panel methods? ,"
Empirical Economics ,
Springer, vol. 30(1), pages 77-91, January.
[Downloadable!] (restricted) Christopher Chung & Bryan Campbell & Scott Hendry, 2007.
"Price Discovery in Canadian Government Bond Futures and Spot Markets ,"
Working Papers
07-4, Bank of Canada.
[Downloadable!]
John Ammer & Fang Cai, 2007.
"Sovereign CDS and bond pricing dynamics in emerging markets: does the cheapest-to-deliver option matter? ,"
International Finance Discussion Papers
912, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Yiuman Tse & Emily Norman Zietz & Gaylon Greer, 1998.
"Anticipating Change in Development Activity Levels ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 16(2), pages 159-168.
[Downloadable!]
Alberola, Enrique & Lopez, Humberto & Serven, Luis, 2004.
"Tango with the Gringo: the hard peg and real misalignment in Argentina ,"
Policy Research Working Paper Series
3322, The World Bank.
[Downloadable!]
Other versions: Alessandro Girardi, 2008.
"The Informational Content of Trades on the EuroMTS Platform ,"
ISAE Working Papers
97, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Patricia Alonso-Gamo & Stefania Fabrizio & V. Kramarenko & Qing Wang, 2002.
"Lithuania: History and Future of the Currency Board Arrangement: ,"
IMF Working Papers
02/127, International Monetary Fund.
[Downloadable!]
Francisco Maeso Fernandez & Bernd Schnatz & Chiara Osbat, 2001.
"Determinants of the Euro real effective exchange rate: a BEER/PEER approach ,"
Working Paper Series
085, European Central Bank.
[Downloadable!]
Other versions: Clemens J.M. Kool, 2007.
"Financial Stability in European Banking: The Role of Common Factors ,"
Money Macro and Finance (MMF) Research Group Conference 2006
101, Money Macro and Finance Research Group.
[Downloadable!]
Jörg Rahn, 2004.
"Bilaterial equilibrium exchange rates of EU accession countries against the euro ,"
Macroeconomics
0401010, EconWPA.
[Downloadable!]
Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005.
"Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE ,"
Working Papers
0520, University of Crete, Department of Economics.
[Downloadable!]
Other versions: 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!]
Clemens Kool, 2006.
"Financial Stability in European Banking: The Role of Common Factors ,"
Open Economies Review ,
Springer, vol. 17(4), pages 525-540, December.
[Downloadable!] (restricted)
Ali F. Darrat, 2002.
"On Budget Deficits And Interest Rates: Another Look At The Evidence ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(2), pages 19-29, June.
[Downloadable!] (restricted)
Roberto Pascual & Bartolomé Pascual-Fuste & Francisco Climent, 2001.
"Cross-listing, Price Discovery and the Informativeness of the Trading Process ,"
Business Economics Working Papers
wb014511, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Other versions:
Bartolomé Pascual-Fuster & Francisco Climent & Roberto Pascual, 2003.
"Cross-Listing, Price Discovery And The Informativeness Of The Trading Process ,"
Working Papers. Serie EC
2003-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006.
"Cross-listing, price discovery and the informativeness of the trading process ,"
Journal of Financial Markets ,
Elsevier, vol. 9(2), pages 144-161, May.
[Downloadable!] (restricted) Clifford L.F. Attfield, 2003.
"Structural Breaks and Permanent Trends ,"
Bristol Economics Discussion Papers
03/545, Department of Economics, University of Bristol, UK.
[Downloadable!]
Kuiper, W. Erno & Lutz, Clemens & van Tilburg, Aad, 2002.
"Vertical Price Leadership on Local Maize Markets in Benin ,"
2002 International Congress, August 28-31, 2002, Zaragoza, Spain
24886, European Association of Agricultural Economists.
[Downloadable!]
Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios? ,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
[Downloadable!]
Clemens Kool, 2006.
"Financial Stability in European Banking: The Role of Common Factors ,"
Working Papers
06-13, Utrecht School of Economics.
[Downloadable!]
Manolis Syllignakis & Georgios Kouretas, 2006.
"Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration ,"
William Davidson Institute Working Papers Series
wp832, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Paruolo Paolo, 2004.
"The likelihood ratio test for the rank of a cointegration submatrix ,"
Economics and Quantitative Methods
qf04024, Department of Economics, University of Insubria.
[Downloadable!]
Other versions: 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!]
Roman Horváth, 2005.
"Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity? ,"
Working Papers IES
75, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
[Downloadable!]
Rahn, Jörg, 2003.
"Bilaterial equilibrium exchange rates of EU accession countries against the euro ,"
BOFIT Discussion Papers
11/2003, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Osamah Al-Khazali & Ali F. Darrat & Mohsen Saad, 2006.
"Intra-regional integration of the GCC stock markets: the role of market liberalization ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(17), pages 1265-1272, November.
[Downloadable!] (restricted)
J. M. Gil & B. Dhehibi & M. Ben Kaabia & A. M. Angulo, 2004.
"Non-stationarity and the import demand for virgin olive oil in the European Union ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(16), pages 1859-1869, September.
[Downloadable!] (restricted)
Lise Pichette & Dominique Tremblay, 2003.
"Are Wealth Effects Important for Canada? ,"
Working Papers
03-30, Bank of Canada.
[Downloadable!]
Other versions: Frank de Jong, 2001.
"Measures of Contributions to Price Discovery: A Comparison ,"
Tinbergen Institute Discussion Papers
01-114/2, Tinbergen Institute.
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This page was last updated on 2009-12-13.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .