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Citations for "Co-integration and Error Correction: Representation, Estimation, and Testing"

by Engle, Robert F & Granger, Clive W J

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  1. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.
  2. Ogaki, Masao & Santaella, Julio A., 2000. "The exchange rate and the term structure of interest rates in Mexico," Journal of Development Economics, Elsevier, vol. 63(1), pages 135-155, October.
  3. Shahbaz, Muhammad & Ur Rehman, Ijaz & Zainudin, Rozaimah, 2013. "Macroeconomic Determinants of Stock Market Capitalization in Pakistan:Fresh Evidence from Cointegration with unknown Structural breaks," MPRA Paper 52490, University Library of Munich, Germany, revised 24 Dec 2013.
  4. Christopher F. Baum & Meral Karasulu, 1996. "Modelling Federal Reserve Discount Policy," Boston College Working Papers in Economics 335., Boston College Department of Economics.
  5. Coe, D.T. & Helpman, E., 1993. "International R&D Spillovers," Papers 5-93, Tel Aviv.
  6. Rumi Masih & A. Mansur & M. Masih, 2004. "Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 81-104.
  7. Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 0515, European Central Bank.
  8. Vogelvang, E., 1989. "Dynamic interrelationships between spot prices of some agricultural commodities on related markets : a first examination," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  9. Miguel D. Ramirez, 2006. "A Panel Unit Root and Panel Cointegration Test of the Complementarity Hypothesis in the Mexican Case, 1960-2001," Working Papers 942, Economic Growth Center, Yale University.
  10. Le Viet Trung & Nguyen Thi Thuy Vinh, 2011. "The impact of oil prices, real effective exchange rate and inflation on economic activity: Novel evidence for Vietnam," Discussion Paper Series DP2011-09, Research Institute for Economics & Business Administration, Kobe University.
  11. Shahbaz, Muhammad & Tang, Chor Foon & Shahbaz Shabbir, Muhammad, 2011. "Electricity consumption and economic growth nexus in Portugal using cointegration and causality approaches," Energy Policy, Elsevier, vol. 39(6), pages 3529-3536, June.
  12. Carlos Garcia & Andrés Sagner, 2011. "Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile," ILADES-Georgetown University Working Papers inv271, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  13. Gerolimetto, Margherita, 2006. "Frequency domain bootstrap for the fractional cointegration regression," Economics Letters, Elsevier, vol. 91(3), pages 389-394, June.
  14. Bley, Jorg & Chen, Kim Heng, 2006. "Gulf Cooperation Council (GCC) stock markets: The dawn of a new era," Global Finance Journal, Elsevier, vol. 17(1), pages 75-91, September.
  15. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo Group Munich.
  16. Eleftheriou, Konstantinos & Athanasiou, George & Petrakis, Panagiotis, 2009. "Wages and Higher Education Participation," MPRA Paper 19615, University Library of Munich, Germany.
  17. Gareth W. Peters & Balakrishnan Kannan & Ben Lasscock & Chris Mellen, 2010. "Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model," Papers 1004.3830, arXiv.org.
  18. Grace, Martin & Hotchkiss, Julie L., 1995. "External impacts on the property-liability insurance cycle," MPRA Paper 9825, University Library of Munich, Germany.
  19. Fricke, Hans & Süssmuth, Bernd, 2013. "Growth and volatility of tax revenues in Latin America," Working Papers 124, University of Leipzig, Faculty of Economics and Management Science.
  20. Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und Preisniveau," Kiel Working Papers 635, Kiel Institute for the World Economy.
  21. Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
  22. H. Peter Boswijk & Jurgen Doornik, 2003. "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers 2003-W10, Economics Group, Nuffield College, University of Oxford.
  23. Asche, F., 1998. "Testing the Effect of an Anti-Dumping Duty: the US Salmon Market," Papers 26/98, Norwegian School of Economics and Business Administration-.
  24. Lutkepohl, Helmut & Saikkonen, Pentti, 2000. "Testing for the cointegrating rank of a VAR process with a time trend," Journal of Econometrics, Elsevier, vol. 95(1), pages 177-198, March.
  25. Josheski, Dushko & Bardarova, Snezana, 2013. "Causal relationship between wages and prices in R. Macedonia: VECM analysis," MPRA Paper 48179, University Library of Munich, Germany.
  26. Rita D'Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 567-582.
  27. Luis Eduardo Arango & Luis Fernando Melo, 2006. "Determinantes De La Elección De Administradora De Pensiones: Primeras Estimaciones A Partir De Agregados," BORRADORES DE ECONOMIA 002315, BANCO DE LA REPÚBLICA.
  28. Christophe Kamps, 2005. "New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001," Public Economics 0506015, EconWPA.
  29. Kim Hiang Liow, 2008. "Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 127-155, November.
  30. Marinucci, D. & Robinson, P. M., 2001. "Semiparametric fractional cointegration analysis," Journal of Econometrics, Elsevier, vol. 105(1), pages 225-247, November.
  31. Ferreira, Alex Luiz & de Almeida Prado, Fernando Pigeard & da Silveira, Jaylson Jair, 2009. "Flex cars and the alcohol price," Energy Economics, Elsevier, vol. 31(3), pages 382-394, May.
  32. Liddle, Brantley, 2012. "The Systemic, Long-run Relation among Gasoline Demand, Gasoline Price, Income, and Vehicle Ownership in OECD Countries: Evidence from Panel Cointegration and Causality Modeling," MPRA Paper 52081, University Library of Munich, Germany.
  33. Matete, M.E. & Hassan, Rashid M., 2000. "Public sector agricultural research expenditures and output in Lesotho: Analysis of causality and cointegration," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 39(4), December.
  34. Charles van Marrewijk, 2004. "An Introduction to International Money and Foreign Exchange Markets," School of Economics Working Papers 2004-02, University of Adelaide, School of Economics.
  35. Martín González Rozada & Eduardo Levy Yeyati, 2006. "Global Factors and Emerging Market Spreads," IDB Publications 6703, Inter-American Development Bank.
  36. Mehmet Balcilar & Zeynel Ozdemir, 2013. "The export-output growth nexus in Japan: a bootstrap rolling window approach," Empirical Economics, Springer, vol. 44(2), pages 639-660, April.
  37. Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers 2008-13, Kiel Institute for the World Economy.
  38. Ramirez, Miguel D., 1998. "Does public investment enhance labor productivity growth in Chile? A cointegration analysis," The North American Journal of Economics and Finance, Elsevier, vol. 9(1), pages 45-65.
  39. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
  40. A.H. Ahmad & Nusrate Aziz & Shahina Rummun, 2013. "Interest Rate Pass-Through in the UK: Has the Transmission Mechanism Changed During the Financial Crisis?," Economic Issues Journal Articles, Economic Issues, vol. 18(1), pages 17-38, March.
  41. da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2013. "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics Discussion Papers 2013-52, Kiel Institute for the World Economy.
  42. Heinz Gluck & Dieter Proske & John A. Tatom, 1992. "Monetary and exchange rate policy in Austria: an early example of policy coordination," Working Papers 1992-005, Federal Reserve Bank of St. Louis.
  43. Vítor Marques & Adelino Fortunato & Isabel Soares, 2010. "Application of a structural model to a wholesale electricity market: The Spanish market from January 1999 to June 2007," GEMF Working Papers 2011-02, GEMF - Faculdade de Economia, Universidade de Coimbra.
  44. Doran, Justin, 2012. "An analysis of the interdependence of demographic factors, labour effort and economic growth in Ireland," MPRA Paper 48266, University Library of Munich, Germany.
  45. Xu, Xiaoqing Eleanor & Fung, Hung-Gay, 2005. "Cross-market linkages between U.S. and Japanese precious metals futures trading," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 107-124, April.
  46. Levent, Korap, 2007. "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper 21834, University Library of Munich, Germany.
  47. Stoyu Ivanov, 2013. "The influence of ETFs on the price discovery of gold, silver and oil," Journal of Economics and Finance, Springer, vol. 37(3), pages 453-462, July.
  48. Knetsch, Thomas A. & Molzahn, Alexander, 2009. "Supply-side effects of strong energy price hikes in German industry and transportation," Discussion Paper Series 1: Economic Studies 2009,26, Deutsche Bundesbank, Research Centre.
  49. Jiranyakul, Komain, 2014. "Energy use-trade nexus: what does the data set say for Thailand?," MPRA Paper 55984, University Library of Munich, Germany.
  50. Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1996. "Relative Labour Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries," CEPR Discussion Papers 1464, C.E.P.R. Discussion Papers.
  51. Vo, Xuan Vinh, 2009. "International financial integration in Asian bond markets," Research in International Business and Finance, Elsevier, vol. 23(1), pages 90-106, January.
  52. Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," Working Paper Series 2008:1, Uppsala University, Department of Economics.
  53. Ali Darrat & Khaled Elkhal & Gaurango Banerjee & Maosen Zhong, 2004. "Why do US banks borrow from the Fed? A fresh look at the 'reluctance' phenomenon," Applied Financial Economics, Taylor & Francis Journals, vol. 14(7), pages 477-484.
  54. Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang, 2002. "Early surrender and the distribution of policy reserves," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 429-445, December.
  55. Peter Englund & Anders Vredin, 1990. "The current account, supply shocks and accommodative fiscal policy : interpretations of Swedish post-war data," Finnish Economic Papers, Finnish Economic Association, vol. 3(2), pages 89-107, Autumn.
  56. C.R. Marques & P.D. Neves & L.M. Sarmento, 2001. "Evaluating Core Inflation," DNB Staff Reports (discontinued) 66, Netherlands Central Bank.
  57. Mansor Ibrhim, 2001. "Financial Factors and the Empirical Behavior of Money Demand: A Case Study of Malaysia," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 55-72.
  58. Franses, Philip Hans & Kunst, Robert M, 1999. " On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-33, August.
  59. Ji, Philip Inyeob & Kim, Jae H., 2009. "Real interest rate linkages in the Pacific-Basin region," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
  60. 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.
  61. Philip N. Jefferson, 1997. "'Home' base and monetary base rules: elementary evidence from the 1980s and 1990s," Finance and Economics Discussion Series 1997-21, Board of Governors of the Federal Reserve System (U.S.).
  62. Gross, Christian, 2012. "Explaining the (non-) causality between energy and economic growth in the U.S.—A multivariate sectoral analysis," Energy Economics, Elsevier, vol. 34(2), pages 489-499.
  63. Jean-Claude Maswana, 2005. "Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo," Development and Comp Systems 0511023, EconWPA.
  64. Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
  65. Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  66. Kimbugwe, Hassan, 2006. "The bilateral J-Curve hypothesis between Turkey and her 9 trading partners," MPRA Paper 4254, University Library of Munich, Germany.
  67. Qayyum, Abdul, 2000. "Demand for Real Money Balances by the Business Sector: An Econometric Investigation," MPRA Paper 2156, University Library of Munich, Germany, revised 2000.
  68. Anna Creti & Pierre-André Jouvet & Valérie Mignon, 2011. "Carbon Price Drivers: Phase I Versus Phase II Equilibrium?," Working Papers 2011-09, CEPII research center.
  69. S. Lardic & V. Mignon, 2002. "Fractional cointegration and term structure of interest rates," THEMA Working Papers 2002-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  70. Haiqiang Chen & Ying Fang & Yingxing Li, 2013. "Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines," SFB 649 Discussion Papers SFB649DP2013-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  71. Ellyne, Mark & Veller, Carl, 2011. "What is the SARB's inflation targeting policy, and is it appropriate?," MPRA Paper 42134, University Library of Munich, Germany.
  72. Minoas Koukouritakis, 2003. "EU Accession Effects on Imports of Manufactures: The case of Greece ," University of Cyprus Working Papers in Economics 2-2003, University of Cyprus Department of Economics.
  73. Luisa Nieto & Mª Dolores Robles Fernández & Ángeles Fernández, 2002. "Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50," Documentos de Trabajo del ICAE 0208, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  74. Zhongjun Qu & Pierre Perron, 2006. "A Modified Information Criterion for Cointegration Tests based on a VAR Approximation," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics.
  75. Hanif, Muhammad N. & Jafri, Sabina K., 2006. "Financial Development and Textile Sector Competitiveness: A Case Study of Pakistan," MPRA Paper 10271, University Library of Munich, Germany.
  76. Dominique Tremblay, 2002. "Salaire réel, chocs technologiques et fluctuations économiques," Working Papers 02-42, Bank of Canada.
  77. repec:got:cegedp:76 is not listed on IDEAS
  78. Brücker, Herbert & Schröder, Philipp J. H., 2006. "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers 2049, Institute for the Study of Labor (IZA).
  79. Alizadeh, Amir H. & Nomikos, Nikos K., 2007. "Investment timing and trading strategies in the sale and purchase market for ships," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 126-143, January.
  80. Francisco Xavier Lores, 2001. "Cyclical Behaviour Of Consumption Of Non-Durable Goods: Spain Versus U.S.A," Economics Working Papers we014710, Universidad Carlos III, Departamento de Economía.
  81. Robert A. Amano & Tony S. Wirjanto, 1994. "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics 9406001, EconWPA, revised 22 Jun 1994.
  82. Liu, Li & Wan, Jieqiu, 2011. "A study of correlations between crude oil spot and futures markets: A rolling sample test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3754-3766.
  83. Theologos Dergiades & Lefteris Tsoulfidis, 2009. "Revisiting Residential Demand for Electricity in Greece: New Evidence from the ARDL Approach to Cointegration," Discussion Paper Series 2009_12, Department of Economics, University of Macedonia, revised Jun 2009.
  84. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.
  85. Neumann, Anne & Siliverstovs, Boriss, 2005. "Convergence of European Spot Market Prices for Natural Gas? A Real-Time Analysis of Market Integration using the Kalman Filter," Dresden Discussion Paper Series in Economics 05/05, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  86. John Y. Campbell & Robert J. Shiller, 1986. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," NBER Working Papers 2100, National Bureau of Economic Research, Inc.
  87. Jiranyakul, Komain, 2008. "Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market," MPRA Paper 55156, University Library of Munich, Germany.
  88. Gianluca Cubadda & Domenico Mignacca, 1994. "Is Money Neutral? Some Evidence for Italy," International Finance 9410001, EconWPA, revised 09 Nov 1994.
  89. David Giles & Lindsay Tedds & Gugsa Werkneh, 2002. "The Canadian underground and measured economies: Granger causality results," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2347-2352.
  90. Chou, Win Lin & Chao, Chi-Chur, 2001. "Are currency devaluations effective? A panel unit root test," Economics Letters, Elsevier, vol. 72(1), pages 19-25, July.
  91. Silvia Massini, 2004. "The diffusion of mobile telephony in Italy and the UK: an empirical investigation," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(3), pages 251-277.
  92. Ely, David P. & Robinson, Kenneth J., 1997. "Are stocks a hedge against inflation? International evidence using a long-run approach," Journal of International Money and Finance, Elsevier, vol. 16(1), pages 141-167, February.
  93. D.S. Poskitt, 2009. "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers 12/09, Monash University, Department of Econometrics and Business Statistics.
  94. Waheed, Muhammad, 2009. "Forward rate unbiased hypothesis, risk premium and exchange rate expectations: estimates on Pakistan Rupee-US Dollar," MPRA Paper 33167, University Library of Munich, Germany, revised Jul 2010.
  95. Ogujiuba Kanayo & Oji Okechukwu & Adeniyi Adenuga, 2004. "Is “Trade” Openness Valid for Nigeria’s Long-Run Growth: A Cointegration Approach?," International Trade 0412009, EconWPA.
  96. Ghoshray, A. & Perera, A., 2011. "The Model of Commodity Prices after Sir Arthur Lewis Revisited," Department of Economics Working Papers 32991, University of Bath, Department of Economics.
  97. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Working Papers hal-00798036, HAL.
  98. F. T. M. Kilima, 2006. "Are Price Changes in the World Market Transmitted to Markets in Less Developed Countries? A Case Study of Sugar, Cotton, Wheat, and Rice in Tanzania," The Institute for International Integration Studies Discussion Paper Series iiisdp160, IIIS.
  99. Koffi-Tessio, Egnonto M., 2009. "Modelling Climate Change and Agricultural Production in Sub-Saharan Africa (SSA): In Quest of Statistics," 2009 Conference, August 16-22, 2009, Beijing, China 50821, International Association of Agricultural Economists.
  100. Martin Schmidt, 2003. "Money and prices: evidence from the G7 countries," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1799-1809.
  101. KHOKHAR, Joga Singh, 2010. "Will India’S Trade Deficit Ever Converge To Zero?- An Application Of Bounds Testing Approach To Co-Integration," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
  102. Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon, 2012. "On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea," Economic Modelling, Elsevier, vol. 29(2), pages 326-332.
  103. Aykut Kibritcioglu & Bengi Kibritcioglu, 2004. "Real Exchange Rate Misalignment in Turkey, 1987-2003 (in Turkish)," Macroeconomics 0403006, EconWPA, revised 09 Mar 2004.
  104. Frederic S. Mishkin & John Simon, 1994. "An Empirical Examination of the Fisher Effect in Australia," RBA Research Discussion Papers rdp9410, Reserve Bank of Australia.
  105. 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.
  106. 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.
  107. Kishor, N. Kundan, 2009. "Modeling Inflation in India: The Role of Money," MPRA Paper 16098, University Library of Munich, Germany.
  108. Narayan, Paresh Kumar & Narayan, Seema & Zheng, Xinwei, 2010. "Gold and oil futures markets: Are markets efficient?," Applied Energy, Elsevier, vol. 87(10), pages 3299-3303, October.
  109. Weber, Sascha A. & Salamon, Petra & Hansen, Heiko, 2012. "Volatile world market prices for dairy products - how do they affect domestic price formation: The German cheese market," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122542, European Association of Agricultural Economists.
  110. Nishimura, Yusaku & Hirayama, Kenjiro, 2013. "Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China," Japan and the World Economy, Elsevier, vol. 25, pages 90-101.
  111. Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
  112. Daniel L. Thornton, 1988. "The borrowed-reserves operating procedures: theory and evidence," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 30-54.
  113. Michelle R. Garfinkel & Daniel L. Thornton, 1991. "Alternative measures of the monetary base: what are the differences and are they important?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 19-35.
  114. Arghyrou, Michael G. & Luintel, Kul B., 2007. "Government solvency: Revisiting some EMU countries," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 387-410, June.
  115. Serletis, Apostolos, 1997. "Is there an East-West split in North-American natural gas markets?," MPRA Paper 1746, University Library of Munich, Germany.
  116. Dietmar Bauer & Martin Wagner, 2003. "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften dp0308, Universitaet Bern, Departement Volkswirtschaft.
  117. Chien-Chung Nieh & Hwey-Yun Yau & Ken Hung & Hong-Kou Ou & Shine Hung, 2013. "Cointegration and causal relationships among steel prices of Mainland China, Taiwan, and USA in the presence of multiple structural changes," Empirical Economics, Springer, vol. 44(2), pages 545-561, April.
  118. Blomqvist, A. G. & Carter, R. A. L., 1997. "Is health care really a luxury?," Journal of Health Economics, Elsevier, vol. 16(2), pages 207-229, April.
  119. Asche, Frank & Misund, Bård & Sikveland, Marius, 2013. "The relationship between spot and contract gas prices in Europe," Energy Economics, Elsevier, vol. 38(C), pages 212-217.
  120. de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
  121. 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.
  122. Ben Jebli, Mehdi & Ben Youssef, Slim, 2013. "Energy consumption, output and trade nexus in North Africa," MPRA Paper 47965, University Library of Munich, Germany.
  123. 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.
  124. Scott, K. Rebecca, 2011. "Demand and price volatility: rational habits in international gasoline demand," CUDARE Working Paper Series 1122, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  125. Groen, Jan J. J., 2000. "The monetary exchange rate model as a long-run phenomenon," Journal of International Economics, Elsevier, vol. 52(2), pages 299-319, December.
  126. Tan, Bee Wah & Tang, Chor Foon, 2011. "The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia," MPRA Paper 27964, University Library of Munich, Germany.
  127. Viviana Sarmiento Guzmán, 2012. "Comportamiento del gasto primario en Colombia: una evidencia empírica," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA.
  128. Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
  129. Shafik, Nemat, 1990. "Modeling investment behavior in developing countries : an application to Egypt," Policy Research Working Paper Series 452, The World Bank.
  130. Barbone, Luca & Forni, Lorenzo, 1997. "Are markets learning? : behavior in the secondary market for Brady bonds," Policy Research Working Paper Series 1734, The World Bank.
  131. Carlos Vargas-Silva & Peng Huang, 2006. "Macroeconomic determinantsof workers' remittances: Hostversus home country's economic conditions," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(1), pages 81-99.
  132. Jacques Bouhga-Hagbe, 2006. "Altruism and Workers' Remittances," IMF Working Papers 06/130, International Monetary Fund.
  133. 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.
  134. Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223.
  135. Vyacheslav Mikhed & Petr Zemcik, 2007. "Do House Prices Reflect Fundamentals? Aggregate and Panel Data Evidence," CERGE-EI Working Papers wp337, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  136. Hernán Rincón, . "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia 120, Banco de la Republica de Colombia.
  137. Fukuta, Yuichi, 1995. "The benchmark issue premium in the Japanese government bond market: A re-examination," Japan and the World Economy, Elsevier, vol. 7(3), pages 291-307, September.
  138. Luis Arango & Yanneth Betancourt, 2005. "A signal of imperfect portfolio capital adjustments from the domestic and foreign Colombian debt," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 587-597.
  139. Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013. "The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries," Economic Modelling, Elsevier, vol. 31(C), pages 502-510.
  140. Mukesh Khanal, 2011. "Monetary Neutrality in the Nepalese Economy during 1975-2008," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 23(1), pages 71-91, April.
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