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Citations for "Spurious regressions in econometrics" by Granger, C. W. J. & Newbold, P.
For a complete description of this item, click here .
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.): Frain, John, 1995.
"Econometrics and Truth ,"
Research Technical Papers
2/RT/95, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
James M. McGibany & Farrokh Nourzad, 2004.
"Do lower mortgage rates mean higher housing prices? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(4), pages 305-313, March.
[Downloadable!] (restricted)
Sharifah Sakinah Aidid, Mick Silver, 1999.
"Modelling market shares by segments using volatility ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 26(5), pages 643-660, July.
[Downloadable!] (restricted)
Bill Russell, 2007.
"Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves ,"
Discussion Papers
200, University of Dundee, Economic Studies.
[Downloadable!]
Sushanta K. Mallick, 2004.
"A dynamic macroeconometric model for short-run stabilization in India ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(3), pages 261-276, February.
[Downloadable!] (restricted)
Maurice Obstfeld & Jay Shambaugh & Alan Taylor, 2004.
"The Trilemma in History: Tradeoffs among Exchange Rates, Monetary Policies, and Capital Mobility ,"
International Finance
0407003, EconWPA.
[Downloadable!]
Other versions:
Obstfeld, Maurice & Shambaugh, Jay C & Taylor, Alan M, 2004.
"The Trilemma in History: Trade-offs Among Exchange Rates, Monetary Policies and Capital Mobility ,"
CEPR Discussion Papers
4352, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2004.
"The Trilemma in History: Tradeoffs among Exchange Rates, Monetary Policies, and Capital Mobility ,"
NBER Working Papers
10396, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Maurice Obstfeld & Jay C.Shambaugh & Alan M.Taylor, 2003.
"The Trilemma in History:Tradeoffs among Exchange Rates, Monetary Policies,and Capital Mobility ,"
DNB Staff Reports (discontinued)
94, Netherlands Central Bank.
[Downloadable!] Maurice Obstfeld & Jay Shambaugh & Alan Taylor, 2004.
"The Trilemma in History: Tradeoffs among Exchange Rates, Monetary Policies, and Capital Mobility ,"
Center for International and Development Economics Research, Working Paper Series
1049, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Maurice Obstfeld & Jay C. Shambaugh & Alan M. Taylor, 2005.
"The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility ,"
The Review of Economics and Statistics ,
MIT Press, vol. 87(3), pages 423-438, December.
[Downloadable!] (restricted) Ulrich Kaiser & Andrea Szczesny, 2000.
"Einfache oekonomische Verfahren fuer die Kreditrisikomessung ,"
CoFE Discussion Paper
00-28, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
Köhler, Matthias, 2005.
"International Capital Mobility and Current Account Targeting in Central and Eastern European Countries ,"
ZEW Discussion Papers
05-51, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Yash P. Mehra, 1985.
"The recent financial deregulation and the interest elasticity of the simple M1 demand function : an empirical note ,"
Working Paper
85-03, Federal Reserve Bank of Richmond.
[Downloadable!]
John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots ,"
NBER Technical Working Papers
0100, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Campbell, J.Y. & Perron, P., 1991.
"Pitfalls and Opportunities: What Macroeconomics should know about unit roots ,"
Papers
360, Princeton, Department of Economics - Econometric Research Program.
John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220
National Bureau of Economic Research, Inc.
[Downloadable!] Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian van Rixtel, 2008.
"Impact of bank competition on the interest rate pass-through in the euro area ,"
Banco de España Working Papers
0828, Banco de España.
[Downloadable!]
Other versions:
M. van leuvensteijn & C. Kok Sorensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008.
"Impact of bank competition on the interest rate pass-through in the euro area ,"
DNB Working Papers
171, Netherlands Central Bank, Research Department.
[Downloadable!] M. van Leuvensteijn & C. Kok Sørensen & J.A. Bikker & A.A.R.J.M. van Rixtel, 2008.
"Impact of bank competition on the interest rate pass-through in the euro area ,"
Working Papers
08-08, Utrecht School of Economics.
[Downloadable!] Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2008.
"Impact of bank competition on the interest rate pass-through in the euro area ,"
CPB Discussion Papers
103, CPB Netherlands Bureau for Economic Policy Analysis.
[Downloadable!] Michiel van Leuvensteijn & Christoffer Kok Sørensen & Jacob A. Bikker & Adrian A.R.J.M. van Rixtel, 2008.
"Impact of bank competition on the interest rate pass-through in the euro area ,"
Working Paper Series
885, European Central Bank.
[Downloadable!] Goodwin, Paul & Lawton, Richard, 2003.
"Debiasing forecasts: how useful is the unbiasedness test? ,"
International Journal of Forecasting ,
Elsevier, vol. 19(3), pages 467-475.
[Downloadable!] (restricted)
Walter Torous & Rossen Valkanov, 2000.
"Boundaries of Predictability: Noisy Predictive Regressions ,"
University of California at Los Angeles, Anderson Graduate School of Management
1081, Anderson Graduate School of Management, UCLA.
[Downloadable!]
Brittle, Shane, 2009.
"Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia ,"
Economics Working Papers
wp09-10, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Alan King, 2000.
"Modelling manufactured exports in Europe: a two-regime approach ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(2), pages 173-192, June.
[Downloadable!] (restricted)
Beck, Nathaniel & Katz, Jonathan N., .
"Modeling dynamics in time-series-cross-section political economy data ,"
Working Papers
1304, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Masoud Moghaddam, 1997.
"Financial innovations and the interest elasticity of money demand: Evidence from an error correction model ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(2), pages 155-163, June.
[Downloadable!] (restricted)
Ali F. 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 and Francis Journals, vol. 14(7), pages 477-484, April.
[Downloadable!] (restricted)
Cardwell, Ryan T., 2004.
"Is The Efficacy Of Agricultural Promotion Programs Overestimated? The Importance Of Dynamics In Advertising Demand Systems ,"
2004 Annual meeting, August 1-4, Denver, CO
19949, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Bevilacqua, Franco, 2006.
"Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period ,"
UNU-MERIT Working Paper Series
012, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
Dipendra Sinha & Tapen Sinha, 2000.
"An aggregate import demand function for greece ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 28(2), pages 196-209, June.
[Downloadable!] (restricted)
Martha Misas A. & María Teresa Ramírez G. & Luisa Fernanda Silva, 2001.
"Exportaciones No Tradicionales En Colombia Y Sus Determinantes ,"
BORRADORES DE ECONOMIA
002701, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Felipe Morandé & Raimundo Soto, .
"El Mercado de Clientes No Regulados en la Industria Eléctrica ,"
ILADES-Georgetown University Working Papers
inv100, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!]
Tsangyao Chang & WenRong Liu & Steven B. Caudill, 2004.
"A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 14(8), pages 577-589, May.
[Downloadable!] (restricted)
Tsangyao Chang & WentRong Liu & Michael Thompson, 2002.
"The Viability of Fiscal Policy in South Korea, Taiwan, and Thailand ,"
International Studies Program Working Paper Series, at AYSPS, GSU
paper0209, International Studies Program, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!]
Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993.
"The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries ,"
NBER Working Papers
4379, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ashfaque H. Khan, 1994.
"Financial Liberalisation and the Demand for Money in Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 33(4), pages 997-1010.
[Downloadable!]
Yousif Khalifa Al-Yousif, 2002.
"Defense Spending and Economic Growth: Some Empirical Evidence from the Arab Gulf Region ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 13(3), pages 187-197, January.
[Downloadable!] (restricted)
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)
Herbert Brücker & Boriss Siliverstovs & Parvati Trübswetter, 2003.
"International Migration to Germany: Estimation of a Time-Series Model and Inference in Panel Cointegration ,"
Discussion Papers of DIW Berlin
391, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Pérez García, Julián, 2006.
"Some concerns about Econometric Techniques. Comments on “In Praise of Structural Macroeconometrics”/Algunas consideraciones en torno a las técnicas econométricas. Comentarios al artículo “en ,"
Estudios de Economía Aplicada ,
Estudios de Economía Aplicada, vol. 24, pages 299-310, Abril.
[Downloadable!] (restricted)
Thomas M Fullerton Jr, 2004.
"Currency Movements and International Border Crossings ,"
Urban/Regional
0407008, EconWPA.
[Downloadable!]
Jeffrey J. Hallman, 1990.
"Cointegration and transformed series ,"
Working Paper
9014, Federal Reserve Bank of Cleveland.
[Downloadable!]
Charlotte S. Hansen & Bjorn E. Tuypens, 2004.
"Long-Run Regressions: Theory and Application to US Asset Markets ,"
Finance
0410018, EconWPA.
[Downloadable!]
Jens Weidmann, 1997.
"New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration ,"
Macroeconomics
9705005, EconWPA.
[Downloadable!]
Jayant Menon, 1993.
"Import Price and Activity Elasticities for the MONASH Model: Johansen FIML Estimation of Cointegration Vectors ,"
Centre of Policy Studies/IMPACT Centre Working Papers
ip-58, Monash University, Centre of Policy Studies/IMPACT Centre.
[Downloadable!]
Xingjun Zhao & Yanrui Wu, 2007.
"Determinants of China’s Energy Imports: An Empirical Analysis ,"
Economics Discussion / Working Papers
07-03, The University of Western Australia, Department of Economics.
[Downloadable!]
Lonnie K. Stevans, 2005.
"An Empirical Investigation into the Effect of Music Downloading on the Consumer Expenditure of Recorded Music: A Time Series Approach ,"
Microeconomics
0502002, EconWPA.
[Downloadable!]
Other versions: Sangjoon Jun, 2006.
"The Nexus between IT Investment and Banking Performance in Korea ,"
Global Economic Review ,
Taylor and Francis Journals, vol. 35(1), pages 67-96, March.
[Downloadable!] (restricted)
Judith A. Giles, Cara L. Williams, 2000.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 1 ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(3), pages 261-337, September.
[Downloadable!] (restricted)
Robert L. Hetzel, 2000.
"The Taylor rule : is it a useful guide to understanding monetary policy? ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Spr, pages 1-33.
[Downloadable!]
Tim Bollerslev & Robert J. Hodrick, 1992.
"Financial Market Efficiency Tests ,"
NBER Working Papers
4108, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
T. Chang & W. Fang & W. Liu & Henry Thompson, 2000.
"Exports, Imports And Income In Taiwan: An Examination Of The Export Led Growth Hypothesis ,"
International Economic Journal ,
Korean International Economic Association, vol. 14(2), pages 151-160, June.
[Downloadable!] (restricted)
Townsend, R.F. & Thirtle, C., 1997.
"Production Incentives for Small Scale Farmers in Zimbabwe: The Case of Cotton and Maize ,"
Agrekon ,
Agricultural Economics Association of South Africa (AEASA), vol. 36(3), September.
[Downloadable!]
Wei Liu & Alex S. Maynard, 2007.
"A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(1).
[Downloadable!]
Kander, Astrid & Schön, Lennart & Enflo, Kerstin, 2007.
"In Defense of Electricity as a General Purpose Technology ,"
CIRCLE Electronic Working Paper Series
2007-06, CIRCLE (Centre for Innovation, Research and Competence in the Learning Economy), Lund University.
[Downloadable!]
Jacqueline Dwyer & Christopher Kent & Andrew Pease, 1993.
"Exchange Rate Pass-through: The Different Responses of Importers and Exporters ,"
RBA Research Discussion Papers
rdp9304, Reserve Bank of Australia.
[Downloadable!]
Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009.
"Econometric Models for Oil Price Forecasting: A Critical Survey ,"
CESifo Forum ,
Ifo Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, 04.
[Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaularia, .
"Spurious Regression and Trending Variables ,"
School of Economics Working Papers
EM200701, Universidad de Guanajuato.
[Downloadable!]
Other versions: Frederic S. Mishkin & John Simon, 1997.
"An Empirical Examination of the Fisher Effect in Australia ,"
NBER Working Papers
5080, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Frederic S Mishkin & John Simon, 1994.
"An Empirical Examination of the Fisher Effect in Australia ,"
RBA Research Discussion Papers
rdp9410, Reserve Bank of Australia.
[Downloadable!] Mishkin, Frederic S & Simon, John, 1995.
"An Empirical Examination of the Fisher Effect in Australia ,"
The Economic Record ,
The Economic Society of Australia, vol. 71(214), pages 217-29, September.
Shekar Bose & Hafizur Rahman, 1996.
"The Demand For Money In Canada: A Cointegration Analysis ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 29-45, December.
[Downloadable!] (restricted)
Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2006.
"Panel Data, Cointegration, Causality And Wagner'S Law: Empirical Evidence From Chinese Provinces ,"
Monash Economics Working Papers
01/06, Monash University, Department of Economics.
[Downloadable!]
Other versions:
Narayan, Paresh Kumar & Nielsen, Ingrid & Smyth, Russell, 2008.
"Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces ,"
China Economic Review ,
Elsevier, vol. 19(2), pages 297-307, June.
[Downloadable!] (restricted) Aurora Teixeira & Natércia Fortuna, 2003.
"Human Capital, Innovation Capability and Economic Growth ,"
FEP Working Papers
131, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Gang Liu, 2006.
"A causality analysis on GDP and air emissions in Norway ,"
Discussion Papers
447, Research Department of Statistics Norway.
[Downloadable!]
Ravi Bansal & Robert Dittmar & Dana Kiku, 2007.
"Cointegration and Consumption Risks in Asset Returns ,"
NBER Working Papers
13108, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Aris Spanos, 2000.
"Revisiting data mining: hunting with or without a license ,"
Journal of Economic Methodology ,
Taylor and Francis Journals, vol. 7(2), pages 231-264, June.
[Downloadable!] (restricted)
Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004.
"Inflationary Dynamics and the Angell-Johnson Proposals ,"
Macroeconomics
0409009, EconWPA.
[Downloadable!]
Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002.
"Spurious Regressions in Financial Economics? ,"
NBER Working Papers
9143, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Antonio Núñez, 2008.
"Estimating the Functional Form of Road Traffic Maturity ,"
Networks and Spatial Economics ,
Springer, vol. 8(2), pages 257-271, September.
[Downloadable!] (restricted)
James M. Poterba, 1998.
"Population Age Structure and Asset Returns: An Empirical Investigation ,"
NBER Working Papers
6774, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Peter C.B. Phillips, 2008.
"Local Limit Theory and Spurious Nonparametric Regression ,"
Cowles Foundation Discussion Papers
1654, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Kristen Monaco & Taggert J. Brooks & John Bitzan, 2006.
"A time series analysis of wages in deregulated industries: A study of motor carriage and rail ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 105-118, May.
[Downloadable!] (restricted)
repec:fip:fedreq:y:1986:i:jul:p:13-24:n:v.72no.4 is not listed on IDEAS
Razzak, Weshah, 2003.
"A Perspective on Unit Root and Cointegration in Applied Macroeconomics ,"
MPRA Paper
1970, University Library of Munich, Germany, revised 2007.
[Downloadable!]
Other versions: Stephen G Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008.
"A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment ,"
Discussion Papers in Economics
08/9, Department of Economics, University of Leicester.
[Downloadable!]
Other versions: Yunus Aksoy & Miguel A. Leon-Ledesma, 2008.
"Non-Linearities and Unit Roots in G7 Macroeconomic Variables ,"
The B.E. Journal of Macroeconomics ,
Berkeley Electronic Press, vol. 8(1).
[Downloadable!]
Other versions: P. J. Dawson & P. K. Dey, 2002.
"Testing for the law of one price: rice market integration in Bangladesh ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 14(4), pages 473-484.
[Downloadable!]
Shahidur Rahman, 2005.
"An Alternative Estimation to Spurious Regression Model ,"
Economic Growth centre Working Paper Series
0507, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
[Downloadable!]
Noor A. Ghazali & Shamshubariah Ramlee, 2003.
"A long memory test of the long-run Fisher effect in the G7 countries ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(10), pages 763-769, October.
[Downloadable!] (restricted)
Guisan, M.Carmen, 2001.
"Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 1(1), pages 39-61.
[Downloadable!]
Dipendra Sinha, 1997.
"Determinants Of Import Demand In Thailand ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(4), pages 73-83, December.
[Downloadable!] (restricted)
Abu-Bader, Suleiman & Abu-Qarn, Aamer, 2003.
"Government Expenditures, Military Spending and Economic Growth: Causality Evidence from Egypt, Israel and Syria ,"
MPRA Paper
1115, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Suleiman Abu-Bader & Aamer Abu-Qarn, 2003.
"Government Expenditures, Military Spending and Economic Growth: Causality Evidence from Egypt, Israel and Syria ,"
Working Papers
163, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!] Abu-Bader, Suleiman & Abu-Qarn, Aamer S., 2003.
"Government expenditures, military spending and economic growth: causality evidence from Egypt, Israel, and Syria ,"
Journal of Policy Modeling ,
Elsevier, vol. 25(6-7), pages 567-583, September.
[Downloadable!] (restricted) Robert McNown & Cristobal Ridao-Cano, 2005.
"A time series model of fertility and female labour supply in the UK ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(5), pages 521-532, March.
[Downloadable!] (restricted)
Aron, Janine & Elbadawi, Ibrahim, 1994.
"Foreign exchange auction markets in sub-Saharan Africa : dynamic models for auction exchange rates ,"
Policy Research Working Paper Series
1396, The World Bank.
[Downloadable!]
Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel, 2009.
"Spurious correlation in estimation of the health production function: A note ,"
Working Papers
0903, University of Zurich, Socioeconomic Institute.
[Downloadable!]
Other versions: Eric Zivot, 1998.
"Cointegration and Forward and Spot Exchange Rate Regressions ,"
Econometrics
9812001, EconWPA.
[Downloadable!]
Søren Johansen, 2007.
"Correlation, Regression, and Cointegration of Nonstationary Economic Time Series ,"
Discussion Papers
07-25, University of Copenhagen. Department of Economics.
[Downloadable!]
Other versions: Martial Foucault, 2005.
"Biens publics et défense européenne : quel processus d'allocation ? ,"
Cahiers de la Maison des Sciences Economiques
j05082, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: Owain Ap Gwilym, Mike Buckle, 1999.
"Volatility forecasting in the framework of the option expiry cycle ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 5(1), pages 73-94, March.
[Downloadable!] (restricted)
David Shepherd & Robert Dixon, 2002.
"The Relationship Between Regional and National Unemployment ,"
Regional Studies ,
Taylor and Francis Journals, vol. 36(5), pages 469-480, July.
[Downloadable!] (restricted)
Chhibber, Ajay & Shafik, Nemat, 1990.
"Does devaluation hurt private investment? The Indonesian case ,"
Policy Research Working Paper Series
418, The World Bank.
[Downloadable!]
Elbadawi, Ibrahim A. & Soto, Raimundo, 1994.
"Capital flows and long-term equilibrium real exchange rates in Chile ,"
Policy Research Working Paper Series
1306, The World Bank.
[Downloadable!]
Andreas Andersson & Pär Österholm, 2005.
"Forecasting real exchange rate trends using age structure data -- the case of Sweden ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 12(5), pages 267-272, April.
[Downloadable!] (restricted)
Suleiman Abu-Bader & Aamer Abu-Qarn, 2005.
"Financial Development and Economic Growth: Time Series Evidence from Egypt ,"
Working Papers
206, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions: Apostolos Serletis & Jagat Jit Virk, 2006.
"Monetary aggregation, inflation, and welfare ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(7), pages 499-512, April.
[Downloadable!] (restricted)
M. Luisa Fuster Pérez, 1993.
"La Hipótesis de equivalencia ricardiana: un análisis empírico en los países de la Comunidad Europea ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 17(3), pages 495-506, September.
[Downloadable!]
Felicitas Nowak-Lehmann D., 2004.
"Different approaches of modelling reaction lags: how do Chilean manufacturing exports react to movements of the real exchange rate? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(14), pages 1547-1560, August.
[Downloadable!] (restricted)
David I. Stern & Robert K. Kaufmann, 1997.
"Time series properties of global climate variables: detection and attribution of climate change ,"
Working Papers in Ecological Economics
9702, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
[Downloadable!]
Thomas M Fullerton Jr & Richard L Sprinkle & Roberto Tinajero, 2004.
"El Paso Customs District Cross-Border Trade Flows ,"
International Trade
0406001, EconWPA.
[Downloadable!]
Miller, J. Isaac & Park, Joon Y., 2005.
"How They Interact to Generate Persistency in Memory ,"
Working Papers
2005-01, Rice University, Department of Economics.
[Downloadable!]
Dynnikova Oksana, 2000.
"Real appreciation and output: Russia 1993—1997 ,"
EERC Working Paper Series
99-13e, EERC Research Network, Russia and CIS.
[Downloadable!]
John A. Tatom, 1990.
"The link between monetary aggregates and prices ,"
Working Papers
1990-002, Federal Reserve Bank of St. Louis.
[Downloadable!]
Jushan Bai & Serena Ng, 1998.
"A Test for Conditional Symmetry in Time Series Models ,"
Boston College Working Papers in Economics
410, Boston College Department of Economics.
[Downloadable!]
Bühler, Wolfgang & Korn, Olaf, 1998.
"Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich? ,"
ZEW Discussion Papers
98-20, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Rodney L. Jacobs, 1976.
"Data Errors and Data Differences ,"
UCLA Economics Working Papers
082, UCLA Department of Economics.
[Downloadable!]
Aamer S. Abu-Qarn & Suleiman Abu-Bader, 2004.
"The validity of the ELG hypothesis in the MENA region: cointegration and error correction model analysis ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(15), pages 1685-1695, August.
[Downloadable!] (restricted)
Other versions:
Abu-Qarn, Aamer & Abu-Bader, Suleiman, 2001.
"The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis ,"
MPRA Paper
1116, University Library of Munich, Germany.
[Downloadable!] Aamer Abu-Qarn & Suleiman Abu-Bader, 2001.
"The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis ,"
Working Papers
134, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!] George Bagdatoglou & Alexandros Kontonikas, 2009.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks ,"
Working Papers
2009_17, Department of Economics, University of Glasgow.
[Downloadable!]
Krzysztof Rybinski, 1997.
"Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test ,"
Economic Change and Restructuring ,
Springer, vol. 30(2), pages 127-179, May.
[Downloadable!] (restricted)
Hassan Shirvani & Barry Wilbratte, 2009.
"The permanent income hypothesis in five major industrial countries: a multivariate trend-cycle decomposition test ,"
Journal of Economics and Finance ,
Springer, vol. 33(1), pages 43-59, January.
[Downloadable!] (restricted)
Julio Peña-Torres & Michael Basch & Sebastian Vergara, .
"Downward Adjustments in a Cyclical Environment: The Case of Chilean Pelagic Fisheries ,"
ILADES-Georgetown University Working Papers
inv143, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!]
Other versions: Herbert Brücker & Philipp J. H. Schröder, 2006.
"International Migration with Heterogeneous Agents: Theory and Evidence ,"
IZA Discussion Papers
2049, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Jaime de Pablo Valenciano & Juan Pérez Mesa & Jean Lévy Mangin, 2008.
"The Spanish Tomato Export Sector of the Almeria Region: An Econometric Approach ,"
International Advances in Economic Research ,
Springer, vol. 14(3), pages 316-328, August.
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Goldberg, Michael D. & Frydman, Roman, 1991.
"Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change ,"
Working Papers
91-69, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Satyanarayan, Sudhakar & Somensatto, Eduardo, 1997.
"Tradeoffs from hedging oil pricerisk in Ecuador ,"
Policy Research Working Paper Series
1792, The World Bank.
[Downloadable!]
Li Lin & Didier Sornette, 2009.
"Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times ,"
Quantitative Finance Papers
0911.1921, arXiv.org.
[Downloadable!]
Jacques Bouhga-Hagbe, 2004.
"A Theory of Workers' Remittances With An Application to Morocco ,"
IMF Working Papers
04/194, International Monetary Fund.
[Downloadable!]
Hiro Y. Toda & Peter C.B. Phillips, 1991.
"The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study ,"
Cowles Foundation Discussion Papers
978, Cowles Foundation, Yale University.
[Downloadable!]
Vanegas, Manuel & Croes, Robertico, 2007.
"Tourism, Economic Expansion and Poverty in Nicaragua: Investigating Cointegration and Causal Relations ,"
Staff Papers
7306, University of Minnesota, Department of Applied Economics.
[Downloadable!]
Neil Kellard & John Nankervis & Fotis Papadimitriou, 2007.
"Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach ,"
Money Macro and Finance (MMF) Research Group Conference 2006
129, Money Macro and Finance Research Group.
[Downloadable!]
Hope Corman & H. Naci Mocan, 1996.
"A Time-Series Analysis of Crime and Drug Use in New York City ,"
NBER Working Papers
5463, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
R. Richard Geddes, 2008.
"Pricing by state-owned enterprises: the case of postal services ,"
Managerial and Decision Economics ,
John Wiley & Sons, Ltd., vol. 29(7), pages 575-591.
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Robert J. Gordon, 1984.
"The 1981-82 Velocity Decline: A Structural Shift in Income or Money Demand? ,"
NBER Working Papers
1343, National Bureau of Economic Research, Inc.
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Assad L. Baunto & Christian Bordes & Samuel Maveyraud-Tricoire & Philippe Rous, 2007.
"Money and uncertainty in the Philippines: A Friedmanite Perspective ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00308663_v1, HAL.
[Downloadable!]
Shigeyuki HAMORI, 2008.
"Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 8(2), pages 13-22.
[Downloadable!] (restricted)
Christopher J. Mayer & C. Tsuriel Somerville, 1996.
"Unifying empirical and theoretical models of housing supply ,"
Working Papers
96-12, Federal Reserve Bank of Boston.
[Downloadable!]
Miguel Ramirez, 2002.
"Public capital formation and labor productivity growth in Mexico ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 30(4), pages 366-379, December.
[Downloadable!] (restricted)
Masao Ogaki & Ling Hu & Chi-Young Choi, 2004.
"A Spurious Regression Approach to Estimating Structural Parameters ,"
Working Papers
04-01, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: Chor Foon Tang & Hooi Hooi Lean, 2009.
"The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis ,"
Development Research Unit Working Paper Series
04-09, Monash University, Department of Economics.
[Downloadable!]
Guncavdi, Oner & Ulengin, Burc, 2008.
"Tradable and Nontradable Expenditure and Aggregate Demand for Import in an Emerging Market Economy ,"
MPRA Paper
9631, University Library of Munich, Germany.
[Downloadable!]
Fabiosa, Jacinto F., 2002.
"Assessing the Impact of the Exchange Rate and Its Volatility on Canadian Pork and Live Swine Exports to the United States and Japan ,"
Staff General Research Papers
2116, Iowa State University, Department of Economics.
[Downloadable!]
Marc Piazolo, 1995.
"Determinants Of South Korean Economic Growth, 1955--1990 ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(4), pages 109-133, December.
[Downloadable!] (restricted)
Richard H. Clarida, 1993.
"International Capital Mobility, Public Investment and Economic Growth ,"
NBER Working Papers
4506, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Felipe M. Aparicio & Alvaro Escribano, 2003.
"Cointegration Tests Based On Record Counting Statistics ,"
Statistics and Econometrics Working Papers
ws036615, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
Chan Swee Lean, 2001.
"Empirical tests to discern linkages between construction and other economic sectors in Singapore ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 19(4), pages 355-363, July.
[Downloadable!] (restricted)
Clive W.G. Granger, 2004.
"Time Series Analysis, Cointegration, and Applications ,"
American Economic Review ,
American Economic Association, vol. 94(3), pages 421-425, June.
[Downloadable!]
Other versions:
Clive Granger, 2004.
"Time Series Analysis, Cointegration, and Applications ,"
University of California at San Diego, Economics Working Paper Series
2004-02, Department of Economics, UC San Diego.
[Downloadable!] Granger, Clive W. J., 2003.
"Time Series Analysis, Cointegration, and Applications ,"
Nobel Prize in Economics documents
2003-7, Nobel Prize Committee.
[Downloadable!] Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005.
"Spurious regression under broken trend stationarity ,"
Computing in Economics and Finance 2005
186, Society for Computational Economics.
[Downloadable!]
Other versions: Robert J. Gordon, 1985.
"The Short-Run Demand for Money: A Reconsideration ,"
NBER Working Papers
1421, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Gordon, Robert J, 1984.
"The Short-Run Demand for Money: A Reconsideration ,"
CEPR Discussion Papers
24, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gordon, Robert J, 1984.
"The Short-run Demand for Money: A Reconsideration ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 16(4), pages 403-34, November.
[Downloadable!] (restricted) Juan-Carlos Candeal & Antonio Montañés & Irene Olloqui, 2003.
"Spurious Zipf's Law ,"
ERSA conference papers
ersa03p67, European Regional Science Association.
[Downloadable!]
Thomas Laubach & John C. Williams, 2001.
"Measuring the natural rate of interest ,"
Finance and Economics Discussion Series
2001-56, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Denise Côté & Christopher Graham, 2007.
"Corporate Balance Sheets in Developed Economies: Implications for Investment ,"
Working Papers
07-24, Bank of Canada.
[Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"Nonstationary Panel Data Analysis: An Overview of Some Recent Developments ,"
Cowles Foundation Discussion Papers
1221, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
Peter C.B. Phillips & Hyungsik R. Moon, .
"Nonstationary Panel Data Analysis: An Overview of Some Recent Developments ,"
University of California at Santa Barbara, Economics Working Paper Series
17-98, Department of Economics, UC Santa Barbara.
Peter Phillips & Hyungsik Moon, 2000.
"Nonstationary panel data analysis: an overview of some recent developments ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 19(3), pages 263-286.
[Downloadable!] (restricted) Abhijit Sharma & Theodore Panagiotidis, 2003.
"An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001) ,"
Working Papers
2003004, The University of Sheffield, Department of Economics, revised Nov 2003.
[Downloadable!]
N. Gregory Mankiw & Matthew D. Shapiro, 1985.
"Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models ,"
NBER Technical Working Papers
0051, National Bureau of Economic Research, Inc.
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Other versions: Vogelvang, E., 1990.
"Testing for co-integration with spot prices of some related agricultural commodities ,"
Serie Research Memoranda
0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Macri, Joseph & Sinha, Dipendra, 1999.
"An Empirical Study of Labour’s Share in Income for Australia ,"
MPRA Paper
4018, University Library of Munich, Germany.
[Downloadable!]
Robert K. Kaufmann & David I. Stern, 2004.
"A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity ,"
Rensselaer Working Papers in Economics
0411, Rensselaer Polytechnic Institute, Department of Economics.
[Downloadable!]
Markus Mentz, & Steffen P. Sebastian, 2003.
"Inflation convergence after the introduction of the Euro ,"
CFS Working Paper Series
2003/30, Center for Financial Studies.
[Downloadable!]
Maurice Obstfeld, 1994.
"Are Industrial-Country Consumption Risks Globally Diversified? ,"
NBER Working Papers
4308, National Bureau of Economic Research, Inc.
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Other versions: Ai Deng, 2005.
"Understanding Spurious Regression in Financial Economics ,"
Boston University - Department of Economics - Working Papers Series
WP2005-048, Boston University - Department of Economics.
[Downloadable!]
Jorge Quiróz & Raimundo Soto, .
"International Price Signals in Agricultural Markets: DoGovernments Care? ,"
ILADES-Georgetown University Working Papers
inv088, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!]
D. Dutta & N. Ahmed, 1997.
"An Aggregate Import Demand Function for Bangladesh: A Cointegration Approach ,"
Working Papers
9703, University of Sydney, Department of Economics.
[Downloadable!]
Floros, Ch. & Failler, P., 2004.
"Seasonaility and Cointegration in the Fishing Industry of Conrwall ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 1(4), pages 27-52.
[Downloadable!]
Chihwa Kao, 1997.
"Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable ,"
Econometrics
9703002, EconWPA.
[Downloadable!]
Lucio Sarno & Mark Taylor, 1998.
"Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(1), pages 69-98, March.
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Ali F. Darrat & Fatima S. Al-Shamsi, 2005.
"On the path of integration in the Gulf region ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(9), pages 1055-1062, May.
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Robert B. Barsky & Lawrence H. Summers, 1990.
"Gibson's Paradox and the Gold Standard ,"
NBER Working Papers
1680, National Bureau of Economic Research, Inc.
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Other versions: Augustine Arize, 1989.
"An Econometric Investigation Of Money Demand Behavior In Four Asian Developing Countries ,"
International Economic Journal ,
Korean International Economic Association, vol. 3(4), pages 79-93, December.
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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.
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Other versions: Christoph Zenger, 1985.
"Zinssätze und Inflation in der Schweiz: Ein alternativer Test des Fisher-Effektes ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 353-374, December.
[Downloadable!]
Österholm, Pär, 2003.
"Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions ,"
Working Paper Series
2003:21, Uppsala University, Department of Economics.
[Downloadable!]
Ibrahim A. Elbadawi & Raimundo Soto, .
"Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries ,"
ILADES-Georgetown University Working Papers
inv093, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!]
Other versions: Peter C.B. Phillips, 2003.
"Laws and Limits of Econometrics ,"
Cowles Foundation Discussion Papers
1397, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Pami Dua & Nishita Raje & Satyananda Sahoo, 2004.
"Interest Rate Modeling and Forecasting in India ,"
Occasional papers
3, Centre for Development Economics, Delhi School of Economics.
[Downloadable!]
Other versions: Nikolaos Dritsakis & Antonis Adamopoulos, 2004.
"A causal relationship between government spending and economic development: an empirical examination of the Greek economy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(5), pages 457-464, March.
[Downloadable!] (restricted)
Jacinto F. Fabiosa, 2002.
"Assessing the Impact of the Exchange Rate and Its Volatility on Canadian Pork and Live Swine Exports to the United States and Japan ,"
Center for Agricultural and Rural Development (CARD) Publications
02-wp305, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Franklin Edwards & Xin Zhang, 1998.
"Mutual Funds and Stock and Bond Market Stability ,"
Journal of Financial Services Research ,
Springer, vol. 13(3), pages 257-282, June.
[Downloadable!] (restricted)
Lego, Brian & Gebremedhin, Tesfa & Cushing, Brian, 2000.
"A Multi-Sector Export Base Model Of Long-Run Regional Employment Growth ,"
Agricultural and Resource Economics Review ,
Northeastern Agricultural and Resource Economics Association, vol. 29(2), October.
[Downloadable!]
repec:fip:fedreq:y:1991:i:may:p:3-12:n:v.77no.3 is not listed on IDEAS
Joseph P. Byrne & Roger Perman, 2006.
"Unit Roots and Structural Breaks: A Survey of the Literature ,"
Working Papers
2006_10, Department of Economics, University of Glasgow.
[Downloadable!]
Peter C.B. Phillips, 1996.
"Spurious Regression Unmasked ,"
Cowles Foundation Discussion Papers
1135, Cowles Foundation, Yale University.
[Downloadable!]
Surajit Deb, 2003.
"Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework ,"
Working papers
115, Centre for Development Economics, Delhi School of Economics.
[Downloadable!]
David Berger & Alain Chaboud & Erik Hjalmarsson & Edward Howorka, 2006.
"What drives volatility persistence in the foreign exchange market? ,"
International Finance Discussion Papers
862, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Jacques Bouhga-Hagbe, 2006.
"Altruism and Workers' Remittances: Evidence from Selected Countries in the Middle East and Central Asia ,"
IMF Working Papers
06/130, International Monetary Fund.
[Downloadable!]
Slevin, Geraldine, 2001.
"Potential Output and the Output Gap in Ireland ,"
Research Technical Papers
5/RT/01, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Jacinto F. Fabiosa, 1999.
"Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime ,"
Center for Agricultural and Rural Development (CARD) Publications
99-wp218, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Pami Dua, 2008.
"Analysis of Consumers’ Perceptions of Buying Conditions for Houses ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 37(4), pages 335-350, November.
[Downloadable!] (restricted)
Other versions: Tomas del Barrio Castro & Denise R Osborn, 2005.
"Cointegration for Periodically Integrated Processes ,"
The School of Economics Discussion Paper Series
0522, Economics, The University of Manchester.
[Downloadable!]
Other versions: Gunawardana, P.J. & Kidane, H. & Kulendran, N., 1995.
"Export Supply Response Of The Australian Citrus Industry ,"
Australian Journal of Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 39(03), December.
[Downloadable!]
Syed Basher & S. Fachin, 2008.
"The long-term decline of internal migration in Canada: the case of Ontario ,"
AStA Wirtschafts- und Sozialstatistisches Archiv ,
Springer, vol. 1(2), pages 171-181, December.
[Downloadable!] (restricted)
Other versions: Yin-Wong Cheung & Menzie Chinn, 1995.
"Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis ,"
Macroeconomics
9508005, EconWPA.
[Downloadable!]
Other versions:
Cheung, Yin-Wong & Chinn, Menzie David, 1996.
"Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis ,"
Oxford Economic Papers ,
Oxford University Press, vol. 48(1), pages 134-62, January.
[Downloadable!] (restricted) Thomas E. Borcherding & J. Stephen Ferris & Andrea Garzoni, 2001.
"Growth in the Real Size of Government Since 1970 ,"
Carleton Economic Papers
01-06, Carleton University, Department of Economics.
[Downloadable!]
Other versions: Dixon, R. & Shepherd, D., 2000.
"Trends and Cycles in Australian State and Territory Unemployment Rates ,"
Department of Economics - Working Papers Series
730, The University of Melbourne.
[Downloadable!]
Other versions: Maria Heracleous & Andreas Koutris & Aris Spanos, 2006.
"Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective ,"
Computing in Economics and Finance 2006
493, Society for Computational Economics.
[Downloadable!]
Martin Fukač, 2005.
"Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information? ,"
Czech Journal of Economics and Finance (Finance a uver) ,
Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 344-362, July.
[Downloadable!]
Sebastian Stolorz, 2005.
"Perceived Welfare Effects Of Current Account Deficit – Evidence From American Economy 1967 - 2005 ,"
Labor and Demography
0512009, EconWPA.
[Downloadable!]
Aaron D. Smallwood & Paul M. Beaumont, 2002.
"An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models ,"
Computing in Economics and Finance 2002
285, Society for Computational Economics.
[Downloadable!]
Yousif. K. Al-Yousif, 1999.
"On The Role Of Exports In The Economic Growth Of Malaysia: A Multivariate Analysis ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 67-75, October.
[Downloadable!] (restricted)
Cote, D. & Hostland, D., 1996.
"An Econometric Examination of the Trend Unemployment Rate in Canada ,"
Working Papers
96-7, Bank of Canada.
[Downloadable!]
Maghyereh, A., 2004.
"Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 1(2), pages 27-40.
[Downloadable!]
David T. Griffiths, 2004.
"The big problem of forecasting small change ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(19), pages 2195-2207, September.
[Downloadable!] (restricted)
Townsend, R.F., 1998.
"Econometric Methodology Ii : Strengthening Time Series Analysis ,"
Agrekon ,
Agricultural Economics Association of South Africa (AEASA), vol. 37(1), March.
[Downloadable!]
Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston, 2007.
"Balance of Payments Constrained Growth Model: Evidence for Bolivia 1953-2002 ,"
MPRA Paper
5685, University Library of Munich, Germany.
[Downloadable!]
Other versions: Aaron Smallwood, 2004.
"Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity ,"
Computing in Economics and Finance 2004
23, Society for Computational Economics.
[Downloadable!]
KHAN, Muhammad Arshad, 2008.
"Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 5(1), pages 61-78.
[Downloadable!]
Charles R. Nelson & Heejoon Kang, 1983.
"Pitfalls in the use of Time as an Explanatory Variable in Regression ,"
NBER Technical Working Papers
0030, National Bureau of Economic Research, Inc.
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Other versions: Neil R. Ericsson, 1987.
"Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses ,"
International Finance Discussion Papers
317, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
James Morley & Tara M. Sinclair, 2005.
"Testing for Stationarity and Cointegration in an Unobserved Components Framework ,"
Computing in Economics and Finance 2005
451, Society for Computational Economics.
[Downloadable!]
Peter C.B. Phillips, 1986.
"Regression Theory for Near-Integrated Time Series ,"
Cowles Foundation Discussion Papers
781R, Cowles Foundation, Yale University, revised Jan 1987.
[Downloadable!]
Other versions: Reiner Hanewinkel & Christian Radden & Tobias Rosenkranz, 2008.
"Price increase causes fewer sales of factory-made cigarettes and higher sales of cheaper loose tobacco in Germany ,"
Health Economics ,
John Wiley & Sons, Ltd., vol. 17(6), pages 683-693.
[Downloadable!]
Peter C.B. Phillips, 2004.
"Challenges of Trending Time Series Econometrics ,"
Cowles Foundation Discussion Papers
1472, Cowles Foundation, Yale University.
[Downloadable!]
Ferreira, Gustavo, 2009.
"From Coffee Beans to Microchips: Export Diversification and Economic Growth in Costa Rica ,"
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia
47178, Southern Agricultural Economics Association.
[Downloadable!]
Ekaterini Panopoulou, 2005.
"A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators ,"
Money Macro and Finance (MMF) Research Group Conference 2005
18, Money Macro and Finance Research Group.
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Other versions: Charles van Marrewijk, 2004.
"An introduction to international money and foreign exchange markets ,"
International Finance
0410006, EconWPA.
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Alois Kneip & Werner Hildenbrand, 1994.
"Aggregate Consumer's Expenditure and Income ,"
Discussion Paper Serie A
456, University of Bonn, Germany.
[Downloadable!]
V.R. Prabhakaran Nair, 2005.
"Determinants of fixed investment: A study of Indian private corporate manufacturing sector ,"
Centre for Development Studies, Trivendrum Working Papers
369, Centre for Development Studies, Trivendrum, India.
[Downloadable!]
Aslan, Alper, 2008.
"Türkiye’de Ekonomik Büyüme ve Turizm İlişkisi Üzerine Ekonometrik Analiz ,"
MPRA Paper
10611, University Library of Munich, Germany.
[Downloadable!]
Jorge Dresdner & Leonardo Letelier, 1997.
"Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3 ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
[Downloadable!]
Pami Dua & B.L. Pandit, 2001.
"Interest Rate Determination in India: The Role of Domestic and External Factors ,"
Working papers
92, Centre for Development Economics, Delhi School of Economics.
[Downloadable!]
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!]
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!]
Denise Côté & Christopher Graham, 2004.
"Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization ,"
Working Papers
04-23, Bank of Canada.
[Downloadable!]
Andersson, Fredrik N. G., 2008.
"Bandspectrum Cointegration ,"
Working Papers
2008:18, Lund University, Department of Economics.
[Downloadable!]
Prof. Neil D. Karunaratne, 2000.
"Inflation Targeting Macroeconomic Distortions and the Policy Reaction Function ,"
Discussion Papers Series
269, School of Economics, University of Queensland, Australia.
[Downloadable!]
Travaglini, Guido, 2008.
"Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes ,"
MPRA Paper
7108, University Library of Munich, Germany.
[Downloadable!]
Habibullah, M.S. & Law, Siong-Hook & Dayang-Afizzah, A.M., 2008.
"Defense spending and economic growth in Asian economies: A panel error-correction approach ,"
MPRA Paper
12105, University Library of Munich, Germany.
[Downloadable!]
Steven McIntosh, 1998.
"The Demand for Post-Compulsory Education in Four European Countries ,"
CEP Discussion Papers
dp0393, Centre for Economic Performance, LSE.
[Downloadable!]
Other versions: Cláudio Hamilton dos Santos & Márcio Bruno Ribeiro & Sérgio Wulff Gobetti, 2008.
"A Evolução da Carga Tributária Bruta Brasileira no Período 1995-2007: Tamanho, Composição e Especificações Econométricas Agregadas ,"
Discussion Papers
1350, Instituto de Pesquisa Econômica Aplicada - IPEA.
[Downloadable!]
Heejoon Kang, 1999.
"The Applied Cointegration Analysis for the Open Economy: A Critical Review ,"
Open Economies Review ,
Springer, vol. 10(3), pages 325-346, July.
[Downloadable!] (restricted)
Hugo Erken & Piet Donselaar & Roy Thurik, .
"Total Factor Productivity and the Role of Entrepreneurship ,"
Tinbergen Institute Discussion Papers
09-034/3, Tinbergen Institute.
[Downloadable!]
Other versions: Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003.
"The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis ,"
International Trade
0309018, EconWPA.
[Downloadable!]
Maurizio Bovi, 2004.
"The Dark, And Independent, Side Of Italy ,"
ISAE Working Papers
46, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
repec:ese:iserwp: is not listed on IDEAS
Darrat A. F. & Lopez F. A., 1989.
"Has Inflation Uncertainty Hampered Economic Growth In Latin America? ,"
International Economic Journal ,
Korean International Economic Association, vol. 3(2), pages 1-15, June.
[Downloadable!] (restricted)
Hope Corman & H. Naci Mocan, 2000.
"A Time-Series Analysis of Crime, Deterrence, and Drug Abuse in New York City ,"
American Economic Review ,
American Economic Association, vol. 90(3), pages 584-604, June.
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Anisul M. Islam & M. Kabir Hassan, 2004.
"An econometric estimation of the aggregate import demand function for Bangladesh: some further results ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(9), pages 575-580, January.
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Su, Jen-Je, 2003.
"A Note On Spurious Regression In Panels With Cross-Section Dependence ,"
Discussion Papers
23712, Massey University, Department of Applied and International Economics.
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Leonardo Letelier & Luis Figueroa, 1994.
"Exportaciones, Orientación al Comercio y Crecimiento: Un Enfoque de Cointegración ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(94), pages 401-422.
[Downloadable!]
Wing Yuk, 2005.
"Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993 ,"
Econometrics Working Papers
0501, Department of Economics, University of Victoria.
[Downloadable!]
Cameron A. Shelton, 2007.
"The Aging Population and the Size of the Welfare State: Is There a Puzzle? ,"
Wesleyan Economics Working Papers
2007-001, Wesleyan University, Department of Economics.
[Downloadable!]
Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
[Downloadable!]
Other versions: Bennett T. McCallum, 1993.
"Unit roots in macroeconomic time series: some critical issues ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
[Downloadable!]
Other versions: David E. A. Giles, 2002.
"On the Futility of Testing the Error Term Assumptions in a Spurious Regression ,"
Econometrics Working Papers
0203, Department of Economics, University of Victoria.
[Downloadable!]
Lavan Mahadeva and Paul Robinson, 2004.
"Unit Root Testing in a Central Bank ,"
Handbooks ,
Centre for Central Banking Studies, Bank of England, number 22.
[Downloadable!]
Indrani Chakraborty, 2001.
"Economic reforms, capital inflows and macro economic impact in India ,"
Centre for Development Studies, Trivendrum Working Papers
311, Centre for Development Studies, Trivendrum, India.
[Downloadable!]
Pedro Raffy Vartanian, 2008.
"Choques monetários e cambiais sob regimes de câmbio flutuante nos países membros do Mercosul: há indícios de convergência macroeconômica? ,"
Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting]
200807211410580, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006.
"Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression ,"
NBER Working Papers
12658, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Tung Liu & Lee C. Spector, 2003.
"Dynamic employment adjustments over business cycles ,"
Working Papers
200302, Ball State University, Department of Economics, revised Jan 2005.
[Downloadable!]
Other versions: Takatoshi Tabuchi, 1988.
"Interregional Income Differentials and Migration: Their Interrelationships ,"
Regional Studies ,
Taylor and Francis Journals, vol. 22(1), pages 1-10, February.
[Downloadable!] (restricted)
David E. A. Giles, 2006.
"Spurious Regressions With Time-Series data: Further Asymptotic Results ,"
Econometrics Working Papers
0603, Department of Economics, University of Victoria.
[Downloadable!]
Reinhart, Carmen & Reinhart, Vincent, 1991.
"Output Fluctuations and Monetary Shocks: Evidence from Colombia ,"
MPRA Paper
6980, University Library of Munich, Germany.
[Downloadable!]
Other versions: Raymond Y.C. Tse, Sivaguru Ganesan, 1997.
"Causal relationship between construction flows and GDP: evidence from Hong Kong ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 15(4), pages 371-376, July.
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Aliyu, Shehu Usman Rano & Elijah, Akanni Oludele, 2008.
"Corruption and Economic Growth in Nigeria: 1986 -2007 ,"
MPRA Paper
12504, University Library of Munich, Germany, revised 07 Dec 2008.
[Downloadable!]
Guncavdi, Oner & Ulengin, Burc, 2008.
"Aggregate Imports and Expenditure Components in Turkey: Theoretical and Empirical Assessment ,"
MPRA Paper
9622, University Library of Munich, Germany.
[Downloadable!]
Charles R. Nelson & Myung J. Kim, 1990.
"Predictable Stock Returns: Reality or Statistical Illusion? ,"
NBER Working Papers
3297, National Bureau of Economic Research, Inc.
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Peter C.B. Phillips, 1994.
"Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future ,"
Cowles Foundation Discussion Papers
1081, Cowles Foundation, Yale University.
[Downloadable!]
Steven Cook, 2004.
"Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(14), pages 879-884, November.
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Karlyn Mitchell & Douglas K. Pearce, 2004.
"Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists ,"
Working Paper Series
004, North Carolina State University, Department of Economics.
[Downloadable!]
Other versions: Sofiane Sekioua, 2004.
"The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis ,"
Money Macro and Finance (MMF) Research Group Conference 2003
85, Money Macro and Finance Research Group.
[Downloadable!]
Jacinto F. Fabiosa, 2002.
"Assessing the Impact of the Exchange Rate and Its Volatility on Canadian Pork and Live Swine Exports to the United States and Japan ,"
Food and Agricultural Policy Research Institute (FAPRI) Publications
02-wp305, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
[Downloadable!]
Rainer Thiele, 2000.
"Estimating the Aggregate Agricultural Supply Response: A Survey of Techniques and Results for Developing Countries ,"
Kiel Working Papers
1016, Kiel Institute for the World Economy.
[Downloadable!]
Eberhardt, Markus & Teal, Francis, 2009.
"Analysing Heterogeneity in Global Production Technology and TFP: The Case of Manufacturing ,"
MPRA Paper
10690, University Library of Munich, Germany.
[Downloadable!]
Myers, Robert J., 1994.
"Time Series Econometrics and Commodity Price Analysis: A Review ,"
Review of Marketing and Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 62(02), August.
[Downloadable!]
Georgios Efthyvoulou, 2008.
"Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus ,"
Birkbeck Working Papers in Economics and Finance
0808, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Elena Pesavento, 2005.
"Residuals Bases Tests for the Null of No Cointegration: an Analytical Comparison ,"
Emory Economics
0503, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions: Huizinga, Harry & Schaling, Eric & van der Windt, Peter C, 2007.
"Capital Controls and Foreign Investor Subsidies Implicit in South Africa's Dual Exchange Rate System ,"
CEPR Discussion Papers
6347, C.E.P.R. Discussion Papers.
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Other versions: Wen-Den Chen, 2006.
"Testing for spurious regression in a panel data model with the individual number and time length growing ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 33(8), pages 759-772, September.
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Cabrera-Castellanos, Luis F. & Lozano-Cortés, René, 2005.
"Convergencia Regional en México: Una Prueba de Cointegración en Precios [Regional Convergence in Mexico: A Cointegration Test with Price Index] ,"
MPRA Paper
4058, University Library of Munich, Germany.
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Other versions: V. Vance Roley, 1986.
"Money Demand Predictability ,"
NBER Working Papers
1580, National Bureau of Economic Research, Inc.
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Aochamub, Albertus & Motinga, Daniel & Stork, Christoph, 2002.
"Economic Development Potential through IP Telephony for Namibia ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
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Moura, Marcelo L. & Lima, Adauto R. S., 2007.
"Empirical exchange rate models fit: Evidence from the Brazilian economy ,"
Ibmec Working Papers
wpe_85, Ibmec Working Paper, Ibmec São Paulo.
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Stephen E. Haynes & Avik Chakraborty, 2005.
"Econometrics of the forward premium puzzle ,"
University of Oregon Economics Department Working Papers
2005-18, University of Oregon Economics Department.
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Roosen, Jutta & Hennessy, David A. & Hennessy, Thia C., 2004.
"Seasonality, Capital Inflexibility, and the Industrialization of Animal Production ,"
Staff General Research Papers
12222, Iowa State University, Department of Economics.
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Other versions: Antonio Montañés & Marcos Sanso-Navarro, .
"Another look at long-horizon uncovered interest parity ,"
Studies on the Spanish Economy
221, FEDEA.
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Guisan, M.Carmen, 2002.
"Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion ,"
Economic Development
61, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
[Downloadable!]
Wesche, Katrin, 1994.
"Aggregierte Geldnachfrage in Europa. Eine empirische Untersuchung der Geldmenge M1 ,"
Discussion Paper Serie B
269, University of Bonn, Germany.
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Tom Engsted, 2009.
"Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak ,"
CREATES Research Papers
2009-17, School of Economics and Management, University of Aarhus.
[Downloadable!]
Peter C.B. Phillips, 1985.
"Time Series Regression with a Unit Root ,"
Cowles Foundation Discussion Papers
740R, Cowles Foundation, Yale University, revised Feb 1986.
[Downloadable!]
Other versions: Indrani Chakraborty, 2007.
"Economic Reforms, Capital Inflows and Macro Economic Impact in India ,"
Working Papers
id:1064, esocialsciences.com.
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Arjun Chatrath & Youguo Liang, 1998.
"REITs and Inflation: A Long-Run Perspective ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 16(3), pages 311-326.
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Raimundo Soto, 2000.
"Ajuste Estacional e Integración en Variables Macroeconómicas ,"
Working Papers Central Bank of Chile
73, Central Bank of Chile.
[Downloadable!]
Other versions: Joon Y. Park & Heetaik Chung, 2004.
"Nonstationary Nonlinear Heteroskedasticity in Regression ,"
Econometric Society 2004 Far Eastern Meetings
508, Econometric Society.
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Diebold, F.X. & Kilian, L. & Nerlove, M., 2006.
"Time Series Analysis ,"
Working Papers
28556, University of Maryland, Department of Agricultural and Resource Economics.
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Other versions: Andreas Stephan, 1997.
"The Impact of Road Infrastructure on Productivity and Growth: Some Preliminary Results for the German Manufacturing Sector ,"
CIG Working Papers
FS IV 97-47, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
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Wolff, Guntram B. & Schulz, Alexander, 2008.
"Sovereign bond market integration: the euro, trading platforms and globalization ,"
Discussion Paper Series 1: Economic Studies
2008,12, Deutsche Bundesbank, Research Centre.
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Christian Bordes & Samuel Maveyraud, 2008.
"The Friedman's and Mishkin's Hypotheses (Re)Considered ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00308571_v1, HAL.
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Derek W. Bunn & Carlo Fezzi, 2007.
"Interaction of European Carbon Trading and Energy Prices ,"
Working Papers
2007.63, Fondazione Eni Enrico Mattei.
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Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009.
"Private information, stock markets, and exchange rates ,"
BIS Working Papers
271, Bank for International Settlements.
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Win Chou & Dominica Lee, 2005.
"Panel Cointegration Analysis of Audit Pricing Model ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 24(4), pages 423-439, June.
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David T. Coe & Elhanan Helpman, 1995.
"International R&D Spillovers ,"
NBER Working Papers
4444, National Bureau of Economic Research, Inc.
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Other versions:
Coe, D.T. & Helpman, E., 1993.
"International R&D Spillovers ,"
Papers
5-93, Tel Aviv.
Coe, David T & Helpman, Elhanan, 1993.
"International R&D Spillovers ,"
CEPR Discussion Papers
840, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) David T. Coe & Elhanan Helpman, 1993.
"International R&D Spillovers ,"
IMF Working Papers
93/84, International Monetary Fund.
Coe, David T. & Helpman, Elhanan, 1995.
"International R&D spillovers ,"
European Economic Review ,
Elsevier, vol. 39(5), pages 859-887, May.
[Downloadable!] (restricted) Mishra, Ashok K. & Moss, Charles B. & Erickson, Kenneth W., 2004.
"Effect Of Debt Solvency On Farmland Values: A Panel Cointegration Approach ,"
2004 Annual meeting, August 1-4, Denver, CO
20261, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Hernán Rincón, .
"Efectividad del Control a los Flujos de Capital: Un Reexamen Empírico de la Experiencia Reciente en Colombia ,"
Borradores de Economia
132, Banco de la Republica de Colombia.
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Other versions: Raphael Bergoeing & Felipe Morandé & Raimundo Soto., .
"Asset prices in Chile: facts and fads ,"
ILADES-Georgetown University Working Papers
inv115, Ilades-Georgetown University, School of Economics and Bussines.
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Raimundo Soto, .
"Nonlinearities in the Demand for money: A Neural Network Approach ,"
ILADES-Georgetown University Working Papers
inv107, Ilades-Georgetown University, School of Economics and Bussines.
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Mur, Jesus, 2002.
"On the specification of spatial econometric models ,"
ERSA conference papers
ersa02p012, European Regional Science Association.
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Reinhart, Carmen & Reinhart, Vincent, 1991.
"Output Fluctuations and Monetary Shocks ,"
MPRA Paper
13839, University Library of Munich, Germany.
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Cameron A. Shelton, 2007.
"The Size and Composition of Government Expenditure ,"
Wesleyan Economics Working Papers
2007-002, Wesleyan University, Department of Economics.
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Jacinto F. Fabiosa, 1999.
"Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime ,"
Food and Agricultural Policy Research Institute (FAPRI) Publications
99-wp218, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
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Bevilacqua, Franco, 2006.
"Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period ,"
UNU-MERIT Working Paper Series
016, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
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Arne Kildegaard, 2006.
"Fundamentals of real exchange rate determination: What role in the peso crisis? ,"
Estudios Económicos ,
El Colegio de México, Centro de Estudios Económicos, vol. 21(1), pages 3-22.
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Eberhardt, Markus & Teal, Francis, 2009.
"Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics ,"
MPRA Paper
15813, University Library of Munich, Germany.
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A. E. Akinlo & A. F. Odusola, 2003.
"Assessing the impact of Nigeria's naira depreciation on output and inflation ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(6), pages 691-703, January.
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Michael Hübler & Andreas Keller, 2008.
"Energy Savings via FDI? Empirical Evidence from Developing Countries ,"
Kiel Working Papers
1393, Kiel Institute for the World Economy.
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Noman, Abdullah, 2008.
"Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence ,"
MPRA Paper
7825, University Library of Munich, Germany.
[Downloadable!]
Other versions: Sebastian Stolorz, 2005.
"Perceived Welfare Effects of Current Account Deficit - Evidence from American Economy 1967-2005 ,"
International Trade
0512013, EconWPA.
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Michael T. Belongia, 1991.
"Monetary policy and the farm/nonfarm price ratio: a comparison of effects ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 30-46.
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Francisco Rodríguez, 2006.
"Have Collapses in Infrastructure Spending Led to Cross-Country Divergence in per Capita GDP? ,"
Wesleyan Economics Working Papers
2006-013, Wesleyan University, Department of Economics.
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Other versions: Pillai N., Vijayamohanan, 2008.
"In Quest of Truth: The War of Methods in Economics ,"
MPRA Paper
8866, University Library of Munich, Germany.
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E. Milner-Gulland, 1993.
"An econometric analysis of consumer demand for ivory and rhino horn ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 3(1), pages 73-95, February.
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Antonio Nunez, 2008.
"Estimating the functional form of road traffic maturity ,"
Post-Print
halshs-00323046_v1, HAL.
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Robert S. Chirinko, 1987.
"Tobin's Q and Financial Policy ,"
NBER Working Papers
2082, National Bureau of Economic Research, Inc.
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Other versions: Steven N. Durlauf & Peter C.B. Phillips, 1986.
"Trends Versus Random Walks in Time Series Analysis ,"
Cowles Foundation Discussion Papers
788, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Thomas Plümper & Vera E. Troeger, 2006.
"Fear of Floating and the External Effects of Currency Unions ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp181, IIIS.
[Downloadable!]
Bhat Ramesh & Jain Nishant, 2004.
"Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks ,"
IIMA Working Papers
2004-05-10, Indian Institute of Management Ahmedabad, Research and Publication Department.
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Augustine C. Arize & Jan Walker, 1992.
"A Reexamination Of Japan'S Aggregate Import Demand Function: An Application Of The Engle And Granger Two-Step Procedure ,"
International Economic Journal ,
Korean International Economic Association, vol. 6(2), pages 41-55, June.
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Christopher Brown & Randall Kesselring, 2006.
"Declining marriage ratios of young black women: Testing alternative economic hypotheses ,"
The Review of Black Political Economy ,
Springer, vol. 33(4), pages 27-48, March.
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Felicitas Nowak-Lehmann D. & Inmaculada Martínez- Zarzoso, 2003.
"The interplay of export supply and the real exchange rate. Evidence for Mercosur exports to the EU ,"
International Trade
0309020, EconWPA.
[Downloadable!]
Mario Crucini & Prasad Bidarkota, 1997.
"Commodity Prices and the Terms of Trade ,"
Working Papers
98-01, Ohio State University, Department of Economics.
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Other versions: Cuddington, John T. & Ludema, Rodney & Jayasuriya, Shamila A, 2002.
"Prebisch-Singer Redux ,"
Working Papers
15857, United States International Trade Commission, Office of Economics.
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Livio Stracca, .
"Economics and Politics: Interest Rate Convergence in Europe and EMU ,"
Discussion Papers in European Economics
99/6, Department of Economics, University of Leicester.
[Downloadable!]
Bwo-Nung Huang & Chin-wei Yang & Ming-jeng Hwang, 2004.
"New Evidence on Demand for Cigarettes: A Panel Data Approach ,"
The International Journal of Applied Economics ,
Department of General Business, Southeastern Louisiana University, vol. 1(1), pages 81-97, September.
[Downloadable!]
José Angel Roldán Casas & Rafaela Dios-Palomares, 2004.
"A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/37, Centro de Estudios Andaluces.
[Downloadable!]
Thomas B. King & James Morley, 2005.
"In search of the natural rate of unemployment ,"
Supervisory Policy Analysis Working Papers
2005-05, Federal Reserve Bank of St. Louis.
[Downloadable!]
Robert Dixon, David Shepherd, James Thomson, 2001.
"Regional Unemployment Disparities in Australia ,"
Regional Studies ,
Taylor and Francis Journals, vol. 35(2), pages 93-102, April.
[Downloadable!] (restricted)
Federico Guerrero & Elliott Parker, 2007.
"The Effect of Federal Government Size on Long-Term Economic Growth in the United States, 1792-2004 ,"
Working Papers
07-002, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
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Rossen Valkanov, 1999.
"Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations ,"
University of California at Los Angeles, Anderson Graduate School of Management
1104, Anderson Graduate School of Management, UCLA.
[Downloadable!]
repec:fip:fedreq:y:1992:i:sep:p:12-25:n:v.78no.5 is not listed on IDEAS
Robert A. Hart & J Malley (University of Glasgow), 1996.
"Labor Productivity and the Cycle ,"
Working Papers
9613, Department of Economics, University of Glasgow.
[Downloadable!]
Goldberg, M.D. & Frydman, R., 1993.
"Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector ,"
Working Papers
93-41, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Kris James Mitchener & nd Mari Ohnuki, 2007.
"Capital Market Integration In Japan ,"
IMES Discussion Paper Series
07-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!]
Ramirez, Miguel D., 2008.
"Are Foreign and Public Capital Productive in the Mexican Case? A Panel Unit Root and Panel Cointegration Analysis ,"
Working Papers
49, Yale University, Department of Economics.
[Downloadable!]
Kerstin Enflo & Astrid Kander & Lennart Schön, 2008.
"Identifying development blocks—a new methodology ,"
Journal of Evolutionary Economics ,
Springer, vol. 18(1), pages 57-76, February.
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David F. Hendry & Gordon J. Anderson, 1975.
"Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom ,"
Cowles Foundation Discussion Papers
398, Cowles Foundation, Yale University.
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John Y. Campbell & Pierre Perron, 1992.
"Racines unitaires en macroéconomie : le cas multidimensionnel ,"
Annales d'Economie et de Statistique ,
ADRES, issue 27, pages 01, Juillet-S.
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Elger, Thomas, 2002.
"The Demand for Monetary Assets in the UK; a Locally Flexible Demand System Analysis ,"
Working Papers
2002:6, Lund University, Department of Economics.
[Downloadable!]
Prabheesh, K P & Malathy, D & Madhumathi, R, 2007.
"Demand for Foreign Exchange Reserves in India: A Co-integration Approach ,"
MPRA Paper
13969, University Library of Munich, Germany.
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David A. Peel & Michael J. Peel & Ioannis A. Venetis, 2004.
"Further empirical analysis of the time series properties of financial ratios based on a panel data approach ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 14(3), pages 155-163, February.
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L. Arnaut, Javier, 2008.
"Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion [Money demand and financial liberalization in Mexico: A cointegration approach] ,"
MPRA Paper
8680, University Library of Munich, Germany.
[Downloadable!]
Österholm, Pär, 2004.
"Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods ,"
Working Paper Series
2004:13, Uppsala University, Department of Economics.
[Downloadable!]
Riddel, Mary, 2000.
"Finite Sample Properties Of Nonstationary Binary Response Models: A Monte Carlo And Response Surface Analysis ,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21821, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Daniela Gumprecht & Nicole Gumprecht & Werner G. Müller, 2003.
"Some Current Issues in the Statistical Analysis of Spillovers ,"
Working Papers
geewp30, Vienna University of Economics and B.A. Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
[Downloadable!]
Masao Ogaki & Chi-Young Choi, 2001.
"The Gauss-Markov Theorem and Spurious Regressions ,"
Working Papers
01-13, Ohio State University, Department of Economics.
[Downloadable!]
Stephen J. Leybourne & Paul Newbold, 2003.
"Spurious rejections by cointegration tests induced by structural breaks ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(9), pages 1117-1121, January.
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Tondel, Fabien & Maynard, Leigh J., 2004.
"Is The Thinly-Traded Butter Futures Contract Priced Efficiently? ,"
2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma
34684, Southern Agricultural Economics Association.
[Downloadable!]
Carlos de Almeida Cardoso & Flávio Vilela Vieira, 2004.
"Câmbio, Inflação E Juros Na Transição Do Regime Cambial Brasileiro: Uma Análise De Vetores Auto-Regressivos E Causalidade ,"
Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting]
080, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Reinhart, Carmen & Reinhart, Vincent, 1991.
"Fluctuaciones del producto y choques monetarios: evidencia colombiana [Output Fluctuations and Monetary Shocks: Evidence from Colombia] ,"
MPRA Paper
13654, University Library of Munich, Germany.
[Downloadable!]
Other versions: John A. Tatom, 1990.
"The P-star approach to the link between money and prices ,"
Working Papers
1990-008, Federal Reserve Bank of St. Louis.
[Downloadable!]
Feridun, Mete, 2006.
"Impact of Trade Liberalization on the Environment in Developing Countries: The Case of Nigeria ,"
MPRA Paper
731, University Library of Munich, Germany.
[Downloadable!]
Elbadawi, Ibrahim A. & Schmidt-Hebbel, Klaus, 1991.
"Macroeconomic structure and policy in Zimbabwe, analysis and empirical model : 1965-1988 ,"
Policy Research Working Paper Series
771, The World Bank.
[Downloadable!]
Reinhart, Carmen, 1994.
"Devaluation, Relative Prices, and International Trade ,"
MPRA Paper
13708, University Library of Munich, Germany.
[Downloadable!]
Öner Günçavdi & Michael Bleaney & Andrew McKay, 1999.
"The response of private investment to structural adjustment-a case study of Turkey ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 11(2), pages 221-239.
David E. A. Giles, & Patrick J. Caragata, 1999.
"The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand ,"
Econometrics Working Papers
9904, Department of Economics, University of Victoria.
[Downloadable!]
Other versions: Sinha, Dipendra, 1998.
"Economic growth and government expenditure in China ,"
MPRA Paper
18347, University Library of Munich, Germany.
[Downloadable!]
Robert Fluri, 1979.
"Konjunkturdiagnose und Prognose in der Schweiz: Die Verwendung qualitativer Informationen: Konjunkturtest ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 301-322, September.
[Downloadable!]
Sanvicente, A. Z., 2001.
"Captação de recursos por fundos de investimento e mercado de ações ,"
Finance Lab Working Papers
flwp_39, Finance Lab, Ibmec São Paulo.
[Downloadable!]
Caitlin Ann Greatrex, 2008.
"The Credit Default Swap Market’s Determinants ,"
Fordham Economics Discussion Paper Series
dp2008-05, Fordham University, Department of Economics.
[Downloadable!]
Peter C.B. Phillips, 1985.
"Understanding Spurious Regressions in Econometrics ,"
Cowles Foundation Discussion Papers
757, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Rosemary N. Okoh & P.C. Egbon, 2005.
"The integration of Nigeria's rural and urban foodstuffs markets ,"
Research Papers
RP_151, African Economic Research Consortium.
[Downloadable!]
Joseph, Joy, 2005.
"Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach ,"
MPRA Paper
7685, University Library of Munich, Germany.
[Downloadable!]
Shi-Miin Liu & Chih-Hsien Chou, 2003.
"Parities and Spread Trading in Gold and Silver Markets: A Fractional Cointegration Analysis ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(12), pages 879-891, December.
[Downloadable!] (restricted)
R. I. Udegbunam, 2002.
"Openness, Stock Market Development, and Industrial Growth in Nigeria ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 41(1), pages 69-92.
[Downloadable!]
, 2002.
"How Income Elastic Is The Consumers' Demand For Services In Singapore? ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(1), pages 95-104, April.
[Downloadable!] (restricted)
Chantal Hartog, 2008.
"The two-way relationship between entrepreneurship and economic performance ,"
Scales Research Reports
H200822, EIM Business and Policy Research.
[Downloadable!]
Travaglini, Guido, 2007.
"The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001 ,"
MPRA Paper
3419, University Library of Munich, Germany, revised 15 Jun 2007.
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Feeny, Simon, 2003.
"What Determines Foreign Aid to Papua New Guinea? An Inter-temporal Model of Aid Allocation ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
John T. Cuddington & Rodney Ludema & Shamila A Jayasuriya, 2002.
"Prebisch-Singer Redux ,"
Working Papers Central Bank of Chile
140, Central Bank of Chile.
[Downloadable!]
Prof. Neil D. Karunaratne, 1999.
"Rival Macroeconomic Models And Australian Stylised Facts ,"
Discussion Papers Series
261, School of Economics, University of Queensland, Australia.
[Downloadable!]
Swee-Lean Chan, 2002.
"Responses of selected economic indicators to construction output shocks: the case of Singapore ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 20(6), pages 523-533, September.
[Downloadable!] (restricted)
W A Razzak & Thomas Grennes, 1998.
"The long-run nominal exchange rate: specification and estimation issues ,"
Reserve Bank of New Zealand Discussion Paper Series
G98/5, Reserve Bank of New Zealand.
[Downloadable!]
Marilza Pereira Valentine & Erik Alencar de Figueiredo & Sinézio Fernades Maia & Adriano Nascimento da Paixão, 2003.
"Impactos da Política Monetária Sobre os Níveis de Emprego no Brasil Pós-Plano Real: uma Abordagem Quantitativa ,"
Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting]
f07, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Chae-Deug Yi, 2003.
"An Empirical Analysis Of Ricardian Equivalence On Real Exchange Rate And Current Account: Korea ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(4), pages 61-83, December.
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Chi-Young Choi & Ling Hu & Masao Ogaki, 2005.
"Structural Spurious Regressions and A Hausman-type Cointegration Test ,"
RCER Working Papers
517, University of Rochester - Center for Economic Research (RCER).
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Moura, Marcelo L. , & Lima, Adauto R. S. & Mendonça, Rodrigo M., 2008.
"Exchange Rate and Fundamentals: The Case of Brazil ,"
Ibmec Working Papers
wpe_112, Ibmec Working Paper, Ibmec São Paulo.
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Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007.
"The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set ,"
Economics Bulletin ,
Economics Bulletin, vol. 7(10), pages 1-14.
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Österholm, Pär, 2003.
"The Taylor Rule: A Spurious Regression? ,"
Working Paper Series
2003:20, Uppsala University, Department of Economics.
[Downloadable!]
Raymond Y.C. Tse, John Raftery, 2001.
"The effects of money supply on construction flows ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 19(1), pages 9-17, January.
[Downloadable!] (restricted)
González, Manuel & Wong, Sara, 2004.
"Elasticidades de Sustitución de Importaciones para Ecuador ,"
MPRA Paper
306, University Library of Munich, Germany, revised May 2005.
[Downloadable!]
Ramos Lobo, R. & Clar López, M. & Suriñach Caralt, J., 2000.
"Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña ,"
Estudios de Economía Aplicada ,
Estudios de Economía Aplicada, vol. 15, pages 125-162, Agosto.
[Downloadable!] (restricted)
Bose, Shekar & McIlgorm, Alistair, 1996.
"Substitutability Among Species In The Japanese Tuna Market: A Cointegration Analysis ,"
Marine Resource Economics ,
Marine Resources Foundation, vol. 11(3).
[Downloadable!]
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