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Citations for "Five alternative methods of estimating long-run equilibrium relationships" by Gonzalo, Jesus
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Hali J. Edison & Joseph E. Gagnon & William R. Melick, 1994.
"Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era ,"
International Finance Discussion Papers
465, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Nikolaus A. Siegfried, 2002.
"An information-theoretic extension to structural VAR modelling ,"
Econometrics
0203005, EconWPA.
[Downloadable!]
Other versions: Bertocco Giancarlo, 2002.
"The role of credit in a Keynesian monetary economy ,"
Economics and Quantitative Methods
qf0222, Department of Economics, University of Insubria.
[Downloadable!]
Other versions: Ines Perez-Soba Aguilar & Elena Marquez de la Cruz & Ana Rosa Martinez-Canete & Alfonso Palacio-Vera, 2006.
"Capital Stock and Unemployment Searching for the Missing Link ,"
Economics Working Paper Archive
wp_475, Levy Economics Institute, The.
[Downloadable!]
Daniele Antonucci & Alessandro Girardi, 2005.
"Structural changes and deviations from the PPP within the Euro Area ,"
ISAE Working Papers
57, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Dimitris Hatzinikolaou & Metodey Polasek, 2005.
"The commodity-currency view of the Australian dollar: A multivariate cointegration approach ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 81-99, May.
[Downloadable!]
Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007.
"The expectations hypothesis of the term structure: some empirical evidence for Portugal ,"
MPRA Paper
3437, University Library of Munich, Germany.
[Downloadable!]
Other versions: Dimitrios Sideris, 2004.
"Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan ,"
Working Papers
19, Bank of Greece.
[Downloadable!]
Baek, Jungho & Koo, Won, 2006.
"Identifying macroeconomic linkages to US agricultural trade balance ,"
2006 Annual meeting, July 23-26, Long Beach, CA
21048, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Cubadda, Gianluca & Omtzigt, Pieter, 2003.
"Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems ,"
Economics & Statistics Discussion Papers
esdp03012, University of Molise, Dept. SEGeS.
[Downloadable!]
Other versions: R. W. Hafer & Ali M. Kutan, 2003.
"Financial Innovation And The Demand For Money: Evidence From The Philippines ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(1), pages 17-27, April.
[Downloadable!] (restricted)
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!]
Helmut LÜTKEPOHL, 2004.
"Recent Advances in Cointegration Analysis ,"
Economics Working Papers
ECO2004/12, European University Institute.
[Downloadable!]
Michael D. Goldberg & Roman Frydman, 2001.
"Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model ,"
Working Papers
50, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 2(28), pages 1-20.
[Downloadable!]
Other versions: Jérôme Henry & Jens Weidmann, 1995.
"Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates ,"
Annales d'Economie et de Statistique ,
ADRES, issue 40, pages 08, Octobre-D.
[Downloadable!]
Other versions: 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)
Michael Kühl, 2007.
"Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses ,"
cege â Center for European, Governance and Economic Development Research Discussion Papers
68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)..
[Downloadable!]
Ben S.C. Fung & Marcel Kasumovich, 1997.
"Monetary Shocks in the G-6 Countries: Is There a Puzzle? ,"
Working Papers
97-7, Bank of Canada.
[Downloadable!]
Sfia, Mohamed Daly, 2006.
"Tunisia: Sources Of Real Exchange Rate Fluctuations ,"
MPRA Paper
3129, University Library of Munich, Germany.
[Downloadable!]
Juuso Vataja, 2000.
"Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets ,"
Open Economies Review ,
Springer, vol. 11(4), pages 399-415, October.
[Downloadable!] (restricted)
Per-Ola Maneschiöld, 2008.
"A Note on the Export-Led Growth Hypothesis: A Time Series Approach ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 293-302.
[Downloadable!]
Atanas Christev, 2005.
"The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s ,"
CERT Discussion Papers
0507, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!]
Godbout, M.J. & Van Norden, S., 1996.
"Unit-Root Test and Excess Returns ,"
Working Papers
96-10, Bank of Canada.
[Downloadable!]
Mudit Kulsreshtha & Barnali Nag, 2000.
"Structure and dynamics of non-suburban passenger travel demand in Indian railways ,"
Transportation ,
Springer, vol. 27(2), pages 221-241, May.
[Downloadable!] (restricted)
J. Dufour, .
"Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration ,"
Sonderforschungsbereich 373
1995-27, Humboldt Universitaet Berlin.
Other versions:
Dufour, J.M., 1995.
"Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration ,"
Cahiers de recherche
9539, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Dufour, J.M., 1995.
"Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration ,"
Cahiers de recherche
9539, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
H. L"Utkepohl & D. S. Poskitt, .
"Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model ,"
Sonderforschungsbereich 373
1996-74, Humboldt Universitaet Berlin.
Zhang, Yin & Wan, Guanghua, 2004.
"Output and Price Fluctuations in China's Reform Years: What Role did Money Play? ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Juuso Vataja, 2001.
"On the interdependence of Finnish and Swedish newsprint prices ,"
Finnish Economic Papers ,
Finnish Economic Association, vol. 14(2), pages 120-130, Autumn.
[Downloadable!]
Ali F. Darrat, 1999.
"Are Financial Deepending And Economic Growth Causally Related? Another Look At The Evidence ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 19-35, October.
[Downloadable!] (restricted)
Jean-Claude Nachega, 2005.
"Fiscal Dominance and Inflation in the Democratic Republic of the Congo ,"
IMF Working Papers
05/221, International Monetary Fund.
[Downloadable!]
Belén Nieto & Rosa Rodríguez & Rosa Rodríguez- Barrera, 2002.
"The Consumption-Wealth And Book-To-Market Ratios In A Dynamic Asset Pricing Context ,"
Working Papers. Serie EC
2002-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Ibrahim, Mohammed & Florkowski, Wojciech J., 2009.
"Forecasting Price Relationships among U.S Tree Nuts Prices ,"
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia
47212, Southern Agricultural Economics Association.
[Downloadable!]
Baek, Jungho & Koo, Won W., 2006.
"Price Dynamics in the North American Wheat Market ,"
Agricultural and Resource Economics Review ,
Northeastern Agricultural and Resource Economics Association, vol. 35(2), October.
[Downloadable!]
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: Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares, 2005.
"State Space Modelling of Cointegrated Systems using Subspace Algorithms ,"
Econometrics
0509010, EconWPA, revised 07 Feb 2006.
[Downloadable!]
Rodolfo Helg & Massimiliano Serati, 2000.
"The speed of adjustment to PPP: is there any puzzle? ,"
LIUC Papers in Economics
74, Cattaneo University (LIUC).
[Downloadable!]
Wojciech Maliszewski, 2003.
"Modeling Inflation in Georgia ,"
IMF Working Papers
03/212, International Monetary Fund.
[Downloadable!]
Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005.
"Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study ,"
Monash Econometrics and Business Statistics Working Papers
15/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Other versions:
Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006.
"Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study ,"
IBMEC RJ Economics Discussion Papers
2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
[Downloadable!] Athanasopoulos, George & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005.
"Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study ,"
Economics Working Papers (Ensaios Economicos da EPGE)
589, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Chihwa Kao & Min-Hsien Chiang, 1999.
"On the Estimation and Inference of a Cointegrated Regression in Panel Data ,"
Center for Policy Research Working Papers
2, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Other versions: Gunnar Bårdsen & Niels Haldrup, 2006.
"A Gaussian IV estimator of cointegrating relations ,"
Economics Working Papers
2006-03, School of Economics and Management, University of Aarhus.
[Downloadable!]
Baek, Jungho & Cho, Yong S. & Koo, Won W., 2008.
"The Environmental Consequences of Globalization: A Country-Specific Time-Series Analysis ,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6510, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Koushik Ghosh & Peter Saunders & Basudeb Biswas, 2000.
"Trade and wage inequality: Are they related? ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 28(3), pages 364-376, September.
[Downloadable!] (restricted)
Pedro Lains & Ester Gomes da Silva & Jordi Guilera, 2008.
"Are dictatorships more unequal? Economic growth and wage inequality during Portugal's estado novo, 1944-1974 ,"
Working Papers in Economic History
wp08-08, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
[Downloadable!]
Rodolfo Helg & Massimiliano Serati, .
"Does the PPP need the UIP? ,"
Working Papers
97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Taufiq Choudhry, 2002.
"Money-Income Relationships between Three ERM Countries ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 59-94, May.
[Downloadable!]
Taufiq Choudhry, 2002.
"Financial Innovations And Demand For United States M1 And M2 Components ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(1), pages 73-93, April.
[Downloadable!] (restricted)
Dimitris Georgoutsos & George Kouretas, 2001.
"Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework ,"
Working Papers
0104, University of Crete, Department of Economics.
[Downloadable!]
Bredin, Don & Fountas, Stilianos & Murphy, Eithne, 2002.
"An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter? ,"
Research Technical Papers
1/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions:
Bredin, D. & Fountas, S. & Murphy, E., 1998.
"An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter? ,"
Department of Economics
22, National University of Ireland, Galway - Department of Economics.
Don Bredin & Stilianos Fountas & Eithne Murphy, 2003.
"An Empirical Analysis of Short-run and Long-run Irish Export Functions: does exchange rate volatility matter? ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 17(2), pages 193-208, April.
[Downloadable!] (restricted) Robert A. Amano & Simon van Norden, 1995.
"Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate ,"
International Finance
9502001, EconWPA.
[Downloadable!]
Other versions: Chung-Hua Shen & Tai-Hsin Huang, 1999.
"Original ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 97-123, October.
[Downloadable!] (restricted)
Michael R. Wickens & Roberto Motto, 2001.
"Estimating shocks and impulse response functions ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 371-387.
[Downloadable!]
Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008.
"Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience ,"
Working papers
2008-49, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Frank Asche & Petter Osmundsen & Maria Sandsmark, 2005.
"Is It All Oil? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
H. Sonmez Atesoglu, 2002.
"Defense Spending Promotes Aggregate Output in the United States--Evidence from Cointegration Analysis ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 13(1), pages 55-60, January.
[Downloadable!] (restricted)
Baek, Jungho & Koo, Won, 2005.
"Price Dynamics in the North American Wheat Market ,"
2005 Annual meeting, July 24-27, Providence, RI
19353, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
André Mollick, 1999.
"Current Account and Fiscal Policy in Japan: 1885–1991 ,"
Open Economies Review ,
Springer, vol. 10(2), pages 185-201, May.
[Downloadable!] (restricted)
Ferda Halicioglu, 2005.
"Testing Wagner's Law for Turkey, 1960-2003 ,"
Public Economics
0502013, EconWPA.
[Downloadable!]
Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008.
"Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Luciano Gutierrez, 2002.
"On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111 ,"
Econometrics
0211003, EconWPA, revised 20 May 2003.
[Downloadable!]
Judith A. Giles & Sadaf Mirza, 1999.
"Some Pretesting Issues on Testing for Granger Noncausality ,"
Econometrics Working Papers
9914, Department of Economics, University of Victoria.
[Downloadable!]
Nandwa, Boaz & Mohan, Ramesh, 2007.
"A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya ,"
MPRA Paper
5581, University Library of Munich, Germany.
[Downloadable!]
Panayiotis F. Diamandis & Dimitris A. Georgoutsos & Georgios P. Kouretas, 1996.
"Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian - U.S. Dollar, 1970--1994 ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 83-97, December.
[Downloadable!] (restricted)
Other versions: I.S. Meister, 2002.
"Is Eastern Europe ready for the Euro? A Cointegration Analysis for the Maastricht Criteria ,"
WO Research Memoranda (discontinued)
699, Netherlands Central Bank, Research Department.
[Downloadable!]
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.
[Downloadable!] (restricted)
Yunus Aksoy & Miguel A. León-Ledesma, 2005.
"Interest rates and output in the long-run ,"
Working Paper Series
434, European Central Bank.
[Downloadable!]
Other versions: Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005.
"The Emerging Market Crisis and Stock Market Linkages: Further Evidence ,"
IEPR Working Papers
05.27, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Other versions: Abdul RASHID, 2009.
"Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(1).
[Downloadable!] (restricted)
Panos C. Afxentiou & Apostolos Serletis, 1996.
"Government Expenditures In The European Union: Do They Converge Or Follow Wagner'S Law? ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(3), pages 33-47, October.
[Downloadable!] (restricted)
Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004.
"Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting ,"
Working Papers
15, Bank of Greece.
[Downloadable!]
Other versions: Simon J. Broome & Morley, B., 2003.
"Stock Prices and the Monetary Model of Exchange Rate: An Empirical Investigation ,"
Economics, Finance and Accounting Department Working Paper Series
n1321103, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
Judith A. Clarke & Sadaf Mirza, 2003.
"Some Finite Sample Results On Testing For Granger Noncausality ,"
Econometrics Working Papers
0305, Department of Economics, University of Victoria.
[Downloadable!]
Margarita Katsimi & Thomas Moutos, 2006.
"Inequality and the US Import Demand Function ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Halicioglu, Ferda, 2004.
"The Gibson Paradox: An Empirical Investigation for Turkey ,"
MPRA Paper
3556, University Library of Munich, Germany.
[Downloadable!]
Paruolo Paolo, 2005.
"Design of vector autoregressive processes for invariant statistics ,"
Economics and Quantitative Methods
qf0504, Department of Economics, University of Insubria.
[Downloadable!]
Ali F. Darrat & Salah S. Abosedra & Hassan Y. Aly, 2005.
"Assessing the role of financial deepening in business cycles: the experience of the United Arab Emirates ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(7), pages 447-453, April.
[Downloadable!] (restricted)
Sun G. Kim, & Wankeun Oh, 2002.
"The Relations Between Government R&D and Private R&D Expenditure in the APEC Economies - A Time Series Analysis ,"
Finance Working Papers
318, East Asian Bureau of Economic Research.
[Downloadable!]
Afxentiou, Panos & Serletis, Apostolos, 2000.
"Output growth and the variability of exports and imports growth: international evidence from Granger causality tests ,"
MPRA Paper
1750, University Library of Munich, Germany.
[Downloadable!]
Fell, Harrison, 2008.
"EU-ETS and Nordic Electricity: A CVAR Approach ,"
Discussion Papers
dp-08-31, Resources For the Future.
[Downloadable!]
Marianna Belloc & Pietro Vertova, 2006.
"Public Investment and Economic Performance in Highly Indebted Poor Countries: An Empirical Assessment ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 20(2), pages 151-170, April.
[Downloadable!] (restricted)
Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing, 2008.
"Tourist Arrivals And Economic Growth In Sarawak ,"
MPRA Paper
9888, University Library of Munich, Germany.
[Downloadable!]
Aslan, Alper, 2008.
"Türkiye’de Ekonomik Büyüme ve Turizm İlişkisi Üzerine Ekonometrik Analiz ,"
MPRA Paper
10611, University Library of Munich, Germany.
[Downloadable!]
Boriss Siliverstovs, 2006.
"Multicointegration in US consumption data ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(7), pages 819-833, April.
[Downloadable!] (restricted)
Other versions: Ferda Halicioglu, 2005.
"Defense Spending and economic growth in Turkey: an empirical application of new macroeconomic theory ,"
Macroeconomics
0504011, EconWPA.
[Downloadable!]
D. Marinucci & P. M. Robinson, 2001.
"Finite sample improvements in statistical inference with I(1) processes ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 431-444.
[Downloadable!]
Other versions: Olubode-Awosola, O.O. & Oyewumi, O.A. & Jooste, A., 2006.
"Vector error correction modelling of Nigerian agricultural supply response ,"
Agrekon ,
Agricultural Economics Association of South Africa (AEASA), vol. 45(4), December.
[Downloadable!]
David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991.
"A primer on cointegration with an application to money and income ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
[Downloadable!]
Yiuman Tse & Emily Norman Zietz & Gaylon Greer, 1998.
"Anticipating Change in Development Activity Levels ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 16(2), pages 159-168.
[Downloadable!]
Christian Bayer & Christoph Hanck, 2008.
"Is Double Trouble? – How to Combine Cointegration Tests ,"
Ruhr Economic Papers
0048, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
Other versions: Alessandro Girardi, 2008.
"The Informational Content of Trades on the EuroMTS Platform ,"
ISAE Working Papers
97, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Frédérick Demers, 2005.
"Modelling and Forecasting Housing Investment: The Case of Canada ,"
Working Papers
05-41, Bank of Canada.
[Downloadable!]
Jerome Henry & Jens Weidmann, 2005.
"The French-German Interest Rate Differential Since German ,"
International Finance
0503009, EconWPA.
[Downloadable!]
Juan A. Lafuente & Javier Ordoñez, 2007.
"The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration ,"
Working Papers. Serie EC
2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001.
"The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America ,"
Working Papers
0108, University of Crete, Department of Economics.
[Downloadable!]
Matthias Cinyabuguma & Bernardin Akitoby, 2004.
"Sources of Growth in the Democratic Republic of the Congo: A Cointegration Approach ,"
IMF Working Papers
04/114, International Monetary Fund.
[Downloadable!]
David Hendry, 1995.
"On the interactions of unit roots and exogeneity ,"
Economics Papers
7., Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: Mahesh Kumar Tambi, 2005.
"A test of Integration between Emerging and Developed Nation’s Stock Markets ,"
International Finance
0506004, EconWPA.
[Downloadable!]
Kenny, Geoff & McGettigan, Donal, 1996.
"Exchange Rate Pass-Through and Irish Import Prices ,"
Research Technical Papers
6/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Marie-Josée Godbout & Simon van Norden, 1997.
"Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples ,"
Working Papers
97-1, Bank of Canada.
[Downloadable!]
Torsten Schmidt & Hiltrud Nehls, 2003.
"Credit Crunch in Germany? ,"
RWI Discussion Papers
0006, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
[Downloadable!]
Katarina Juselius, 2007.
"The PPP Puzzle: What the Data Tell when Allowed to Speak Freely ,"
Discussion Papers
07-33, University of Copenhagen. Department of Economics, revised Dec 2007.
[Downloadable!]
Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005.
"Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE ,"
Working Papers
0520, University of Crete, Department of Economics.
[Downloadable!]
Other versions: Don Bredin & Trevor Fitzpatrick & Gerard O Reilly, 2002.
"Retail Interest Rate Pass-Through - The Irish Experience ,"
The Economic and Social Review ,
Economic and Social Studies, vol. 33(2), pages 223-246.
[Downloadable!]
Other versions: Norah Al-Ballaa, 2005.
"Test for cointegration based on two-stage least squares ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 32(7), pages 707-713, September.
[Downloadable!] (restricted)
Spyros Andreopoulos, 2006.
"The real interest rate, the real oil price, and US unemployment revisited ,"
Bristol Economics Discussion Papers
06/592, Department of Economics, University of Bristol, UK.
[Downloadable!]
Ramazan Sari & Ugur Soytas, 2006.
"Income and Education in Turkey: A Multivariate Analysis ,"
Education Economics ,
Taylor and Francis Journals, vol. 14(2), pages 181-196, June.
[Downloadable!] (restricted)
Francisco Climent Diranzo & Robert Meneu Gaya, .
"Relaciones de equilibrio entre demografía y crecimiento económico en España ,"
Studies on the Spanish Economy
163, FEDEA.
[Downloadable!]
Flam, Harry & Jansson, Per, 2000.
"EMU Effects on International Trade and Investment ,"
Seminar Papers
683, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Other versions: Kevin S. Nell, 1999.
"The Endogenous/Exogenous Nature of South Africa's Money Supply Under Direct and Indirect Monetary Control Measures ,"
Studies in Economics
9912, Department of Economics, University of Kent.
[Downloadable!]
Lau, Evan & Puah, Chin-Hong & Oh, Swee-Ling & Lo, Yan-Ching, 2008.
"Causality between White Pepper and Black Pepper: Evidence from Six Markets in Sarawak ,"
MPRA Paper
6552, University Library of Munich, Germany.
[Downloadable!]
Haldrup, Niels & Møllgaard, Peter & Nielsen, Claus Kastberg, 2005.
"Sequential versus simultaneous market ,"
Working Papers
02-2005, Copenhagen Business School, Department of Economics.
[Downloadable!]
Derek W. Bunn & Carlo Fezzi, 2007.
"Interaction of European Carbon Trading and Energy Prices ,"
Working Papers
2007.63, Fondazione Eni Enrico Mattei.
[Downloadable!]
Tatsuyoshi Miyakoshi, 2008.
"Seigniorage Revenue or Consumer Revenue? Theoretical and Empirical Evidences ,"
Discussion Papers in Economics and Business
08-11, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
[Downloadable!]
Norman Morin, 2006.
"Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements ,"
Finance and Economics Discussion Series
2006-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Katarina Juselius & David F. Hendry, 2000.
"Explaining Cointegration Analysis: Part II ,"
Discussion Papers
00-20, University of Copenhagen. Department of Economics.
[Downloadable!]
Other versions:
David F. Hendry & Katarina Juselius, 2000.
"Explaining Cointegration Analysis: Part 1 ,"
The Energy Journal ,
International Association for Energy Economics, vol. 21(1), pages 1-42.
David F. Hendry & Katarina Juselius, 2001.
"Explaining Cointegration Analysis: Part II ,"
The Energy Journal ,
International Association for Energy Economics, vol. 22(1), pages 75-120.
Kenny, Geoff, 1998.
"The Housing Market and the Macroeconomy: Evidence From Ireland ,"
Research Technical Papers
1/RT/98, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Zsolt Becsi, 1994.
"Indicators of the general price level and inflation ,"
Economic and Financial Policy Review ,
Federal Reserve Bank of Dallas, issue Q IV, pages 27-39.
[Downloadable!]
Hjelm, Göran & Johansson, Martin W, 2002.
"A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models ,"
Working Papers
2002:3, Lund University, Department of Economics.
Dimitris Georgoutsos & George Kouretas, 2000.
"A Multivariate I(2) Cointegration Analysis Of German Hyperinflation ,"
Working Papers
0001, University of Crete, Department of Economics, revised 00 Jul 2001.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Jan G. De Gooijer & Antoni Vidiella-i-Anguera, 2005.
"Estimating threshold cointegrated systems ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(8), pages 1-7.
[Downloadable!]
Zapata, Hector O. & Rambaldi, Alicia N., 1996.
"Monte Carlo Evidence On Cointegration And Causation ,"
Staff Papers
31690, Louisiana State University, Department of Agricultural Economics and Agribusiness.
[Downloadable!]
Other versions: Kirstin Hubrich & Helmut Lütkepohl & Pentti Saikkonen, 2001.
"A Review Of Systems Cointegration Tests ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(3), pages 247-318.
[Downloadable!] (restricted)
Other versions: Haigh, Michael S. & Bessler, David A., 2002.
"Causality And Price Discovery: An Application Of Directed Acyclic Graphs ,"
Working Papers
28588, University of Maryland, Department of Agricultural and Resource Economics.
[Downloadable!]
Other versions:
Haigh, Michael S. & Bessler, David A., 2002.
"Causality And Price Discovery: An Application Of Directed Acyclic Graphs ,"
2002 Conference, April 22-23, 2002, St. Louis, Missouri
19057, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!] Michael S. Haigh & David A. Bessler, 2004.
"Causality and Price Discovery: An Application of Directed Acyclic Graphs ,"
Journal of Business ,
University of Chicago Press, vol. 77(4), pages 1099-1098, October.
[Downloadable!] Jean-Claude Nachega, 2001.
"Financial Liberalization, Money Demand, and Inflation in Uganda ,"
IMF Working Papers
01/118, International Monetary Fund.
[Downloadable!]
Boileau Loko & Kangni Kpodar & Oumar Diallo, 2007.
"Buoyant Capital Spending and Worries over Real Appreciation: Cold Facts from Algeria ,"
IMF Working Papers
07/286, International Monetary Fund.
[Downloadable!]
Silva Lopes, Artur C. B. da & Monteiro, Olga Susana, 2008.
"Short and long run tests of the expectations hypothesis: the Portuguese case ,"
MPRA Paper
12001, University Library of Munich, Germany.
[Downloadable!]
Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008.
"Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate ,"
CREATES Research Papers
2008-03, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Jyh-Lin Wu, 1996.
"The Empirical Investigation Of Long-Run Purchasing Power Parity: The Case Of Taiwan Exchange Rates ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 59-69, December.
[Downloadable!] (restricted)
A. Arize & J. Malindretos & Z. Obi, 2002.
"Long- and short-term interest rates in 19 countries: Tests of cointegration and parameter instability ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 30(2), pages 105-120, June.
[Downloadable!] (restricted)
Osamah Al-Khazali & Ali F. Darrat & Mohsen Saad, 2006.
"Intra-regional integration of the GCC stock markets: the role of market liberalization ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(17), pages 1265-1272, November.
[Downloadable!] (restricted)
Roger Hammersland, 2004.
"The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data ,"
Working Paper
2004/19, Norges Bank.
[Downloadable!]
Liwan, Audrey & Lau, Evan, 2007.
"Managing Growth: The Role of Export, Inflation and Investment in three ASEAN Neighboring Countries ,"
MPRA Paper
3952, University Library of Munich, Germany.
[Downloadable!]
Other versions: Serletis, Apostolos, 1997.
"Is there an East-West split in North-American natural gas markets? ,"
MPRA Paper
1746, University Library of Munich, Germany.
[Downloadable!]
Other versions: Georgios P. Kouretas & Leonidas P. Zarangas, 2001.
"Long-Run Purchasing Power Parity And Structural Change: The Official And Parallel Foreign Exchange Markets For Dollars In Greece ,"
International Economic Journal ,
Korean International Economic Association, vol. 15(3), pages 109-128, October.
[Downloadable!] (restricted)
Marianna Belloc & Pietro Vertova, 2004.
"How Does Public Investment Affect Economic Growth in HIPC? An Empirical Assessment ,"
Department of Economics University of Siena
416, Department of Economics, University of Siena.
[Downloadable!]
Nunzio Cappuccio & Diego Lubian, 2001.
"Estimation And Inference On Long-Run Equilibria: A Simulation Study ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(1), pages 61-84.
[Downloadable!] (restricted)
Halicioglu Ferda, 2005.
"An Econometric Analysis Of The Effects Of Aggregate Defense Spending On Aggregate Output: The Case Of Turkey, 1950-2002 ,"
Macroeconomics
0503009, EconWPA.
[Downloadable!]
G. Vamvoukas, 1997.
"Have large budget deficits caused increasing trade deficits? Evidence from a developing country ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(1), pages 80-90, March.
[Downloadable!] (restricted)
Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007.
"The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries ,"
Working Papers. Serie AD
2007-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[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)
Baek, Jungho & Koo, Won W., 2008.
"A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India ,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6508, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
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