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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.):
  1. 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!]
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  2. Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics 0203005, EconWPA. [Downloadable!]
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  3. Bertocco Giancarlo, 2002. "The role of credit in a Keynesian monetary economy," Economics and Quantitative Methods qf0222, Department of Economics, University of Insubria. [Downloadable!]
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  4. 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!]
  5. 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!]
  6. 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!]
  7. 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!]
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  8. 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!]
  9. 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!]
  10. 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!]
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  11. 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)
  12. 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!]
  13. Helmut LÜTKEPOHL, 2004. "Recent Advances in Cointegration Analysis," Economics Working Papers ECO2004/12, European University Institute. [Downloadable!]
  14. 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!]
  15. 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!]
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  16. 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!]
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  17. 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)
  18. 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 – 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!]
  19. 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!]
  20. Sfia, Mohamed Daly, 2006. "Tunisia: Sources Of Real Exchange Rate Fluctuations," MPRA Paper 3129, University Library of Munich, Germany. [Downloadable!]
  21. 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)
  22. 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!]
  23. 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!]
  24. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]
  25. 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)
  26. J. Dufour, . "Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration," Sonderforschungsbereich 373 1995-27, Humboldt Universitaet Berlin.
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  27. 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.
  28. 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!]
  29. 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!]
  30. 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)
  31. Jean-Claude Nachega, 2005. "Fiscal Dominance and Inflation in the Democratic Republic of the Congo," IMF Working Papers 05/221, International Monetary Fund. [Downloadable!]
  32. 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!]
  33. 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!]
  34. 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!]
  35. Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007. [Downloadable!]
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  36. 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!]
  37. Rodolfo Helg & Massimiliano Serati, 2000. "The speed of adjustment to PPP: is there any puzzle?," LIUC Papers in Economics 74, Cattaneo University (LIUC). [Downloadable!]
  38. Wojciech Maliszewski, 2003. "Modeling Inflation in Georgia," IMF Working Papers 03/212, International Monetary Fund. [Downloadable!]
  39. 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!]
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  40. 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!]
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  41. 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!]
  42. 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!]
  43. 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)
  44. 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!]
  45. Rodolfo Helg & Massimiliano Serati, . "Does the PPP need the UIP?," Working Papers 97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  46. Taufiq Choudhry, 2002. "Money-Income Relationships between Three ERM Countries," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 59-94, May. [Downloadable!]
  47. 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)
  48. 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!]
  49. 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!]
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  50. 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!]
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  51. Chung-Hua Shen & Tai-Hsin Huang, 1999. "Original," International Economic Journal, Korean International Economic Association, vol. 13(3), pages 97-123, October. [Downloadable!] (restricted)
  52. 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!]
  53. 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!]
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  54. Frank Asche & Petter Osmundsen & Maria Sandsmark, 2005. "Is It All Oil?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  55. Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute for the Study of Labor (IZA). [Downloadable!]
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  56. 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)
  57. 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!]
  58. 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)
  59. Ferda Halicioglu, 2005. "Testing Wagner's Law for Turkey, 1960-2003," Public Economics 0502013, EconWPA. [Downloadable!]
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  60. 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!]
  61. 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!]
  62. 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!]
  63. 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!]
  64. 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)
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  65. 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!]
  66. 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)
  67. Yunus Aksoy & Miguel A. León-Ledesma, 2005. "Interest rates and output in the long-run," Working Paper Series 434, European Central Bank. [Downloadable!]
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  68. 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!]
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  69. 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)
  70. 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)
  71. 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!]
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  72. 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!]
  73. 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!]
  74. Margarita Katsimi & Thomas Moutos, 2006. "Inequality and the US Import Demand Function," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  75. Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany. [Downloadable!]
  76. Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods qf0504, Department of Economics, University of Insubria. [Downloadable!]
  77. 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)
  78. 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!]
  79. Fell, Harrison, 2008. "EU-ETS and Nordic Electricity: A CVAR Approach," Discussion Papers dp-08-31, Resources For the Future. [Downloadable!]
  80. 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)
  81. 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!]
  82. Aslan, Alper, 2008. "Türkiye’de Ekonomik Büyüme ve Turizm İlişkisi Üzerine Ekonometrik Analiz," MPRA Paper 10611, University Library of Munich, Germany. [Downloadable!]
  83. Boriss Siliverstovs, 2006. "Multicointegration in US consumption data," Applied Economics, Taylor and Francis Journals, vol. 38(7), pages 819-833, April. [Downloadable!] (restricted)
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  84. Ferda Halicioglu, 2005. "Defense Spending and economic growth in Turkey: an empirical application of new macroeconomic theory," Macroeconomics 0504011, EconWPA. [Downloadable!]
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  85. 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!]
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  86. 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!]
  87. 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!]
  88. 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!]
  89. 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!]
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  90. 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!]
  91. Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Working Papers 05-41, Bank of Canada. [Downloadable!]
  92. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, EconWPA. [Downloadable!]
  93. 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!]
  94. 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!]
  95. 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!]
  96. David Hendry, 1995. "On the interactions of unit roots and exogeneity," Economics Papers 7., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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  97. Mahesh Kumar Tambi, 2005. "A test of Integration between Emerging and Developed Nation’s Stock Markets," International Finance 0506004, EconWPA. [Downloadable!]
  98. 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!]
  99. 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!]
  100. Torsten Schmidt & Hiltrud Nehls, 2003. "Credit Crunch in Germany?," RWI Discussion Papers 0006, Rheinisch-Westfälisches Institut für Wirtschaftsforschung. [Downloadable!]
  101. 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!]
  102. 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!]
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  103. 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!]
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  104. 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)
  105. 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!]
  106. Francisco Climent Diranzo & Robert Meneu Gaya, . "Relaciones de equilibrio entre demografía y crecimiento económico en España," Studies on the Spanish Economy 163, FEDEA. [Downloadable!]
  107. 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)
  108. Flam, Harry & Jansson, Per, 2000. "EMU Effects on International Trade and Investment," Seminar Papers 683, Stockholm University, Institute for International Economic Studies. [Downloadable!]
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  109. 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!]
  110. 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!]
  111. Haldrup, Niels & Møllgaard, Peter & Nielsen, Claus Kastberg, 2005. "Sequential versus simultaneous market," Working Papers 02-2005, Copenhagen Business School, Department of Economics. [Downloadable!]
  112. Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei. [Downloadable!]
  113. 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!]
  114. 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!]
  115. Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics. [Downloadable!]
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  116. 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!]
  117. 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!]
  118. 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.
  119. 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!]
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  120. 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!]
  121. Jan G. De Gooijer & Antoni Vidiella-i-Anguera, 2005. "Estimating threshold cointegrated systems," Economics Bulletin, Economics Bulletin, vol. 3(8), pages 1-7. [Downloadable!]
  122. 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!]
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  123. 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)
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  124. 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!]
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  125. Jean-Claude Nachega, 2001. "Financial Liberalization, Money Demand, and Inflation in Uganda," IMF Working Papers 01/118, International Monetary Fund. [Downloadable!]
  126. 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!]
  127. 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!]
  128. 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:
  129. Onur Olgun & Ý. Hakan Yetkiner, 2009. "The Superiority of Time-Varying Hedge Ratios in Turkish Futures," Working Papers 0907, Izmir University of Economics. [Downloadable!]
  130. 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)
  131. 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)
  132. 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)
  133. 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!]
  134. Liwan, Audrey & Lau, Evan, 2007. "Managing Growth: The Role of Export, Inflation and Investment in three ASEAN Neighboring Countries," MPRA Paper 3952, University Library of Munich, Germany. [Downloadable!]
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  135. Serletis, Apostolos, 1997. "Is there an East-West split in North-American natural gas markets?," MPRA Paper 1746, University Library of Munich, Germany. [Downloadable!]
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  136. 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)
  137. 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!]
  138. 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)
  139. 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!]
  140. 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)
  141. 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!]
  142. 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)
  143. 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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This page was last updated on 2009-12-9.


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