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Citations for "The power of cointegration tests" by Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado
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.): Neil R. Ericsson & John S. Irons, 1995.
"The Lucas critique in practice: theory without measurement ,"
International Finance Discussion Papers
506, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Williams, David M, 2009.
"House prices and financial liberalisation in Australia ,"
MPRA Paper
15212, University Library of Munich, Germany.
[Downloadable!]
Other versions: David Norman, 2006.
"Modelling Manufactured Exports: Evidence from Australian States ,"
RBA Research Discussion Papers
rdp2006-01, Reserve Bank of Australia.
[Downloadable!]
Nzuma, Jonathan & Sarker, Rakhal, 2008.
"An Error Corrected Almost Ideal Demand System for Major Cereals in Kenya ,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6443, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
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: Luis Fernando Melo Velandia & Alvaro José Riascos Villegas, 2004.
"Sobre los Efectos de la Política Monetaria en Colombia ,"
BORRADORES DE ECONOMIA
003511, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Katja Gerling, 2000.
"Subsidization and Structural Change in Eastern German Transition: Did Economic Policy Meet Its Objectives? ,"
Kiel Working Papers
998, Kiel Institute for the World Economy.
[Downloadable!]
S. M. Dobson & J. A. Goddard, 1996.
"The Demand for Football in the Regions of England and Wales ,"
Regional Studies ,
Taylor and Francis Journals, vol. 30(5), pages 443-453, August.
[Downloadable!] (restricted)
Marashdeh, Hazem, 2005.
"Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach ,"
Economics Working Papers
wp05-27, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Wang, Yongqing & Wan, Guanghua, 2008.
"China?s Trade Imbalances: The Role of FDI ,"
Working Papers
RP2008/103, World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Annie Corbin, 2004.
"Capital mobility and adjustment of the current account imbalances: a bounds testing approach to cointegration in 12 countries (1880-2001) ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 9(3), pages 257-276.
[Downloadable!]
Geoffrey Shuetrim & Christopher Thompson, 1999.
"The Implications of Uncertainty for Monetary Policy ,"
RBA Research Discussion Papers
rdp1999-10, Reserve Bank of Australia.
[Downloadable!]
Other versions: Charles Engel & Chang-Jin Kim, 1996.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
NBER Working Papers
5777, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Discussion Papers in Economics at the University of Washington
96-14, Department of Economics at the University of Washington.
Engel, C. & Kim, C.J., 1996.
"The Long-Run U.S./U.K. real Exchange Rate ,"
Working Papers
96-14, University of Washington, Department of Economics.
Engel, Charles & Kim, Chang-Jin, 1999.
"The Long-Run U.S./U.K. Real Exchange Rate ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 31(3), pages 335-56, August.
Chinn, Menzie & Meredith, Guy, 2000.
"Testing Uncovered Interest Parity at Short and Long Horizons ,"
Discussion Paper Series
26355, Hamburg Institute of International Economics.
[Downloadable!]
Weth, Mark A., 2002.
"The pass-through from market interest rates to bank lending rates in Germany ,"
Discussion Paper Series 1: Economic Studies
2002,11, Deutsche Bundesbank, Research Centre.
[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!]
Mario Nigrinis Ospina, .
"Es lineal la Curva de Phillips en Colombia? ,"
Borradores de Economia
281, Banco de la Republica de Colombia.
[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)
Emanuela Marrocu & Raffaele Paci & R. Pala, 2000.
"Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach ,"
Working Paper CRENoS
200016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!]
Martin Falk & Norbert Funke, 1995.
"The stability of money demand in Germany and in the EMS: Impact of German unification ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 131(3), pages 470-488, September.
[Downloadable!] (restricted)
Pål Boug, 1999.
"The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing ,"
Discussion Papers
256, Research Department of Statistics Norway.
[Downloadable!]
Augustine C. Arize, 1994.
"COINTEGRATlON TEST OF A LONG-RUN RELATION BETWEEN THE REAL EFFECTIVE EXCHANGE RATE AND THE TRADE BALANCE ,"
International Economic Journal ,
Korean International Economic Association, vol. 8(3), pages 1-9, October.
[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)
Gordon Menzies & Geoffrey Heenan, 1993.
"Explaining the Recent Performance of Australia's Manufactured Exports ,"
RBA Research Discussion Papers
rdp9310, Reserve Bank of Australia.
[Downloadable!]
Simón Sosvilla-Rivero & Irene Olloqui, .
"Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries ,"
Studies on the Spanish Economy
53, FEDEA.
[Downloadable!]
Antonio Montañes Bernal & Marcos Sanso Frago, 1996.
"Una estimación de la función de importaciones españolas de manufacturas tras la integración en la Union Europea ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 20(2), pages 195-215, May.
[Downloadable!]
Volker Clausen, 1998.
"Money demand and monetary policy in Europe ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(4), pages 712-740, December.
[Downloadable!] (restricted)
Jaime De Pablo Valenciano & Juan Carlos Pérez Mesa, 2004.
"The competitiveness of Spanish tomato export in the European Union ,"
International Trade
0406004, EconWPA, revised 17 Jun 2004.
[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)
Rune Höglund & Ralf Östermark, 2003.
"Size and power of some cointegration tests under structural breaks and heteroskedastic noise ,"
Statistical Papers ,
Springer, vol. 44(1), pages 1-22, January.
[Downloadable!] (restricted)
H. Herwartz & M. Neumann, .
"Bootstrap Inference in Single Equation Error Correction Models ,"
Sonderforschungsbereich 373
2000-87, Humboldt Universitaet Berlin.
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)
Athina Kanioura & Paul Turner, 2005.
"Critical values for an F-test for cointegration in a multivariate model ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(3), pages 265-270, February.
[Downloadable!] (restricted)
Iñaki Iriarte Goñi & María Isabel Ayuda, 2006.
"Una Estimación Del Consumo De Madera En España Entre 1860 Y 1935 ,"
Documentos de Trabajo (DT-AEHE)
0603, Asociación Española de Historia Económica.
[Downloadable!]
Albert Solé-Ollé & Elisabet Viladecans-Marsal, .
"Cities as engines of regional growth ,"
Studies on the Spanish Economy
145, FEDEA.
[Downloadable!]
Michael Olive, 2005.
"Scale Economies with Regard to Price Adjustment Costs and the Speed of Price Adjustment in Australian Manufacturing ,"
Research Papers
0507, Macquarie University, Department of Economics.
[Downloadable!]
Q. Farooq Akram, 2004.
"Oil wealth and real exchange rates: The FEER for Norway ,"
Working Paper
2004/16, Norges Bank.
[Downloadable!]
Other versions: Ansgar Belke & Thorsten Polleit, 2005.
"(How) Do Stock Market Returns React to Monetary Policy? - An ARDL Cointegration Analysis for Germany ,"
Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim
253/2005, Department of Economics, University of Hohenheim, Germany.
[Downloadable!]
W. Jos Jansen & Ad C.J. Stokman, 2003.
"International Rent Sharing and Domestic Labor Markets: A Macroeconomic Analysis ,"
Macroeconomics
0312008, EconWPA.
[Downloadable!]
Other versions:
W. Jos Jansen & Ad C.J. Stokman, 2003.
"International rent sharing and domestic labour markets: a macroeconomic analaysis ,"
WO Research Memoranda (discontinued)
749, Netherlands Central Bank, Research Department.
[Downloadable!] W. Jos Jansen & Ad C.J. Stokman, 2003.
"International Rent Sharing and Domestic Labour Markets: A Macroeconomic Analysis ,"
MEB Series (discontinued)
2003-14, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!] W. Jos Jansen & Ad C. J. Stokman, 2006.
"International Rent Sharing and Domestic Labour Markets: A Macroeconomic Analysis ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 142(4), pages 792-813, December.
[Downloadable!] (restricted) Bettina Becker & Stephen Hall, 2009.
"Foreign Direct Investment in R&D and Exchange Rate Uncertainty ,"
Open Economies Review ,
Springer, vol. 20(2), pages 207-223, April.
[Downloadable!] (restricted)
Guy Debelle & James Vickery, 1998.
"The Macroeconomics of Australian Unemployment ,"
RBA Annual Conference Volume ,
in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market
Reserve Bank of Australia.
[Downloadable!]
Charles Engel, 1998.
"Long-Run PPP May Not Hold After All ,"
Working Papers
0050, University of Washington, Department of Economics.
[Downloadable!]
Other versions:
Engel, C., 1996.
"Long-Run PPP May Not Hold After All ,"
Discussion Papers in Economics at the University of Washington
96-05, Department of Economics at the University of Washington.
Charles Engel, 1998.
"Long-Run PPP May Not Hold After All ,"
Discussion Papers in Economics at the University of Washington
0050, Department of Economics at the University of Washington.
[Downloadable!] Charles Engel, 1996.
"Long-Run PPP May Not Hold After All ,"
NBER Working Papers
5646, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Engel, C., 1996.
"Long-Run PPP May Not Hold After All ,"
Working Papers
96-05, University of Washington, Department of Economics.
Engel, Charles, 2000.
"Long-run PPP may not hold after all ,"
Journal of International Economics ,
Elsevier, vol. 51(2), pages 243-273, August.
[Downloadable!] (restricted) Valerie Herzberg & George Kapetanios & Simon Price, .
"Import prices and exchange rate pass-through: theory and evidence from the United Kingdom ,"
Bank of England working papers
182, Bank of England.
[Downloadable!]
Mohsen Bahmani-Oskooee & Taggert Brooks, 1999.
"Bilateral J-Curve between U.S. and her trading partners ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(1), pages 156-165, March.
[Downloadable!] (restricted)
Steven B. Kamin & Neil R. Ericsson, 1993.
"Dollarization in Argentina ,"
International Finance Discussion Papers
460, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
James E. Payne, 2003.
"Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(16), pages 1723-1727, November.
[Downloadable!] (restricted)
Hali J. Edison & Linda S. Kole, 1994.
"European monetary arrangements: implications for the dollar, exchange rate variability and credibility ,"
International Finance Discussion Papers
468, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Mario Denni & G. Frewer, 2006.
"New evidence on the relationship beetween crude oil and petroleum product prices ,"
Departmental Working Papers of Economics - University 'Roma Tre'
0061, Department of Economics - University Roma Tre.
[Downloadable!]
Christian Dreger & Christian Schumacher, 2000.
"Zur empirischen Evidenz der Cobb-Douglas-Technologie in gesamtdeutschen Zeitreihen ,"
IWH Discussion Papers
113, Halle Institute for Economic Research.
[Downloadable!]
Westerlund, Joakim, 2005.
"Testing for Error Correction in Panel Data ,"
Working Papers
2005:11, Lund University, Department of Economics.
[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!]
David Gruen & Geoffrey Shuetrim, 1994.
"Internationalisation and the Macroeconomy ,"
RBA Annual Conference Volume ,
in: Philip Lowe & Jacqueline Dwyer (ed.), International Intergration of the Australian Economy
Reserve Bank of Australia.
[Downloadable!]
Altinanahtar, Alper & Halicioglu, Ferda, 2009.
"A Dynamic Econometric Study of Suicides in Turkey ,"
MPRA Paper
15568, University Library of Munich, Germany.
[Downloadable!]
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.
Amalia Zumaquero & Rodrigo Urrea, 2002.
"Purchasing Power Parity: Error Correction Models and Structural Breaks ,"
Open Economies Review ,
Springer, vol. 13(1), pages 5-26, January.
[Downloadable!] (restricted)
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: G. Everaert, 2007.
"Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/452, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Jaakko Kiander & Matti Virén, 2001.
"Measuring Labour Market Flexibility in the OECD Countries ,"
Empirica ,
Springer, vol. 28(2), pages 187-201, June.
[Downloadable!] (restricted)
Stefan Gerlach, 1994.
"German unification and the demand for German M3 ,"
BIS Working Papers
21, Bank for International Settlements.
[Downloadable!]
Anna Larsson, 2004.
"The Swedish real exchange rate under different currency regimes ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 140(4), pages 706-727, December.
[Downloadable!] (restricted)
Other versions: Bjørnland, Hilde C. & Hungnes, Håvard, 2003.
"Fundamental determinants of the long run real exchange rate: The case of Norway ,"
Memorandum
23/2002, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Jan Marc Berk & Gerbert Hebbink, 2006.
"The anchoring of European inflation expectations ,"
DNB Working Papers
116, Netherlands Central Bank, Research Department.
[Downloadable!]
Guy Debelle & Bruce Preston, 1995.
"Consumption, Investment and International Linkages ,"
RBA Research Discussion Papers
rdp9512, Reserve Bank of Australia.
[Downloadable!]
Dierk Herzer & Stephan Klasen & Felicitas Nowak-Lehmann D., 2006.
"In search of FDI-led growth in developing countries ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
150, Ibero-America Institute for Economic Research.
[Downloadable!]
Other versions: Michael Andersen & Robert Subbaraman, 1996.
"Share Prices and Investment ,"
RBA Research Discussion Papers
rdp9610, Reserve Bank of Australia.
[Downloadable!]
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)
Koi Nyen Wong & Tuck Cheong Tang, 2007.
"Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study ,"
Monash Economics Working Papers
13/07, Monash University, Department of Economics.
[Downloadable!]
Jing Li & Junsoo Lee, 2009.
"ADL tests for threshold cointegration ,"
SDSU Working Papers (in Progress)
22009, South Dakota State University, Department of Economics.
[Downloadable!]
Raffaello Bronzini & Paolo Piselli, 2006.
"Determinants of long-run regional productivity: the role of R&D, human capital and public infrastructure ,"
Temi di discussione (Economic working papers)
597, Bank of Italy, Economic Research Department.
[Downloadable!]
Renato Filosa, 1995.
"Money demand stability and currency substitution in six European countries (1980-1992) ,"
BIS Working Papers
30, Bank for International Settlements.
[Downloadable!]
Reinhart, Carmen, 1995.
"Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries ,"
MPRA Paper
6974, University Library of Munich, Germany.
[Downloadable!]
Other versions: Martin B. Schmidt, 2003.
"Savings and investment in Australia ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(1), pages 99-106, January.
[Downloadable!] (restricted)
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!]
Ralf Ostermark, Rune Hoglund, 1999.
"Simulating competing cointegration tests in a bivariate system ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 26(7), pages 831-846, September.
[Downloadable!] (restricted)
Thiele, Rainer, 2003.
"Price Incentives, Non-Price Factors, And Agricultural Production In Sub-Saharan Africa: A Cointegration Analysis ,"
2003 Annual Meeting, August 16-22, 2003, Durban, South Africa
25901, International Association of Agricultural Economists.
[Downloadable!]
Other versions: John Hunter & Mark Simpson, 2004.
"The specification of cross exchange rate equations used to test Purchasing Power Parity ,"
Economics and Finance Discussion Papers
04-22, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: Eric Zivot, 1996.
"The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified ,"
Econometrics
9612001, EconWPA.
[Downloadable!]
Ansgar Belke & Thorsten Polleit, 2004.
"Dividend Yields for Forecasting Stock Market Returns - An ARDL Cointegration Analysis for Germany ,"
Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim
244/2004, Department of Economics, University of Hohenheim, Germany.
[Downloadable!]
Other versions: Eric Zivot, 1998.
"Cointegration and Forward and Spot Exchange Rate Regressions ,"
Econometrics
9812001, EconWPA.
[Downloadable!]
Domac, Ilker, 2004.
"Explaining and forecasting inflation in Tukey ,"
Policy Research Working Paper Series
3287, The World Bank.
[Downloadable!]
Mohsen Bahmani-Oskooee & Ida A. Mirzaie & Ilir Miteza, 2007.
"Sectoral Employment, Wages and the Exchange Rate: Evidence from the U.S ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 33(1), pages 125-136, Winter.
[Downloadable!]
Martin B. Schmidt, 2003.
"The relative adjustment of wages and prices: direct tests within a multiple-equation system ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(8), pages 985-997, January.
[Downloadable!] (restricted)
Kim, Jeong-Ryeol, 2002.
"The stable long-run CAPM and the cross-section of expected returns ,"
Discussion Paper Series 1: Economic Studies
2002,05, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Ping Wang & Paul Dunne, 2000.
"Sources of movements in real exchange rates-evidence from east Asian economies ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(1), pages 158-170, March.
[Downloadable!] (restricted)
Ferda Halicioglu, 2007.
"The Financial Development and Economic Growth Nexus for Turkey ,"
EERI Research Paper Series
EERI_RP_2007_06, Economics and Econometrics Research Institute (EERI).
[Downloadable!]
Other versions: Halicioglu, Ferda, 2007.
"The Bilateral J-curve: Turkey versus her 13 Trading Partners ,"
MPRA Paper
3564, University Library of Munich, Germany.
[Downloadable!]
Other versions: Alessandro Calza & Alexander Jung & Livio Stracca, 2000.
"An econometric analysis of the main components of M3 in the Euro area ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(4), pages 680-701, December.
[Downloadable!] (restricted)
Alan M. Taylor, 1997.
"Argentina and the World Capital Market: Saving, Investment, and International Capital Mobility in the Twentieth Century ,"
NBER Working Papers
6302, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jacqueline Dwyer & Ricky Lam, 1994.
"Explaining Import Price Inflation: A Recent History of Second Stage Pass-through ,"
RBA Research Discussion Papers
rdp9407, Reserve Bank of Australia.
[Downloadable!]
Westerlund, Joakim, 2006.
"Some Cautions on the Use of the LLC Panel Unit Root Test ,"
Research Memoranda
055, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Raffaele Paci & S. Saddi, 2002.
"Capitale pubblico e produttività nelle regioni italiane ,"
Working Paper CRENoS
200201, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!]
Gordon de Brouwer & Irene Ng & Robert Subbaraman, 1993.
"The Demand for Money in Australia: New Tests on an Old Topic ,"
RBA Research Discussion Papers
rdp9314, Reserve Bank of Australia.
[Downloadable!]
Jacqueline Dwyer & Christopher Kent, 1993.
"A Re-examination of the Determinants of Australia's Imports ,"
RBA Research Discussion Papers
rdp9312, Reserve Bank of Australia.
[Downloadable!]
Luis F. Melo & John J. León & Dagoberto Saboyá, .
"Cointegration Vector Estimation By Dols For A Three-Dimensional Panel ,"
Borradores de Economia
474, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Heimonen, Kari, 2001.
"Substituting a Substitute Currency – The Case of Estonia ,"
BOFIT Discussion Papers
11/2001, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
H. Peter Boswijk & Jurgen A. Doornik, 1999.
"Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors ,"
Tinbergen Institute Discussion Papers
99-013/4, Tinbergen Institute.
[Downloadable!]
Other versions: M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001.
"Bounds testing approaches to the analysis of level relationships ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
[Downloadable!]
Menzie D. Chinn, 1998.
"Before the Fall: Were East Asian Currencies Overvalued? ,"
NBER Working Papers
6491, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Swarnjit Arora & Mohsen Bahmani-Oskooee & Gour Goswami, 2003.
"Bilateral J-curve between India and her trading partners ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(9), pages 1037-1041, January.
[Downloadable!] (restricted)
Carlo Monticelli, 1993.
"'All the money in europe?' An investigation of the economic properties of EC-wide extended monetary aggregates ,"
BIS Working Papers
19, Bank for International Settlements.
[Downloadable!]
Addison, John T. & Teixeira, Paulino, 1999.
"Is Portugal really so arteriosclerotic? : Results from a cross-country analysis of labor adjustment ,"
ZEW Discussion Papers
99-30, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Cellini, Roberto & Paolino, Alessandro, 2007.
"Price of recreational products and the exchange rate: an empirical investigation on US data ,"
MPRA Paper
5194, University Library of Munich, Germany.
[Downloadable!]
Jaakko Kiander & Matti Virén, 2000.
"Measuring Labour Market Flexibility in the OECD Countries ,"
Discussion Papers
745, The Research Institute of the Finnish Economy.
[Downloadable!]
John Whitley & Richard Windram & Prudence Cox, .
"An empirical model of household arrears ,"
Bank of England working papers
214, Bank of England.
[Downloadable!]
Neil R. Ericsson, 1991.
"Cointegration, exogeneity, and policy analysis: an overview ,"
International Finance Discussion Papers
415, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Scott Hendry, 1995.
"Long-Run Demand for M1 ,"
Macroeconomics
9511001, EconWPA.
[Downloadable!]
Rodseth,A. & Nymoen,R., 1999.
"Nordic wage formation and unemployment seven years later ,"
Memorandum
10/1999, Oslo University, Department of Economics.
[Downloadable!]
Ilker Domac, 2003.
"Explaining and Forecasting Inflation in Turkey ,"
Working Papers
0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Addison, John T. & Teixeira, Paulino, 2001.
"Employment Adjustment in Portugal: Evidence from Aggregate and Firm Data ,"
IZA Discussion Papers
391, Institute for the Study of Labor (IZA).
[Downloadable!]
Francesco P. Mongelli & Oliver De Bandt, 2000.
"Convergence of fiscal policies in the Euro area ,"
Working Paper Series
20, European Central Bank.
[Downloadable!]
Andrew M. Warner, 1992.
"Import demand and supply with relatively few theoretical or empirical puzzles ,"
International Finance Discussion Papers
433, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Joan Ramon Borrell Arque, 1997.
"Prices of Medicines a Case-Study on the impact of the rate-of-return regulation in the United Kingdom ,"
Working Papers in Economics
21, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Paul Mizen & Boris Hofmann, .
"Base rate pass-through: evidence from banks' and building societies' retail rates ,"
Bank of England working papers
170, Bank of England.
[Downloadable!]
Christian Dreger, 2003.
"A macroeconometric model for the Euro economy ,"
IWH Discussion Papers
181, Halle Institute for Economic Research.
[Downloadable!]
Other versions: Tsung-wu Ho & Ru-Lin Chiu, 2001.
"Country Size and Investment-Saving Correlation: A Panel Threshold Error Correction Model ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 27(4), pages 481-490, Fall.
[Downloadable!]
Ramzi Issa & Robert Lafrance & John Murray, 2006.
"The Turning Black Tide: Energy Prices and the Canadian Dollar ,"
Working Papers
06-29, Bank of Canada.
[Downloadable!]
Douglas Steel & Alan King, 2004.
"Exchange Rate Pass-through: The Role of Regime Changes ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 18(3), pages 301-322, July.
[Downloadable!] (restricted)
Athina Kanioura & Paul Turner, 2003.
"The Error Correction Model as a Test for Cointegration ,"
Working Papers
2003001, The University of Sheffield, Department of Economics, revised Mar 2003.
[Downloadable!]
Graham Elliott & Michael Jansson & Elena Pesavento, 2004.
"Optimal Power for Testing Potential Cointegrating Vectors with Known ,"
University of California at San Diego, Economics Working Paper Series
2004-08, Department of Economics, UC San Diego.
[Downloadable!]
Julia Darby & Andrew Hughes Hallett & Jonathan Ireland & Laura Piscitelli, 2000.
"Exchange Rate Uncertainty and Business Sector Investment ,"
Econometric Society World Congress 2000 Contributed Papers
0600, Econometric Society.
[Downloadable!]
Georgios E. Chortareas & Rebecca L. Driver, .
"PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data ,"
Bank of England working papers
138, Bank of England.
[Downloadable!]
Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2005.
"Interest rate linkages: identifying structural relations ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(14), pages 977-986, October.
[Downloadable!] (restricted)
Matti Virén, 1998.
"Testing the "Natural Rate of Suicide" Hypothesis ,"
Discussion Papers
185, Government Institute for Economic Research Finland (VATT).
[Downloadable!]
Helmut Herwartz & Bernd Theilen, 2003.
"The determinants of health care expenditure: testing pooling restrictions in small samples ,"
Health Economics ,
John Wiley & Sons, Ltd., vol. 12(2), pages 113-124.
[Downloadable!]
Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos, 2004.
"Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002 ,"
MPRA Paper
2025, University Library of Munich, Germany, revised 2006.
[Downloadable!]
Other versions: Dierk HERZER & Rainer KLUMP, 2009.
"Poverty, Government Transfers, And The Business Cycle: Evidence For The United States ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(2).
[Downloadable!] (restricted)
Hilde C. Bjørnland and Håvard Hungnes, 2005.
"The commodity currency puzzle ,"
Discussion Papers
423, Research Department of Statistics Norway.
[Downloadable!]
Other versions:
Bjørnland, Hilde C. & Hungnes, Håvard, 2005.
"The commodity currency puzzle ,"
Memorandum
32/2005, Oslo University, Department of Economics.
[Downloadable!] Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle ,"
Icfai University Journal of Monetary Economics ,
Icfai Press, vol. 0(2), pages 7-30, May.
Mohsen Bahmani-Oskooee & Hafez Rehman, 2005.
"Stability of the money demand function in Asian developing countries ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(7), pages 773-792, April.
[Downloadable!] (restricted)
Jaesun Noh & Tae-Hwan Kim, 2003.
"Behaviour of cointegration tests in the presence of structural breaks in variance ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(15), pages 999-1002, December.
[Downloadable!] (restricted)
Hasan Bakhshi & Anthony Yates, .
"Are UK inflation expectations rational? ,"
Bank of England working papers
81, Bank of England.
[Downloadable!]
Steven Cook, 2006.
"The power of single equation tests for cointegration ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 13(5), pages 265-267, April.
[Downloadable!] (restricted)
Nzaku, Kilungu & Houston, Jack E., 2009.
"Dynamic Estimation of U.S. Demand for Fresh Vegetable Imports ,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
52209, Agricultural and Applied Economics Association.
[Downloadable!]
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!]
Michael Artis & Wenda Zhang, 1998.
"The linkage of interest rates within the EMS ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 134(1), pages 117-132, March.
[Downloadable!] (restricted)
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!]
Verner, Dorte, 1999.
"The macro wage curve and labor market flexibility in Zimbabwe ,"
Policy Research Working Paper Series
2052, The World Bank.
[Downloadable!]
Simón Sosvilla-Rivero & Emma García, .
"Purchasing Power Parity Revisited ,"
Working Papers
2003-20, FEDEA.
[Downloadable!]
Aziakpono, Meshach & Kleimeier, Stefanie & Sander, Harald, 2007.
"Banking Market Integration in the SADC Countries: Evidence from Interest Rate Analyses ,"
Research Memoranda
047, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[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!]
Gordon de Brouwer & John Romalis, 1996.
"External Influences on Output: An Industry Analysis ,"
RBA Research Discussion Papers
rdp9612, Reserve Bank of Australia.
[Downloadable!]
Jose Manuel Gonzalez-Paramo, 1995.
"Infraestructuras, productividad y bienestar ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 19(1), pages 155-168, January.
[Downloadable!]
Herwartz, Helmut & Xu, Fang, 2006.
"Panel data model comparison for empirical saving-investment relations ,"
Economics Working Papers
2006,06, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions: Karl-Heinz Tödter & Hans-Eggert Reimers, 1994.
"P-Star as a link between money and prices in Germany ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 130(2), pages 273-289, June.
[Downloadable!] (restricted)
Neil R. Ericsson & James G. MacKinnon, 1999.
"Distributions of error correction tests for cointegration ,"
International Finance Discussion Papers
655, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Gordon de Brouwer & Neil R Ericsson, 1995.
"Modelling Inflation in Australia ,"
RBA Research Discussion Papers
rdp9510, Reserve Bank of Australia.
[Downloadable!]
Other versions:
Gordon de Brouwer & Neil R. Ericsson, 1995.
"Modelling inflation in Australia ,"
International Finance Discussion Papers
530, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] de Brouwer, Gordon & Ericsson, Neil R, 1998.
"Modeling Inflation in Australia ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 16(4), pages 433-49, October.
Erwin Nijsse & Elmer Sterken,, 1996.
"Shortages, interest rates, and money demand in Poland, 1969-1995 ,"
Working Papers
25, Centre for Economic Research, University of Groningen and University of Twente.
[Downloadable!]
Reinhart, Carmen, 1994.
"Devaluation, Relative Prices, and International Trade ,"
MPRA Paper
13708, University Library of Munich, Germany.
[Downloadable!]
Menzie D. Chinn & Guy Meredith, 2005.
"Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era ,"
NBER Working Papers
11077, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Raffaello Bronzini & Paolo Piselli, 2005.
"What determines productivity level in the long run? Evidence from Italians regions ,"
ERSA conference papers
ersa05p267, European Regional Science Association.
[Downloadable!]
Alfred A. Haug & Syed A. Basher, 2004.
"Unit Roots, Nonlinear Cointegration and Purchasing Power Parity ,"
Econometrics
0401006, EconWPA, revised 16 Nov 2005.
[Downloadable!]
Other versions: 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!]
Albert Solé Ollé & Elisabet Viladecans Marsal, 2003.
"Fiscal and growth spillovers in large urban areas ,"
Working Papers
2003/1, Institut d'Economia de Barcelona (IEB).
[Downloadable!]
Helmut Herwartz & Hans-Eggert Reimers, 2002.
"Testing Growth Ratios via Pooled Error Correction Models ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(15), pages 1-11.
[Downloadable!]
Neil R. Ericsson & Sunil Sharma, 1996.
"Broad money demand and financial liberalization in Greece ,"
International Finance Discussion Papers
559, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Alan M. Taylor, 1996.
"International Capital Mobility in History: The Saving-Investment Relationship ,"
NBER Working Papers
5743, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Alan M. Taylor, 1996.
"International Capital Mobility in History: Purchasing-Power Parity in the Long Run ,"
NBER Working Papers
5742, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Allan W. Gregory & Alfred A. Haug & Nicoletta Lomuto, 2004.
"Mixed signals among tests for cointegration ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 19(1), pages 89-98.
[Downloadable!]
Paul Turner, 2006.
"Response surfaces for an F -test for cointegration ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 13(8), pages 479-482, June.
[Downloadable!] (restricted)
Balazs Egert, 2009.
"The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: R.-P. Berben & D.J.C. van Dijk, 1998.
"Does the absence of cointegration explain the typical findings in long horizon regressions? ,"
Econometric Institute Report
145, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: Roberto Golinelli & Sergio Pastorello, 2002.
"Modelling the demand for M3 in the Euro area ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 8(4), pages 371-401, December.
[Downloadable!] (restricted)
Giulio Cifarelli, 1995.
"Fundamentals, regime shifts, and dollar behavior in the 1980s ,"
Open Economies Review ,
Springer, vol. 6(1), pages 29-48, January.
[Downloadable!] (restricted)
Ray Barrell & Nigel Pain & Garry Young, 1996.
"A cross-country comparison of the demand for labour in Europe ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 132(4), pages 638-650, December.
[Downloadable!] (restricted)
Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2007.
"A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model ,"
Research Memoranda
054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
James Payne & George Waters, 2007.
"Have Equity REITs Experienced Periodically Collapsing Bubbles? ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 34(2), pages 207-224, February.
[Downloadable!] (restricted)
John S. Irons & N.Ericsson, .
"An early version of The Lucas Critique in Practice: Theory without Measurement ,"
Home Pages
_004, Massachussets Institute of Technology, Economics.
[Downloadable!]
Gabe Bondt, 2005.
"Determinants of corporate debt securities in the Euro area ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 11(6), pages 493-509, December.
[Downloadable!] (restricted)
Miguel Arranz & Alvaro Escribano, 2006.
"Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test ,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research ,
Springer, vol. 15(1), pages 179-208, June.
[Downloadable!] (restricted)
A. Arize, 2000.
"U.S. petroleum consumption behavior and oil price uncertainty: Tests of cointegration and parameter instability ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 28(4), pages 463-477, December.
[Downloadable!] (restricted)
Nicolas de Roos & Bill Russell, 1996.
"Towards an Understanding of Australia's Co-movement with Foreign Business Cycles ,"
RBA Research Discussion Papers
rdp9607, Reserve Bank of Australia.
[Downloadable!]
Tuck Cheong Tang, 2004.
"Does financial variable(s) explain the Japanese aggregate import demand? A cointegration analysis ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(12), pages 775-780, October.
[Downloadable!] (restricted)
Elias Mantzouneas & George Mergos & Chrysostomos Stoforos, 2004.
"Modelling food consumption patterns in Greece ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(8), pages 507-512, June.
[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!]
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)
Kimbugwe, Hassan, 2006.
"The bilateral J-Curve hypothesis between Turkey and her 9 trading partners ,"
MPRA Paper
4254, University Library of Munich, Germany.
[Downloadable!]
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