Citations for "Applied Cointegration Analysis in the Mirror of Macroeconomic Theory"
by Soderlind, Paul & Vredin, Anders
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- Gunnar Bårdsen & Luca Fanelli, 2013.
"Frequentist evaluation of small DSGE models,"
Working Paper Series
14113, Department of Economics, Norwegian University of Science and Technology.
- Robinson, P.M. & Iacone, F., 2005.
"Cointegration in fractional systems with deterministic trends,"
Journal of Econometrics,
Elsevier, vol. 129(1-2), pages 263-298.
- Judith A. Giles & Sadaf Mirza, 1999.
"Some Pretesting Issues on Testing for Granger Noncausality,"
Econometrics Working Papers
9914, Department of Economics, University of Victoria.
- Bingham, Matthew F. & Prestemon, Jeffrey P. & MacNair, Douglas J. & Abt, Robert C. & Bingham, Matthew F., 2003.
"Market structure in U. S. southern pine roundwood,"
Journal of Forest Economics,
Elsevier, vol. 9(2), pages 97-117.
- Ivanov, Ventzislav & Kilian, Lutz, 2001.
"A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions,"
CEPR Discussion Papers
2685, C.E.P.R. Discussion Papers.
- Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios?,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
- Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios?,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
- Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008.
"Common Shocks, Common Dynamics, and the International Business Cycle,"
CEIS Research Paper
106, Tor Vergata University, CEIS, revised 07 Jul 2008.
- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007.
"Common shocks, common dynamics, and the international business cycle,"
Elsevier, vol. 24(1), pages 149-166, January.
- Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999.
"A VAR Model for Monetary Policy Analysis in a Small Open Economy,"
Working Paper Series
77, Sveriges Riksbank (Central Bank of Sweden).
- Costas Milas & Phil Rothman, 2005.
"Multivariate STAR Unemployment Rate Forecasts,"
- Melisso Boschi, 2007.
"Foreign capital in Latin America: A long-run structural Global VAR perspective,"
Economics Discussion Papers
647, University of Essex, Department of Economics.
- St-Amant, P. & Tessier, D., 1998.
"A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions,"
98-4, Bank of Canada.
- Hurlin, Christophe & Minea, Alexandru, 2013.
"Is public capital really productive? A methodological reappraisal,"
European Journal of Operational Research,
Elsevier, vol. 228(1), pages 122-130.
- Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
- Ruxanda, Gheorghe & Botezatu, Andreea, 2008.
"Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand,"
Journal for Economic Forecasting,
Institute for Economic Forecasting, vol. 5(3), pages 51-62, September.
- Engsted, Tom, 2002.
" Measures of Fit for Rational Expectations Models,"
Journal of Economic Surveys,
Wiley Blackwell, vol. 16(3), pages 301-55, July.
- Costas Milas & Philip Rothman, 2007.
"Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts,"
Working Paper Series
49-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
- Tor Jacobson & Per Jansson & Anders Vredin & Anders Warne, 2001.
"Monetary policy analysis and inflation targeting in a small open economy: a VAR approach,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 16(4), pages 487-520.
- Shahidur Rahman, 2005.
"An Alternative Estimation to Spurious Regression Model,"
Economic Growth centre Working Paper Series
0507, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
- Laidler, David, 1999.
"The Quantity of Money and Monetary Policy,"
99-5, Bank of Canada.
- Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 1999.
"A multivariate STAR analysis of the relationship between money and output,"
Econometric Institute Research Papers
EI 9945-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Alain W. HECQ, 2005.
"Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach,"
Computing in Economics and Finance 2005
258, Society for Computational Economics.