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Residual Based Tests for Cointegration with GLS Detrended Data
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- Ghassan, Hassan B., 2011. "Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests," MPRA Paper 56537, University Library of Munich, Germany.
- Christopher J. Neely & David E. Rapach, 2008.
"Real interest rate persistence: evidence and implications,"
Review, Federal Reserve Bank of St. Louis, vol. 90(Nov), pages 609-642.
- Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Working Papers 2008-018, Federal Reserve Bank of St. Louis.
- Daiki Maki, 2005. "Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate," Economics Bulletin, AccessEcon, vol. 3(9), pages 1-8.
- Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
- Virginie Coudert & Hélène Raymond-Feingold, 2011.
"Gold and financial assets: Are there any safe havens in bear markets?,"
Economics Bulletin, AccessEcon, vol. 31(2), pages 1613-1622.
- Virginie Coudert & Hélène Raymond, 2010. "Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?," Working Papers 2010-13, CEPII research center.
- Tsen, Wong Hock, 2011. "The real exchange rate determination: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 800-811, October.
- Alex Maynard, 2003. "Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 313-327, May.
- Ghassan, Hassan B. & AlDehailan, Salman, 2009. "اختبار التكامل المشترك غير الخطي بين الاستثمار الحكومي والاستثمار الخاص في الاقتصاد السعودي [Test of Non Linear Cointegration between Government Investment and Private Investment in Saudi Arabia Ec," MPRA Paper 56376, University Library of Munich, Germany, revised 04 Dec 2009.
- Juan Jiménez-Martin & M. Robles-Fernandez, 2010. "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, vol. 21(5), pages 679-704, November.
- Cook, Steven, 2007. "On the relationship between mergers and economic activity: Evidence from an optimised hybrid method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(2), pages 628-634.
- Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014.
"Real interest rate persistence in South Africa: evidence and implications,"
Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 17/2012, Stellenbosch University, Department of Economics.
- Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012. "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers 201204, University of Pretoria, Department of Economics.
- Kwapil, Claudia & Scharler, Johann, 2010.
"Interest rate pass-through, monetary policy rules and macroeconomic stability,"
Journal of International Money and Finance, Elsevier, vol. 29(2), pages 236-251, March.
- Claudia Kwapil & Johann Scharler, 2007. "Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability," Money Macro and Finance (MMF) Research Group Conference 2006 65, Money Macro and Finance Research Group.
- Steven Cook, 2009. "A re-examination of the stationarity of inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 1047-1053.
- Hassan B. GHASSAN & Hassan R. ALHAJHOJ, 2012. "Bound Cointegration Test on Private Investment’s Equation: Evidence from Saudi Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
- Douglas Hodgson & Aylin Seçkin, 2012.
"Dynamic price dependence of Canadian and international art markets: an empirical analysis,"
Empirical Economics, Springer, vol. 43(2), pages 867-890, October.
- Douglas James Hodgson & Aylin Seckin, 2011. "Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis," CIRANO Working Papers 2011s-14, CIRANO.
- Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015.
"Improved likelihood ratio tests for cointegration rank in the VAR model,"
Journal of Econometrics, Elsevier, vol. 184(1), pages 97-110.
- H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen, 2012. "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," CREATES Research Papers 2012-39, Department of Economics and Business Economics, Aarhus University.
- H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen, 2012. "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," Tinbergen Institute Discussion Papers 12-097/III, Tinbergen Institute.
- H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen, 2012. "Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model," Working Paper 1297, Economics Department, Queen's University.
- repec:ebl:ecbull:v:3:y:2007:i:64:p:1-18 is not listed on IDEAS
- Ghassan, Hassan Belkacem & AlHajhoj, Hassan Rafdan, 2016.
"Long run dynamic volatilities between OPEC and non-OPEC crude oil prices,"
Applied Energy, Elsevier, vol. 169(C), pages 384-394.
- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2015. "Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices," MPRA Paper 69962, University Library of Munich, Germany, revised 15 Jan 2016.
- repec:ebl:ecbull:v:3:y:2005:i:9:p:1-8 is not listed on IDEAS
- Andries, Natalia & Billon, Steve, 2016.
"Retail bank interest rate pass-through in the euro area: An empirical survey,"
Economic Systems, Elsevier, vol. 40(1), pages 170-194.
- Natalia Andries & Steve Billon, 2016. "Retail bank interest rate pass-through in the euro area: An empirical survey," Post-Print halshs-01354597, HAL.
- Rapach, David E. & Weber, Christian E., 2004. "Are real interest rates really nonstationary? New evidence from tests with good size and power," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 409-430, September.
- Ghassan, Hassan B., 2007. "La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés [Does the Marshall-Lerner-Robinson condition verify the stability? ," MPRA Paper 56354, University Library of Munich, Germany, revised 15 Jan 2008.
- Claudia Kwapil & Johann Scharler, 2007. "Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability," Working Papers 118, Oesterreichische Nationalbank (Austrian Central Bank).
- Shyh-Wei Chen, 2007. "Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan," Economics Bulletin, AccessEcon, vol. 3(64), pages 1-18.
- Ghassan, Hassan B., 2009. "Non Linear Adjustment in the MLR Condition: Evidence from Threshold Cointegration," MPRA Paper 54393, University Library of Munich, Germany.
- Hassan Ghassan & Prashanta Banerjee, 2015.
"A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices,"
Empirical Economics, Springer, vol. 49(1), pages 305-323, August.
- Ghassan, Hassan B. & Banerjee, Prashanta K., 2013. "A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices," MPRA Paper 62168, University Library of Munich, Germany, revised May 2014.