Advanced Search
MyIDEAS: Login

Citations for "Critical Values for Cointegration Tests"

by James G. MacKinnon

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Alper Ozun & Erman Erbaykal, 2009. "Detecting risk transmission from futures to spot markets without data stationarity: Evidence from Turkey's markets," Journal of Risk Finance, Emerald Group Publishing, vol. 10(4), pages 365-376, August.
  2. Renato Filosa, 1995. "Money demand stability and currency substitution in six European countries (1980-1992)," BIS Working Papers 30, Bank for International Settlements.
  3. Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts," Discussion Papers (REL - Recherches Economiques de Louvain) 2010024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  4. Mohammad Afzal, 2006. "Causality between exports, world income and economic growth in Pakistan," International Economic Journal, Taylor & Francis Journals, vol. 20(1), pages 63-77.
  5. Abeysinghe, Tilak & Choy, Keen Meng, 2004. "The aggregate consumption puzzle in Singapore," Journal of Asian Economics, Elsevier, vol. 15(3), pages 563-578, June.
  6. A. Mansur & M. Masih & Rumi Masih, 2004. "Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 593-605.
  7. Masoud Moghaddam, 1997. "Financial innovations and the interest elasticity of money demand: Evidence from an error correction model," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(2), pages 155-163, June.
  8. Beck, Günter W. & Hubrich, Kirstin & Marcellino, Massimiliano, 2006. "Regional inflation dynamics within and across euro area countries and a comparison with the US," Working Paper Series 0681, European Central Bank.
  9. 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.).
  10. Stefan Reitz & Jan C. Rülke & Georg Stadtmann, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(4), pages 454-466, August.
  11. Sushanta Mallick, 2004. "A dynamic macroeconometric model for short-run stabilization in India," Applied Economics, Taylor & Francis Journals, vol. 36(3), pages 261-276.
  12. Sunil Sharma & Neil R. Ericsson, 1998. "Broad money demand and financial liberalization in Greece," Empirical Economics, Springer, vol. 23(3), pages 417-436.
  13. Giorgio Valente & Mark Taylor & Lucio Sarno & Richard Clarida, 2004. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," Working Papers wp04-13, Warwick Business School, Finance Group.
  14. Rebeca Albacete & Antoni Espasa, 2005. "Forecasting Inflation In The Euro Area Using Monthly Time Series Models And Quarterly Econometric Models," Statistics and Econometrics Working Papers ws050401, Universidad Carlos III, Departamento de Estadística y Econometría.
  15. Steven Cook, 2003. "The stylized approach to unit root testing: Neglected contributions and the cost of simplicity," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(3), pages 267-272.
  16. Francesco Busato & Alessandro Girardi & Amadeo Argentiero, 2005. "Technology and non-technology shocks in a two-sector economy," Economics Working Papers 2005-11, School of Economics and Management, University of Aarhus.
  17. Peter Prazmowski, 2005. "A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 155-160.
  18. K. P. Upadhyaya & F. G. Mixon, 2003. "Merger activity and unemployment in the USA," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 705-707.
  19. Guenter Beck & Massimiliano Marcellino, 2006. "Regional Inflation Dynamics within and across Euro Area and a Comparison with the US," Computing in Economics and Finance 2006 338, Society for Computational Economics.
  20. Frank Agbola & Chartri Kunanopparat, 2005. "Determinants of exchange rate practices: some empirical evidence from Thailand," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 807-816.
  21. Ogaki, M. & Park, Y.Y., 1989. "A Cointegration Approach To Estimating Preference Parameters," RCER Working Papers 209, University of Rochester - Center for Economic Research (RCER).
  22. Torfinn Harding & Frederick Ploeg, 2013. "Official forecasts and management of oil windfalls," International Tax and Public Finance, Springer, vol. 20(5), pages 827-866, October.
  23. Lena Vogel, 2008. "The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time," Macroeconomics and Finance Series 200803, Hamburg University, Department Wirtschaft und Politik.
  24. Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
  25. Eleanor Doyle, 2004. "Exchange rate pass-through in a small open economy: the Anglo-Irish case," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 443-455.
  26. J. Cable & K. Holland, 1999. "Modelling normal returns in event studies: a model-selection approach and pilot study," The European Journal of Finance, Taylor & Francis Journals, vol. 5(4), pages 331-341.
  27. C.K. Folkertsma & K. Hubrich, 2001. "Performance of core inflation measures," DNB Staff Reports (discontinued) 63, Netherlands Central Bank.
  28. Andrew C. Worthington & Helen Higgs, 2001. "Art as an Investment: Risk, Return and Comovements in Major Painting Markets," School of Economics and Finance Discussion Papers and Working Papers Series 093, School of Economics and Finance, Queensland University of Technology.
  29. Oscar Bajo-Rubio & María Montero-Muñoz, 2001. "Foreign Direct Investment and Trade: A Causality Analysis," Open Economies Review, Springer, vol. 12(3), pages 305-323, July.
  30. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series 106, School of Economics and Finance, Queensland University of Technology.
  31. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2006. "Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries," NBER Working Papers 12483, National Bureau of Economic Research, Inc.
  32. Miguel Lebre de Freitas, 2005. "Portugal-EU convergence revisited: evidence for the period 1960-2003," NIPE Working Papers 10/2005, NIPE - Universidade do Minho.
  33. Siddiqui, Danish Ahmed & Ahmed, Qazi Masood, 2009. "The Causal Relationship between Institutions and Economic Growth: An Empirical Investigation for Pakistan Economy," MPRA Paper 19745, University Library of Munich, Germany.
  34. Robert A. Amano & Tony S. Wirjanto, 1994. "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics 9406002, EconWPA.
  35. Bahmani-Oskooee Mohsen & Mirzaie Aghdas, 2000. "The Long-Run Effects of Depreciation of The Dollar on Sectoral Output," International Economic Journal, Taylor & Francis Journals, vol. 14(3), pages 51-61.
  36. de Jong, Pieter J. & Swanson, Peggy E., 2006. "The Euro deposit market in a global perspective," Global Finance Journal, Elsevier, vol. 16(3), pages 354-365, March.
  37. Leduc, Sylvain & Sill, Keith & Stark, Tom, 2007. "Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 433-459, March.
  38. Robert A. Amano, . "Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand," Working Papers 95-3, Bank of Canada.
  39. James Payne & Hassan Mohammadi, 2004. "The transmission of shocks across real estate investment trust (REIT) markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1211-1217.
  40. Paresh Kumar Narayan & Russell Smyth, 2004. "Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 991-1004.
  41. Hope Corman & H. Naci Mocan, 1996. "A Time-Series Analysis of Crime and Drug Use in New York City," NBER Working Papers 5463, National Bureau of Economic Research, Inc.
  42. Claudia Buch, 2004. "Cross-border banking and transmission mechanisms in Europe: evidence from German data," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1137-1149.
  43. Robert T. Kleiman & James E. Payne & Anandi P. Sahu, 2002. "Random Walks and Market Efficiency: Evidence from International Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 24(3), pages 279-298.
  44. Ali Kutan & Su Zhou, 2003. "Has the Link Between the Spot and Forward Exchange Rates Broken Down? Evidence from Rolling Cointegration Tests," Open Economies Review, Springer, vol. 14(4), pages 369-379, October.
  45. Kamal Upadhyaya & Franklin Mixon & Rabindra Bhandari, 2004. "Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1181-1185.
  46. Ángel Pardo & Francisco Climent, 2000. "Relaciones temporales entre el contrato de futuro sobre IBEX-35 y su activo subyacente," Investigaciones Economicas, Fundación SEPI, vol. 24(1), pages 219-236, January.
  47. Paul Turner, 1999. "The Balance of Payments Constraint and the Post 1973 Slowdown of Economic Growth in the G7 Economies," International Review of Applied Economics, Taylor & Francis Journals, vol. 13(1), pages 41-53.
  48. Ivo Arnold, 2003. "A Regional Analysis of German Money Demand Around Reunification with Implications for EMU," Empirica, Springer, vol. 30(1), pages 63-80, March.
  49. Robert A. Amano & Tony S. Wirjanto, . "An Empirical Investigation into Government Spending and Private Sector Behaviour," Working Papers 94-8, Bank of Canada.
  50. Cho, Guedae & Kim, MinKyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  51. Ana María Iregui & Luis Fernando Melo & María Teresa Ramírez, 2006. "Productividad Regional Y Sectorial En Colombia:Análisis Utilizando Datos De Panel," BORRADORES DE ECONOMIA 003387, BANCO DE LA REPÚBLICA.
  52. Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
  53. Don J. Webber & Saten Kumar, 2011. "Australasian money demand stability:Application of structural break tests," Working Papers 1101, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  54. Doug Hostland, . "CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications," Working Papers 95-5, Bank of Canada.
  55. Pedro H. Albuquerque & Solange Gouvea, 2005. "Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil," Development and Comp Systems 0511027, EconWPA.
  56. Wesche, Katrin, 1996. "Aggregation Bias in Estimating European Money Demand Functions," Discussion Paper Serie B 393, University of Bonn, Germany.
  57. Jean-Francois Fillion, . "L'endettement du secteur prive au Canada: un examen macroeconomique," Working Papers 94-7, Bank of Canada.
  58. Lloyd, Tim A. & Morgan, C. Wyn & McCorriston, Steve & Rayner, Anthony J., 2003. "The Impact Of Food Scares On Price Transmission In Inter-Related Markets," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25904, International Association of Agricultural Economists.
  59. Janine Aron & John Muellbauer, 2002. "Interest rate effects on output: evidence from a GDP forecasting model for South Africa," CSAE Working Paper Series 2002-04, Centre for the Study of African Economies, University of Oxford.
  60. Hallerbach, Winfried G.., 2005. "Holding Period Return-Risk Modeling :The Importance of Dividends," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 45-65, Abril.
  61. Paresh Kumar Narayan, 2005. "New evidence on purchasing power parity from 17 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 1063-1071.
  62. Gillman, Max & Nakov, Anton, 2005. "Granger Causality of the Inflation-Growth Mirror in Accession Countries," CEPR Discussion Papers 4845, C.E.P.R. Discussion Papers.
  63. Tse, Y.K. & Yip, Paul S.L., 2006. "Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 212-227.
  64. Anita Daraisami, 2004. "Export growth slowdown and currency crisis: the Malaysian experience," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1947-1957.
  65. Lucy Ackert & Jonathan Hao & William Hunter, 1997. "The effect of circuit breakers on expected volatility: Tests using implied volatilities," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(2), pages 117-127, June.
  66. 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.
  67. Tsung-Wu Ho, 2002. "Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator," Open Economies Review, Springer, vol. 13(3), pages 275-289, July.
  68. Robert A. Amano & Tony S. Wirjanto, 1994. "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics 9406001, EconWPA, revised 22 Jun 1994.
  69. Leonardo Villar Gómez & David Salamanca Rojas & Andrés Murcia Pabón, 2005. "Crédito, Represión Financiera y Flujos de Capitales en Colombia: 1974-2003," BORRADORES DE ECONOMIA 002236, BANCO DE LA REPÚBLICA.
  70. Anastasios Mastroyiannis, 2007. "Current Account Dynamics and the Feldstein and Horioka Puzzle: the Case of Greece," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 4(1), pages 91-99, June.
  71. Marco R Barassi & Dayong Zhang, 2009. "Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates," Discussion Papers 09-17, Department of Economics, University of Birmingham.
  72. Franz, Wolfgang, 1993. "Unvollkommene Arbeitsmärkte in makroökonomischen Modellen: Eine Übersicht," Discussion Papers 1, University of Konstanz, Center for International Labor Economics (CILE).
  73. Pindyck, Robert S., 1991. "The present value model of rational commodity pricing," Working papers 3354-91., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  74. Walls, W. David, 1993. "Competition and Prices in the Deregulated Gas Pipeline Network: A Multivariate Cointegration Analysis," University of California Transportation Center, Working Papers qt9tg8v7zd, University of California Transportation Center.
  75. Stephan Popp, 2008. "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers 0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  76. Ralf Dewenter & Michael Westermann, 2005. "Cinema Demand In Germany," Journal of Cultural Economics, Springer, vol. 29(3), pages 213-231, August.
  77. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-48, August.
  78. Aron, Janine & Muellbauer, John, 2000. "Personal and Corporate Saving in South Africa," CEPR Discussion Papers 2656, C.E.P.R. Discussion Papers.
  79. Daniela Hristova, 2004. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004 47, Society for Computational Economics.
  80. Côté, Denise & Johnson, Marianne, 1998. "Consumer Attitudes, Uncertainty, and Consumer Spending," Working Papers 98-16, Bank of Canada.
  81. Daniel Levy, 2000. "Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 100-137, January.
  82. Tsangyao Chang & WentRong Liu & Michael Thompson, 2002. "The Viability of Fiscal Policy in South Korea, Taiwan, and Thailand," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0209, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  83. Sekine, Toshitaka, 1998. "Financial Liberalization, the Wealth Effect, and the Demand for Broad Money in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 35-55, May.
  84. 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.
  85. Mookerjee, Rajen & Peebles, Gavin, 1998. "Endogenous money in China: Evidence and insights on recent policies," Journal of Asian Economics, Elsevier, vol. 9(1), pages 139-158.
  86. David Barlow & Roxana Radulescu, 2002. "Purchasing Power Parity in the Transition: The Case of the Romanian Leu Against the Dollar," Post-Communist Economies, Taylor & Francis Journals, vol. 14(1), pages 123-135.
  87. Ralf Ostermark & Rune Hoglund, 1999. "Simulating competing cointegration tests in a bivariate system," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(7), pages 831-846.
  88. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 475-488.
  89. 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.
  90. Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und wirtschaftliche Aktivität," Kiel Working Papers 656, Kiel Institute for the World Economy.
  91. Subrata Ghatak & José R. Sánchez-Fung, 2006. "Is Fiscal Policy Sustainable in Developing Economies?," Discussion Papers 384, Government Institute for Economic Research Finland (VATT).
  92. Bandyopadhyay, Kaushik Ranjan, 2009. "Does OPEC act as a Residual Producer?," MPRA Paper 25841, University Library of Munich, Germany, revised 2010.
  93. Jian Yang, 2005. "Government bond market linkages: evidence from Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 599-610.
  94. Joachim Zietz, 1996. "The relative price of tradables and nontradables and the U.S. trade balance," Open Economies Review, Springer, vol. 7(2), pages 147-160, April.
  95. Balazs Egert & Carol Leonard, 2008. "Dutch Disease Scare in Kazakhstan: Is it real?," Open Economies Review, Springer, vol. 19(2), pages 147-165, April.
  96. Pindyck, Robert S., 1998. "The long-run evolution of energy prices," Working papers WP 4044-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  97. 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.
  98. Mela, Giulio & Canali, Gabriele, 2012. "EU and World Agricultural Markets: Are They more Integrated after the Fischler Reform?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122480, European Association of Agricultural Economists.
  99. Muco, Marta & Papapanagos, Harry & Sanfey, Peter, 1999. "The Determinants of Official and Free-Market Exchange Rates in Albania during Transition," Journal of Comparative Economics, Elsevier, vol. 27(3), pages 534-552, September.
  100. Harald Grech, 2004. "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers 94, Oesterreichische Nationalbank (Austrian Central Bank).
  101. Steven Cook, 2006. "GARCH, heteroscedasticity-consistent covariance matrix estimation and (non)linear unit root testing," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 217-222, July.
  102. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
  103. Wojciech Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 901-903.
  104. Iacoviello, Matteo, 2000. "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series 0018, European Central Bank.
  105. Wesche, Katrin, 1996. "Aggregating Money Demand in Europe with a Divisia Index," Discussion Paper Serie B 392, University of Bonn, Germany.
  106. Nazif Durmaz, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," Economics Bulletin, AccessEcon, vol. 31(3), pages 2468-2479.
  107. Cote, D. & Hostland, D., 1996. "An Econometric Examination of the Trend Unemployment Rate in Canada," Working Papers 96-7, Bank of Canada.
  108. Dierk Herzer & Felicitas Nowak-Lehmann D., 2004. "Export Diversification, Externalities and Growth," Ibero America Institute for Econ. Research (IAI) Discussion Papers 099, Ibero-America Institute for Economic Research.
  109. Guisan, M.Carmen, 2002. "Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion," Economic Development 61, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
  110. Toru Konishi & Valerie A. Ramey & Clive W.J. Granger, 1993. "Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity," NBER Working Papers 4275, National Bureau of Economic Research, Inc.
  111. Guidi, Francesco & Gupta, Rakesh, 2010. "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper 21732, University Library of Munich, Germany.
  112. Mina Baliamoune, 2000. "Economics of Summitry: An Empirical Assessment of the Economic Effects of Summits," Empirica, Springer, vol. 27(3), pages 295-319, September.
  113. Fadiga, Mohamadou L. & Mohanty, Samarendu & Chaudhary, Jagadanand, 2003. "Price Dynamics In The U.S. Fiber Markets:Its Implications For Cotton Industry," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35071, Southern Agricultural Economics Association.
  114. Nikolaos Dritsakis & Antonis Adamopoulos, 2004. "A causal relationship between government spending and economic development: an empirical examination of the Greek economy," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 457-464.
  115. Balázs Égert, 2004. "Equilibrium Exchange Rates in Southeastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) Diseased?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 138-181.
  116. Sunday Osaretin Iyare & Troy Lorde, 2004. "Co-integration, causality and Wagner's law: tests for selected Caribbean countries," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 815-825.
  117. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada.
  118. Panagiotou, Dimitrios, 2005. "Cointegration, Error Correction, And The Measurement Of Oligopsony Conduct In The U.S. Cattle Market," 2005 Annual meeting, July 24-27, Providence, RI 19201, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  119. Philip N. Jefferson, 1997. "'Home' base and monetary base rules: elementary evidence from the 1980s and 1990s," Finance and Economics Discussion Series 1997-21, Board of Governors of the Federal Reserve System (U.S.).
  120. Mixon, Franklin Jr. & Upadhyaya, Kamal P., 2004. "Examining legislative challenges to central bank autonomy: macroeconomic and agency costs models," Journal of Economics and Business, Elsevier, vol. 56(5), pages 415-428.
  121. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, Reading University.
  122. Armah Bartholomew, 2000. "Does Latin America Have More to Gain From Exchange Rate Liberalization than Sub-Saharan Africa?," International Economic Journal, Taylor & Francis Journals, vol. 14(2), pages 113-132.
  123. Alessandra Del Boca & Michele Fratianni & Franco Spinelli & Carmine Trecroci, 2009. "Wage Bargaining Coordination and the Phillips Curve in Italy," Working Papers 0901, University of Brescia, Department of Economics.
  124. Charles Goodhart & Boris Hofmann, 2001. "Asset prices, financial conditions and the transmission of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  125. K. D. Patterson & S. M. Heravi, 2003. "The impact of fat-tailed distributions on some leading unit roots tests," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(6), pages 635-667.
  126. Norah Al-Ballaa, 2005. "Test for cointegration based on two-stage least squares," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 707-713.
  127. Caroline Elliott, 2001. "A Cointegration Analysis of Advertising and Sales Data," Review of Industrial Organization, Springer, vol. 18(4), pages 417-426, June.
  128. HALICIOGLU, Ferda & Dell’Anno, Roberto, 2009. "An ARDL model of unrecorded and recorded economies in Turkey," MPRA Paper 24982, University Library of Munich, Germany.
  129. Peter R. Hartley & Joseph A. Whitt, Jr., 1997. "Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?," Working Paper 97-14, Federal Reserve Bank of Atlanta.
  130. Paresh Kumar Narayan & Russell Smyth, 2004. "Is South Korea's stock market efficient?," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 707-710.
  131. Kanas, Angelos, 1997. "Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 27-42, April.
  132. Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn, 1996. "Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 337-368, June.
  133. Chan Swee Lean, 2001. "Empirical tests to discern linkages between construction and other economic sectors in Singapore," Construction Management and Economics, Taylor & Francis Journals, vol. 19(4), pages 355-363.
  134. Efthymios Tsionas, 2001. "Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data," Regional Studies, Taylor & Francis Journals, vol. 35(8), pages 689-696.
  135. Pilegaard, Rasmus & Durré, Alain & Evjen, Snorre, 2003. "Estimating risk premia in money market rates," Working Paper Series 0221, European Central Bank.
  136. Van Haeperen, Béatrice, 1998. "La courbe de Beveridge : Belgique, 1970 - 1993," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  137. Glasure, Yong U. & Lee, Aie-Rie, 1998. "Cointegration, error-correction, and the relationship between GDP and energy: The case of South Korea and Singapore," Resource and Energy Economics, Elsevier, vol. 20(1), pages 17-25, March.
  138. 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.
  139. Dan Ben-David & David H. Papell, 1994. "The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact," NBER Working Papers 4752, National Bureau of Economic Research, Inc.
  140. Acaravici, Ali, 2010. "Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 140-154, July.
  141. Elke Hahn & Christian Müller, 2000. "Money Demand in Europe: Evidence from the Past," Discussion Papers of DIW Berlin 204, DIW Berlin, German Institute for Economic Research.
  142. Carol H. Shiue & Wolfgang Keller, 2007. "Markets in China and Europe on the Eve of the Industrial Revolution," American Economic Review, American Economic Association, vol. 97(4), pages 1189-1216, September.
  143. Janine Aron, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," Economics Series Working Papers CSAE WPS/2009-01, University of Oxford, Department of Economics.
  144. Darrin Downes & Winston Moore & Dwayne Jackson, 2006. "Financial liberalization and the stationarity of money multiplier," International Economic Journal, Taylor & Francis Journals, vol. 20(2), pages 227-240.
  145. Sabine Stephan, 2002. "German Exports to the Euro Area," Discussion Papers of DIW Berlin 286, DIW Berlin, German Institute for Economic Research.
  146. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.).
  147. Ulrich Fritsche & Felix Marklein, 2001. "Leading Indicators of Euroland Business Cycles," Macroeconomics 0012021, EconWPA.
  148. Torben Andersen & Niels Hansen, 1995. "Price adjustment in open economies," Open Economies Review, Springer, vol. 6(4), pages 303-321, October.
  149. Leachman, Lori L. & Francis, Bill, 1995. "Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 551-577.
  150. Sundar, Cuddalore & Varela, Oscar & Naka, Atsuyuki, 1997. "Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries," Global Finance Journal, Elsevier, vol. 8(2), pages 221-238.
  151. A. Tahai & Robert Rutledge & Khondkar Karim, 2004. "An examination of financial integration for the group of seven (G7) industrialized countries using an I( ) cointegration model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 327-335.
  152. Dierk Herzer, 2005. "Does Trade Increase Total Factor Productivity: Cointegration Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers 115, Ibero-America Institute for Economic Research.
  153. Theodore Syriopoulos, 2004. "International portfolio diversification to Central European stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1253-1268.
  154. Krzysztof Rybinski, 1997. "Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test," Economic Change and Restructuring, Springer, vol. 30(2), pages 127-179, May.
  155. Owen F. Humpage, 1992. "An introduction to the international implications of U.S. fiscal policy," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 27-39.
  156. Evans, J. Lynne & Amey, Michael C., 1996. "Seigniorage and tax smoothing: Testing the extended tax-smoothing model," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 111-125.
  157. Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004. "Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE 0413, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  158. Jordi Pons Novell & Andreu Sanso, 1996. "Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990," Working Papers in Economics 2, Universitat de Barcelona. Espai de Recerca en Economia.
  159. Efthymios Tsionas, 2003. "Inflation and Productivity in Europe: An Empirical Investigation," Empirica, Springer, vol. 30(1), pages 39-62, March.
  160. Jan J J Groen & Clare Lombardelli, 2004. "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England.
  161. Assaf, Ata, 2008. "Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time," International Review of Economics & Finance, Elsevier, vol. 17(2), pages 269-278.
  162. De Vany, Arthur & Walls, W. David, 1993. "Network Connectivity and Price Convergency: Gas Pipeline Deregulation," University of California Transportation Center, Working Papers qt9n876133, University of California Transportation Center.
  163. Dierk Herzer, 2005. "Trade composition and total factor productivity: Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers 116, Ibero-America Institute for Economic Research.
  164. Philip Bodman, 1997. "The Australian Trade Balance and Current Account: a Time Series Perspective," International Economic Journal, Taylor & Francis Journals, vol. 11(2), pages 39-57.
  165. Victor Fang & Chien-Ting Lin & Kunaal Parbhoo, 2008. "Macroeconomic News, Business Cycles and Australian Financial Markets," Asia-Pacific Financial Markets, Springer, vol. 15(3), pages 185-207, December.
  166. T. Chang & W. Fang & W. Liu & Thompson Henry, 2000. "Exports, Imports and Income in Taiwan: An Examination of the Export Led Growth Hypothesis," International Economic Journal, Taylor & Francis Journals, vol. 14(2), pages 151-160.
  167. Seung-Hoon Yoo, 2004. "Public R&D expenditure and private R&D expenditure: a causality analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 711-714.
  168. Sabuhoro, Jean Bosco & Larue, Bruno, 1997. "The market efficiency hypothesis: The case of coffee and cocoa futures," Agricultural Economics, Blackwell, vol. 16(3), pages 171-184, August.
  169. Carlos de Almeida Cardoso & Flávio Vilela Vieira, 2004. "Câmbio, Inflação E Juros Na Transição Do Regime Cambial Brasileiro: Uma Análise De Vetores Auto-Regressivos E Causalidade," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32th Brazilian Economics Meeting] 080, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  170. Fernando Fernandez-Rodriguez & Simon Sosvilla-Rivero & Maria Dolores Garcia-Artiles, 1997. "Using nearest neighbour predictors to forecast the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 75-91, January.
  171. Wu, Yangru & Zhang, Junxi, 1998. "An empirical investigation on the time-series behavior of the U.S.-China trade deficit," Journal of Asian Economics, Elsevier, vol. 9(3), pages 467-485.
  172. Garey Ramey & Valerie A. Ramey, 1991. "Technology Commitment and the Cost of Economic Fluctuations," NBER Working Papers 3755, National Bureau of Economic Research, Inc.
  173. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  174. Thompson, Stanley R. & Bohl, Martin T., 1999. "International Wheat Price Transmission And Cap Reform," 1999 Annual meeting, August 8-11, Nashville, TN 21705, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  175. Mohsen Bahmani-Oskooee, 1998. "Cointegration Approach to Estimate the Long-Run Trade Elasticities in LDCs," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 89-96.
  176. Osman Karamustafa & Yakup Kucukkale, 2003. "Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey," Finance 0309010, EconWPA.
  177. Helen Higgs & Andrew C. Worthington, 2002. "The Prospects for Geographic Diversification in UK Regional Property Investment: Implications Derived from Multivariate Cointegration Analysis," School of Economics and Finance Discussion Papers and Working Papers Series 111, School of Economics and Finance, Queensland University of Technology.
  178. Thorsten Hock & Patrick Zimmermann, 2005. "Forecasting Monetary Policy in Switzerland: Some Empirical Assistance," Financial Markets and Portfolio Management, Springer, vol. 19(2), pages 201-212, August.
  179. Cable, J & Holland, K, 1996. "Modelling Normal Returns in Event Studies: A Model-Selection Approach and Pilot Study," Working Papers 96-13, University of Wales, Aberystwyth, Department of Economics.
  180. Stefka Slavova, 2003. "Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000," Applied Economics, Taylor & Francis Journals, vol. 35(11), pages 1303-1316.
  181. K. Chaudhuri & S. Smiles, 2004. "Stock market and aggregate economic activity: evidence from Australia," Applied Financial Economics, Taylor & Francis Journals, vol. 14(2), pages 121-129.
  182. Eusuf, M Abu & Ahmed, Mansur, 2007. "Causality between Export and Growth: Evidence from South Asian Countries," MPRA Paper 21027, University Library of Munich, Germany, revised 25 May 2008.
  183. Sturm, Jan Egbert & de Haan, Jakob, 1995. "Is public expenditure really productive?: New evidence for the USA and The Netherlands," Economic Modelling, Elsevier, vol. 12(1), pages 60-72, January.
  184. Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Working Papers 04-23, Bank of Canada.
  185. 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.).
  186. Katsouli, E. & Vogiatzis, A. & Manitsaris, A., 2002. "Linking consumer prices to wholesale prices: Error correction models for the case of Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 3(1), January.
  187. 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.
  188. Di Iorio, Francesca & Fachin, Stefano, 2010. "A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007," MPRA Paper 25873, University Library of Munich, Germany.
  189. Predrag Petrovic, 2012. "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 30(1), pages 57-87.
  190. Walls, W. David, 1993. "A Cointegration Rank Test of Market Linkages with an Application to the U.S. Natural Gas Industry," University of California Transportation Center, Working Papers qt6sj0961h, University of California Transportation Center.
  191. David Greasley & Les Oxley, 2000. "Outside the Club: New Zealand's economic growth, 1870-1993," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 173-192.
  192. Lahura, Erick, 2010. "Monetary aggregates and monetary policy: an empirical assessment for Peru," Working Papers 2010-019, Banco Central de Reserva del Perú.
  193. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 635-643.
  194. Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel, 2002. "Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999," ERC Working Papers 0204, ERC - Economic Research Center, Middle East Technical University, revised Apr 2002.
  195. Paul Cashin & Catherine Pattillo, 2006. "African terms of trade and the commodity terms of trade: close cousins or distant relatives?," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 845-859.
  196. Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, vol. 18(4), pages 397-417, August.
  197. Tsangyao Chang & WenRong Liu & Steven Caudill, 2004. "A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 577-589.
  198. Cem Saatçioðlu & Levent Korap, 2007. "Turkish Money Demand, Revisited: Some Implications For Inflation And Currency Substitution Under Structural Breaks," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, vol. 21(1+2), pages 107-124.
  199. Vasco De & A. Gabriel & Artur C. B. Da Silva Lopes & Luis Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 893-900.
  200. Boriss Siliverstovs & Manh Ha Duong, 2006. "On the Role of Stock Market for Real Economic Activity," Discussion Papers of DIW Berlin 599, DIW Berlin, German Institute for Economic Research.
  201. Camille Logeay & Sven Schreiber, 2003. "Effekte einer Arbeitszeitverkürzung: empirische Evidenz für Frankreich," Discussion Papers of DIW Berlin 362, DIW Berlin, German Institute for Economic Research.
  202. Claus, I., 1997. "A Measure of Underlying Inflation in the United States," Working Papers 97-20, Bank of Canada.
  203. Chen, Show-Lin & Wu, Jyh-Lin, 2000. "A Re-Examination of Purchasing Power Parity in Japan and Taiwan," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 271-284, April.
  204. Alessandro Cologni & Matteo Manera, 2011. "On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries," Working Papers 2011.54, Fondazione Eni Enrico Mattei.
  205. Giulio Cifarelli, 1995. "Fundamentals, regime shifts, and dollar behavior in the 1980s," Open Economies Review, Springer, vol. 6(1), pages 29-48, January.
  206. Richard Harris & Brian Silverstone, 2000. "Asymmetric Adjustment of Unemployment and Output in New Zealand: Rediscovering Okun's Law," Working Papers in Economics 00/02, University of Waikato, Department of Economics.
  207. Ikeno, Hidehiro, 2014. "Pairwise tests of convergence of Japanese local price levels," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 232-248.
  208. Yangru Wu, 1997. "The trend behavior of real exchange rates: Evidence from OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(2), pages 282-296, 06.
  209. Kim-Leng Goh & Yoke-Chen Wong & Kim-Lian Kok, 2005. "Financial Crisis and Intertemporal Linkages Across the ASEAN-5 Stock Markets," Review of Quantitative Finance and Accounting, Springer, vol. 24(4), pages 359-377, June.
  210. Botti, Laurent & Peypoch, Nicolas & Randriamboarison, Rado & Solonandrasana, Bernardin, 2006. "An Econometric Model of Tourism Demand in France," MPRA Paper 25390, University Library of Munich, Germany, revised 30 Dec 2006.
  211. Charles S. Morris & Robert Neal & Douglas Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper 98-08, Federal Reserve Bank of Kansas City.
  212. Pablo Marshall, 1998. "Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 1(1), pages 89-109.
  213. Athina Kanioura & Paul Turner, 2005. "Critical values for an F-test for cointegration in a multivariate model," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 265-270.
  214. Ole Boysen, 2009. "Border Price Shocks, Spatial Price Variation, and their Impacts on Poverty in Uganda," The Institute for International Integration Studies Discussion Paper Series iiisdp306, IIIS.
  215. Sang-Kuck Chung, 2006. "The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 355-370.
  216. Eleanor Doyle, 1998. "Export-output causality: The Irish case 1953–93," Atlantic Economic Journal, International Atlantic Economic Society, vol. 26(2), pages 147-161, June.
  217. George A. Slotsve & James M. Nason, 2003. "Along the New Keynesian Phillips Curve with Nominal and Real Rigidities," Computing in Economics and Finance 2003 270, Society for Computational Economics.
  218. Koo, Won W. & Cho, Guedae & Kim, MinKyoung, 2005. "Macro Effects on Agricultural Prices in Different Time Horizons," 2005 Annual meeting, July 24-27, Providence, RI 19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  219. Elena Márquez de la Cruz, 2005. "La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 455-481, September.
  220. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 547-556.
  221. Iris Claus, 1999. "Estimating potential output for New Zealand: a structural VAR approach," Reserve Bank of New Zealand Discussion Paper Series DP2000/03, Reserve Bank of New Zealand.
  222. Theingi Myint & Siegfried Bauer, 2010. "Myanmar Rice Market: Market Integration and Price Causality," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture, vol. 7(2), pages 91-105, December.
  223. Anastasios, Pappas, 2010. "Capital mobility and macroeconomic volatility: evidence from Greece," MPRA Paper 29106, University Library of Munich, Germany.
  224. Gervais, Jean-Philippe & Khraief, Naceur, 2007. "AJAE Appendix: Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?," American Journal of Agricultural Economics Appendices, Agricultural and Applied Economics Association, vol. 89(4), November.
  225. Calza, Alessandro & Manrique, Marta & Sousa, João, 2003. "Aggregate loans to the euro area private sector," Working Paper Series 0202, European Central Bank.
  226. Gannon, Gerard L., 1996. "First and second order inefficiency in Australasian currency markets," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 315-327, July.
  227. Morgan, C. Wyn & McCorriston, Steve, 2005. "Market Power and Relative Price Adjustment: Evidence from the UK," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24485, European Association of Agricultural Economists.
  228. 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.).
  229. M. McAleer & J. M. Sequeira, 2004. "Efficient estimation and testing of oil futures contracts in a mutual offset system," Applied Financial Economics, Taylor & Francis Journals, vol. 14(13), pages 953-962.
  230. Neto, David, 2012. "Testing and estimating time-varying elasticities of Swiss gasoline demand," Energy Economics, Elsevier, vol. 34(6), pages 1755-1762.
  231. Haluk Erlat & Guzin Erlat, 1998. "Permanent and transitory shocks on real and nominal exchange rates in Turkey during the post-1980 period," Atlantic Economic Journal, International Atlantic Economic Society, vol. 26(4), pages 379-396, December.
  232. Tabakis, Nikolaos M., 2001. "A Multivariate Model for the Relationship Between Agricultural Prices and Inflation Uncertainty: Evidence Using Greek Data," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 2(1), January.
  233. T. -W. Ho, 2003. "Regime-switching properties of the optimal seigniorage hypothesis: the case of Taiwan," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 485-494.
  234. Xiaming Liu & Haiyan Song & Peter Romilly, 1997. "An empirical investigation of the causal relationship between openness and economic growth in China," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1679-1686.
  235. Robert Sollis & Mark E. Wohar, 2006. "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 139-153.
  236. Erdal Ozmen & Kağan Parmaksiz, 2003. "Exchange rate regimes and the Feldstein-Horioka puzzle: the French evidence," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 217-222.
  237. Sérgio Kannebley Júnior, 2001. "Desempenho Exportador Brasileiro Recente e Taxa de Câmbio Real: uma Análise Setorial," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  238. Gang Liu, 2006. "A causality analysis on GDP and air emissions in Norway," Discussion Papers 447, Research Department of Statistics Norway.