A Structured VAR for Denmark under Changing Monetary Regimes
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2000. "The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 917-941, December.
- Saten Kumar & Don J. Webber, 2013.
"Australasian money demand stability: application of structural break tests,"
Applied Economics, Taylor & Francis Journals, vol. 45(8), pages 1011-1025, March.
- Kumar, Saten & Webber, Don J., 2010. "Australasian money demand stability: Application of structural break tests," MPRA Paper 27569, University Library of Munich, Germany.
- Daniel Garcés Díaz, 2017. "Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013," Working Papers 2017-20, Banco de México.
- Mohammad Khanssa & Wafaa Nasser & Abbas Mourad, 2018. "An Econometric Analysis of Inflation and Unemployment in Lebanon: A Vector Error Correction Model (VECM)," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(2), pages 133-141, February.
- Jung, Alexander & Carcel Villanova, Hector, 2020. "The empirical properties of euro area M3, 1980-2017," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 37-49.
- Katarina Juselius, 2011.
"On the Role of Theory and Evidence in Macroeconomics,"
Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17,
Edward Elgar Publishing.
- Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
- Oliver Holtemöller, 2004. "A monetary vector error correction model of the Euro area and implications for monetary policy," Empirical Economics, Springer, vol. 29(3), pages 553-574, September.
- Irandoust Manuchehr & Sjoo Boo, 2000. "The Behavior of the Current Account in Response to Unobservable and Observable Shocks," International Economic Journal, Taylor & Francis Journals, vol. 14(4), pages 41-57.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001.
"An I(2) analysis of inflation and the markup,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
- Holtemöller, Oliver, 2002. "Structural vector autoregressive models and monetary policy analysis," SFB 373 Discussion Papers 2002,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kurita, Takamitsu, 2020. "Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
- Budina, Nina & Maliszewski, Wojciech & de Menil, Georges & Turlea, Geomina, 2006.
"Money, inflation and output in Romania, 1992-2000,"
Journal of International Money and Finance, Elsevier, vol. 25(2), pages 330-347, March.
- Nina Budina & Wojtek Maliszewski & Georges de Menil & Geomina Turlea, 2002. "Money, Inflation and output in Romania, 1992-2000," DELTA Working Papers 2002-15, DELTA (Ecole normale supérieure).
- Nina Budina & Wojciech Maliszewski & Georges de Menil & Geomina Turlea, 2006. "Money, inflation and output in Romania, 1992-2000," Post-Print halshs-00754167, HAL.
- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"Exogeneity, Cointegration, and Economic Policy Analysis,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-387, October.
- Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009.
"An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application,"
09-13, University of Copenhagen. Department of Economics.
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application," CREATES Research Papers 2009-28, Department of Economics and Business Economics, Aarhus University.
- Krusec, Dejan, 2010. "The "price puzzle" in the monetary transmission VARs with long-run restrictions," Economics Letters, Elsevier, vol. 106(3), pages 147-150, March.
- J. M. Gil & M. BenKaabia & H. E. Chebbi, 2009.
"Macroeconomics and agriculture in Tunisia,"
Applied Economics, Taylor & Francis Journals, vol. 41(1), pages 105-124.
- Ben Kaabia, Monia & Gil, Jose Maria & Chebbi, Houssem Eddine, 2005. "Macroeconomics and Agriculture in Tunisia," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24597, European Association of Agricultural Economists.
- Nikolaus A. Siegfried, 2002.
"An information-theoretic extension to structural VAR modelling,"
0203005, University Library of Munich, Germany.
- Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Quantitative Macroeconomics Working Papers 20203, Hamburg University, Department of Economics.
- Holtemöller, Oliver, 2002. "Money and prices: An I(2) analysis for the euro area," SFB 373 Discussion Papers 2002,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kumar, Saten & Rao, B. Bhaskara, 2012.
"Error-correction based panel estimates of the demand for money of selected Asian countries with the extreme bounds analysis,"
Economic Modelling, Elsevier, vol. 29(4), pages 1181-1188.
- Rao, B. Bhaskara & Kumar, Saten, 2010. "Error-Correction Based Panel Estimates of the Demand for Money of Selected Asian Countries with the Extreme Bounds Analysis," MPRA Paper 27263, University Library of Munich, Germany.
- Takamitsu Kurita, 2019. "A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 251-270, June.
- Shushanik Papanyan, 2010. "The transmission of shocks between Europe, Japan and the United States," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 54-70.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlbes:v:16:y:1998:i:4:p:400-411. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.