An I(2) cointegration analysis of small-country import price determination
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- Gomez-Biscarri, Javier & Hualde, Javier, 2015.
"A residual-based ADF test for stationary cointegration in I(2) settings,"
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- Javier Gómez Biscarri & Javier Hualde, 2014. "A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings," Working Papers 779, Barcelona Graduate School of Economics.
- Javier Gómez Biscarri & Javier Hualde, 2014. "A residual-based ADF test for stationary cointegration in I (2) settings," Economics Working Papers 1439, Department of Economics and Business, Universitat Pompeu Fabra.
- Juselius, Katarina, 2014.
"Testing for near I(2) trends when the signal-to-noise ratio is small,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy (IfW), vol. 8, pages 1-30.
- Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW).
- Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
- Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael, 2010. "Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate," Journal of Econometrics, Elsevier, vol. 158(1), pages 117-129, September.
- Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Hans Christian Kongsted & Heino Bohn Nielsen, 2004. "Analysing I(2) Systems by Transformed Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 379-397, July.
- Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016.
"Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs,"
Taylor & Francis Journals, vol. 48(38), pages 3665-3678, August.
- Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013. "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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