Real and monetary convergence between the European Union's core and recent member countries: A rolling cointegration approach
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- Hagen, Jurgen von & Fratianni, Michele, 1990. "German dominance in the EMS: evidence from interest rates," Journal of International Money and Finance, Elsevier, vol. 9(4), pages 358-375, December.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
- Henrik Hansen & Søren Johansen, 1999. "Some tests for parameter constancy in cointegrated VAR-models," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 306-333.
- Brada, Josef C. & Kutan, Ali M., 2001.
"The convergence of monetary policy between candidate countries and the European Union,"
Elsevier, vol. 25(3), pages 215-231, September.
- Brada, Josef C. & Ktan, Ali M., 2001. "The convergence of monetary policy between candidate countries and the European Union," ZEI Working Papers B 07-2001, ZEI - Center for European Integration Studies, University of Bonn.
- Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
- Kirchgassner, Gebhard & Wolters, Jurgen, 1993. "Does the DM Dominate the Euro Market? An Empirical Investigation," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 773-78, November.
- van Giersbergen, Noud P A, 1996. "Bootstrapping the Trace Statistic in VAR Models: Monte Carlo Results and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(2), pages 391-408, May.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Begg, David, 1998.
"Pegging Out: Lessons from the Czech Exchange Rate Crisis,"
Journal of Comparative Economics,
Elsevier, vol. 26(4), pages 669-690, December.
- Begg, David, 1998. "Pegging Out: Lessons from the Czech Exchange Rate Crisis," CEPR Discussion Papers 1956, C.E.P.R. Discussion Papers.
- Estrin, Saul & Urga, Giovanni & Lazarova, Stepana, 2001. "Testing for Ongoing Convergence in Transition Economies, 1970 to 1998," Journal of Comparative Economics, Elsevier, vol. 29(4), pages 677-691, December.
- Rangvid, Jesper & Sørensen, Carsten, 2000. "Convergence in the ERM and declining numbers of common stochastic trends," Working Papers 2000-8, Copenhagen Business School, Department of Finance.
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