Applied Time Series Econometrics
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- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2008.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 29(2), pages 331-358, March.
- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," SFB 649 Discussion Papers SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Economics Working Papers ECO2006/29, European University Institute.
- Marcos Sanso-Navarro, 2011. "Broken trend stationarity of hours worked," Post-Print hal-00712742, HAL.
- Fullerton, Thomas M. Jr & Walke, Adam G., 2012.
"Border Zone Mass Transit Demand in Brownsville and Laredo,"
Journal of the Transportation Research Forum,
Transportation Research Forum, vol. 51(2), pages 1-18.
- Fullerton, Thomas M., Jr. & Walke, Adam G., 2012. "Border zone mass transit demand in Brownsville and Laredo," MPRA Paper 42990, University Library of Munich, Germany.
- López Cabrera, Brenda & Schulz, Franziska, 2016.
"Volatility linkages between energy and agricultural commodity prices,"
Elsevier, vol. 54(C), pages 190-203.
- Brenda López Cabrera, & Franziska Schulz,, 2013. "Volatility linkages between energy and agricultural commodity prices," SFB 649 Discussion Papers SFB649DP2013-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d׳Artis, 2015.
"From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels,"
Renewable and Sustainable Energy Reviews,
Elsevier, vol. 49(C), pages 921-930.
- Piroli, Giuseppe & Rajcaniova, Miroslava & Ciaian, Pavel & Kancs, d'Artis, 2014. "From rise in B to fall in C? Global environmental impacts of biofuels," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182804, European Association of Agricultural Economists.
- Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs, 2014. "From a rise in B to a fall in C? Environmental impact of biofuels," EERI Research Paper Series EERI RP 2014/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015. " From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," Working Papers LICOS Centre for Institutions and Economic Performance 516223, KU Leuven, Faculty of Economics and Business, LICOS Centre for Institutions and Economic Performance.
- Pavel Ciaian & dâ€™Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova, 2015. "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," JRC Working Papers JRC95503, Joint Research Centre (Seville site).
- Pavel Ciaian & d'Artis Kancs & Giuseppe Pirolix & Miroslava Rajcaniova, 2015. "From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels," LICOS Discussion Papers 37115, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
- Kim, Man-Keun & Tejeda, Hernan & Yu, T. Edward, 2016. "Dynamic and Spatial Relationships in US Rice Markets," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229784, Southern Agricultural Economics Association.
- Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
- Manuel Leon Navarro & Rafael Flores de Frutos, 2011. "Consumption and Housing Wealth Breakdown of the Effect of a Rise in Interest Rates," Post-Print hal-00687732, HAL.
- León Navarro, Manuel & Flores de Frutos, Rafael, 2015. "Residential versus financial wealth effects on consumption from a shock in interest rates," Economic Modelling, Elsevier, vol. 49(C), pages 81-90.
- Mehdi Abid & Rafaa Mraihi, 2015. "Disaggregate Energy Consumption Versus Economic Growth in Tunisia: Cointegration and Structural Break Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 6(4), pages 1104-1122, December.
- Sergej Gricar & Stefan Bojnec & Vesna Karadzic & Svetlana Rakocevic, 2016. "Comparative Analysis of Tourism-Led Growth in Slovenia and Montenegro," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 14(1 (Spring), pages 75-92.
- Alonso-Rodriguez, Agustin, 2015. "Wind electricity production in Germany and Spain: a dynamic relationship," EconStor Research Reports 121936, ZBW - Leibniz Information Centre for Economics.
- Rey, Serge, 2009.
"L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien,"
Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
- Serge Rey, 2009. "L’apport du Natrex à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," Post-Print hal-01885310, HAL.
- repec:vul:omefvu:v:9:y:2018:i:2:id:251 is not listed on IDEAS
- Jenny Koerner, 2015. "Monetary Transmission in the Czech Republic after the Transformation," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 1(3), pages 19-47.
- Markus Krätzig, 2005. "A Software Framework for Data Based Analysis," SFB 649 Discussion Papers SFB649DP2005-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl, 2013.
"Reducing confidence bands for simulated impulse responses,"
Springer, vol. 54(4), pages 1131-1145, November.
- Helmut Lütkepohl, 2012. "Reducing Confidence Bands for Simulated Impulse Responses," Discussion Papers of DIW Berlin 1235, DIW Berlin, German Institute for Economic Research.
- repec:sgh:gosnar:y:2018:i:1:p:103-135 is not listed on IDEAS
- Krogscheepers, Corris & Gossel, Sean Joss, 2015. "Input cost and international demand effects on the production of platinum group metals in South Africa," Resources Policy, Elsevier, vol. 45(C), pages 193-201.
- repec:psc:journl:v:10:y:2018:i:3:p:263-304 is not listed on IDEAS
- Bunn, Derek W. & Fezzi, Carlo, 2007. "Interaction of European Carbon Trading and Energy Prices," Climate Change Modelling and Policy Working Papers 9092, Fondazione Eni Enrico Mattei (FEEM).
- Hertrich, Markus, 2015. "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper 67837, University Library of Munich, Germany.
- Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006.
"Residual autocorrelation testing for vector error correction models,"
Journal of Econometrics,
Elsevier, vol. 134(2), pages 579-604, October.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute.
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