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Markus Krätzig
(Markus Kratzig)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

    Cited by:

    1. Gary S. Anderson & Jinill Kim & Tack Yun, 2010. "Using a projection method to analyze inflation bias in a micro-founded model," Finance and Economics Discussion Series 2010-18, Board of Governors of the Federal Reserve System (U.S.).
    2. Nico Vellinga, 2018. "Visual Economic Modelling System (VEMS) for Computable General Equilibrium Models," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 1097-1121, April.

  2. Viktor Winschel & Markus Krätzig, 2008. "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality," SFB 649 Discussion Papers SFB649DP2008-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

    Cited by:

    1. Tommaso Proietti & Alessandra Luati, 2013. "Maximum likelihood estimation of time series models: the Kalman filter and beyond," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 15, pages 334-362, Edward Elgar Publishing.
    2. Jesús Fernández-Villaverde & Grey Gordon & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Nonlinear Adventures at the Zero Lower Bound," NBER Working Papers 18058, National Bureau of Economic Research, Inc.
    3. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo.
    4. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
    5. Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," NBER Working Papers 19326, National Bureau of Economic Research, Inc.
    6. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    7. Dan Cao & Wenlan Luo & Guangyu Nie, 2023. "Online Appendix to "Global GDSGE Models"," Online Appendices 22-86, Review of Economic Dynamics.
    8. Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    9. Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2017. "Uncertainty Quantification and Global Sensitivity Analysis for Economic Models," CER-ETH Economics working paper series 17/265, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    10. Arne Risa Hole & Hong Il Yoo, 2017. "The use of heuristic optimization algorithms to facilitate maximum simulated likelihood estimation of random parameter logit models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(5), pages 997-1013, November.
    11. Frédéric Karamé, 2018. "A new particle filtering approach to estimate stochastic volatility models with Markov-switching," Post-Print hal-02296093, HAL.
    12. Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2018. "Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization," Papers 1803.11467, arXiv.org, revised Sep 2018.
    13. Pichler, Paul, 2011. "Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 240-251, February.
    14. Michael Creel & Dennis Kristensen, "undated". "Indirect Likelihood Inference," Working Papers 558, Barcelona School of Economics.
    15. Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2016. "Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach," Papers 1610.07694, arXiv.org, revised Jun 2019.
    16. Christophe Gouel, 2013. "Comparing numerical methods for solving the competitive storage model," Post-Print hal-01136976, HAL.
    17. Peter Schober & Julian Valentin & Dirk Pflüger, 2022. "Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 185-224, January.
    18. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
    19. Marc Bourreau & Yutec Sun, 2022. "Competition and Quality: Evidence from the Entry of Mobile Network Service," Working Papers 22-04, NET Institute.
    20. Marlon Azinovic & Luca Gaegauf & Simon Scheidegger, 2022. "Deep Equilibrium Nets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1471-1525, November.
    21. Dan S. Rickman, 2010. "Modern Macroeconomics And Regional Economic Modeling," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 23-41, February.
    22. Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    23. Sun, Yutec & Ishihara, Masakazu, 2019. "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, vol. 208(2), pages 563-584.

Articles

  1. Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Books

  1. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521839198.

    Cited by:

    1. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," SIRE Discussion Papers 2008-52, Scottish Institute for Research in Economics (SIRE).
    2. Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
    3. Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016. "The economics of BitCoin price formation," Applied Economics, Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
    4. 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.
    5. Kristijan Kotarski & Milan Deskar-Škrbiæ, 2016. "Transcending the new macroeconomic orthodoxy in the Eurozone: a Post-Keynesian view," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 34(2), pages 419-441.
    6. Leon, Costas, 2018. "The Relation between Absences and Grades: A Statistical Analysis," MPRA Paper 84655, University Library of Munich, Germany.
    7. Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso, 2012. "Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal," CESifo Working Paper Series 3897, CESifo.
    8. Margherita Grasso & Matteo Manera & Aline Chiabai & Anil Markandya, 2010. "The Health Effects of Climate Change: A Survey of Recent Quantitative Research," Working Papers 2010-16, BC3.
    9. Helmut Lütkepohl & Ralf Brüggemann, 2006. "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702.
    10. 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).
    11. D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009. "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers 200901, School of Economics, University College Dublin.
    12. Yılmaz, Engin & Süslü, Bora, 2015. "The Calculation of Weighted Price Elasticity of Tax: Turkey (1998-2013)," MPRA Paper 64417, University Library of Munich, Germany, revised 15 Apr 2015.
    13. Michal Franta, 2012. "Macroeconomic Effects of Fiscal Policy in the Czech Republic: Evidence Based on Various Identification Approaches in a VAR Framework," Working Papers 2012/13, Czech National Bank.
    14. Ren, Yunwen & Zhang, Xinsheng, 2010. "Subset selection for vector autoregressive processes via adaptive Lasso," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1705-1712, December.
    15. Serge Rey, 2011. "Exchange rate fluctuations and extra-eurozone exports: A comparison of Germany and France," Economics Bulletin, AccessEcon, vol. 31(2), pages 1131-1150.
    16. Leonardo Gambacorta & Adrian Van Rixtel & Stefano Schiaffi, 2017. "Changing business models in international bank funding," BIS Working Papers 614, Bank for International Settlements.
    17. Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser, 2005. "Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses," ifo Working Paper Series No.14, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    18. Kayhan, Selim & Bayat, Tayfur & Yüzbaşı, Bahadir, 2013. "Government expenditures and trade deficits in Turkey: Time domain and frequency domain analyses," Economic Modelling, Elsevier, vol. 35(C), pages 153-158.
    19. Ehrlich, Lars G., 2018. "What drives nickel prices: A structural VAR approach," HWWI Research Papers 186, Hamburg Institute of International Economics (HWWI).
    20. Md Nain & Bandi Kamaiah, 2014. "Financial development and economic growth in India: some evidence from non-linear causality analysis," Economic Change and Restructuring, Springer, vol. 47(4), pages 299-319, November.
    21. Fatemeh Nazifi, 2010. "The price impacts of linking the European Union Emissions Trading Scheme to the Clean Development Mechanism," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 12(4), pages 164-186, December.
    22. Elżbieta Szaruga & Elżbieta Załoga, 2022. "Environmental Management from the Point of View of the Energy Intensity of Road Freight Transport and Shocks," IJERPH, MDPI, vol. 19(21), pages 1-22, November.
    23. Felippe Cauê Serigati & Paulo Furquim De Azevedo & Mario Antonio Margarido, 2014. "How Integrated Are The Main Markets Ofethanol?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 185, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    24. Bofinger, Peter & Geißendörfer, Lisa & Haas, Thomas & Mayer, Fabian, 2023. "Credit as an instrument for growth: A monetary explanation of the Chinese growth story," W.E.P. - Würzburg Economic Papers 107, University of Würzburg, Department of Economics.
    25. Mehrotra, Aaron, 2009. "The case for price level or inflation targeting--What happened to monetary policy effectiveness during the Japanese disinflation?," Japan and the World Economy, Elsevier, vol. 21(3), pages 280-291, August.
    26. Charl Jooste & Mr. Alfredo Cuevas & Ian C. Stuart & Philippe Burger, 2011. "Fiscal sustainability and the fiscal reaction function for South Africa," IMF Working Papers 2011/069, International Monetary Fund.
    27. Ihle, Rico & von Cramon-Taubadel, Stephan, 2010. "Semiparametric Evidence on the Nature of Price Transmission in Tanzanian Maize Markets," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61606, Agricultural and Applied Economics Association.
    28. Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs, 2011. "Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US," EERI Research Paper Series EERI_RP_2011_11, Economics and Econometrics Research Institute (EERI), Brussels.
    29. Anton Velinov, 2014. "Assessing the Sustainability of Government Debt: On the Different States of the Debt/GDP Process," Discussion Papers of DIW Berlin 1359, DIW Berlin, German Institute for Economic Research.
    30. Matthijs Lof, 2015. "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, vol. 61(8), pages 1889-1901, August.
    31. Željko Kuèiš & Irena Paliæ, 2021. "Empirical analysis of the elasticity of employment to output gap in the republic of croatia," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 19(1), pages 94-105.
    32. Amir Safari, 2014. "An e–E-insensitive support vector regression machine," Computational Statistics, Springer, vol. 29(6), pages 1447-1468, December.
    33. Anton Velinov, 2013. "Can Stock Price Fundamentals Properly be Captured?: Using Markov Switching in Heteroskedasticity Models to Test Identification Schemes," Discussion Papers of DIW Berlin 1350, DIW Berlin, German Institute for Economic Research.
    34. Luckmann, Jonas & Ihle, Rico & Grethe, Harald & Kleinwechter, Ulrich, 2011. "Can Vietnamese Upland Farmers Profit from High World Market Prices? A Price Transmission Analysis," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114376, European Association of Agricultural Economists.
    35. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2005 70, Money Macro and Finance Research Group.
    36. Ashima Goyal, 2012. "The Future Of Financial Liberalization In South Asia," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 19(1), pages 63-96, June.
    37. Holst, Carsten & Cramon-Taubdel, Stephan von, 2014. "Trade, Market Integration and Spatial Price Transmission on EU Pork Markets following Eastern Enlargement," Department of Agricultural and Rural Development (DARE) Discussion Papers 187598, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE).
    38. João Sousa Andrade, 2006. "Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)," GEMF Working Papers 2006-04, GEMF, Faculty of Economics, University of Coimbra.
    39. Younus, Rijja Ali & Yucel, Eray, 2020. "Exchange Rate Pass-Through in Pakistan," MPRA Paper 98955, University Library of Munich, Germany.
    40. Ihle, Rico & Brümmer, Bernhard & Thompson, Stanley R., 2010. "Structural change in European calf markets: Policy decoupling and movement restrictions," 114th Seminar, April 15-16, 2010, Berlin, Germany 61085, European Association of Agricultural Economists.
    41. Bing, Tao & Ma, Hongkun, 2021. "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 384-396.
    42. Raúl Castro & Manuel Felipe Avella, 2020. "Precio cuenta (sombra) de la divisa en una estructura de tipo de cambio fijo. Estudio de Caso Bolivia," Documentos CEDE 18008, Universidad de los Andes, Facultad de Economía, CEDE.
    43. Q. Farooq Akram, 2008. "Commodity prices, interest rates and the dollar," Working Paper 2008/12, Norges Bank.
    44. Kascha, Christian & Trenkler, Carsten, 2011. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1008-1017, February.
    45. Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten, 2014. "Inference in VARs with Conditional Heteroskedasticity of Unknown Form," Working Papers 14-21, University of Mannheim, Department of Economics.
    46. Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel, 2020. "Electoral Externalities in Federations – Evidence from German Opinion Polls," Kyklos, Wiley Blackwell, vol. 73(2), pages 227-252, May.
    47. Avishek Khanal & Mohammad Mafizur Rahman & Rasheda Khanam & Eswaran Velayutham, 2021. "Are Tourism and Energy Consumption Linked? Evidence from Australia," Sustainability, MDPI, vol. 13(19), pages 1-20, September.
    48. Ricardo Luis Descalzi, 2022. "Convergencia del tipo de cambio real, de la tasa de interés y de la tasa de inflación en Argentina," Asociación Argentina de Economía Política: Working Papers 4558, Asociación Argentina de Economía Política.
    49. Karen Davtyan, 2016. "Interrelation among Economic Growth, Income Inequality, and Fiscal Performance: Evidence from Anglo-Saxon Countries," Hacienda Pública Española / Review of Public Economics, IEF, vol. 217(2), pages 37-66, June.
    50. Pedro M. G. Martins, 2010. "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series 0910, Department of Economics, University of Sussex Business School.
    51. Gindra KasnauskienÄ— & Jolita KrimisieraitÄ—, 2015. "Using Mimic Models To Examine Determinants Of Vat Gap In Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 6(1).
    52. Beata Wozniak-Jechorek, 2015. "Institutional Determinants Of Regional Diversity Of Labor Market In Poland," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(1), pages 129-151, March.
    53. Batool, Irem & Goldmann, Kathrin, 2021. "The role of public and private transport infrastructure capital in economic growth. Evidence from Pakistan," Research in Transportation Economics, Elsevier, vol. 88(C).
    54. Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
    55. J. Malizard, 2014. "Dépenses militaires et croissance économique dans un contexte non-linéaire : le cas français," Post-Print hal-02272387, HAL.
    56. Sapkota, Niranjan & Grobys, Klaus, 2021. "Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    57. Amikuzuno, Joseph, 2011. "Border Effects on Spatial Price Transmission between Fresh Tomato Markets in Ghana and Burkina-Faso: Any Case for Promoting Trans-border Trade in West Africa?," 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK 108943, Agricultural Economics Society.
    58. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
    59. Theodore Panagiotidis & Panagiotis Printzis, 2016. "On the macroeconomic determinants of the housing market in Greece: a VECM approach," International Economics and Economic Policy, Springer, vol. 13(3), pages 387-409, July.
    60. Kőrösi, Gábor, 2016. "A lány továbbra is szolgál.. [Modelling and econometrics]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 647-667.
    61. Bukowski, Maciej & Lewandowski, Piotr & Koloch, Grzegorz & Baranowska, Anna & Magda, Iga & Szydlowski, Arkadiusz & Bober, Magda & Bieliński, Jacek & Zawistowski, Julian & Sarzalska, Malgorzata, 2008. "Employment in Poland 2007: Security on flexible labour market," MPRA Paper 14284, University Library of Munich, Germany.
    62. José Alves & Clarisse Wagner, 2024. "Leveraging interest-growth differentials: Hidden effects of government financial assets in the European Union," Working Papers REM 2024/0307, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    63. Ahiadorme, Johnson Worlanyo, 2020. "Monetary policy transmission and income inequality in Sub-Saharan Africa," MPRA Paper 104084, University Library of Munich, Germany.
    64. Can Tansel TUGCU, 2013. "Disaggregate Energy Consumption and Total Factor Productivity: A Cointegration and Causality Analysis for the Turkish Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 3(3), pages 307-314.
    65. Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
    66. James Alm & Abel Embaye, 2011. "Explaining the Growth of Government Spending in South Africa," Working Papers 1105, Tulane University, Department of Economics.
    67. Charfeddine, Lanouar & Barkat, Karim, 2020. "Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy," Energy Economics, Elsevier, vol. 86(C).
    68. Alessandro Girardi & Paolo Paesani, 2008. "The Transfer Problem in the Euro Area," Open Economies Review, Springer, vol. 19(4), pages 517-537, September.
    69. Klaus Abberger, 2005. "Qualitative Business Surveys and the Assessment of Employment A Case Study for Germany," ifo Working Paper Series 11, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    70. 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.
    71. Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
    72. Brümmer, Bernhard, 2021. "Preisvolatilität auf Agrarmärkten," IAMO Discussion Papers 196, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    73. María Lorena Marí del Cristo & Marta Gómez-Puig, 2012. "“Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?”," IREA Working Papers 201216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2012.
    74. Glauben, Thomas & Loy, Jens-Peter & Körner, Julia, 2007. "Der Einfluss der Euro-Einführung auf die Preisentwicklung bei frischen Lebensmitteln in Deutschland," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 127(3), pages 457-485.
    75. Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
    76. Jesser PALADINES, 2017. "Oil Price and Real GDP Growth of Ecuador: A Vector Autoregressive Approach," Journal of Economics and Political Economy, KSP Journals, vol. 4(1), pages 71-78, March.
    77. Alonso-Rodriguez, Agustin, 2015. "Wind electricity production in Germany and Spain: a dynamic relationship," EconStor Research Reports 121936, ZBW - Leibniz Information Centre for Economics.
    78. He, Qing & Chen, Haiqiang, 2014. "Recent macroeconomic stability in China," China Economic Review, Elsevier, vol. 30(C), pages 505-519.
    79. 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.
    80. László Kónya & Jai Pal Singh, 2007. "Causality between Indian Exports, Imports, and Agricultural, Manufacturing GDP," Working Papers 2007.02, School of Economics, La Trobe University.
    81. Pedro M G Martins, 2010. "Fiscal Dynamics in Ethiopia: A Cointegrated VAR Model with Quarterly Data," Discussion Papers 10/05, University of Nottingham, CREDIT.
    82. Lumengo Bonga-Bonga, 2017. "Assessing the Effectiveness of the Monetary Policy Instrument during the Inflation Targeting Period in South Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 706-713.
    83. Amountzias, Chrysovalantis & Dagdeviren, Hulya & Patokos, Tassos, 2017. "Pricing decisions and market power in the UK electricity market: A VECM approach," Energy Policy, Elsevier, vol. 108(C), pages 467-473.
    84. Christian Hafner & Helmut Herwartz, 2008. "Analytical quasi maximum likelihood inference in multivariate volatility models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(2), pages 219-239, March.
    85. Iootty, Mariana & Pinto Jr., Helder & Ebeling, Francisco, 2009. "Automotive fuel consumption in Brazil: Applying static and dynamic systems of demand equations," Energy Policy, Elsevier, vol. 37(12), pages 5326-5333, December.
    86. Leonardo Quero-Virla, 2016. "Macroeconomic Effects of Oil Price Fluctuations in Colombia," Revista Ecos de Economía, Universidad EAFIT, vol. 20(43), pages 23-38, December.
    87. Bernstein, Ronald & Madlener, Reinhard, 2015. "Short- and long-run electricity demand elasticities at the subsectoral level: A cointegration analysis for German manufacturing industries," Energy Economics, Elsevier, vol. 48(C), pages 178-187.
    88. Cuiabano, Simone & Nicolini de Moraes, João Carlos & Pinha, Lucas, 2017. "Application of time series techniques in relevant market delimitation," TSE Working Papers 17-801, Toulouse School of Economics (TSE).
    89. Jamal Bouoiyour & Refk Selmi, 2017. "The Bitcoin price formation: Beyond the fundamental sources," Working Papers hal-01548710, HAL.
    90. Pedro Moncarz & Sergio Barone & Ricardo Descalzi, 2018. "Shocks to the international prices of agricultural commodities and the effects on welfare and poverty. A simulation of the ex ante long-run effects for Uruguay," International Economics, CEPII research center, issue 156, pages 136-155.
    91. Bonga-Bonga, Lumengo & Kabundi, Alain, 2015. "Monetary Policy Instrument and Inflation in South Africa: Structural Vector Error Correction Model Approach," MPRA Paper 63731, University Library of Munich, Germany.
    92. Andrei Shulgin, 2018. "Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 68-80, June.
    93. Baris Teke, 2013. "Effects of a Change in the Composition of IMKB 30 on Stock Performance," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(51), pages 21-57, April.
    94. 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.
    95. Pusch, Toralf & Kumpmann, Ingmar, 2011. "The Political Setting of Social Security Contributions in Europe in the Business Cycle," IWH Discussion Papers 4/2011, Halle Institute for Economic Research (IWH).
    96. Ken Hung & Hui Wen Cheng & Shih-shen Chen & Ying-Chen Huang, 2013. "Factors that Affect Credit Rating: An Application of Ordered Probit Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 94-108, December.
    97. Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng, 2013. "The effectiveness of position limits: Evidence from the foreign exchange futures markets," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4501-4509.
    98. Leonardo Quero-Virla, 2016. "Macroeconomic Effects of Oil Price Fluctuations in Colombia," Documentos de Trabajo de Valor Público 15647, Universidad EAFIT.
    99. Mevlud Islami, 2008. "Interdependence Between Foreign Exchange Markets and Stock Markets in Selected European Countries," Schumpeter Discussion Papers sdp08007, Universitätsbibliothek Wuppertal, University Library.
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