Near observational equivalence and unit root processes: formal concepts and implications
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References listed on IDEAS
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"Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots,"
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Citations
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Cited by:
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
- repec:nbp:nbpbik:v:47:y:2016:i:6:p:435-462 is not listed on IDEAS
- Francesc Marmol & Juan C. Reboredo, 1999.
"Near Observational Equivalence and Fractionally Integrated Processes,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 283-290, May.
- Reboredo, Juan C. & Marmol, Francesc, 1998. "Near observational equivalence and fractionally integrated processes," DES - Working Papers. Statistics and Econometrics. WS 10611, Universidad Carlos III de Madrid. Departamento de Estadística.
- Rogers, John H., 1999.
"Monetary shocks and real exchange rates,"
Journal of International Economics, Elsevier, vol. 49(2), pages 269-288, December.
- John H. Rogers, 1998. "Monetary shocks and real exchange rates," International Finance Discussion Papers 612, Board of Governors of the Federal Reserve System (U.S.).
- Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996.
"Cointegration tests in the presence of structural breaks,"
Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January.
- Julia Campos & Neil R. Ericsson & David F. Hendry, 1993. "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers 440, Board of Governors of the Federal Reserve System (U.S.).
- Krzysztof Bartosik & Jerzy Mycielski, 2016. "Dynamika płac a długotrwałe bezrobocie w polskiej gospodarce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 435-462.
- Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics.
- Chinn, Menzie D. & Meese, Richard A., 1995. "Banking on currency forecasts: How predictable is change in money?," Journal of International Economics, Elsevier, vol. 38(1-2), pages 161-178, February.
- Christopher J. Mayer & C. Tsuriel Somerville, 1996. "Unifying empirical and theoretical models of housing supply," Working Papers 96-12, Federal Reserve Bank of Boston.
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