Order determination in general vector autoregressions
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Girardi , Daniele & Pariboni, Riccardo, 2015.
"Autonomous demand and economic growth: some empirical evidence,"
Centro Sraffa Working Papers
CSWP13, Centro di Ricerche e Documentazione "Piero Sraffa".
- Daniele Girardi & Riccardo Pariboni, 2015. "Autonomous demand and economic growth:some empirical evidence," Department of Economics University of Siena 714, Department of Economics, University of Siena.
- Verónica Cañal-Fernández & Julio Tascón Fernández, 2018. "The long run impact of foreign direct investment, exports, imports and GDP: evidence for Spain from an ARDL approach," Working Papers 0128, European Historical Economics Society (EHES).
- B. Nielsen, 2009. "Test for cointegration rank in general vector autoregressions," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford.
- Christian Kascha & Carsten Trenkler, 2011. "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers 033, Department of Economics - University of Zurich.
- Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
- Fouquet, Roger, 2012.
"Trends in income and price elasticities of transport demand (1850–2010),"
Elsevier, vol. 50(C), pages 62-71.
- Roger Fouquet, 2012. "Trends in Income and Price Elasticities of Transport Demand (1850-2010)," Working Papers 2012-01, BC3.
- Roger Fouquet & Peter J.G. Pearson, 2012.
"The Long Run Demand for Lighting:Elasticities and Rebound Effects in Different Phases of Economic Development,"
Economics of Energy & Environmental Policy,
International Association for Energy Economics, vol. 0(Number 1).
- Roger Fouquet & Peter J.G Pearson, 2011. "The Long Run Demand for Lighting: Elasticities and Rebound Effects in Different Phases of Economic Development," Working Papers 2011-06, BC3.
- Vadim Kufenko & Niels Geiger, 2016.
"Business cycles in the economy and in economics: an econometric analysis,"
Springer;Akadémiai Kiadó, vol. 107(1), pages 43-69, April.
- Geiger, Niels & Kufenko, Vadim, 2015. "Business cycles in the economy and in economics: An econometric analysis," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 46/2015, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
- Xu Cheng & P eter C. B. Phillips, 2009. "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 83-104, January.
- Sheng Huang & Jonathan Williams & Ru Xie, 2017. "The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China," Working Papers 17004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Peter C.B. Phillips, 2008. "Unit Root Model Selection," Cowles Foundation Discussion Papers 1653, Cowles Foundation for Research in Economics, Yale University.
- E ric E ngler & B ent N ielsen, 2009. "The empirical process of autoregressive residuals," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 367-381, July.
- Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy (IfW), vol. 2, pages 1-20.
- Giese, Julia V., 2008. "Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model," Economics Discussion Papers 2008-13, Kiel Institute for the World Economy (IfW).
- Kurita, Takamitsu, 2010. "Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan," Economic Modelling, Elsevier, vol. 27(2), pages 574-584, March.
- Nielsen, Bent, 2010. "Analysis Of Coexplosive Processes," Econometric Theory, Cambridge University Press, vol. 26(03), pages 882-915, June.
- Bent Nielsen, 2006. "Correlograms for non-stationary autoregressions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 707-720.
- Kurita, Takamitsu, 2010. "Empirical modeling of Japan's markup and inflation, 1976-2000," Journal of Asian Economics, Elsevier, vol. 21(6), pages 552-563, December.
- Kuhns, Annemarie & Leibtag, Ephraim & Volpe, Richard & Roeger, Ed, 2015. "How USDA Forecasts Retail Food Price Inflation," Technical Bulletins 206500, United States Department of Agriculture, Economic Research Service.
- Strike Mbulawa, 2017. "The Impact Of Economic Infrastructure On Long Term Economic Growth In Botswana," Journal of Smart Economic Growth, , vol. 2(1), pages 15-33, March.
- repec:ebl:ecbull:v:30:y:2010:i:1:p:450-460 is not listed on IDEAS
- Roger Fouquet, 2013. "Long Run Demand for Energy Services: the Role of Economic and Technological Development," Working Papers 2013-03, BC3.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-10-16 (All new papers)
- NEP-ECM-2001-10-16 (Econometrics)
- NEP-ETS-2001-10-16 (Econometric Time Series)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nuf:econwp:0110. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Maxine Collett). General contact details of provider: https://www.nuffield.ox.ac.uk/economics/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.