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Citations for " On Error Correction Models: Specification, Interpretation, Estimation"

by Alogoskoufis, George & Smith, Ron

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  1. Antzoulatos, Angelos A., 1998. "Macroeconomic forecasts under the prism of error-correction models," Journal of Economics and Business, Elsevier, vol. 50(6), pages 535-550, November.
  2. Jonathan Ohm & John Okpara & Martina Vidovic, 2010. "The Slope of the U.S. Nominal Treasury Yield Curve Unemployment and Stability of Wage Determination: United States versus New York State," New York Economic Review, New York State Economics Association (NYSEA), vol. 41(1), pages 3-13.
  3. Jérôme Danguy & Gaétan de Rassenfosse & Bruno Van Pottelsberghe, 2010. "The R&D‐Patent relationship: An Industry Perspective," Working Papers ECARES ECARES 2010-038, ULB -- Universite Libre de Bruxelles.
  4. Bharat Barot & Zan Yang, 2004. "House Prices and Housing Investment in Sweden and the UK. Econometric analysis for the period 1970-1998," Macroeconomics 0409022, EconWPA.
  5. Ying Qian & Duncan, Ronald & DEC, 1994. "Optimal hedging strategy revisited : acknowledging the existence of nonstationary economic timeseries," Policy Research Working Paper Series 1279, The World Bank.
  6. Barot, Bharat, 2002. "Growth and Business Cycles for the Swedish Economy 1963-1999," Working Papers 79, National Institute of Economic Research.
  7. B. Bhaskara Rao, 2007. "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, vol. 39(13), pages 1613-1625.
  8. Teun Kloek, 1992. "La construction et l'estimation de petits modèles macro-économiques," Économie et Prévision, Programme National Persée, vol. 106(5), pages 51-59.
  9. Cormac Ó Gráda & Jean-Michel Chevet, 2000. "Market segmentation and famine in Ancien Régime France," Working Papers 200005, School of Economics, University College Dublin.
  10. Uppenberg, Kristian, 2009. "Innovation and economic growth," EIB Papers 1/2009, European Investment Bank, Economics Department.
  11. Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
  12. Jurgen Brauer, 2002. "Survey and Review of the Defense Economics Literature on Greece and Turkey: What Have We Learned?," Defence and Peace Economics, Taylor & Francis Journals, vol. 13(2), pages 85-107.
  13. Francesco Pastore, 2010. "Assessing the impact of incomes policy: the Italian experience," International Journal of Manpower, Emerald Group Publishing, vol. 31(7), pages 793-817, October.
  14. Ignacio Mauleón & Jordi Sardá, 1999. "On the empirical specification of the European demand for money," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(1), pages 1-15, February.
  15. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 475-488.
  16. Arize, A. C., 1995. "Trade flows and real exchange-rate volatility: an application of cointegration and error-correction modeling," The North American Journal of Economics and Finance, Elsevier, vol. 6(1), pages 37-51.
  17. Bonilla, David, 2009. "Fuel demand on UK roads and dieselisation of fuel economy," Energy Policy, Elsevier, vol. 37(10), pages 3769-3778, October.
  18. Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993. "The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries," NBER Working Papers 4379, National Bureau of Economic Research, Inc.
  19. Cyrenne, Philippe & Grant, Hugh, 2009. "University decision making and prestige: An empirical study," Economics of Education Review, Elsevier, vol. 28(2), pages 237-248, April.
  20. Anjum Aqeel & Mohammed Nishat, 2004. "The Determinants of Foreign Direct Investment in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 651-664.
  21. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2002. "Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption," Economics Letters, Elsevier, vol. 76(3), pages 375-382, August.
  22. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
  23. Malpezzi, Stephen, 1999. "A Simple Error Correction Model of House Prices," Journal of Housing Economics, Elsevier, vol. 8(1), pages 27-62, March.
  24. Helmers, Christian & Schulte, Christian & Strauss, Hubert, 2009. "Business R&D expenditure and capital in Europe," EIB Papers 2/2009, European Investment Bank, Economics Department.
  25. Javier Gutiérrez Rueda & Andrés Murcia Pabón, 2015. "El papel de la estructura del sistema financiero en la transmisión de la política monetaria," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(76), pages 44-52.
  26. Hongyi Li & G.S. Maddala & Robert P. Trost, 1996. "Estimation des élasticités de court et de long termes de la demande d'électricité sur données de panel à partir d'estimateurs à rétrécisseur," Économie et Prévision, Programme National Persée, vol. 126(5), pages 127-141.
  27. Leo de Haan & Maarten van Oordt, 2016. "Timing of banks' loan loss provisioning during the crisis," DNB Working Papers 513, Netherlands Central Bank, Research Department.
  28. Varshavsky, Alexander, 2009. "Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 16(4), pages 116-133.
  29. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 2, pages 1-29.
  30. Hall, Stephen & Psaradakis, Zacharias & Sola, Martin, 1997. "Switching error-correction models of house prices in the United Kingdom," Economic Modelling, Elsevier, vol. 14(4), pages 517-527, October.
  31. repec:kap:iaecre:v:5:y:1999:i:1:p:1-15 is not listed on IDEAS
  32. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Papers 80, National Institute of Economic Research.
  33. Collier, Paul & Goderis, Benedikt, 2012. "Commodity prices and growth: An empirical investigation," European Economic Review, Elsevier, vol. 56(6), pages 1241-1260.
  34. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive distributed lag models and cointegration," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 59-74, March.
  35. Jérôme Danguy & Gaetan de Rassenfosse & Bruno van Pottelsberghe de la Potterie, 2014. "On the origins of the worldwide surge in patenting: an industry perspective on the R&D–patent relationship," Industrial and Corporate Change, Oxford University Press, vol. 23(2), pages 535-572.
  36. Paleologos J. & Georgantelis S., 2002. "Testing the Degree of Openness of the Greek Capital Account: A Cointegration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 59-70, July-Dece.
  37. Joao Paulo A. de Souza, 2014. "Real wages and labor-saving technical change: evidence from a panel of manufacturing industries in mature and labor-surplus economies," UMASS Amherst Economics Working Papers 2014-03, University of Massachusetts Amherst, Department of Economics.
  38. van Ark, Bart & Hao, Janet X. & Corrado, Carol & Hulten, Charles, 2009. "Measuring intangible capital and its contribution to economic growth in Europe," EIB Papers 3/2009, European Investment Bank, Economics Department.
  39. Czarnitzki, Dirk, 2009. "The virtue of industry-science collaborations," EIB Papers 5/2009, European Investment Bank, Economics Department.
  40. Choi, Daniel & Oxley, Les, 2004. "Modelling the demand for money in New Zealand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 185-191.
  41. Byamugisha, Frank F.K., 1999. "How land registration affects financial development and economic growth in Thailand," Policy Research Working Paper Series 2241, The World Bank.
  42. Cormac Ó Gráda, 2002. "Adam Smith and Amartya Sen : markets and famines in pre-industrial Europe," Working Papers 200218, School of Economics, University College Dublin.
  43. Pat McGregor, 2004. "“Insufficient for the Support of a Family” - Wages on the Public Works During the Great Irish Famine," The Economic and Social Review, Economic and Social Studies, vol. 35(2), pages 219-239.
  44. Bernardina Algieri, 2015. "Price and non-price competitiveness in export demand: empirical evidence from Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 157-183, February.
  45. Ientile, Damien & Mairesse, Jacques, 2009. "A policy to boost R&D: Does the R&D tax credit work?," EIB Papers 6/2009, European Investment Bank, Economics Department.
  46. Mc Morrow, Kieran & Röger, Werner, 2009. "R&D capital and economic growth: The empirical evidence," EIB Papers 4/2009, European Investment Bank, Economics Department.
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