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Citations for "Error Correction, Partial Adjustment and All That: An Expository Note"

by Nickell, Stephen

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  1. Ang, James B., 2009. "Private Investment and Financial Sector Policies in India and Malaysia," World Development, Elsevier, vol. 37(7), pages 1261-1273, July.
  2. BERSTEIN Solange & FUENTES Rodrigo, . "From Policy Rate to Bank Lending Rates: The Chilean Banking Industry," EcoMod2003 330700014, EcoMod.
  3. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  4. Enrica De Cian & Ian Sue Wing, 2016. "Global Energy Demand in a Warming Climate," Working Papers 2016.16, Fondazione Eni Enrico Mattei.
  5. Smith, Ron P. & Zoega, Gylfi, 2007. "Global Factors, Unemployment Adjustment and the Natural Rate," Economics Discussion Papers 2007-48, Kiel Institute for the World Economy (IfW).
  6. Solange Berstein & Rodrigo Fuentes, 2003. "Is There Lending Rate Stickiness in the Chilean Banking Industry?," Working Papers Central Bank of Chile 218, Central Bank of Chile.
  7. Kenny, Geoff, 1999. "Asymmetric Adjustment Costs and The Dynamics of Housing Supply," Research Technical Papers 3/RT/99, Central Bank of Ireland.
  8. Joseph, Nathan Lael, 2003. "Predicting returns in U.S. financial sector indices," International Journal of Forecasting, Elsevier, vol. 19(3), pages 351-367.
  9. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.).
  10. RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali, 2005. "Tax interaction dynamics among Belgian municipalities 1984-1997," CORE Discussion Papers 2005048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Marcellino, Massimiliano, 2000. "Linear aggregation with common trends and cycles," Research in Economics, Elsevier, vol. 54(2), pages 117-131, June.
  12. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 197-225, April.
  13. Adolfson, Malin, 1999. "Swedish Export Price Determination: Pricing to Market Shares?," Working Paper Series 96, Sveriges Riksbank (Central Bank of Sweden).
  14. Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
  15. Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  16. Friesen, J. & Capalbo, S. & Denny, M., 1992. "Dynamic factor demand equations in U.S. and Canadian agriculture," Agricultural Economics, Blackwell, vol. 6(3), pages 251-266, February.
  17. Shafik, Nemat, 1990. "Modeling investment behavior in developing countries : an application to Egypt," Policy Research Working Paper Series 452, The World Bank.
  18. Benedict F. W. Bingham & James Daniel & Giulio Federico, 2001. "Domestic Petroleum Price Smoothing in Developing and Transition Countries," IMF Working Papers 01/75, International Monetary Fund.
  19. Jerome Fahrer & Justin Myatt, 1991. "Inflation in Australia: Causes, Inertia and Policy," RBA Research Discussion Papers rdp9105, Reserve Bank of Australia.
  20. James Ang, 2008. "Private Investment And Financial Sector Policies In Developing Countries," Monash Economics Working Papers 07/08, Monash University, Department of Economics.
  21. Shiller, Robert & Campbell, John, 1988. "Interpreting Cointegrated Models," Scholarly Articles 3221492, Harvard University Department of Economics.
  22. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  23. Pfann, Gerard A. & Escribano, Álvaro & Burgess, Simon M., 1993. "Asymmetric and time-varying error-correction: an application to labour demand in the UK," DES - Working Papers. Statistics and Econometrics. WS 3681, Universidad Carlos III de Madrid. Departamento de Estadística.
  24. Carone, Giuseppe, 1996. "Modeling the U.S. demand for imports through cointegration and error correction," Journal of Policy Modeling, Elsevier, vol. 18(1), pages 1-48, February.
  25. Guncavdi, Oner & Bleaney, Michael & McKay, Andrew, 1998. "Financial liberalisation and private investment: evidence from Turkey," Journal of Development Economics, Elsevier, vol. 57(2), pages 443-455.
  26. Jugnu Ansari & Ashima Goyal, 2014. "Banks Competition, Managerial Efficiency and the Interest Rate Pass-through in India," Working Papers id:5715, eSocialSciences.
  27. Freeman, John R., 1996. "A Computable Equilibrium Model for the Study of Political Economy," Bulletins 7484, University of Minnesota, Economic Development Center.
  28. Pål Boug & Ådne Cappelen & Anders R. Swensen, 2000. "Expectations in Export Price Formation Tests using Cointegrated VAR Models," Discussion Papers 283, Statistics Norway, Research Department.
  29. Gagnon, Joseph E. & Knetter, Michael M., 1995. "Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 289-310, April.
  30. Steve Bond & Dietmar Harhoff & John Van Reenen, 1999. "Investment, R&D and financial constraints in Britain and Germany," IFS Working Papers W99/05, Institute for Fiscal Studies.
  31. Alejandro López & Martha Misas & Hugo Oliveros, 1996. "Understanding Consumption in Colombia," BORRADORES DE ECONOMIA 003734, BANCO DE LA REPÚBLICA.
  32. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2004. "A Comment on the Economics of Labor Adjustment: Mind the Gap: Reply," American Economic Review, American Economic Association, vol. 94(4), pages 1238-1244, September.
  33. Laurence Ball, 2002. "Short-Run Money Demand," NBER Working Papers 9235, National Bureau of Economic Research, Inc.
  34. Fiorito, Riccardo, 2003. "Inventory changes and the closing of macroeconometric models," International Journal of Production Economics, Elsevier, vol. 81(1), pages 75-84, January.
  35. Lutz Bellmann & Hans-Dieter Gerner & Olaf Hübler, 2014. "Effects of reciprocal concessions on employment and real capital," Economics Bulletin, AccessEcon, vol. 34(1), pages 494-509.
  36. Steve Bond & Julie Elston & Jacques Mairesse & Benoit Mulkay, 1997. "Financial factors and investment in Belgium, France, German and the UK: A comparison using company panel data," IFS Working Papers W97/08, Institute for Fiscal Studies.
  37. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "The Measurement of Persistence and Hysteresis in Aggregate Unemployment," Method and Hist of Econ Thought 0311002, EconWPA.
  38. Holly, Sean & Turner, Paul, 2001. "Inventory investment and asymmetric adjustment: Some evidence for the UK," International Journal of Production Economics, Elsevier, vol. 72(3), pages 251-260, August.
  39. T. Kesavan & Zuhair A. Hassan & Helen H. Jensen & Stanley R. Johnson, 1988. "Dynamics and Long-run Structure in U.S. Meat Demand," Center for Agricultural and Rural Development (CARD) Publications 88-wp38, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  40. María Arrazola & José de Hevia & Gonzalo Mato, 1992. "Determinantes de la distribución de dividendos," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 235-258, May.
  41. Philippe Jeanfils, 2000. "A model with explicit expectations for Belgium," Working Paper Research 04, National Bank of Belgium.
  42. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
  43. Philippe Jeanfils & Koen Burggraeve, 2005. "Noname - A new quarterly model for Belgium," Working Paper Research 68, National Bank of Belgium.
  44. Oner Guncavdi-super-˙ & Andrew McKay, 2003. "Macroeconomic adjustment and private manufacturing investment in Turkey: a time-series analysis," Applied Economics, Taylor & Francis Journals, vol. 35(18), pages 1901-1909.
  45. Razzak, Weshah, 2013. "New Zealand Labour Market Dynamics Pre- and post-global financial crisis," MPRA Paper 52462, University Library of Munich, Germany.
  46. Ebrima A Faal, 2003. "Currency Demand, the Underground Economy, and, Tax Evasion—The Case of Guyana," IMF Working Papers 03/7, International Monetary Fund.
  47. Claudio Morana, 2007. "Factor demand modelling: the theory and the practice," ICER Working Papers 9-2007, ICER - International Centre for Economic Research.
  48. 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.
  49. Michael Devereux & Li Liu, 2016. "Stimulating investment through incorporation," Working Papers 1607, Oxford University Centre for Business Taxation.
  50. Muzafar Shah Habibullah & Peter Smith & W. N. W. Azman-Saini, 2006. "Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach," Applied Economics, Taylor & Francis Journals, vol. 38(21), pages 2535-2543.
  51. Palaskas, Theodosios & Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank.
  52. Mohsin S. Khan & Pierre-Richard Agénor, 1992. "Foreign Currency Deposits and the Demand for Money in Developing Countries," IMF Working Papers 92/1, International Monetary Fund.
  53. 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.
  54. Rainer Thiele, 2000. "Estimating the Aggregate Agricultural Supply Response: A Survey of Techniques and Results for Developing Countries," Kiel Working Papers 1016, Kiel Institute for the World Economy.
  55. Mita Bhattacharya & Michael Olive, 2007. "Adjustment Of Pricing: Evidence From Indian Manufacturing," Monash Economics Working Papers 04-07, Monash University, Department of Economics.
  56. Howard, Joshua C. & Cakan, Esin & Upadhyaya, Kamal P., 2. "Climate Change And Its Impact On Wheat Production In Kansas," International Journal of Food and Agricultural Economics (IJFAEC), NiÄŸde University, Faculty of Economics and Administrative Sciences, vol. 4(2).
  57. Francis, Bill B. & Leachman, Lori L., 1998. "Superexogeneity and the dynamic linkages among international equity markets," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 475-492, June.
  58. Cheong, ChongCheul, 2003. "Regime changes and econometric modeling of the demand for money in Korea," Economic Modelling, Elsevier, vol. 20(3), pages 437-453, May.
  59. Azuma, Yoshiaki & Nakao, Takeo, 2009. "Why the saving rate has been falling in Japan," MPRA Paper 62581, University Library of Munich, Germany.
  60. Lutfi Erden & Randall G. Holcombe, 2006. "The Linkage Between Public and Private Investment: A Co-integration Analysis of a Panel of Developing Countries," Eastern Economic Journal, Eastern Economic Association, vol. 32(3), pages 479-492, Summer.
  61. Smolny, Werner, 1997. "Endogenous innovations in a model of the firm: Theory and empirical application for West-German manufacturing firms," Discussion Papers 39, University of Konstanz, Center for International Labor Economics (CILE).
  62. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank.
  63. Giuseppe Nicoletti, 1991. "Consommation privée et endettement public en Italie et en Belgique : existe-t-il une relation stable ?," Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 79-121.
  64. Thomsen, Thomas, 2000. "Short cuts to dynamic factor demand modelling," Journal of Econometrics, Elsevier, vol. 97(1), pages 1-23, July.
  65. Auguste Mpacko Priso, 1998. "Une évaluation de l'importance des anticipations boursières des experts," Économie et Prévision, Programme National Persée, vol. 136(5), pages 49-61.
  66. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," National Bank of Poland Working Papers 62, National Bank of Poland, Economic Institute.
  67. Ivanic, Maros & Martin, Will, 2014. "Implications of domestic price insulation for global food price behavior," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 272-288.
  68. Weliwita, Ananda & Govindasamy, Ramu, 1997. "Supply Response In The Northeastern Fresh Tomato Market: Cointegration And Error Correction Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 26(2), October.
  69. Gonzalo, Jesús & Berenguer Rico, Vanessa, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
  70. Mushtaq, Khalid & Dawson, P.J., 2002. "Acreage response in Pakistan: a co-integration approach," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 27(2), August.
  71. Huang, Tai-Hsin & Chen, Ying-Hsiu, 2009. "A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 842-849, May.
  72. Rodríguez Brito, Mª G., 2001. "Restricciones financieras en un contexto de asimetrías informativas: indicencias de la estructura financiera en las decisiones de inversión," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 18, pages 209-232, Agosto.
  73. De Cian, Enrica & Wing, Ian Sue, 2016. "Global Energy Demand in a Warming Climate," EIA: Climate Change: Economic Impacts and Adaptation 232222, Fondazione Eni Enrico Mattei (FEEM).
  74. Jorge Quiróz & Raimundo Soto, . "International Price Signals in Agricultural Markets: DoGovernments Care?," ILADES-Georgetown University Working Papers inv088, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
  75. James Davidson, 2013. "Cointegration and error correction," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 7, pages 165-188 Edward Elgar Publishing.
  76. Miguel A. Tovar and Emma M. Iglesias, 2013. "Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
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