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Citations for "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables"

by Pesaran, M. H. & Shin, Y. & Smith, R. J.

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  1. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2014. "Uncertainty and Economic Activity: A Global Perspective," IDB Publications (Working Papers) 86257, Inter-American Development Bank.
  2. Markus Eberhardt & Christian Helmers & Hubert Strauss, 2013. "Do Spillovers Matter When Estimating Private Returns to R&D?," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 436-448, May.
  3. Corrado Macchiarelli, 2013. "On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 519-535, 08.
  4. Judith Giles & Cara Williams, 2001. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 2," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 9(4), pages 445-470.
  5. Gutierrez, Luciano & Piras, Francesco, 2014. "A global VAR model for the analysis of wheat export prices," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182723, European Association of Agricultural Economists.
  6. Christian Müller-Kademann, 2009. "Biased Estimation in a Simple Extension of a Standard Error Correction Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 37-60, March.
  7. Cushman, David O., 2008. "Long-run PPP in a system context: No favorable evidence after all for the U.S., Germany, and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 413-424, December.
  8. Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013. "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 221-237.
  9. Raza, Syed Ali & Shahbaz, Muhammad, 2014. "Energy Conservation Policies may affect Trade Performance in Pakistan: Confirmation of Feedback Hypothesis," MPRA Paper 57775, University Library of Munich, Germany.
  10. Vansteenkiste, Isabel & Hiebert, Paul, 2011. "Do house price developments spillover across euro area countries? Evidence from a global VAR," Journal of Housing Economics, Elsevier, vol. 20(4), pages 299-314.
  11. Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013. "Linkages between the Eurozone and the South-Eastern European Countries: A VECMX Analysis," Working Papers 1302, University of Crete, Department of Economics.
  12. Ansgar Belke & Thorsten Polleit, 2005. "(How) Do Stock Market Returns React to Monetary Policy? - An ARDL Cointegration Analysis for Germany," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 253/2005, Department of Economics, University of Hohenheim, Germany.
  13. Kamiar Mohaddes & Mehdi Raissi, 2016. "The US oil supply revolution and the global economy," CAMA Working Papers 2016-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Athanasoglou, Panayiotis P. & Bardaka, Ioanna C., 2010. "New trade theory, non-price competitiveness and export performance," Economic Modelling, Elsevier, vol. 27(1), pages 217-228, January.
  15. Nell, Kevin S. & Santos, Luis Delfim, 2008. "The Feldstein-Horioka hypothesis versus the long-run solvency constraint model: A critical assessment," Economics Letters, Elsevier, vol. 98(1), pages 66-70, January.
  16. Khalil Ahmad & Amjad Ali, 2016. "Rising Population and Food Insecurity Linkages in Pakistan: Testing Malthusian Population Growth Theory," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 1-8, January.
  17. Khalid Mushtaq & Faisal Abbas & Abedullah & Abdul Ghafoor, 2007. "Energy Use for Economic Growth: Cointegration and Causality Analysis from the Agriculture Sector of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 1065-1073.
  18. Yannick L'horty & Christophe Rault, 2004. "Inflation, minimum wage and other wages: an econometric study on French macroeconomic data," Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 277-290.
  19. Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2015. "Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis," Economic Modelling, Elsevier, vol. 48(C), pages 129-154.
  20. Khalid Mushtaq & Abdul Ghafoor & Abedullah & Farhan Ahmad, 2011. "Impact of Monetary and Macroeconomic Factors on Wheat Prices in Pakistan: Implications for Food Security," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(1), pages 95-110, Jan-Jun.
  21. Chebbi, Houssem Eddine & Lachaal, Lassaad, 2007. "Agricultural Sector and Economic Growth in Tunisia: Evidence from Co-integration and Error Correction Mechanism," 103rd Seminar, April 23-25, 2007, Barcelona, Spain 9416, European Association of Agricultural Economists.
  22. Christian MÜLLER, "undated". "Interpretation of Cointegration Coefficients - A Paradox, a Solution and Empirical Evidence," EcoMod2004 330600100, EcoMod.
  23. Inoue,Tomoo & Kaya,Demet & Ohshige,Hitoshi, 2015. "The impact of China?s slowdown on the Asia Pacific region : an application of the GVAR model," Policy Research Working Paper Series 7442, The World Bank.
  24. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(04), pages 795-837, August.
  25. George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou, 2004. "Financial Markets and Economic Growth in Greece," Working Papers 17, Bank of Greece.
  26. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, 04.
  27. Mohaddes Kamiar & Raissi Mehdi, 2013. "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 9(2), pages 99-131, August.
  28. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
  29. Lombardi, Marco J. & Galesi, Alessandro, 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
  30. J. M. Gil & M. BenKaabia & H. E. Chebbi, 2009. "Macroeconomics and agriculture in Tunisia," Applied Economics, Taylor & Francis Journals, vol. 41(1), pages 105-124.
  31. L. Pieroni & D. Lanari & L. Salmasi, 2013. "Food prices and overweight patterns in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(1), pages 133-151, February.
  32. M. Shahe Emran & M. Imam Alam & Forhad Shilpi, 2003. "After the "License Raj": Economic Liberalization and Aggregate Private Investment in India," Development and Comp Systems 0305002, EconWPA, revised 25 Aug 2003.
  33. Luis Fernando Escobar Patiño & Pablo Hernán Mendieta Ossio, 2006. "Inflación y depreciación en una economía dolarizada: el caso de Bolivia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-39, enero-mar.
  34. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2014. "Purchasing Power Parity Between the UK and Germany: The Euro Era," Open Economies Review, Springer, vol. 25(4), pages 677-699, September.
  35. Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, 02.
  36. Cashin, P. & Mohaddes, K. & Raissi, M., 2012. "The Global Impact of the Systemic Economies and MENA Business Cycles," Cambridge Working Papers in Economics 1250, Faculty of Economics, University of Cambridge.
  37. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387.
  38. Breuer, Thomas & Jandacka, Martin & Rheinberger, Klaus & Summer, Martin, 2010. "Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 703-712, April.
  39. Mohaddes, Kamiar & Pesaran, M. Hashem, 2016. "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, vol. 59(C), pages 382-399.
  40. Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014. "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 1-21, 01.
  41. Zachariadis, Theodoros & Pashourtidou, Nicoletta, 2007. "An empirical analysis of electricity consumption in Cyprus," Energy Economics, Elsevier, vol. 29(2), pages 183-198, March.
  42. Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Fiscal spillovers in the Euro area," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 84.1-84.16.
  43. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2016. "China’s slowdown and global financial market volatility: is world growth losing out?," Globalization and Monetary Policy Institute Working Paper 270, Federal Reserve Bank of Dallas.
  44. Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
  45. Arshian Sharif, Syed Ali Raza, 2016. "Dynamic Relationship between Urbanization, Energy Consumption and Environmental Degradation in Pakistan: Evidence from Structure Break Testing," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 01-21, March.
  46. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M. & Yildirim, Gökhan, 2015. "Historical impact of technological change on the US mass media advertising expenditure," Technological Forecasting and Social Change, Elsevier, vol. 100(C), pages 306-316.
  47. Melisso Boschi & Massimiliano Marzo & Simone Salotti, 2015. "Domestic versus international determinants of European business cycles: a GVAR approach," Empirical Economics, Springer, vol. 49(2), pages 403-421, September.
  48. Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
  49. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
  50. Shingal, ANIRUDH, 2010. "Services growth and convergence: Getting India’s states together," MPRA Paper 32813, University Library of Munich, Germany.
  51. Saba Saleem & Khalil Ahmad, 2015. "Crude Oil Price and Inflation in Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 4(1), pages 10-18, March.
  52. repec:ebl:ecbull:v:7:y:2008:i:15:p:1-16 is not listed on IDEAS
  53. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
  54. Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
  55. Judith Giles & Cara Williams, 2001. "Export-led growth: a survey of the empirical literature and some non-causality results. Part 1," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 9(3), pages 261-337.
  56. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
  57. Pieroni, Luca & d'Agostino, Giorgio & Lorusso, Marco, 2008. "Can we declare military Keynesianism dead?," Journal of Policy Modeling, Elsevier, vol. 30(5), pages 675-691.
  58. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
  59. Kevin S. Nell & Maria M. De Mello, 2015. "Testing Capital Accumulation-Driven Growth Models in a Multiple-Regime Framework: Evidence from South Africa," CEF.UP Working Papers 1501, Universidade do Porto, Faculdade de Economia do Porto.
  60. María Gadea & Marcela Sabaté, 2004. "The European Periphery in the Era of the Gold Standard: The Case of the Spanish Peseta and the Pound Sterling from 1883 to 1931," Open Economies Review, Springer, vol. 15(1), pages 63-85, January.
  61. Ganegodage, K. Renuka & Rambaldi, Alicia N., 2014. "Economic consequences of war: Evidence from Sri Lanka," Journal of Asian Economics, Elsevier, vol. 30(C), pages 42-53.
  62. Fukuda, Takashi & Dahalan, Jauhari, 2011. "Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment," MPRA Paper 39467, University Library of Munich, Germany.
  63. 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.
  64. Çakır, Mustafa Yavuz & Kabundi, Alain, 2013. "Trade shocks from BRIC to South Africa: A global VAR analysis," Economic Modelling, Elsevier, vol. 32(C), pages 190-202.
  65. Muhammad SHAHBAZ & Smile DUBE, 2012. "Revisiting the Relationship between Coal Consumption and Economic Growth: Cointegration and Causality Analysis in Pakistan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
  66. Sidi Mohammed Chekouri & Abderrahim Chibi, 2016. "Algeria and the Natural Resource Curse: Oil Abundance and Economic Growth," Working Papers 990, Economic Research Forum, revised Apr 2016.
  67. Cesa-Bianchi, Ambrogio, 2013. "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
  68. Mushtaq, Khalid & Dawson, P. J., 2002. "Acreage response in Pakistan: a co-integration approach," Agricultural Economics, Blackwell, vol. 27(2), pages 111-121, August.
  69. Phengpis, Chanwit, 2006. "Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises," Journal of Economics and Business, Elsevier, vol. 58(4), pages 323-342.
  70. D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers 0809, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  71. Carmelo Giaccotto & Rexford E. Santerre & Francis W. Ahking, 2005. "The Aggregate Demand for Private Health Insurance Coverage in the U.S," Working papers 2005-43, University of Connecticut, Department of Economics.
  72. M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09.
  73. Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
  74. Aloy M. & Moreno B. & Nancy G., "undated". "Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina," EcoMod2003 330700005, EcoMod.
  75. Dutta Roy, Sudipta, 2004. "Employment dynamics in Indian industry: adjustment lags and the impact of job security regulations," Journal of Development Economics, Elsevier, vol. 73(1), pages 233-256, February.
  76. repec:ebl:ecbull:v:6:y:2007:i:7:p:1-10 is not listed on IDEAS
  77. Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
  78. Paul Mizen & Boris Hofmann, 2002. "Base rate pass-through: evidence from banks' and building societies' retail rates," Bank of England working papers 170, Bank of England.
  79. Melisso Boschi & Alessandro Girardi, 2007. "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 9-24.
  80. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.
  81. Michał Majsterek & Aleksander Welfe, 2012. "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, vol. 45(1), pages 121-133, February.
  82. Wu, Jyh-Lin & Hou, Han & Cheng, Su-Yin, 2010. "The dynamic impacts of financial institutions on economic growth: Evidence from the European Union," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 879-891, September.
  83. Hondroyiannis, George, 2004. "Estimating residential demand for electricity in Greece," Energy Economics, Elsevier, vol. 26(3), pages 319-334, May.
  84. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2011. "Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach," Manchester School, University of Manchester, vol. 79(3), pages 429-454, 06.
  85. Arnab Bhattacharjee & Chris Higson & Sean Holly, 2015. "Operating Leverage over the Business Cycle," Cambridge Working Papers in Economics 1535, Faculty of Economics, University of Cambridge.
  86. Ashraf Galal Eid, 2015. "Budgetary Institutions, Fiscal Policy, and Economic Growth: the Case of Saudi Arabia," Working Papers 967, Economic Research Forum, revised Nov 2015.
  87. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working papers 2012-46, University of Connecticut, Department of Economics.
  88. Tsen, Wong Hock, 2011. "The real exchange rate determination: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 800-811, October.
  89. Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012. "China's Emergence in the World Economy and Business Cycles in Latin America," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Spring 20), pages 1-75, January.
  90. Rashid, Abdul & Husain, Fazal, 2012. "On the modeling of exchange rate: some evidence from Pakistan," MPRA Paper 47547, University Library of Munich, Germany.
  91. Paul Turner, 2009. "Testing for cointegration using the Johansen approach: are we using the correct critical values?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 825-831.
  92. Paul Gallimore & J. Andrew Hansz & Wikrom Prombutr & Ying Zhang, 2014. "Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors," International Real Estate Review, Asian Real Estate Society, vol. 17(3), pages 359-394.
  93. Fukuda, Takashi & Dahalan, Jauhari, 2011. "“Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment” - L’interazione finanza-crescita-crisi in India: evidenze da una analisi di cointegrazione e causalità," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 64(3), pages 297-328.
  94. Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge.
  95. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
  96. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  97. Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999. "Bounds Testing Approaches to the Analysis of Long Run Relationships," ESE Discussion Papers 46, Edinburgh School of Economics, University of Edinburgh.
  98. repec:dau:papers:123456789/6801 is not listed on IDEAS
  99. Macchiarelli, Corrado, 2014. "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
  100. Bonham, Carl & Gangnes, Byron & Zhou, Ting, 2009. "Modeling tourism: A fully identified VECM approach," International Journal of Forecasting, Elsevier, vol. 25(3), pages 531-549, July.
  101. repec:esx:essedp:647 is not listed on IDEAS
  102. Papaikonomou, Dimitrios & Pires, Jacinta, 2006. "Are US output expectations unbiased? A cointegrated VAR analysis in real time," Economics Letters, Elsevier, vol. 92(3), pages 440-446, September.
  103. Muhammad Shahbaz & Nadeem Ahmad & Abu Wahid, 2010. "Savings–Investment Correlation and Capital Outflow: The Case of Pakistan," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 17(1), pages 80-97, May.
  104. Céline Gauthier & Fu Chun Li, 2006. "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers 06-42, Bank of Canada.
  105. Kaufmann, Robert K. & Bradford, Andrew & Belanger, Laura H. & Mclaughlin, John P. & Miki, Yosuke, 2008. "Determinants of OPEC production: Implications for OPEC behavior," Energy Economics, Elsevier, vol. 30(2), pages 333-351, March.
  106. Alexander Chudik & Vanessa Smith, 2013. "The GVAR approach and the dominance of the U.S. economy," Globalization and Monetary Policy Institute Working Paper 136, Federal Reserve Bank of Dallas.
  107. Syed Ali Raza & Muhammad Shahbaz & Sudharshan Reddy Paramati, 2017. "Dynamics of Military Expenditure and Income Inequality in Pakistan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(3), pages 1035-1055, April.
  108. Ivanov, Ventzislav & Kilian, Lutz, 2001. "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers 2685, C.E.P.R. Discussion Papers.
  109. Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
  110. Muhammad Shahbaz & Faridul Islam & Naveed Aamir, 2012. "Is devaluation contractionary? Empirical evidence for Pakistan," Economic Change and Restructuring, Springer, vol. 45(4), pages 299-316, November.
  111. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  112. Konstantakis, Konstantinos & Michaelides, Panayotis G., 2014. "Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006)," MPRA Paper 67111, University Library of Munich, Germany.
  113. Muhammad Shahbaz & Qazi Muhammad Adnan Hye & Muhammad Shahbaz Shabbir, 2013. "Does Corruption Increase Financial Development? A Time Series Analysis in Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 1(10), pages 113-124, October.
  114. Milas Costas & Legrenzi Gabriella, 2006. "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-34, March.
  115. Abdul Qayyum, 2005. "Modelling the Demand for Money in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(3), pages 233-252.
  116. Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, 06.
  117. Akinola Ezekiel Morakinyo & Mabutho Sibanda, 2016. "Non-Performing Loans and Economic Growth in Nigeria: A Dynamic Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(4), pages 61-81, October-D.
  118. Herman Bennett & Norman Loayza & Klaus Schmidt-Hebbel, 2001. "Un estudio del ahorro agregado por agentes económicos en Chile," Central Banking, Analysis, and Economic Policies Book Series,in: Felipe Morandé & Rodrigo Vergara & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Edit (ed.), Análisis Empírico del Ahorro en Chile, edition 1, volume 1, chapter 3, pages 49-82 Central Bank of Chile.
  119. Theologos Dergiades & Lefteris Tsoulfidis, 2011. "Revisiting residential demand for electricity in Greece: new evidence from the ARDL approach to cointegration analysis," Empirical Economics, Springer, vol. 41(2), pages 511-531, October.
  120. Tiwari, Aviral & Shahbaz, Muhammad, 2011. "India's trade with USA and her trade balance: An empirical analysis," MPRA Paper 29023, University Library of Munich, Germany.
  121. Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2016. "Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries," Journal of Environmental Economics and Management, Elsevier, vol. 76(C), pages 67-85.
  122. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
  123. Muhammad Shahbaz & Ijaz Rehman & Nurul Mahdzan, 2014. "Linkages between income inequality, international remittances and economic growth in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1511-1535, May.
  124. Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-20.
  125. Ibarra, Carlos A., 2011. "Import elasticities and the external constraint in Mexico," Economic Systems, Elsevier, vol. 35(3), pages 363-377, September.
  126. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2014. "Fair Weather or Foul? The Macroeconomic Effects of El Niño," Cambridge Working Papers in Economics 1418, Faculty of Economics, University of Cambridge.
  127. S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
  128. Beyer, Andreas, 2009. "A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth," Working Paper Series 1111, European Central Bank.
  129. Muhammad Shahbaz & Mete Feridun, 2012. "Electricity consumption and economic growth empirical evidence from Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(5), pages 1583-1599, August.
  130. Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P, 2016. "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers 11689, C.E.P.R. Discussion Papers.
  131. Malley Jim & Molana Hassan, 2002. "Fiscal Policy And The Composition Of Private Consumption: Some Evidence From The U.A. And Canada," International Economic Journal, Taylor & Francis Journals, vol. 16(1), pages 139-158.
  132. Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute for the Study of Labor (IZA).
  133. Muhammad SHAHBAZ, 2009. "On Nominal and Real Devaluations Relation: An Econometric Evidence for Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 9(1).
  134. Márquez, Miguel A. & Ramajo, Julián & Hewings, Geoffrey J. D., 2011. "Public Capital and Regional Economic Growth: a SVAR Approach for the Spanish Regions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 199-223.
  135. Shahbaz, Muhammad & Jalil, Abdul & Dube, Smile, 2010. "Environmental Kuznets curve (EKC): Times series evidence from Portugal," MPRA Paper 27443, University Library of Munich, Germany.
  136. Shahbaz, Muhammad & Solarin, Sakiru Adebola & Mahmood, Haider & Arouri, Mohamed, 2013. "Does financial development reduce CO2 emissions in Malaysian economy? A time series analysis," Economic Modelling, Elsevier, vol. 35(C), pages 145-152.
  137. Antonio David, 2009. "Are price-based capital account regulations effective in developing countries?," Applied Economics, Taylor & Francis Journals, vol. 41(26), pages 3375-3388.
  138. Omoke Philip Chimobi, 2009. "Government Expenditure and National income: A Causality Test for Nigeria," European Journal of Economic and Political Studies, Fatih University, vol. 2(2), pages 1-11.
  139. Flores, Jairo, 2015. "Transmisión de Choques de Política Monetaria de Estados Unidos sobre América Latina: Un Enfoque GVAR," Working Papers 2015-018, Banco Central de Reserva del Perú.
  140. Silika Prohl, 2010. "Test of Fiscal Sustainability and Causality Hypotheses for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(II), pages 481-506, June.
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  142. Ansgar Belke & Thorsten Polleit, 2006. "Monetary policy and dividend growth in Germany: long-run structural modelling versus bounds testing approach," Applied Economics, Taylor & Francis Journals, vol. 38(12), pages 1409-1423.
  143. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, AccessEcon, vol. 7(15), pages 1-16.
  144. Samake, Issouf & Yang, Yongzheng, 2014. "Low-income countries’ linkages to BRICS: Are there growth spillovers?," Journal of Asian Economics, Elsevier, vol. 30(C), pages 1-14.
  145. Mtonga, Elvis, 2006. "The real exchange rate of the rand and competitiveness of South Africa's trade," MPRA Paper 1192, University Library of Munich, Germany.
  146. Ramòn Jiménez-Toribio & Patrice Guillotreau & Rémi Mongruel, 2009. "Global integration of European tuna markets," Working Papers hal-00430014, HAL.
  147. Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge.
  148. Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
  149. Marcel Garz & Artur Tarassow, 2011. "Does an expanding low-pay sector decrease structural unemployment? Evidence from Germany," Macroeconomics and Finance Series 201104, Hamburg University, Department Wirtschaft und Politik.
  150. Deakin, S. & Sarkar, P., 2011. "Indian Labour Law and its Impact on Unemployment, 1970-2006: A leximetric study," Working Papers wp428, Centre for Business Research, University of Cambridge.
  151. Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
  152. Shahbaz, Muhammad, 2013. "Linkages between inflation, economic growth and terrorism in Pakistan," Economic Modelling, Elsevier, vol. 32(C), pages 496-506.
  153. Chan, Tze-Haw, 2011. "A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era," MPRA Paper 32955, University Library of Munich, Germany.
  154. Kadow, Alexander & Cerrato, Mario & MacDonald, Ronald & Straetmans, Stefan, 2013. "Does the euro dominate Central and Eastern European money markets?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 700-718.
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  156. Minoas Koukouritakis & Leo Michelis, 2006. "The Term Structure of Interest Rates in the European Union," Working Papers 0611, University of Crete, Department of Economics.
  157. Céline Gauthier & Fuchun Li, 2005. "Linking real activity and financial markets: the first steps towards a small estimated model for Canada," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 253-72 Bank for International Settlements.
  158. Hany Abdel-Latif & Tapas Mishra & Anita Staneva, 2015. "Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!," Working Papers 954, Economic Research Forum, revised Oct 2015.
  159. Kamiar Mohaddes & Mehdi Raissi, 2015. "The U.S. Oil Supply Revolution and the Global Economy," IMF Working Papers 15/259, International Monetary Fund.
  160. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.
  161. Raza, Syed Ali & Jawaid, Syed Tehseen, 2013. "Terrorism and tourism: A conjunction and ramification in Pakistan," Economic Modelling, Elsevier, vol. 33(C), pages 65-70.
  162. Kevin S. Nell, 2012. "Demand-led versus supply-led growth transitions," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 34(4), pages 713-748, July.
  163. Freitas, Carlos J. Pereira & Silva, Patrícia Pereira da, 2015. "European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation," Utilities Policy, Elsevier, vol. 33(C), pages 54-62.
  164. Ricci-Risquete, Alejandro & Ramajo, Julián, 2015. "The effects of fiscal policy on the Spanish economy: Keynesian or non-Keynesian behavior?," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 1019-1048.
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  166. Annari De Waal & Reneé Van Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
  167. Alejandro Ricci-Risquete & Julián Ramajo-Hernández, 2015. "Macroeconomic effects of fiscal policy in the European Union: a GVAR model," Empirical Economics, Springer, vol. 48(4), pages 1587-1617, June.
  168. Yildirim, Gökhan & Vidal-Sanz, Jose M. & Esteban-Bravo, Mercedes, 2012. "Expenditure trends in US advertising : long-term effects and structural changes with new media introductions," DEE - Working Papers. Business Economics. WB wb121506, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  169. Filippo di Mauro & Alexander Al-Haschimi & Stephane Dees & Martina Jancokova, 2014. "Linking Distress of Financial Institutions to Macrofinancial Shocks," EcoMod2014 6807, EcoMod.
  170. Garfa Kamel, 2012. "How Synchronized is the Mena Region with Advanced Economies? Evidence from an Autoregressive Distributed Lag Models," Scientific Annals of Economics and Business, De Gruyter Open, vol. 59(1), pages 239-256, July.
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  172. Jacobs, Jan & Wallis, Kenneth F., 2002. "Comparing SVARs and SEMs: more shocking stories," Research Report 02C56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  173. Syed Raza & Syed Jawaid, 2014. "Foreign capital inflows, economic growth and stock market capitalization in Asian countries: an ARDL bound testing approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 375-385, January.
  174. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN 003296, UNIVERSIDAD DEL ROSARIO.
  175. Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo, 2013. "Integration and Convergence in European Electricity Markets," MPRA Paper 44704, University Library of Munich, Germany.
  176. Paresh Kumar Narayan & Russell Smyth, 2004. "Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1990," International Journal of Business and Economics, College of Business and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(1), pages 1-11, April.
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  178. Vansteenkiste, Isabel, 2007. "Regional housing market spillovers in the US: lessons from regional divergences in a common monetary policy setting," Working Paper Series 0708, European Central Bank.
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  182. Adam Traczyk, 2013. "Financial integration and the term structure of interest rates," Empirical Economics, Springer, vol. 45(3), pages 1267-1305, December.
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  184. John G. Gallo & Larry J. Lockwood & Ying Zhang, 2013. "Structuring Global Property Portfolios: A Cointegration Approach," Journal of Real Estate Research, American Real Estate Society, vol. 35(1), pages 53-82.
  185. Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2008. "Global macro-financial shocks and expected default frequencies in the euro area," Working Paper Series 0875, European Central Bank.
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  188. James, Gregory A., 2005. "Money demand and financial liberalization in Indonesia," Journal of Asian Economics, Elsevier, vol. 16(5), pages 817-829, October.
  189. Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013. "Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 1(5), pages 59-73, May.
  190. Samargandi, Nahla & Kutan, Ali M., 2016. "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 56-84.
  191. Sophocles N. Brissimis & Theodora S. Kosma, 2006. "Market Conduct, Price Interdependence and Exchange Rate Pass-Through," Working Papers 51, Bank of Greece.
  192. Raza, Syed Ali & Shahbaz, Muhammad, 2014. "To Battle Income Inequality, Focus on Military Expenditures: Lesson from Pakistan," MPRA Paper 57773, University Library of Munich, Germany.
  193. Carlos Vieira & Isabel Vieira & Sofia Costa, 2003. "Monetary and Fiscal Policies in EMU: some relevant issues," Eastward Enlargement of the Euro-zone Working Papers wp17f, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Mar 2003.
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  195. Rangkakulnuwat, Poomthan & Wang, H. Holly & Ahn, Sung K., 2007. "The inverse imported factor demand system in Thailand: A cointegration analysis," Economics Letters, Elsevier, vol. 94(3), pages 402-407, March.
  196. Ikechukwu D. NWAKA & Stephen T. ONIFADE, 2015. "Government Size, Openness and Income Risk Nexus: New Evidence from Some African Countries," Working Papers 15/056, African Governance and Development Institute..
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  198. Hock Wong, 2010. "Terms of trade and economic growth in Japan and Korea: an empirical analysis," Empirical Economics, Springer, vol. 38(1), pages 139-158, February.
  199. Allison Zhou & Carl Bonham & Byron Gangnes, 2007. "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers 200717, University of Hawaii at Manoa, Department of Economics.
  200. Panayiotis P. Athanasoglou & Ioanna C. Bardaka, 2008. "Price and Non - Price Competitiveness of Exports of Manufactures," Working Papers 69, Bank of Greece.
  201. Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh.
  202. 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.
  203. Bruggeman, Annick & Donnay, Marie, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 0264, European Central Bank.
  204. Theodoros Zachariadis & Nicoletta Pashourtidou, 2006. "An Empirical analysis of electricity consumption in Cyprus," University of Cyprus Working Papers in Economics 4-2006, University of Cyprus Department of Economics.
  205. Tamás Berki & Tibor Szendrei, 2017. "The cyclical position of housing prices – a VECM approach for Hungary," MNB Occasional Papers 2017/126, Magyar Nemzeti Bank (Central Bank of Hungary).
  206. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
  207. P. Hiebert & I. Vansteenkiste, 2010. "International trade, technological shocks and spillovers in the labour market: a GVAR analysis of the US manufacturing sector," Applied Economics, Taylor & Francis Journals, vol. 42(24), pages 3045-3066.
  208. Sophocles Brissimis & Thomas Vlassopoulos, 2009. "The Interaction between Mortgage Financing and Housing Prices in Greece," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 146-164, August.
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  210. Faridul, Islam & Muhammad, Shahbaz, 2012. "Is There an Environmental Kuznets Curve for Bangladesh?," MPRA Paper 38490, University Library of Munich, Germany, revised 30 Apr 2012.
  211. Jose Mendez & Ricardo Mora & Carlos San Juan Mesonada, 2005. "A Cointegration Analysis of the Long-Run Supply Response of Spanish Agriculture to the Common Agricultural Policy," International Trade 0512014, EconWPA.
  212. Luca Pieroni, 2007. "How Strong is the Relationship between Defence Expenditure and Private Consumption? Evidence from the United States," Working Papers 0705, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  213. da Silva, Patricia Pereira & Moreno, Blanca & Figueiredo, Nuno Carvalho, 2016. "Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry," Energy Policy, Elsevier, vol. 94(C), pages 492-501.
  214. Otero, Jesus & Ramirez, Manuel, 2006. "Inflation before and after central bank independence: The case of Colombia," Journal of Development Economics, Elsevier, vol. 79(1), pages 168-182, February.
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  216. Kanas, Angelos & Kouretas, Georgios P., 2005. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 181-201.
  217. Raza, Syed Ali & Jawaid, Syed Tehseen & Afshan, Sahar, 2013. "Is Stock Market Sensitive to Foreign Capital Inflows and Economic Growth? Evidence from Pakistan," MPRA Paper 48399, University Library of Munich, Germany.
  218. Dominick Stephens, 2004. "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series DP 2004/03, Reserve Bank of New Zealand.
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  227. Shyh-Wei Chen, 2007. "Exactly what is the link between export and growth in Taiwan? new evidence from the Granger causality test," Economics Bulletin, AccessEcon, vol. 6(7), pages 1-10.
  228. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2015. "Fair Weather or Foul? The Macroeconomic Effects of El Niño," IMF Working Papers 15/89, International Monetary Fund.
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  230. Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012. "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper 70772, University Library of Munich, Germany.
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