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Citations for "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables"

by Godfrey, Leslie G

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  1. Russell Davidson & James G. MacKinnon, 1999. "Artificial Regressions," Working Papers 978, Queen's University, Department of Economics.
  2. Fatih Ozatay, 1992. "The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique," Discussion Papers 9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  3. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-17, May.
  4. Kia, Amir, 2006. "Deficits, debt financing, monetary policy and inflation in developing countries: Internal or external factors?: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 17(5), pages 879-903, November.
  5. Simon Lange & Malte Reimers, 2014. "Livestock as an Imperfect Buffer Stock in Poorly Integrated Markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 162, Courant Research Centre PEG.
  6. de Brouwer, Gordon & Ericsson, Neil R, 1998. "Modeling Inflation in Australia," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 433-49, October.
  7. Grant Kirkpatrick, 1981. "Further results on the time series analysis of real wages and employment for U. S. manufacturing, 1948–1977," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 117(2), pages 326-351, June.
  8. Harikesh Nair, 2007. "Intertemporal price discrimination with forward-looking consumers: Application to the US market for console video-games," Quantitative Marketing and Economics, Springer, vol. 5(3), pages 239-292, September.
  9. Gabriele Fiorentini & Enrique Sentana, 2014. "Neglected Serial Correlation Tests In Ucarima Models," Working Papers wp2014_1406, CEMFI.
  10. Ericsson, Neil R & Hendry, David F & Prestwich, Kevin M, 1998. " The Demand for Broad Money in the United Kingdom, 1878-1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
  11. Kia, Amir, 2008. "Fiscal sustainability in emerging countries: Evidence from Iran and Turkey," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 957-972.
  12. Hassan, Faiza & Qayyum, Abdul, 2013. "Modelling the Demand for Bank Loans by Private Business Sector in Pakistan," MPRA Paper 55366, University Library of Munich, Germany, revised Apr 2014.
  13. Katos, A. & Pallis, D. & Katsouli, E., 2004. "System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 5-26.
  14. Matthias Hartmann & Helmut Herwartz & Yabibal M. Walle, 2012. "Where enterprise leads, finance follows. In-sample and out-of-sample evidence on the causal relation between finance and growth," Economics Bulletin, AccessEcon, vol. 32(1), pages 871-882.
  15. Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May.
  16. Samih Azar, 2011. "Retesting the CCAPM Euler equations," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(4), pages 324-346, September.
  17. Levin, Eric J. & Wright, Robert E., 2004. "Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 1-19, February.
  18. Mc Quinn, Kieran, 2003. "Dynamic Factor Demands in a Changing Economy: An Irish Application," Research Technical Papers 3/RT/03, Central Bank of Ireland.
  19. Zhenhui Xu & Melissa Birch, 1999. "The Economic Performance of State-owned Enterprises in Argentina an Empirical Assessment," Review of Industrial Organization, Springer, vol. 14(4), pages 355-375, June.
  20. Sollis, Robert, 2011. "Spurious regression: A higher-order problem," Economics Letters, Elsevier, vol. 111(2), pages 141-143, May.
  21. A. Frenzel Baudisch, 2006. "Continuous Market Growth Beyond Functional Satiation. Time-Series Analyses of U.S. Footwear Consumption, 1955-2002," Papers on Economics and Evolution 2006-03, Philipps University Marburg, Department of Geography.
  22. Proïa, Frédéric, 2013. "Further results on the h-test of Durbin for stable autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 77-101.
  23. Vittorio Grilli, 1989. "Managing Exchange Rate Crises: Evidence from the 1890's," NBER Working Papers 3068, National Bureau of Economic Research, Inc.
  24. Amir Kia, 2005. "Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States," Carleton Economic Papers 05-02, Carleton University, Department of Economics.
  25. Ericsson, Neil R, 1986. "Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 691-707, August.
  26. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.).
  27. Kim, Byung-Yeon & Kim, Suk Jin & Lee, Keun, 2007. "Assessing the economic performance of North Korea, 1954-1989: Estimates and growth accounting analysis," Journal of Comparative Economics, Elsevier, vol. 35(3), pages 564-582, September.
  28. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006.
  29. Hartmann, Matthias & Roestel, Jan, 2013. "Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 98-112.
  30. Mary Bange & William Bernhard & Jim Granato & Lauren Jones, 1997. "The effect of inflation on the natural rate of output: experimental evidence," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1191-1199.
  31. Søren Johansen & Lukasz Gatarek, 2014. "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers 2014-40, School of Economics and Management, University of Aarhus.
  32. Forchini, Giovanni, 2005. "Optimal weighted average power similar tests for the covariance structure in the linear regression model," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February.
  33. Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
  34. Ana Barreira & Rui Nuno Baleiras, . "Cycles On Public Expenditure Composition Within the European Union," Regional and Urban Modeling 283600004, EcoMod.
  35. Kieran McQuinn, 2005. "Dynamic Factor Demands in a Changing Economy - An Irish Application," The Economic and Social Review, Economic and Social Studies, vol. 36(2), pages 109-126.
  36. McQuinn, Kieran & O'Reilly, Gerard, 2006. "Assessing the Role of Income and Interest Rates in Determining House Prices," Research Technical Papers 15/RT/06, Central Bank of Ireland.
  37. David A. Belsley, . "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computing in Economics and Finance 1996 _008, Society for Computational Economics.
  38. Cockx, Bart & Dejemeppe, Muriel, 2002. "Duration Dependence in the Exit Rate out of Unemployment in Belgium: Is It True or Spurious?," IZA Discussion Papers 632, Institute for the Study of Labor (IZA).
  39. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
  40. Mc Quinn, Kieran, 2003. "Alternative Models of the Irish Supply Side," Research Technical Papers 2/RT/03, Central Bank of Ireland.
  41. Carlsson, M., 2000. "Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?," Papers 2000:20, Uppsala - Working Paper Series.
  42. Trevor Fitzpatrick & Kieran Mcquinn, 2007. "House Prices And Mortgage Credit: Empirical Evidence For Ireland," Manchester School, University of Manchester, vol. 75(1), pages 82-103, 01.
  43. Amir KIA, . "Analyzing the Fiscal Process Under a Stochastic Environment: Evidence From Egypt," EcoMod2009 21500053, EcoMod.
  44. 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.
  45. Dragos Stefan Oprea, 2014. "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 463-471, July.
  46. Amir Kia, 2002. "Demand for Money, Economic Policies, and Stability," Emory Economics 0211, Department of Economics, Emory University (Atlanta).
  47. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.).
  48. Herwartz, Helmut & Walle, Yabibal M., 2014. "Determinants of the link between financial and economic development: Evidence from a functional coefficient model," Economic Modelling, Elsevier, vol. 37(C), pages 417-427.
  49. Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
  50. Jeong, Jinook & Kang, Byunguk, 2006. "Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity," MPRA Paper 9791, University Library of Munich, Germany, revised May 2008.
  51. Hsi-Mei Chung, 2013. "The role of family management and family ownership in diversification: The case of family business groups," Asia Pacific Journal of Management, Springer, vol. 30(3), pages 871-891, September.
  52. Stößlein, Martin & Kanet, John Jack & Gorman, Mike & Minner, Stefan, 2014. "Time-phased safety stocks planning and its financial impacts: Empirical evidence based on European econometric data," International Journal of Production Economics, Elsevier, vol. 149(C), pages 47-55.
  53. Huong Higgins, 2011. "Forecasting stock price with the residual income model," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 583-604, May.
  54. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January.
  55. Calza, Alessandro & Gartner, Christine & Sousa, João, 2001. "Modelling the demand for loans to the private sector in the euro area," Working Paper Series 0055, European Central Bank.
  56. Yong Wang, 2014. "The impact of private benefits on institutional ownership change: evidence from markets with different sentiments," Journal of Economics and Finance, Springer, vol. 38(4), pages 609-626, October.
  57. Sadorsky, Perry, 2002. "Time-varying risk premiums in petroleum futures prices," Energy Economics, Elsevier, vol. 24(6), pages 539-556, November.
  58. Ge, Dingkun & Mahoney, James M. & Mahoney, Joseph T., 2005. "New Venture Valuation by Venture Capitalists: An Integrative Approach," Working Papers 05-0124, University of Illinois at Urbana-Champaign, College of Business.
  59. Ramona DUMITRIU & Razvan STEFANESCU, 2014. "Gone Fishin’ Effects In Returns," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 254-261.
  60. repec:crs:ecosta:es395-396d is not listed on IDEAS
  61. Kyriazidou, Ekaterini, 1998. "Testing for serial correlation in multivariate regression models," Journal of Econometrics, Elsevier, vol. 86(2), pages 193-220, June.
  62. Neil Karunaratne, 1997. "High-Tech Innovation, Growth and Trade Dynamics in Australia," Open Economies Review, Springer, vol. 8(2), pages 151-170, April.
  63. Fattouh, Bassam, 2010. "The dynamics of crude oil price differentials," Energy Economics, Elsevier, vol. 32(2), pages 334-342, March.
  64. repec:ebl:ecbull:v:3:y:2004:i:8:p:1-6 is not listed on IDEAS
  65. Helge Berger & Jakob de Haan & Jan‐Egbert Sturm, 2011. "Does money matter in the ECB strategy? New evidence based on ECB communication," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 16-31, 01.
  66. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
  67. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.
  68. Sotiris Tsolacos, 1999. "Retail Building Cycles: Evidence from Great Britain," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 197-218.
  69. Dragos Stefan Oprea & Elena Valentina Tilica, 2014. "Day-of-the-Week Effect in Post-Communist East European Stock Markets," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(3), pages 119-129, July.
  70. Robinson, P.M., 2008. "Correlation testing in time series, spatial and cross-sectional data," Journal of Econometrics, Elsevier, vol. 147(1), pages 5-16, November.
  71. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
  72. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
  73. Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, School of Economics and Management, University of Aarhus.
  74. Kia, Amir, 2013. "Determinants of the real exchange rate in a small open economy: Evidence from Canada," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 163-178.
  75. Andreas Krause, 2000. "Microstructure Effects on Daily Return Volatility in Financial Markets," Papers cond-mat/0011295, arXiv.org.
  76. Anonymous, 1990. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 34(02), August.
  77. Kerry B. Hudson & Joaquin L. Vespignani, 2014. "Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia," CAMA Working Papers 2014-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  78. Hein, Eckhard & Schoder, Christian, 2009. "Interest rates, distribution and capital accumulation – A Post-Kaleckian perspective on the US and Germany," MPRA Paper 18223, University Library of Munich, Germany.
  79. Marc Lavoie & Gabriel Rodriguez & Mario Seccareccia, 2004. "Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 127-149.
  80. J. Miguel Marín & M. T. Rodríguez Bernal & Eva Romero, 2013. "Data cloning estimation of GARCH and COGARCH models," Statistics and Econometrics Working Papers ws132723, Universidad Carlos III, Departamento de Estadística y Econometría.
  81. McAvinchey, Ian D., 2003. "Modelling and forecasting in an energy demand system with high and low frequency information," Economic Modelling, Elsevier, vol. 20(1), pages 207-226, January.
  82. Conrad, Christian & Hartmann, Matthias, 2014. "Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Working Papers 0574, University of Heidelberg, Department of Economics.
  83. Rickersten, Kyrre, 1998. "The demand for food and beverages in Norway," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 18(1), January.
  84. Amir Kia, 2006. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors? Evidence from Iran," Carleton Economic Papers 06-03, Carleton University, Department of Economics, revised Nov 2006.
  85. Ott, Herve, 2012. "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122486, European Association of Agricultural Economists.
  86. Wadud, Zia, 2015. "Imperfect reversibility of air transport demand: Effects of air fare, fuel prices and price transmission," Transportation Research Part A: Policy and Practice, Elsevier, vol. 72(C), pages 16-26.
  87. Dua Pami & Rashid Aneesa Ismail & Salvatore Dominick, 2000. "The Impact of Financial and Fiscal Variables on Economic Growth: The Case of India and Korea," International Economic Journal, Taylor & Francis Journals, vol. 14(2), pages 133-150.
  88. Jan Larsson, 2003. "Testing the Multiproduct Hypothesis on Norwegian Aluminium Industry Plants," Discussion Papers 350, Research Department of Statistics Norway.
  89. Ernst Juerg Weber, 2004. "Monetary Policy in a Heterogeneous Monetary Union: The Australian Experience," Economics Discussion / Working Papers 04-08, The University of Western Australia, Department of Economics.
  90. Gençay, Ramazan & Signori, Daniele, 2015. "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, vol. 184(1), pages 62-80.
  91. Amir KIA, . "Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States," EcoMod2009 21500052, EcoMod.
  92. Bob Thompson & Sotiris Tsolacos, 1999. "Rent Adjustments and Forecasts in the Industrial Market," Journal of Real Estate Research, American Real Estate Society, vol. 17(2), pages 151-168.
  93. Rickertsen, Kyrre, 1997. "The Demand for Meat: Conditional and Unconditional Elasticities," Occasional Paper Series No. 7 198192, International Association of Agricultural Economists.
  94. Rickertsen, Kyrre, 1998. "The demand for food and beverages in Norway," Agricultural Economics, Blackwell, vol. 18(1), pages 89-100, January.
  95. Ruth, Matthias & Davidsdottir, Brynhildur & Laitner, Skip, 2000. "Impacts of market-based climate change policies on the US pulp and paper industry," Energy Policy, Elsevier, vol. 28(4), pages 259-270, April.
  96. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2005. "Forecasting Exchange Rate Volatility in the Presence of Jumps," Working Papers 1187, Queen's University, Department of Economics.
  97. John Faust & Charles H. Whiteman, 1997. "General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.).
  98. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.).
  99. 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.).
  100. Yash P. Mehra, 1992. "In search of a stable, short-run M1 demand function," Economic Review, Federal Reserve Bank of Richmond, issue May, pages 9-23.
  101. Ji, In Bae & Chung, Chanjin, 2010. "Dynamic Assessment of Oligopoly, Oligopsony Power, and Cost Efficiency using the New Empirical Industrial Organization in the U.S. Beef Packing Industry," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61641, Agricultural and Applied Economics Association.
  102. Amir Kia, 2004. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors?," Carleton Economic Papers 04-15, Carleton University, Department of Economics.
  103. Ruth, Matthias & Amato, Anthony, 2002. "Vintage structure dynamics and climate change policies: the case of US iron and steel," Energy Policy, Elsevier, vol. 30(7), pages 541-552, June.
  104. Ceglowski, Janet, 1997. "On the structural stability of trade equations: the case of Japan," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 491-512, June.
  105. Joan Ramon Borrell Arque, 1997. "Prices of Medicines a Case-Study on the impact of the rate-of-return regulation in the United Kingdom," Working Papers in Economics 21, Universitat de Barcelona. Espai de Recerca en Economia.
  106. Luis Alberiko Gil-Alana, . "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers 19/05, School of Economics and Business Administration, University of Navarra.
  107. Hendry, David F & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003 105, Royal Economic Society.
  108. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
  109. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).
  110. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).
  111. Addison-Smyth, Diarmaid & McQuinn, Kieran & O'Reilly, Gerard, 2009. "Modelling Credit in the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, vol. 40(4), pages 371-392.
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  114. James G. MacKinnon, 2006. "Applications of the Fast Double Bootstrap," Working Papers 1023, Queen's University, Department of Economics.
  115. Seongman Moon & Carlos Velasco, 2011. "Tests for m-dependence Based on Sample Splitting Methods," Working Papers 1108, Research Institute for Market Economy, Sogang University.
  116. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, School of Economics and Management, University of Aarhus.
  117. Hondroyiannis, George & Lazaretou, Sophia, 2004. "Inflation persistence during periods of structural change: an assessment using Greek data," Working Paper Series 0370, European Central Bank.
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  136. McGuirk, Anya M. & Spanos, Aris, 2004. "Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality," 2004 Annual meeting, August 1-4, Denver, CO 20176, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  137. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(4), pages 285-315.
  138. Kia, Amir, 2010. "Overnight monetary policy in the United States: Active or interest-rate smoothing?," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 378-391, March.
  139. Herwartz, Helmut & Niebuhr, Annekatrin, 2011. "Regional labor demand and national labor market institutions in the EU15," HWWI Research Papers 112, Hamburg Institute of International Economics (HWWI).
  140. Cáceres Hernández, J.J., 2001. "Optimalidad del patrón estacional de las exportaciones canarias de tomate," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 18, pages 41-66, Agosto.
  141. Kia, Amir, 2003. "Rational speculators and equity volatility as a measure of ex ante risk," Global Finance Journal, Elsevier, vol. 14(2), pages 135-157, July.
  142. Mixon, Franklin Jr. & Upadhyaya, Kamal P., 2004. "Examining legislative challenges to central bank autonomy: macroeconomic and agency costs models," Journal of Economics and Business, Elsevier, vol. 56(5), pages 415-428.
  143. Richard Tiffin & Xavier Irz, 2006. "Is agriculture the engine of growth?," Agricultural Economics, International Association of Agricultural Economists, vol. 35(1), pages 79-89, 07.
  144. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.
  145. Bermingham, Colin, 2008. "Quantifying the Impact of Oil Prices on Inflation," Research Technical Papers 8/RT/08, Central Bank of Ireland.
  146. Robert Thompson & Sotiris Tsolacos, 2000. "Projections in the Industrial Property Market using a Simultaneous Equation System," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 165-188.
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