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Distributions of error correction tests for cointegration

Citations

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Cited by:

  1. Rao, B. Bhaskara, 2010. "Estimates of the steady state growth rates for selected Asian countries with an extended Solow model," Economic Modelling, Elsevier, vol. 27(1), pages 46-53, January.
  2. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1556-1575.
  3. Hildegart Ahumada & Eduardo Cavallo & Santos Espina-Mairal & Fernando Navajas, 2022. "Sectoral Productivity Growth, COVID-19 Shocks, and Infrastructure," Economics of Disasters and Climate Change, Springer, vol. 6(1), pages 1-28, March.
  4. repec:spo:wpecon:info:hdl:2441/1759 is not listed on IDEAS
  5. Didier Faivre, 2016. "Credit Aggregates, Countercyclical Buffer: stylised facts," Post-Print halshs-01281933, HAL.
  6. Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio, 2013. "Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 215-225.
  7. Anundsen, André Kallåk, 2013. "Economic Regime Shifts and the US Subprime Bubble," Memorandum 05/2013, Oslo University, Department of Economics.
  8. Hendry, David F. & Mizon, Grayham E., 2001. "Reformulating empirical macro-econometric modelling," Discussion Paper Series In Economics And Econometrics 104, Economics Division, School of Social Sciences, University of Southampton.
  9. Burak Güriş & Yaşar Yaşgül, 2015. "Does the Fisher hypothesis hold for the G7 countries? Evidence from ADL threshold cointegration test," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(6), pages 2549-2557, November.
  10. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
  11. Michele Santoni & Francesco Zucchini, 2006. "Legislative output and the Constitutional Court in Italy," Constitutional Political Economy, Springer, vol. 17(3), pages 165-187, September.
  12. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Money Affairs, CEMLA, vol. 0(2), pages 181-224, July-Dece.
  13. Andrew Coleman, 2017. "Housing, the ‘Great Income Tax Experiment’, and the intergenerational consequences of the lease," Working Papers 17_09, Motu Economic and Public Policy Research.
  14. B. Bhaskara Rao, 2010. "Deterministic and stochastic trends in the time series models: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, vol. 42(17), pages 2193-2202.
  15. B. Bhaskara Rao, 2010. "Time-series econometrics of growth-models: a guide for applied economists," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 73-86.
  16. Lal, Amant, 2009. "An Empirical Time Series Model of Economic Growth and Environment," MPRA Paper 66475, University Library of Munich, Germany.
  17. Jose A. Murillo & Sara G. Castellanos, 2004. "Inflation Dynamics’ Micro Foundations: How Important is Imperfect Competition Really?," Econometric Society 2004 Latin American Meetings 78, Econometric Society.
  18. David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages 32-61, March.
  19. Ribeiro, Eduardo Pontual & Castor, Kamaiaji, 2019. "Inferring bank-to-bank competition from dynamic time series analysis of price correlations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 56, pages 62-73.
  20. Xavier Timbeau & Christophe Blot & Éric Heyer & Mathieu Plane, 2007. "Contribution sur la valeur ajoutée : emplois à tout prix ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 100(1), pages 265-296.
  21. B. Bhaskara Rao & Arusha Cooray, 2012. "How useful is growth literature for policies in the developing countries?," Applied Economics, Taylor & Francis Journals, vol. 44(6), pages 671-681, February.
  22. Dierk HERZER & Rainer KLUMP, 2009. "Poverty, Government Transfers, And The Business Cycle: Evidence For The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
  23. Sam Jones, 2011. "Aid Supplies Over Time: Accounting for Heterogeneity, Trends and Dynamics," WIDER Working Paper Series wp-2011-004, World Institute for Development Economic Research (UNU-WIDER).
  24. Garcés Díaz Daniel, 2017. "Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013," Working Papers 2017-20, Banco de México.
  25. Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Cointegration and the demand for gasoline," Energy Policy, Elsevier, vol. 37(10), pages 3978-3983, October.
  26. Ceglowski, Janet, 2010. "Exchange rate pass-through to bilateral import prices," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1637-1651, December.
  27. Gagnon, Joseph E., 2009. "Currency crashes and bond yields in industrial countries," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 161-181, February.
  28. Athina Kanioura & Paul Turner, 2005. "Critical values for an F-test for cointegration in a multivariate model," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 265-270.
  29. Francisco Estrada & Pierre Perron, "undated". "Detection and attribution of climate change through econometric methods," Boston University - Department of Economics - Working Papers Series 2013-015, Boston University - Department of Economics.
  30. Finger, Robert & Listorti, Giulia & Tonini, Axel, 2015. "The cheese processing aid in Switzerland: ex-post and ex-ante evaluations," 2015 Conference, August 9-14, 2015, Milan, Italy 211633, International Association of Agricultural Economists.
  31. Fakhri J. Hasanov & Elchin Suleymanov & Heyran Aliyeva & Hezi Eynalov & Sa'd Shannak, 2022. "What Drives the Agricultural Growth in Azerbaijan? Insights from Autometrics with Super Saturation," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 70(3), pages 147-174.
  32. repec:hal:spmain:info:hdl:2441/1759 is not listed on IDEAS
  33. B. Bhaskara Rao & Toani Takirua, 2010. "The effects of exports, aid and remittances on output: the case of Kiribati," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1387-1396.
  34. Rao, B. Bhaskara & Sharma, Kanaiah Lal & Singh, Rup, 2007. "Estimating aid-growth equations: the case of Pacific Island countries," MPRA Paper 4554, University Library of Munich, Germany.
  35. Javier Ordóñez & Cecilio Tamarit & Mariam Camarero, 2008. "The expectations hypothesis of the term structure in the Euro area:," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-15.
  36. Mariam CAMARERO & Juan Carlos CUESTAS & Javier ORDÓÑEZ, 2008. "The Role Of Commodity Terms Of Trade In The Determination Of The Real Exchange Rates Of The Mediterranean Countries," The Developing Economies, Institute of Developing Economies, vol. 46(2), pages 188-205, June.
  37. Görg, Holger & Hornok, Cecília & Montagna, Catia & Onwordi, George E., 2018. "Employment to Output Elasticities & Reforms towards Flexicurity: Evidence from OECD Countries," IZA Discussion Papers 12004, Institute of Labor Economics (IZA).
  38. Afshin Honarvar, 2010. "Modeling of Asymmetry between Gasoline and Crude Oil Prices: A Monte Carlo Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 237-262, October.
  39. Dierk Herzer, 2007. "How does trade composition affect productivity? Evidence for Chile," Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 909-912.
  40. Audrey Laporte, 2004. "Do economic cycles have a permanent effect on population health? Revisiting the Brenner hypothesis," Health Economics, John Wiley & Sons, Ltd., vol. 13(8), pages 767-779, August.
  41. Didier Faivre, 2016. "Credit Aggregates, Countercyclical Buffer: stylised facts," Documents de travail du Centre d'Economie de la Sorbonne 16014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  42. Gern, Klaus-Jürgen & Oskamp, Frank & Sander, Birgit & Scheide, Joachim & Boss, Alfred & Dovern, Jonas & Meier, Carsten-Patrick, 2006. "Weltkonjunktur und deutsche Konjunktur im Winter 2006," Kiel Discussion Papers 436/437, Kiel Institute for the World Economy (IfW Kiel).
  43. James G. MacKinnon, 2010. "Critical Values For Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
  44. Sam Jones, 2011. "Aid Supplies Over Time Accounting for Heterogeneity, Trends, and Dynamics," WIDER Working Paper Series 004, World Institute for Development Economic Research (UNU-WIDER).
  45. Silva Lopes, Artur C. & Monteiro, Olga Susana, 2007. "The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal," MPRA Paper 6310, University Library of Munich, Germany, revised 14 Dec 2007.
  46. Frederick Wallace, 2013. "Cointegration tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(4), pages 779-802, December.
  47. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023. "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 31-51.
  48. Lawford, Steve & Stamatogiannis, Michalis P., 2009. "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Journal of Econometrics, Elsevier, vol. 148(2), pages 124-130, February.
  49. Behar Alberto & Hodge James, 2008. "The Employment Effects of Mergers in a Declining Industry: The Case of South African Gold Mining," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-20, August.
  50. Lampin, Laure B.A. & Nadaud, Franck & Grazi, Fabio & Hourcade, Jean-Charles, 2013. "Long-term fuel demand: Not only a matter of fuel price," Energy Policy, Elsevier, vol. 62(C), pages 780-787.
  51. Dierk Herzer & Philipp Hühne & Peter Nunnenkamp, 2014. "FDI and Income Inequality—Evidence from Latin American Economies," Review of Development Economics, Wiley Blackwell, vol. 18(4), pages 778-793, November.
  52. Durevall, Dick, 2017. "Cost Pass-Through in the Swedish Coffee Market," HUI Working Papers 120, HUI Research.
  53. Pesavento, Elena, 2004. "Analytical evaluation of the power of tests for the absence of cointegration," Journal of Econometrics, Elsevier, vol. 122(2), pages 349-384, October.
  54. Don Bredin & Trevor Fitzpatrick & Gerard O Reilly, 2002. "Retail Interest Rate Pass-Through - The Irish Experience," The Economic and Social Review, Economic and Social Studies, vol. 33(2), pages 223-246.
  55. Mazier, Jacques & Oh, YongHyup & Saglio, Sophie, 2008. "Exchange rates, global imbalances, and interdependence in East Asia," Journal of Asian Economics, Elsevier, vol. 19(1), pages 53-73, February.
  56. Jones, Sam, 2015. "Aid Supplies Over Time: Addressing Heterogeneity, Trends, and Dynamics," World Development, Elsevier, vol. 69(C), pages 31-43.
  57. B. Bhaskara Rao & Rup Singh & Saten Kumar, 2010. "Do we need time series econometrics?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 695-697.
  58. Athina Kanioura & Paul Turner, 2003. "The Error Correction Model as a Test for Cointegration," Working Papers 2003001, The University of Sheffield, Department of Economics, revised Mar 2003.
  59. Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2020. "A comment on interest rate pass-through: a non-normal approach," Empirical Economics, Springer, vol. 59(4), pages 2017-2035, October.
  60. Ramzi Issa & Robert Lafrance & John Murray, 2008. "The turning black tide: energy prices and the Canadian dollar," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(3), pages 737-759, August.
  61. Paulo Esteves & António Rua, 2015. "Is there a role for domestic demand pressure on export performance?," Empirical Economics, Springer, vol. 49(4), pages 1173-1189, December.
  62. Vassilis Polimenis & Ioannis Neokosmidis, 2019. "Non-stationary dividend-price ratios," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 552-567, December.
  63. Rasmus Kattai & John Lewis, 2005. "Hooverism, Hyperstabilisation or Halfway-House? Describing Fiscal Policy in Central and Eastern European EU Members," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 38-47, July.
  64. Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023. "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, vol. 82(C).
  65. Alan King, 2010. "The Effect Of 9/11 On Us Exports And Imports Of Tourism," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(5-6), pages 535-546.
  66. Elena Pesavento, 2007. "Residuals‐based tests for the null of no‐cointegration: an Analytical comparison," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 111-137, January.
  67. Rup Singh & Saten Kumar, 2012. "Application of the alternative techniques to estimate demand for money in developing countries," Journal of Developing Areas, Tennessee State University, College of Business, vol. 46(2), pages 43-63, July-Dece.
  68. Chinn, Menzie & Ferrara, Laurent & Mignon, Valérie, 2014. "Explaining US employment growth after the great recession: The role of output–employment non-linearities," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 118-129.
  69. B. Bhaskara Rao & Rup Singh, 2010. "Effects of trade openness on the steady-state growth rates of selected Asian countries with an extended exogenous growth model," Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3693-3702.
  70. repec:hal:spmain:info:hdl:2441/1921 is not listed on IDEAS
  71. Bigsten, Arne & Durevall, Dick, 2004. "Kenya’s Development Path and Factor Prices 1964-2000," Working Papers in Economics 142, University of Gothenburg, Department of Economics.
  72. Durevall, Dick & Henrekson, Magnus, 2011. "The futile quest for a grand explanation of long-run government expenditure," Journal of Public Economics, Elsevier, vol. 95(7), pages 708-722.
  73. Eliasson, Ann-Charlotte & Teräsvirta, Timo, 2002. "Error correction in DHSY," SSE/EFI Working Paper Series in Economics and Finance 517, Stockholm School of Economics.
  74. Sebastian Kripfganz & Daniel C. Schneider, 2020. "Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1456-1481, December.
  75. David F. Hendry, 2020. "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers 2020-W02, Economics Group, Nuffield College, University of Oxford.
  76. Holger Gorg & Cecilia Hornok & Catia Montagna & George E. Onwordi, 2020. "Employment to output elasticities and reforms towards flexicurity: Evidence from OECD Countries," Discussion Papers 2020-24, University of Nottingham, GEP.
  77. Igor Pelipas, 2011. "Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates," BEROC Working Paper Series 15, Belarusian Economic Research and Outreach Center (BEROC).
  78. Andrew Coleman, 2017. "Housing, the ‘Great Income Tax Experiment’, and the intergenerational consequences of the lease," Working Papers 1709, University of Otago, Department of Economics, revised Apr 2017.
  79. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics.
  80. Reibling, Nadine, 2013. "The international performance of healthcare systems in population health: Capabilities of pooled cross-sectional time series methods," Health Policy, Elsevier, vol. 112(1), pages 122-132.
  81. repec:hal:spmain:info:hdl:2441/2881 is not listed on IDEAS
  82. Mwakalobo, Adam B. S., 2015. "Dynamics of Revenue Generation in Tanzania, Kenya and Uganda: A Co-integration and error-correction modeling approach," African Journal of Economic Review, African Journal of Economic Review, vol. 3(2), July.
  83. de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013. "Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.
  84. Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018. "More powerful threshold cointegration tests," Empirical Economics, Springer, vol. 54(3), pages 887-911, May.
  85. Rao, B. Bhaskara & Singh, Rup & Nisha, Fozia, 2006. "An extension to the neoclassical growth modelto Estimate Growth and Level Effects," MPRA Paper 2186, University Library of Munich, Germany.
  86. Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010. "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(3), pages 257-280.
  87. Stephen Kirchner, 2012. "Federal legislative activism in Australia: a new approach to testing Wagner’s law," Public Choice, Springer, vol. 153(3), pages 375-392, December.
  88. K. Milin, 2017. "Modelling French inflation: a macrosectoral approach," Documents de Travail de l'Insee - INSEE Working Papers g2017-08, Institut National de la Statistique et des Etudes Economiques.
  89. Durevall, Dick, 2017. "Cost Pass-Through in the Swedish Coffee Market," Working Papers in Economics 697, University of Gothenburg, Department of Economics.
  90. Mirza, Faisal Mehmood & Kanwal, Afra, 2017. "Energy consumption, carbon emissions and economic growth in Pakistan: Dynamic causality analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 1233-1240.
  91. Heyer, Eric & Reynes, Frederic & Sterdyniak, Henri, 2007. "Structural and reduced approaches of the equilibrium rate of unemployment, a comparison between France and the United States," Economic Modelling, Elsevier, vol. 24(1), pages 42-65, January.
  92. Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F., 2008. "Pruebas de cointegración de paridad de poder adquisitivo [Cointegration Tests of Purchasing Power Parity]," MPRA Paper 10011, University Library of Munich, Germany.
  93. Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
  94. Giuseppe Marotta, 2006. "Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK," Department of Economics 0549, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  95. Lars-Erik Borge & Kjetil Hatlebakk Hove & Tobias Lillekvelland & Per Tovmo, 2018. "Cost disease in defense and public administration: Baumol and politics," Public Choice, Springer, vol. 175(1), pages 1-18, April.
  96. Veruete-McKay Leticia & Soteri Soterios & Nankervis John C. & Rodriguez Frank, 2011. "Letter Traffic Demand in the UK: An Analysis by Product and Envelope Content Type," Review of Network Economics, De Gruyter, vol. 10(3), pages 1-28, September.
  97. Georg von Graevenitz & Christian Helmers & Valentine Millot & Oliver Turnbull, 2016. "Does Online Search Predict Sales? Evidence from Big Data for Car Markets in Germany and the UK," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2016-07, Centre for Competition Policy, University of East Anglia, Norwich, UK..
  98. Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.
  99. Alessandro Calza & Alexander Jung & Livio Stracca, 2000. "An econometric analysis of the main components of M3 in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(4), pages 680-701, December.
  100. Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
  101. James G. MacKinnon, 2001. "Computing Numerical Distribution Functions In Econometrics," Working Paper 1037, Economics Department, Queen's University.
  102. Virmantas Kvedaras, 2005. "Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 48-65, July.
  103. Garcés Díaz Daniel, 2016. "Changes in Inflation Predictability in Major Latin American Countries," Working Papers 2016-20, Banco de México.
  104. Gan, Christopher & Ward, Bert & Ting, Su Ting & Cohen, David A., 2013. "An empirical analysis of China's equilibrium exchange rate: A co-integration approach," Journal of Asian Economics, Elsevier, vol. 29(C), pages 33-44.
  105. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2007. "Demand for Money: A Study in Testing Time Series for Long Memory and Nonlinearity," The Economic and Social Review, Economic and Social Studies, vol. 38(1), pages 1-24.
  106. Kong Weng Ho & Randy Tan, 2008. "Nonmonotonic relationship between human capital and unemployment: an exploratory study with empirical evidence on Singapore," Applied Economics Letters, Taylor & Francis Journals, vol. 15(15), pages 1177-1185.
  107. Hendry, David F. & Mizon, Grayham E., 2001. "Reformulating empirical macro-econometric modelling," Discussion Paper Series In Economics And Econometrics 0104, Economics Division, School of Social Sciences, University of Southampton.
  108. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
  109. Janet Ceglowski, 2012. "Has global competition changed US export pricing?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 1-13, January.
  110. Niaz Hussain Ghumro & Mohd Zaini Abd Karim, 2017. "The Role Of Remittances In The Stability Of Money Demand In Pakistan: A Cointegration Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(213), pages 45-66, April - J.
  111. Jorg Scheibe, 2003. "The Chinese Output Gap During the Reform Period 1978-2002," Economics Series Working Papers 179, University of Oxford, Department of Economics.
  112. Claus-Friedrich Laaser & Klaus Schrader, 2005. "Baltic Trade with Europe: Back to the Roots?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 15-37, July.
  113. Célérier, C., 2009. "Forecasting inflation in France," Working papers 262, Banque de France.
  114. Torre Cepeda Leonardo E. & Flores Segovia Miguel A., 2020. "Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018," Working Papers 2020-17, Banco de México.
  115. Jing Li & Junsoo Lee, 2010. "ADL tests for threshold cointegration," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(4), pages 241-254, July.
  116. Fakhri J. Hasanov & Moayad H. Al Rasasi & Salah S. Alsayaary & Ziyadh Alfawzan, 2022. "Money demand under a fixed exchange rate regime: the case of Saudi Arabia," Journal of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 385-411, December.
  117. Morten Hansen, 2005. "The Irish Growth Miracle: Can Latvia Replicate?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 3-14, July.
  118. Igor Pelipas, 2012. "Multiple Structural Breaks and Inflation Persistance in Belarus," BEROC Working Paper Series 21, Belarusian Economic Research and Outreach Center (BEROC).
  119. Dierk Herzer & Nowak-Lehnmann Felicitas, 2006. "What does export diversification do for growth? An econometric analysis," Applied Economics, Taylor & Francis Journals, vol. 38(15), pages 1825-1838.
  120. Dierk Herzer, 2005. "Trade composition and total factor productivity: Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers 116, Ibero-America Institute for Economic Research.
  121. Dierk Herzer & Stephan Klasen & Felicitas Nowak-Lehmann D., 2006. "In search of FDI-led growth in developing countries," Ibero America Institute for Econ. Research (IAI) Discussion Papers 150, Ibero-America Institute for Economic Research.
  122. Gianluca Di Lorenzo & Giuseppe Marotta, 2005. "A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through," Department of Economics 0482, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  123. James A. Duffy & David F. Hendry, 2017. "The impact of integrated measurement errors on modeling long-run macroeconomic time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 568-587, October.
  124. Anthony J. McGann & Sebastian Dellepiane‐Avellaneda & John Bartle, 2023. "Dynamics of public opinion and policy response under proportional and plurality elections," Economics and Politics, Wiley Blackwell, vol. 35(1), pages 333-355, March.
  125. Didier Faivre, 2016. "Credit Aggregates, Countercyclical Buffer: stylised facts," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01281933, HAL.
  126. Mwakalobo, Adam B. S., 2015. "Revenue Generation Capacity in Developing Countries: Implications for Physical and Human Capital Development in Tanzania, Kenya and Uganda," African Journal of Economic Review, African Journal of Economic Review, vol. 3(1), January.
  127. Robert Dixon & John Freebairn & G C Lim, 2004. "An Employment Equation For Australia: 1966-2001," Department of Economics - Working Papers Series 892, The University of Melbourne.
  128. Takamitsu Kurita & Bent Nielsen, 2019. "Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms," Econometrics, MDPI, vol. 7(4), pages 1-35, October.
  129. Gulsum Akarsu, 2023. "Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 49-76, June.
  130. Hrushikesh Mallick, 2008. "Inflation and growth dynamics: the Indian experience," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 11(3), pages 163-172.
  131. Banerjee, Piyali & Arčabić, Vladimir & Lee, Hyejin, 2017. "Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market," Economic Modelling, Elsevier, vol. 67(C), pages 114-124.
  132. Fakhri J. Hasanov & Noha Razek, 2023. "Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations," Sustainability, MDPI, vol. 15(11), pages 1-39, June.
  133. Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.
  134. Dierk Herzer & Rainer Klump, 2010. "Poverty and government transfers in the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1565-1569.
  135. Nicholas Apergis & Arusha Cooray, 2013. "Forecasting fiscal variables: Only a strong growth plan can sustain the Greek austerity programs - Evidence from simultaneous and structural models," CAMA Working Papers 2013-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  136. Garcés Díaz Daniel, 2020. "On the Drivers of Inflation in Different Monetary Regimes," Working Papers 2020-16, Banco de México.
  137. Jurgen A. Doornik & David F. Hendry & Neil Shephard, "undated". "Computationally-intensive Econometrics using a Distributed Matrix-programming Language," Economics Papers 2001-W22, Economics Group, Nuffield College, University of Oxford.
  138. Leal, Andrés & López-Laborda, Julio & Rodrigo, Fernando, 2009. "Prices, taxes and automotive fuel cross-border shopping," Energy Economics, Elsevier, vol. 31(2), pages 225-234.
  139. Dupuy, Philippe & Carlotti, Jean-Etienne, 2010. "The Optimal Path of the Chinese Renminbi," MPRA Paper 26107, University Library of Munich, Germany.
  140. D. Audenaert & J. Bardaji & R. Lardeux & M. Orand & M. Sicsic, 2014. "Wage Resilience in France since the Great Recession," Documents de Travail de l'Insee - INSEE Working Papers g2014-11, Institut National de la Statistique et des Etudes Economiques.
  141. Bertrand Marc & Andreas Reuter, 2018. "The Effect of Elections on Consumer Confidence in Europe," European Economy - Discussion Papers 090, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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  143. G. Everaert, 2007. "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/452, Ghent University, Faculty of Economics and Business Administration.
  144. Felicitas Nowak-Lehmann D. & Dierk Herzer & Sebastian Vollmer & Inmaculada Martínez-Zarzoso, 2006. "Chile´s Market Share in the EU Market: The Role of Price Competition in a Panel Analysis Setting," Ibero America Institute for Econ. Research (IAI) Discussion Papers 139, Ibero-America Institute for Economic Research.
  145. Jung, Alexander, 2016. "A portfolio demand approach for broad money in the euro area," Working Paper Series 1929, European Central Bank.
  146. Rup Singh, 2015. "Forces of economic growth in China, India, and other Asian countries," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 29(1), pages 62-81, May.
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  148. Alastair Thomas & Alan King, 2008. "The Balassa–Samuelson Hypothesis in the Asia‐Pacific Region Revisited," Review of International Economics, Wiley Blackwell, vol. 16(1), pages 127-141, February.
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  152. Pietro Giorgio Lovaglio, 2022. "Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy," LABOUR, CEIS, vol. 36(1), pages 71-93, March.
  153. SHAH Muhammad Imran & ULLAH Irfan & RAHMAN Zia Ur & JAN Nadeem, 2016. "The Debt Overhang Hypothesis: Evidence From Pakistan," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 11(1), pages 140-151, April.
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  159. Ronal Chand & Rup Singh & Sumeet Lal & Nilesh Chand & Devendra Kumar Jain, 2022. "Determinants of Exports in a Small and Vulnerable Economy: Fiji Islands—A Disaggregated Analysis," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(6), pages 2948-2969, December.
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