IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Cointegration analysis in the presence of outliers"

by Heino Bohn Nielsen

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Muriel Dejemeppe & Catherine Smith & Bruno Van der Linden, 2015. "Did the Intergenerational Solidarity Pact increase the employment rate of older workers in Belgium? A macro-econometric evaluation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2015013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. Eric Girardin & Zakaria Moussa, 2010. "Quantitative easing works: Lessons from the unique experience in Japan 2001-2006," Working Papers halshs-00459384, HAL.
  3. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2013. "Effects of Global Liquidity on Commodity and Food Prices," World Development, Elsevier, vol. 44(C), pages 31-43.
  4. Carmen Camacho & Fabio Mariani & Luca Pensieroso, 2015. "Illegal Immigration and the Shadow Economy," Documents de travail du Centre d'Economie de la Sorbonne 15055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. Idil UZ, 2010. "DETERMINANTS OF CURRENT ACCOUNT: The Relation between Internal and External Balances in Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
  6. Giulio Cifarelli & Giovanna Paladino, 2008. "Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America," The European Journal of Finance, Taylor & Francis Journals, vol. 14(4), pages 315-336.
  7. Vincent C. Blackburn & Richard Gerlach & Vasilis Sarafidis, 2007. "Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 3(2), pages 125-159, July.
  8. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working Papers 1208, University of Nevada, Las Vegas , Department of Economics.
  9. Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008. "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers 2008-03, Department of Economics and Business Economics, Aarhus University.
  10. Hüseyin Dağli; & Uğur Sivri & Semra Bank, 2012. "International portfolio diversification opportunities between Turkey and other emerging markets," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 4-23.
  11. Giulio Cifarelli & Giovanna Paladino, 2007. "The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation," Working Papers - Economics wp2007_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  12. Syed Abul Basher & Stefano Fachin, 2013. "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 429-446, December.
  13. M. Herrerias & Vicente Orts, 2012. "Equipment investment, output and productivity in China," Empirical Economics, Springer, vol. 42(1), pages 181-207, February.
  14. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-38.
  15. Catherine SMITH, 2014. "Did the Intergenerational Solidarity Pact increase the employment rate of the elderly in Belgium? A macro-econometric evaluation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2014009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. Juselius, Mikael & Drehmann, Mathias, 2016. "Leverage dynamics and the burden of debt," Research Discussion Papers 3/2016, Bank of Finland.
  17. Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2009. "Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911," Working Papers - Economics wp2009_11.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  18. Heino Bohn Nielsen & Christopher Bowdler, 2003. "Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices," Economics Papers 2003-W05, Economics Group, Nuffield College, University of Oxford.
  19. Lukas Menkhoff & Rafael R. Rebitzky & Michael Schröder, 2008. "Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach," CESifo Working Paper Series 2502, CESifo Group Munich.
  20. Natalya Ketenci & Idil Uz, 2011. "Bilateral and regional trade elasticities of the EU," Empirical Economics, Springer, vol. 40(3), pages 839-854, May.
  21. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2012. "Forecasting a monetary aggregate under instability: Argentina after 2001," International Journal of Forecasting, Elsevier, vol. 28(2), pages 412-427.
  22. Niels Møller & Paul Sharp, 2014. "Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England," Journal of Economic Growth, Springer, vol. 19(1), pages 105-140, March.
  23. Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2012. "Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911," Open Economies Review, Springer, vol. 23(2), pages 253-275, April.
  24. Alessandra Dal Colle, 2011. "Finance–growth nexus: does causality withstand financial liberalization? Evidence from cointegrated VAR," Empirical Economics, Springer, vol. 41(1), pages 127-154, August.
  25. Castle, Jennifer L. & Hendry, David F., 2009. "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 5-28, March.
  26. Ketenci, Natalya & Uz, Idil, 2010. "Determinants of current account in the EU: the relation between internal and external balances in the new members," MPRA Paper 27466, University Library of Munich, Germany.
  27. Peia, Oana & Roszbach, Kasper, 2015. "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, vol. 19(C), pages 105-118.
  28. Jesús Clemente & Carmen Marcuello & Antonio Montañés, 2008. "Pharmaceutical expenditure, total health-care expenditure and GDP," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1187-1206.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.