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Citations for "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK"

by Johansen, Søren & Juselius, Katarina

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  1. Kębłowski, Piotr & Welfe, Aleksander, 2012. "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, vol. 29(4), pages 1473-1482.
  2. Patterson, K. D., 2000. "Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors," Economics Letters, Elsevier, vol. 69(2), pages 115-121, November.
  3. Corinna Czujack & Renato Flores Galvao & Victor Ginsburgh, 1996. "On long-run price comovements between paintings and prints on international markets," ULB Institutional Repository 2013/1879, ULB -- Universite Libre de Bruxelles.
  4. Satti, Saqlain Latif & Farooq, Abdul & Loganathan, Nanthakumar & Shahbaz, Muhammad, 2014. "Empirical evidence on the resource curse hypothesis in oil abundant economy," Economic Modelling, Elsevier, vol. 42(C), pages 421-429.
  5. Javier Gómez P., 1998. "La Demanda Por Dinero En Colombia," BORRADORES DE ECONOMIA 002969, BANCO DE LA REPÚBLICA.
  6. Carlos Caceres & Marcos Poplawski-Ribeiro & Darlena Tartari, 2013. "Inflation Dynamics in the CEMAC Region," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 22(2), pages 239-275, March.
  7. Juselius, Katarina, 1995. "Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model," Journal of Econometrics, Elsevier, vol. 69(1), pages 211-240, September.
  8. Burridge, Peter & Iacone, Fabrizio & Lazarová, Štěpána, 2015. "Spatial effects in a common trend model of US city-level CPI," Regional Science and Urban Economics, Elsevier, vol. 54(C), pages 87-98.
  9. Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-2, International Conferences on Panel Data.
  10. Asteriou, D. & Agiomirgianakis, G. M., 2001. "Human capital and economic growth: Time series evidence from Greece," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 481-489, July.
  11. Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
  12. Sabuhoro, Jean Bosco & Larue, Bruno, 1997. "The market efficiency hypothesis: the case of coffee and cocoa futures," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 16(3), August.
  13. Serletis, Apostolos & Gogas, Periklis, 2004. "Long-horizon regression tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1961-1985, August.
  14. Robert C. Feenstra & Jon D. Kendall, 1994. "Passthrough of Exchange Rates and Purchasing Power Parity," NBER Working Papers 4842, National Bureau of Economic Research, Inc.
  15. Rashid, Shahidur, 2002. "Dynamics of agricultural wage and rice price in Bangladesh," MTID discussion papers 44, International Food Policy Research Institute (IFPRI).
  16. Z. Yejim Giirbiiz & Thomas Jobert & Ruhi Tuncer, 2008. "The Turkish Experience in Inflation Targeting: Uncertainties and the Efficiency of Monetary Policy," Economie Internationale, CEPII research center, issue 116, pages 127-146.
  17. Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo & Marcelo Saavedra, 2001. "Dollarization as an Asymmetric Monetary Union. The Case of Argentina," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 043, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  18. Boateng, Agyenim & Hua, Xiuping & Nisar, Shaista & Wu, Junjie, 2015. "Examining the determinants of inward FDI: Evidence from Norway," Economic Modelling, Elsevier, vol. 47(C), pages 118-127.
  19. Andrew Burke, 1996. "The dynamics of product differentiation in the British record industry," Journal of Cultural Economics, Springer, vol. 20(2), pages 145-164, June.
  20. Ronald MacDonald, 2001. "Modelling the long-run real effective exchange rate of the New Zealand Dollar," Reserve Bank of New Zealand Discussion Paper Series DP2002/02, Reserve Bank of New Zealand.
  21. Kanwar, Sunil, 2000. "Does the Dog Wag the Tail or the Tail the Dog? Cointegration of Indian Agriculture with Nonagriculture," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 533-556, September.
  22. Andreou Andreas S. & Zombanakis George A. & Migiakis Petros M., 2013. "On Defence Expenditure Reduction: Balancing Between Austerity and Security in Greece," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 19(3), pages 437-458, December.
  23. Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
  24. Bunzel, Helle, 2003. "Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors," Staff General Research Papers Archive 10685, Iowa State University, Department of Economics.
  25. Zeljko Bogetic & Johannes Fedderke, 2005. "Infrastructure and Growth in South Africa: Benchmarking, Productivity and Investment Needs, paper presented at Economic Society of South Africa (ESSA) Conference, Durban, 9/7-9/2005," Public Economics 0510006, EconWPA.
  26. Malin Adolfson, 1997. "Exchange rate pass-through to Swedish import prices," Finnish Economic Papers, Finnish Economic Association, vol. 10(2), pages 81-98, Autumn.
  27. Ostermark, Ralf, 2001. "Multivariate cointegration analysis of the Finnish-Japanese stock markets," European Journal of Operational Research, Elsevier, vol. 134(3), pages 498-507, November.
  28. Apte, Prakash & Sercu, Piet & Uppal, Raman, 2004. "The exchange rate and purchasing power parity: extending the theory and tests," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 553-571, June.
  29. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University.
  30. Bremnes, Helge & Gjerde, Oystein & Soettem, Frode, 2001. " Linkages among Interest Rates in the United States, Germany and Norway," Scandinavian Journal of Economics, Wiley Blackwell, vol. 103(1), pages 127-45, March.
  31. Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
  32. Munehisa Kasuya & Kozo Ueda, 2000. "Testing the Purchasing Power Parity Hypothesis: Re-examination by Additional Variables, Tests with Known Cointegrating Vectors, Monte Carlo Critical Values, and Fractional Cointegration," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
  33. 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.
  34. Hossain, Monzur & Ahmed, Mansur, 2009. "Exchange Rate Policy under Floating Regime in Bangladesh: An Assessment and Strategic Policy Options," MPRA Paper 20487, University Library of Munich, Germany.
  35. Kearney, Colm, 2000. "The determination and international transmission of stock market volatility," Global Finance Journal, Elsevier, vol. 11(1-2), pages 31-52.
  36. Ferda Halicioglu, 2005. "Defense Spending and economic growth in Turkey: an empirical application of new macroeconomic theory," Macroeconomics 0504011, EconWPA.
  37. Mark McGillivray & Farhad Noorbakhsh, . "Aid, Conflict and Human Development," Working Papers 2007_03, Business School - Economics, University of Glasgow.
  38. Sabate, Marcela & Gadea, Maria Dolores & Serrano, Jose Maria, 2003. "PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 613-627, October.
  39. Levent, Korap, 2008. "Exchange rate determination of TL/US$: a co-integration approach," MPRA Paper 19659, University Library of Munich, Germany.
  40. Ulph, A. & Valentini, L., 1998. "Is environmental dumping greater when firms are footloose?," Discussion Paper Series In Economics And Econometrics 9819, Economics Division, School of Social Sciences, University of Southampton.
  41. Bahram Adrangi & Joseph Macri, 2011. "Consumer Confidence and Aggregate Consumption Expenditures in the United States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-18, February.
  42. Mariam Camarero & Juan Carlos Cuestas & Javier Ordonez, 2008. "Nonlinear trend stationarity of real exchange rates: the case of the Mediterranean countries," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 30-46.
  43. Nidhaleddine Ben Cheikh & Waël Louhichi, 2014. "Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis," Working Papers halshs-00879270, HAL.
  44. Cudjoe, Godsway & Breisinger, Clemens & Diao, Xinshen, 2010. "Local impacts of a global crisis: Food price transmission, consumer welfare and poverty in Ghana," Food Policy, Elsevier, vol. 35(4), pages 294-302, August.
  45. 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.
  46. Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian, 2003. "Dollarization and real volatility," CEPREMAP Working Papers (Couverture Orange) 0311, CEPREMAP.
  47. Dorosh, Paul A. & Rashid, Shahidur, 2013. "Trade subsidies, export bans and price stabilization: Lessons of Bangladesh–India rice trade in the 2000s," Food Policy, Elsevier, vol. 41(C), pages 103-111.
  48. Fedderke, J.W. & Romm, A.T., 2006. "Growth impact and determinants of foreign direct investment into South Africa, 1956-2003," Economic Modelling, Elsevier, vol. 23(5), pages 738-760, September.
  49. Zapata, Hector O & Rambaldi, Alicia N, 1997. "Monte Carlo Evidence on Cointegration and Causation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(2), pages 285-98, May.
  50. Diamandis, Panayiotis F., 2003. "Market efficiency, purchasing power parity, and the official and parallel markets for foreign currency in Latin America," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 89-110.
  51. Boriss Siliverstovs, 2007. "Money Demand in Estonia," Discussion Papers of DIW Berlin 675, DIW Berlin, German Institute for Economic Research.
  52. Fedderke, J.W. & Bogetic, Z., 2009. "Infrastructure and Growth in South Africa: Direct and Indirect Productivity Impacts of 19 Infrastructure Measures," World Development, Elsevier, vol. 37(9), pages 1522-1539, September.
  53. Mukerji, S., 1995. "A theory of play for games in strategic form when rationality is not common knowledge," Discussion Paper Series In Economics And Econometrics 9519, Economics Division, School of Social Sciences, University of Southampton.
  54. Masih, Rumi & Masih, Abul M. M., 2001. "Long and short term dynamic causal transmission amongst international stock markets," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 563-587, August.
  55. Rahman, Sajjadur & Serletis, Apostolos, 2010. "The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach," Energy Economics, Elsevier, vol. 32(6), pages 1460-1466, November.
  56. Lee, Chin & M., Azali, 2013. "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper 58162, University Library of Munich, Germany.
  57. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers 09/24, Department of Economics, University of York.
  58. International Monetary Fund, 2004. "Morocco; Selected Issues," IMF Staff Country Reports 04/164, International Monetary Fund.
  59. Hondroyiannis, George & Papapetrou, Evangelia, 2001. "Demographic changes, labor effort and economic growth: empirical evidence from Greece," Journal of Policy Modeling, Elsevier, vol. 23(2), pages 169-188, February.
  60. Dobrescu, Emilian, 2001. "Macromodel estimations for the Romanian "pre-accession economic programme," MPRA Paper 35793, University Library of Munich, Germany.
  61. G.J. De Bondt, 1999. "Credit channels in Europe: a cross-country investigation," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 52(210), pages 295-326.
  62. Goodwin, Barry K. & Piggott, Nicholas E., 1999. "Spatial Market Integration In The Presence Of Threshold Effects," 1999 Annual meeting, August 8-11, Nashville, TN 21489, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  63. Yuan, Chunming, 2011. "The exchange rate and macroeconomic determinants: Time-varying transitional dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 197-220, August.
  64. René Lalonde & Patrick Sabourin, 2003. "Modélisation et prévision du taux de change réel effectif américain," Staff Working Papers 03-3, Bank of Canada.
  65. Pina, Gilson M. G., 2013. "Mudança estrutural e a relação entre os setores em Cabo Verde
    [Structural change and the sectoral linkage in Cape Verde]
    ," MPRA Paper 46015, University Library of Munich, Germany.
  66. Tang, Bo, 2014. "Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach," MPRA Paper 66087, University Library of Munich, Germany.
  67. Abdul RASHID, 2009. "Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  68. Jacobson, Tor & Ohlsson, Henry, 1996. "Working Time, Employment, and Work Sharing: Evidence from Sweden," SSE/EFI Working Paper Series in Economics and Finance 135, Stockholm School of Economics.
  69. Pedro M. G. Martins, 2010. "Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data," Working Paper Series 0910, Department of Economics, University of Sussex.
  70. Dutton, Marilyn & Strauss, Jack, 1997. "Cointegration tests of purchasing power parity: the impact of non-traded goods," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 433-444, June.
  71. repec:esx:essedp:604 is not listed on IDEAS
  72. Darvas, Zsolt, 1996. "Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben
    [Interest differential and exchange rate expectations in the preannounced crawling band system of Hungary]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 920-947.
  73. Hondroyiannis, George & Papapetrou, Evangelia, 2006. "Stock returns and inflation in Greece: A Markov switching approach," Review of Financial Economics, Elsevier, vol. 15(1), pages 76-94.
  74. Égert, Balázs & Halpern, László & MacDonald, Ronald, 2004. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers 4809, C.E.P.R. Discussion Papers.
  75. Kouretas, Georgios P. & Zarangas, Leonidas P., 2000. "Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships," Journal of Policy Modeling, Elsevier, vol. 22(2), pages 171-195, March.
  76. Hassapis, Christis & Kalyvitis, Sarantis & Pittis, Nikitas, 1999. "Cointegration and joint efficiency of international commodity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 213-231.
  77. Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.
  78. Johansen, Soren & Swensen, Anders Rygh, 1999. "Testing exact rational expectations in cointegrated vector autoregressive models," Journal of Econometrics, Elsevier, vol. 93(1), pages 73-91, November.
  79. Kouretas, Georgios P. & Yannopoulos, Andreas, 2006. "Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector," Economic Modelling, Elsevier, vol. 23(2), pages 316-338, March.
  80. Kalyoncu, Huseyin, 2006. "An aggregate import demand function for Turkey: a cointegration analysis," MPRA Paper 4260, University Library of Munich, Germany.
  81. Diamandis, Panayiotis F., 2009. "International stock market linkages: Evidence from Latin America," Global Finance Journal, Elsevier, vol. 20(1), pages 13-30.
  82. Urban, Dieter M., 2007. "Terms of trade, catch-up, and home-market effect: The example of Japan," Journal of the Japanese and International Economies, Elsevier, vol. 21(4), pages 470-488, December.
  83. Gaspar, João & Pina, Gilson & Simões, Marta, 2014. "Agriculture in Portugal: linkages with industry and services," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 95(04), pages 437-471, December.
  84. Baek, Jungho & Pride, Dominique, 2014. "On the income–nuclear energy–CO2 emissions nexus revisited," Energy Economics, Elsevier, vol. 43(C), pages 6-10.
  85. Babula, Ronald A. & Bessler, David A. & Reeder, John & Somwaru, Agapi, 2004. "Modeling U.S. Soy-Based Markets with Directed Acyclic Graphs and Bernanke Structural VAR Methods: The Impacts of High Soy Meal and Soybean Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(03), November.
  86. Peter Reinhard Hansen, 2008. "Reduced-Rank Regression: A Useful Determinant Identity," CREATES Research Papers 2008-02, Department of Economics and Business Economics, Aarhus University.
  87. Sebil Olalekan Oshota & Ibrahim Adegoke Adeleke, 2015. "Determinants of the Current Account Balance in Nigeria, Ghana and Cote d’Ivoire," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 11(3), pages 127-145, June.
  88. Zhao, Yan, 2005. "International Parities and Exchange Rate Determination," MPRA Paper 36967, University Library of Munich, Germany.
  89. Johansen, Soren, 2000. "Modelling of cointegration in the vector autoregressive model," Economic Modelling, Elsevier, vol. 17(3), pages 359-373, August.
  90. George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou, 2004. "Financial Markets and Economic Growth in Greece," Working Papers 17, Bank of Greece.
  91. Dua, Pami & Pandit, B. L., 2002. "Interest rate determination in India: domestic and external factors," Journal of Policy Modeling, Elsevier, vol. 24(9), pages 853-875, December.
  92. Frait, Jan & Komarek, Lubos & Meleck, Martin, 2006. "The Real Exchange Rate Misalignment in the Five Central European Countries," The Warwick Economics Research Paper Series (TWERPS) 739, University of Warwick, Department of Economics.
  93. Levent, Korap, 2006. "Seigniorage revenue and Turkish economy," MPRA Paper 20106, University Library of Munich, Germany.
  94. Ghosh, Sajal, 2006. "Future demand of petroleum products in India," Energy Policy, Elsevier, vol. 34(15), pages 2032-2037, October.
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  96. Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia, 2005. "Financial markets and economic growth in Greece, 1986-1999," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 173-188, April.
  97. Kenny, Geoff & McGettigan, Donal, 1996. "Non-Traded, Traded and Aggregate Inflation In Ireland (Part 2)," Research Technical Papers 3B/RT/96, Central Bank of Ireland.
  98. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
  99. Andreas Lehnert & Wayne Passmore & Shane Sherlund, 2008. "GSEs, Mortgage Rates, and Secondary Market Activities," The Journal of Real Estate Finance and Economics, Springer, vol. 36(3), pages 343-363, April.
  100. Michael G. Arghyrou & Georgios Chortareas, 2008. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, vol. 16(4), pages 747-764, 09.
  101. David Bernstein, 2000. "Generalized purchasing power parity and the case of the European Union as a successful currency area," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(4), pages 385-395, December.
  102. Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
  103. Henrik Hansen & Søren Johansen, 1999. "Some tests for parameter constancy in cointegrated VAR-models," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 306-333.
  104. Tswei, Keshin, 2013. "Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1062-1078.
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  106. Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 1998. "The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability," Journal of Macroeconomics, Elsevier, vol. 20(4), pages 741-766, October.
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  109. I. Aysun Gökcan & Erdal Özmen, 2001. "Do PPP and UIP Need Each Other in a Financially Open Economy? The Turkish Evidence," ERC Working Papers 0101, ERC - Economic Research Center, Middle East Technical University, revised Jan 2001.
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  113. Jacques Bouhga-Hagbe, 2006. "Altruism and Workers’ Remittances; Evidence from Selected Countries in the Middle East and Central Asia," IMF Working Papers 06/130, International Monetary Fund.
  114. Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria.
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  118. Ginsburgh, V. & Jeanfils, P., . "Long-term comovements in international markets for paintings," CORE Discussion Papers RP 1147, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  119. Baek, Jungho & Koo, Won W., 2009. "Analyzing Factors Affecting U.S. Food Price Inflation," Agribusiness & Applied Economics Report 54248, North Dakota State University, Department of Agribusiness and Applied Economics.
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  123. Hondroyiannis, George & Papapetrou, Evangelia, 1998. "Temporal causality and the inflation-productivity relationship: Evidence from eight low inflation OECD countries," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 117-135.
  124. 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.
  125. Margarida de Mello & Kevin S. Nell, 2001. "The Forecasting Ability of a Cointegrated VAR Demand System with Endogeneous vs. Exogenous Expenditure Variable: An application to the UK imports of tourism from neighbouring countries," FEP Working Papers 109, Universidade do Porto, Faculdade de Economia do Porto.
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  128. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," Working Papers 16920, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
  129. An, Lian & Kim, Yoonbai & You, Yu, 2016. "Floating exchange rates and macroeconomic independence," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 23-35.
  130. Bishnu Prasad Gautam Ph. D., 2015. "Role of Financial Development in Economic Growth of Nepal: An Empirical Analysis," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 27(1), pages 1-16, April.
  131. Kouretas, Georgios P. & Zarangas, Leonidas P., 2001. "Black and official exchange rates in Greece: an analysis of their long-run dynamics," Journal of Multinational Financial Management, Elsevier, vol. 11(3), pages 295-314, July.
  132. MacLeod, W.B. & Malcomson, J.M., 1993. "Motivation, markets and dual economies," Discussion Paper Series In Economics And Econometrics 9319, Economics Division, School of Social Sciences, University of Southampton.
  133. Jacobson, Tor & Larsson, Rolf, 1997. "Numerical aspects of a likelihood ratio test statistic for cointegrating rank," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 453-465, February.
  134. Chen Pu & Hsiao Chihying, 2005. "Testing Cointegration Rank in Large Systems," Econometrics 0504002, EconWPA.
  135. Kim, MinKyoung & Koo, Won W., 2002. "How Differently Agricultural And Industrial Sectors Respond To Exchange Rate Fluctuation?," 2002 Annual meeting, July 28-31, Long Beach, CA 19635, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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