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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. Rashid, Shahidur, 2002. "Dynamics of agricultural wage and rice price in Bangladesh," MTID discussion papers 44, International Food Policy Research Institute (IFPRI).
  2. Charalambos G. Tsangarides & Yasser Abdih, 2006. "FEER for the CFA Franc," IMF Working Papers 06/236, International Monetary Fund.
  3. Su Zhou, 2007. "The dynamic relationship between the federal funds rate and the Eurodollar rates under interest-rate targeting," Journal of Economic Studies, Emerald Group Publishing, vol. 34(2), pages 90-102, May.
  4. Malin Adolfson, 1997. "Exchange rate pass-through to Swedish import prices," Finnish Economic Papers, Finnish Economic Association, vol. 10(2), pages 81-98, Autumn.
  5. 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.
  6. Qizilbash, M., 1994. "Corruption, temptation and guilt: moral character in economic theory," Discussion Paper Series In Economics And Econometrics 9419, Economics Division, School of Social Sciences, University of Southampton.
  7. Dilli Raj Khanal, 2007. "Banking and Insurance Services Liberalization and Development in Bangladesh, Nepal, and Malaysia: A Comparative Analysis," Working Papers 4107, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
  8. 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.
  9. Diamandis, Panayiotis F. & Drakos, Anastassios A., 2005. "Long-run dynamics of official and black-market exchange rates in Latin America," Global Finance Journal, Elsevier, vol. 15(3), pages 219-237, February.
  10. Selahattin Dibooglu, 1995. "Accounting for U.S. Current Account Deficits: An Empirical Investigation," International Finance 9502003, EconWPA.
  11. repec:ebl:ecbull:v:6:y:2008:i:7:p:1-14 is not listed on IDEAS
  12. 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.
  13. George Hondroyiannis & Evangelia Papapetrou, 2001. "An Investigation of the Public Deficts and Government Spending Relationship: Evidence for Greece," Public Choice, Springer, vol. 107(1), pages 169-182, April.
  14. Md., Samsur Jaman, 2014. "Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram," MPRA Paper 60270, University Library of Munich, Germany.
  15. Ansgar Belke & Thorsten Polleit, 2004. "A Model for Forecasting Swedish Inflation," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 246/2004, Department of Economics, University of Hohenheim, Germany.
  16. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013. "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP) dp-517, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  17. Karim Khan & Eatzaz Ahmed, 2005. "The Demand for International Reserves: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 939-957.
  18. Juselius, Katarina & Toro, Juan, 2005. "Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS," Journal of International Money and Finance, Elsevier, vol. 24(3), pages 509-531, April.
  19. Begoña Eguía & Cruz A. Echevarría, 2004. "Unemployment rates and population changes in Spain," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 47-76, May.
  20. Balázs Égert, & László Halpern & Ronald MacDonald, 2005. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," William Davidson Institute Working Papers Series wp793, William Davidson Institute at the University of Michigan.
  21. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics.
  22. No, Sung Chul & Salassi, Michael E., 2008. "A Sequential Rationality and Efficiency Test of U.S. Department of Agriculture Program Crop Price Estimates: Rice, Wheat, and Soybeans," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6814, Southern Agricultural Economics Association.
  23. Kim, In-Moo & Park, Joon Y., 2005. "Iterative Maximum Likelihood Estimation of Cointegrating Vectors," Working Papers 2005-02, Rice University, Department of Economics.
  24. Graciela Moguillansky, 1995. "¿Existe una Brecha Respecto del Sendero de Equilibrio Cambiario en el Perú? Un Análisis Empírico para el Período 1980-1994," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 32(97), pages 379-410.
  25. Lee, Chien-Chiang & Chien, Mei-Se, 2008. "Structural breaks, tourism development, and economic growth: Evidence from Taiwan," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(4), pages 358-368.
  26. M.T. Alguacil & V. Orts, . "A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case," Studies on the Spanish Economy 50, FEDEA.
  27. Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
  28. Georgoutsos D. & Kouretas G., 2002. "Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 7-22, January -.
  29. N Fiess & M Fugazza & WF Maloney, 2006. "Informal Labor Markets and Macroeconomic Fluctuations," Working Papers 2006_17, Business School - Economics, University of Glasgow.
  30. Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "GSEs, mortgage rates, and secondary market activities," Finance and Economics Discussion Series 2005-07, Board of Governors of the Federal Reserve System (U.S.).
  31. Sophocles N. Brissimis & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2003. "Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece," Working Papers 01, Bank of Greece.
  32. M. Nieto & Angeles Fernandez & M. Muñoz, 1998. "Market efficiency in the Spanish derivatives markets: An empirical analysis," International Advances in Economic Research, International Atlantic Economic Society, vol. 4(4), pages 349-355, November.
  33. Lambelet, Jean-Christian & Mihailov, Alexander, 2005. "The Triple-Parity Law," Economics Discussion Papers 8896, University of Essex, Department of Economics.
  34. Juselius, Katarina & MacDonald, Ronald, 2004. "International parity relationships between the USA and Japan," Japan and the World Economy, Elsevier, vol. 16(1), pages 17-34, January.
  35. George Kouretas & Leonidas Zarangas, . "Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics," Working Papers 9902, University of Crete, Department of Economics.
  36. Benjamin Tabak, 2009. "Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 41(21), pages 2681-2689.
  37. 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.
  38. Martin B. Schmidt, 2004. "Exogeneity within the M2 Demand Function: Evidence from a Large Macroeconomic System," Economic Inquiry, Western Economic Association International, vol. 42(4), pages 634-646, October.
  39. Syed Muhammad Tariq & Kent Matthews, 1997. "The Demand for Simple-sum and Divisia Monetary Aggregates for Pakistan: A Cointegration Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(3), pages 275-291.
  40. 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).
  41. Dobrescu, Emilian, 2002. "Macromodel Estimation for the Romanian "Pre-Accession Economic Programme"," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 5-38, December.
  42. Hansen, Peter Reinhard, 2003. "Structural changes in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, vol. 114(2), pages 261-295, June.
  43. Azali, M. & Royfaizal, R.C. & Lee, C., 2008. "Japanese Yen as an alternative vehicle currency in Asian," MPRA Paper 11891, University Library of Munich, Germany, revised 2008.
  44. Pesaran, M.H. & Shin, Y., 1993. "Cointegration and Speed of Convergence to Equilibrium," Cambridge Working Papers in Economics 9311, Faculty of Economics, University of Cambridge.
  45. Jurgen A. Doornik & H. Peter Boswijk, 2005. "Distribution approximations for cointegration tests with stationary exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 797-810.
  46. 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.
  47. Rashid, Abdul & Husain, Fazal, 2012. "On the modeling of exchange rate: some evidence from Pakistan," MPRA Paper 47547, University Library of Munich, Germany.
  48. 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.
  49. Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Not all international monetary shocks are alike for the Japanese economy," CAMA Working Papers 2014-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  50. Katsuya Ito, 2010. "The Impact of Oil Price Volatility on Macroeconomic Activity in Russia," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 9, pages 1-21, July.
  51. Mariam Camarero & Cecilio Tamarit, 1996. "Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC," Open Economies Review, Springer, vol. 7(1), pages 61-76, January.
  52. Ghosh, Sajal, 2006. "Future demand of petroleum products in India," Energy Policy, Elsevier, vol. 34(15), pages 2032-2037, October.
  53. Sakata, Kei & McKenzie, C.R., 2009. "The impact of divorce precedents on the Japanese divorce rate," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2917-2926.
  54. 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.
  55. 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.
  56. Edison, Hali J. & Gagnon, Joseph E. & Melick, William R., 1997. "Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era," Journal of International Money and Finance, Elsevier, vol. 16(1), pages 1-17, February.
  57. 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.
  58. Jaya Krishnakumar & David Neto, 2009. "Testing Uncovered Interest Rate Parity and Term Structure using Three-Regime Threshold Unit Root VECM," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2009.06, Institut d'Economie et Econométrie, Université de Genève.
  59. Juha Kilponen & David Mayes & Jouko Vilmunen, 1999. "Labour Market Flexibility in Northern Europe," One Europe or Several? Working Papers 2, One-Europe Programme.
  60. Håvard Hungnes & Hilde C. Bjørnland, 2006. "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 209-221.
  61. 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.
  62. Jurgen Doornik & H. Peter Boswijk, 2003. "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Series Working Papers 2003-W10, University of Oxford, Department of Economics.
  63. Brissimis, Sophocles N. & Kosma, Theodora, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 0531, European Central Bank.
  64. Comunale, Mariarosaria, 2014. "Long-run determinants and misalignments of the real effective exchange rate in the EU," MPRA Paper 59571, University Library of Munich, Germany, revised Sep 2014.
  65. Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2011. "The real uncovered interest parity: The case of Canada and the USA," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 255-267, March.
  66. Baliamoune-Lutz, Mina N., 2006. "Financial Reform and the Mobilization of Domestic Savings: The Experience of Morocco," Working Paper Series RP2006/100, World Institute for Development Economic Research (UNU-WIDER).
  67. Osei, Robert & Morrissey, Oliver & Lloyd, Tim, 2005. "The Fiscal Effects of Aid in Ghana," Working Paper Series RP2005/61, World Institute for Development Economic Research (UNU-WIDER).
  68. Tomić, Bojan & Sesar, Andrijana, 2015. "Interdependence of Industrial Production Index and capital market in Croatia: VAR model," MPRA Paper 66816, University Library of Munich, Germany.
  69. Kębłowski, Piotr & Welfe, Aleksander, 2012. "A risk-driven approach to exchange rate modelling," Economic Modelling, Elsevier, vol. 29(4), pages 1473-1482.
  70. Geir E. Alstad, 2010. "The long-run exchange rate for NOK: a BEER approach," Working Paper 2010/19, Norges Bank.
  71. 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.
  72. 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.
  73. Urbain, Jean-Pierre, 1995. "Partial versus full system modelling of cointegrated systems an empirical illustration," Journal of Econometrics, Elsevier, vol. 69(1), pages 177-210, September.
  74. Asche, Frank & Osmundsen, Petter & Tveteras, Ragnar, 2002. "European market integration for gas? Volume flexibility and political risk," Energy Economics, Elsevier, vol. 24(3), pages 249-265, May.
  75. Johansen, Soren, 2000. "Modelling of cointegration in the vector autoregressive model," Economic Modelling, Elsevier, vol. 17(3), pages 359-373, August.
  76. Haq, Munshi Masudul, 2008. "Growth and openness: empirical evidence from Bangladesh," MPRA Paper 35732, University Library of Munich, Germany.
  77. Tatsuyoshi Miyakoshi, 2008. "Seigniorage Revenue or Consumer Revenue? Theoretical and Empirical Evidences," Discussion Papers in Economics and Business 08-11, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  78. Sinem Derindere Koseoglu & Ali Ozgür Karagülle, 2013. "Portfolio Diversification Benefits In Shipping Industry: A Cointegration Approach," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(2), pages 017-128, December.
  79. Maslov, Alexander, 2011. "Inflationary Handicap Of The Monetary Transmission Mechanism: Evidence From Russia," MPRA Paper 50036, University Library of Munich, Germany, revised 12 Apr 2012.
  80. Rodolfo Helg & Massimiliano Serati, 2000. "The speed of adjustment to PPP: is there any puzzle?," LIUC Papers in Economics 74, Cattaneo University (LIUC).
  81. Arghyrou, Michael G & Chortareas, Georgios, 2006. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers E2006/23, Cardiff University, Cardiff Business School, Economics Section.
  82. Lyhagen, Johan, 1998. "Maximum likelihood estimation of the multivariate fractional cointegrating model," SSE/EFI Working Paper Series in Economics and Finance 233, Stockholm School of Economics.
  83. 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.
  84. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
  85. João Gaspar & Gilson Pina & Marta C. N. Simões, 2014. "Agriculture in Portugal: linkages with industry and services," GEMF Working Papers 2014-04, GEMF - Faculdade de Economia, Universidade de Coimbra.
  86. Woo, Kai-Yin, 1999. "Cointegration analysis of the intensity of the ERM currencies under the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 393-405, November.
  87. Gabriel Rodriguez & Nicholas Rowe, 2002. "Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output," Working Papers 0201E, University of Ottawa, Department of Economics.
  88. Froot, Kenneth A. & Rogoff, Kenneth, 1995. "Perspectives on PPP and long-run real exchange rates," Handbook of International Economics, in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 32, pages 1647-1688 Elsevier.
  89. Chi, Junwook & Baek, Jungho, 2012. "A dynamic demand analysis of the United States air-passenger service," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 755-761.
  90. Agustin Alonso & Miguel-Angel Galindo, 1997. "The determinants of interest rates in European Union countries," International Advances in Economic Research, International Atlantic Economic Society, vol. 3(4), pages 352-363, November.
  91. 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.
  92. Marçal, Emerson Fernandes & Zimmermann, Beatrice & Mendonça, Diogo de Prince & Merlin, Giovanni Tondin, 2015. "Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR," Textos para discussão 384, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  93. Johannes Fedderke & Robert Klitgaard & Kamil Akramov, 2011. "Heterogeneity Happens: How Rights Matter in Economic Development," Working Papers 220, Economic Research Southern Africa.
  94. Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015. "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, vol. 52(PA), pages 136-141.
  95. Nick, Sebastian & Tischler, Benjamin, 2014. "The Law of one Price in Global Natural Gas Markets - A Threshold Cointegration Analysis," EWI Working Papers 2014-16, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
  96. Baek, Jungho & Cho, Yongsung & Koo, Won W., 2009. "The environmental consequences of globalization: A country-specific time-series analysis," Ecological Economics, Elsevier, vol. 68(8-9), pages 2255-2264, June.
  97. Milner, Chris & Zgovu, Evious, 2006. "A natural experiment for identifying the impact of 'natural' trade barriers on exports," Journal of Development Economics, Elsevier, vol. 80(1), pages 251-268, June.
  98. Pami Dua, 2004. "Analysis of Consumers' Perceptions of Buying Conditions for Houses," Working papers 127, Centre for Development Economics, Delhi School of Economics.
  99. Anonymous, 2006. "Journal of International Agricultural Trade and Development, Volume 2, Number 2, Fall 2006," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 2(2).
  100. Ramòn Jiménez-Toribio & Patrice Guillotreau & Rémi Mongruel, 2009. "Global integration of European tuna markets," Working Papers hal-00430014, HAL.
  101. MacDonald, Ronald & Marsh, Ian W., 2004. "Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 99-111, February.
  102. Mark McGillivray & Farhad Noorbakhsh, . "Aid, Conflict and Human Development," Working Papers 2007_03, Business School - Economics, University of Glasgow.
  103. Eric Heyer & Hervé Le Bihan & Frédéric Lerais, 2000. "Relation de Phillips, boucle prix-salaire : une estimation par la méthode de Johansen," Économie et Prévision, Programme National Persée, vol. 146(5), pages 43-60.
  104. Michael Browne, 2016. "Liquidity effects on consumers’ imports in Trinidad and Tobago," Working Papers 2016-005, The George Washington University, Department of Economics, Research Program on Forecasting.
  105. Catarina Figueira & John Glen & Joseph Nellis, 2005. "A Dynamic Analysis of Mortgage Arrears in the UK Housing Market," Urban/Regional 0509006, EconWPA.
  106. Norbert Fiess & Marco fugazza & William Maloney, 2002. "Exchange Rate Appreciations, Labor Market Rigidities, and Informality," Working Papers 2005_15, Business School - Economics, University of Glasgow.
  107. Boriss Siliverstovs & Dierk Herzer, 2007. "Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960-2001)," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 153-167.
  108. CZUJACK, C. & FLÔRES, R. & GINSBURGH, Jr. and V., . "On long-run price comovements between paintings and prints," CORE Discussion Papers RP 1240, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  109. 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.
  110. Dimitris Georgoutsos & George Kouretas, 2001. "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers 0104, University of Crete, Department of Economics.
  111. Fedderke, J. W. & Liu, W., 2002. "Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995," Economic Modelling, Elsevier, vol. 19(3), pages 419-444, May.
  112. Jiang, Xiaoquan & Lee, Bong-Soo, 2007. "Stock returns, dividend yield, and book-to-market ratio," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 455-475, February.
  113. Levent, Korap, 2007. "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper 21834, University Library of Munich, Germany.
  114. Deb, Surajit, 2004. "Terms of Trade and Investment Behaviour in Indian Agriculture: A Cointegration Analysis," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 59(2).
  115. 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.
  116. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015. "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
  117. Lee, Bong-Soo, 1996. "Comovements of earnings, dividends, and stock prices," Journal of Empirical Finance, Elsevier, vol. 3(4), pages 327-346, December.
  118. Larue Bruno & Tanguay Luc, 1999. "Regional Price Dynamics and Countervailing Duties: Did the Canada-U.S. Hog/Pork Dispute Have a Permanent Impact?," International Economic Journal, Taylor & Francis Journals, vol. 13(1), pages 81-101.
  119. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand.
  120. Johannes Fedderke & Neryvia Pillay, 2007. "A Theoretically Defensible Measure of Risk: Using Financial Market Data from a Middle Income Context," Working Papers 64, Economic Research Southern Africa.
  121. Sukati, Mphumuzi, 2013. "Cointegration Analysis of Oil Prices and Consumer Price Index in South Africa using STATA Software," MPRA Paper 49797, University Library of Munich, Germany.
  122. Patterson, K. D., 2003. "Exploiting information in vintages of time-series data," International Journal of Forecasting, Elsevier, vol. 19(2), pages 177-197.
  123. M., Azali & Lee, Chin, 2009. "Asian Financial Integration during the Pre- and Post-crisis Periods," MPRA Paper 40656, University Library of Munich, Germany, revised 2009.
  124. Hondroyiannis, George & Papapetrou, Evangelia, 2005. "Fertility and output in Europe: new evidence from panel cointegration analysis," Journal of Policy Modeling, Elsevier, vol. 27(2), pages 143-156, March.
  125. Belke, Ansgar & Beckmann, Joscha, 2015. "Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 254-265.
  126. Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.
  127. 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.
  128. Keblowski, Piotr & Welfe, Aleksander, 2010. "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1385-1397, November.
  129. Rahmatsyah, Teuku & Rajaguru, Gulasekaran & Siregar, Reza Y., 2002. "Exchange-rate volatility, trade and "fixing for life" in Thailand," Japan and the World Economy, Elsevier, vol. 14(4), pages 445-470, December.
  130. repec:adr:anecst:y:1999:i:54:p:02 is not listed on IDEAS
  131. repec:kap:iaecre:v:4:y:1998:i:4:p:349-355 is not listed on IDEAS
  132. Papapetrou, Evangelia, 2001. "Oil price shocks, stock market, economic activity and employment in Greece," Energy Economics, Elsevier, vol. 23(5), pages 511-532, September.
  133. J.W. Fedderke & I. Lourenco & F. Gwenhamo, 2011. "Alternative indices of political freedoms, property rights, and political instability for Zambia," Working Papers 207, Economic Research Southern Africa.
  134. Nikolaos Dritsakis & Alexandros Gkanas, 2009. "The effect of socio-economic determinants on crime rates: An empirical research in the case of Greece with cointegration analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 2(2), pages 51-64, December.
  135. Abbott, Andrew & De Vita, Glauco, 2002. "Testing the long-run structural validity of the monetary exchange rate model," Economics Letters, Elsevier, vol. 75(2), pages 157-164, April.
  136. Johannes W. Fedderke and Yang Liu, 2016. "Inflation in South Africa: An Assessment of Alternative Inflation Models," Working Papers 592, Economic Research Southern Africa.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.