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Citations for "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration"

by MacKinnon, James G & Haug, Alfred A & Michelis, Leo

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  1. Greene, Clinton A., 2010. "Smooth-adjustment econometrics and inventory-theoretic money management," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1031-1047, June.
  2. Buscemi, Antonino & Yallwe, Alem Hagos, 2011. "Money laundry and financial development," MPRA Paper 33089, University Library of Munich, Germany, revised Jul 2011.
  3. Guilera, Jordi & Gomes da Silva, Ester & Lains, Pedro, 2008. "Are dictatorships more unequal? : economic growth and wage inequality during Portugal's estado novo, 1944-1974," IFCS - Working Papers in Economic History.WH wp08-08, Universidad Carlos III de Madrid. Instituto Figuerola.
  4. Francisco Rebelo & Ester Gomes da Silva, 2013. "Export variety, technological content and economic performance: The case of Portugal," Papers in Evolutionary Economic Geography (PEEG) 1310, Utrecht University, Section of Economic Geography, revised Jun 2013.
  5. Rudd, Jeremy & Whelan, Karl, 2002. "A Note on the Cointegration of Consumption, Income, and Wealth," Research Technical Papers 5/RT/02, Central Bank of Ireland.
  6. Wang, Yi-Hsien & Lee, Jun-De, 2012. "Estimating the import demand function for China," Economic Modelling, Elsevier, vol. 29(6), pages 2591-2596.
  7. Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
  8. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers 08-34, University of Copenhagen. Department of Economics.
  9. Czudaj, Robert, 2011. "P-star in times of crisis - Forecasting inflation for the euro area," Economic Systems, Elsevier, vol. 35(3), pages 390-407, September.
  10. Andreas Brunhart, 2013. "Der Klein(st)staat Liechtenstein und seine grossen Nachbarländer: Eine wachstums- und konjunkturanalytische Gegenüberstellung," Arbeitspapiere 44, Liechtenstein-Institut.
  11. Nina Budina & Wojtek Maliszewski & Georges de Menil & Geomina Turlea, 2002. "Money, Inflation and output in Romania, 1992-2000," DELTA Working Papers 2002-15, DELTA (Ecole normale supérieure).
  12. Paul Blackley, 2009. "The change in aggregate budget behavior in the 1990s: a cointegration-error correction model analysis," Public Choice, Springer, vol. 138(3), pages 475-482, March.
  13. Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Discussion Papers of DIW Berlin 795, DIW Berlin, German Institute for Economic Research.
  14. Jakob B. Madsen & James B. Ang & Rajabrata Banerjee, 2010. "Four Centuries of British Economic Growth: The Roles of Technology and Population," CAMA Working Papers 2010-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Gabriella Legrenzi & Costas Milas, 2012. "Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS," Working Paper Series 54_12, The Rimini Centre for Economic Analysis.
  16. Vivian, Viviane Santos & Mendonça, Helder Ferreira de, 2010. "Gestão da dívida pública: a experiência do Brasil," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), May.
  17. Christian Dreger & Hans-Eggert Reimers, 2012. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(1), pages 21-34, April.
  18. Aviral Kumar TIWARI, 2011. "Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(2).
  19. Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2013. "Expectations of future income and real exchange rate movements," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1274-1285.
  20. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," MPRA Paper 48709, University Library of Munich, Germany.
  21. 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.
  22. Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2013. "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," DOCUMENTOS DE TRABAJO UCATOLICA 012393, UNIVERSIDAD CATOLICA DE COLOMBIA.
  23. Mussarat Khadija Khan, 2016. "Contribution of female human capital in economic growth: an empirical analysis of Pakistan (1972–2012)," Quality & Quantity- International Journal of Methodology, Springer, vol. 50(2), pages 709-728, March.
  24. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
  25. Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder, 2010. "Asymmetric Shocks and Co-movement of Price Indices," MPRA Paper 28723, University Library of Munich, Germany.
  26. Mitze, Timo, 2011. "Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 93-118.
  27. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers 2013-14, University of Connecticut, Department of Economics.
  28. Morley, Samuel & Piñeiro, Valeria, 2015. "Adjusting to external shocks in small open economies: The case of Honduras:," IFPRI discussion papers 1477, International Food Policy Research Institute (IFPRI).
  29. Yuan, Chaoqing & Liu, Sifeng & Wu, Junlong, 2010. "The relationship among energy prices and energy consumption in China," Energy Policy, Elsevier, vol. 38(1), pages 197-207, January.
  30. repec:hal:wpaper:halshs-00575107 is not listed on IDEAS
  31. Ang, James B., 2011. "Finance and consumption volatility: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 947-964, October.
  32. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2335-2347.
  33. Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November.
  34. Susanto, Dwi & Rosson, C. Parr, III & Henneberry, Shida Rastegari, 2008. "Changes in Import Demand Elasticity for Red Meat and Livestock: Measuring the Impacts of Animal Disease and Trade Policy," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6337, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  35. Judith A. Giles & Cara L. Williams, 2000. "Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2," Econometrics Working Papers 0002, Department of Economics, University of Victoria.
  36. Nazlioglu, Saban, 2011. "World oil and agricultural commodity prices: Evidence from nonlinear causality," Energy Policy, Elsevier, vol. 39(5), pages 2935-2943, May.
  37. Chevillon, Guillaume, 2013. "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers WP1320, ESSEC Research Center, ESSEC Business School.
  38. Neil R. Ericsson & Erica L. Reisman, 2012. "Evaluating a global vector autoregression for forecasting," International Finance Discussion Papers 1056, Board of Governors of the Federal Reserve System (U.S.).
  39. Alfred A. Haug & Julie Tam, 2001. "A Closer Look at Long Run Money Demand," Working Papers 2002_09, York University, Department of Economics, revised Sep 2002.
  40. Farhani, Sahbi & Chaibi, Anissa & Rault, Christophe, 2014. "CO2 emissions, output, energy consumption, and trade in Tunisia," Economic Modelling, Elsevier, vol. 38(C), pages 426-434.
  41. SHIMIZU Junko & SATO Kiyotaka, 2015. "Abenomics, Yen Depreciation, Trade Deficit, and Export Competitiveness," Discussion papers 15020, Research Institute of Economy, Trade and Industry (RIETI).
  42. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2014. "A Note On The Extent Of U.S. Regional Income Convergence," Macroeconomic Dynamics, Cambridge University Press, vol. 18(07), pages 1635-1655, October.
  43. Jean-Pierre Allegret & Essahbi Essaadi, 2011. "Business cycles synchronization in East Asian economy: evidences from time-varying coherence study," Post-Print halshs-00566116, HAL.
  44. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2011. "Causality and contagion in peripheral EMU public debt markets: a dynamic approach," IREA Working Papers 201116, University of Barcelona, Research Institute of Applied Economics, revised Sep 2011.
  45. Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, 06.
  46. Liu, Hsiang-Hsi & Chen, Yi-Chun, 2013. "A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather," Economic Modelling, Elsevier, vol. 35(C), pages 840-855.
  47. Kleiber Christian & Zeileis Achim, 2013. "Reproducible Econometric Simulations," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 89-99, July.
  48. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2012. "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Documentos de Trabajo del ICAE 2012-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  49. Miljkovic, Dragan, 2006. "U.S. and Canadian Livestock Prices: Market Integration and Trade Dependence," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 18996, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  50. Ratti, Ronald & Vespignani, Joaquin, 2014. "OPEC and non-OPEC oil producioon and the global economy," Working Papers 2014-13, University of Tasmania, Tasmanian School of Business and Economics.
  51. Zhuo Qiao & Keith Lam, 2011. "Granger causal relations among Greater China stock markets: a nonlinear perspective," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1437-1450.
  52. Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2012. "Modelling global trade flows: results from a GVAR model," Globalization and Monetary Policy Institute Working Paper 119, Federal Reserve Bank of Dallas.
  53. Tweneboah, George & Adam, Anokye M., 2008. "Implications of Oil Price Shocks for Monetary Policy in Ghana: A Vector Error Correction Model," MPRA Paper 11968, University Library of Munich, Germany.
  54. Chu, Patrick Kuok Kun, 2010. "The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 281-288, September.
  55. Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
  56. Christian Pierdzioch & Renatas Kizys, 2010. "Sources of time-varying exchange rate exposure," International Economics and Economic Policy, Springer, vol. 7(4), pages 371-390, December.
  57. Pau Rabanal & Juan Rubio-Ramirez & Diego Vilan & Federico Mandelman, 2010. "Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment," 2010 Meeting Papers 1175, Society for Economic Dynamics.
  58. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
  59. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1719-1760, December.
  60. Mohsin S. Khan & Axel Schimmelpfennig, 2006. "Inflation in Pakistan; Money or Wheat?," IMF Working Papers 06/60, International Monetary Fund.
  61. Bernstein, Ronald & Madlener, Reinhard, 2010. "Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries," FCN Working Papers 19/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
  62. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
  63. Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University.
  64. Avarucci, Marco & Velasco, Carlos, 2009. "A Wald test for the cointegration rank in nonstationary fractional systems," Journal of Econometrics, Elsevier, vol. 151(2), pages 178-189, August.
  65. Tang, Bo, 2015. "Real exchange rate and economic growth in China: A cointegrated VAR approach," China Economic Review, Elsevier, vol. 34(C), pages 293-310.
  66. André van Stel & Roy Thurik & Chantal Hartog & Simon Parker, 2010. "The two-way relationship between entrepreneurship and economic performance," Scales Research Reports H200822, EIM Business and Policy Research.
  67. Wang, Zijun & Yang, Jian & Li, Qi, 2007. "Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 86-103, February.
  68. repec:kap:iaecre:v:18:y:2012:i:3:p:247-258 is not listed on IDEAS
  69. Xia, Yan & Susanto, Dwi & Rosson, C. Parr, III, 2007. "Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34844, Southern Agricultural Economics Association.
  70. Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
  71. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013. "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4627-4649.
  72. Kohlscheen, Emanuel, 2010. "Emerging floaters: Pass-throughs and (some) new commodity currencies," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1580-1595, December.
  73. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
  74. Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro, 2010. "Dynamic Macroeconomic Effects of Public Capital: Evidence from Regional Italian Data," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 69(1), pages 29-66, April.
  75. Kusdhianto Setiawan & Koichi Maekawa, 2014. "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014 7002, EcoMod.
  76. Andreas Humpe & Peter D. Macmillan, 2005. "Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan," CRIEFF Discussion Papers 0511, Centre for Research into Industry, Enterprise, Finance and the Firm.
  77. Kaili Shen & David E. Giles, 2005. "Rational Exuberance at the Mall: Addiction to Carrying a Credit Card Balance," Econometrics Working Papers 0508, Department of Economics, University of Victoria.
  78. Ben Jebli, Mehdi & Ben Youssef, Slim, 2013. "Energy consumption, output and trade nexus in North Africa," MPRA Paper 47965, University Library of Munich, Germany.
  79. Stanimira Milcheva, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
  80. Solarin Sakiru Adebola & Jauhari Dahalan, 2012. "An Empirical Analysis of Stock Markets Integration in Selected African Countries," EuroEconomica, Danubius University of Galati, issue 2(31), pages 166-177, May.
  81. Jiranyakul, Komain & Opiela, Timothy, 2014. "An Empirical Test of Money Demand in Thailand from 1993 to 2012," MPRA Paper 54162, University Library of Munich, Germany.
  82. P., Srinivasan & M., Kalaivani, 2013. "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper 45871, University Library of Munich, Germany.
  83. Gabriella Legrenzi & Costas Milas, 2002. "The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth," International Tax and Public Finance, Springer, vol. 9(4), pages 435-449, August.
  84. Majocchi Antonio & Pavione Enrica, 2002. "International franchising in Italy: trends and perspectives," Economics and Quantitative Methods qf0215, Department of Economics, University of Insubria.
  85. Hanck, Christoph, 2006. "Mixed Signals Among Panel Cointegration Tests," Technical Reports 2006,45, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  86. repec:ipg:wpaper:201415 is not listed on IDEAS
  87. Stefan Ederer & Stefan Schiman, 2013. "Analyse der österreichischen Handelsbilanz," FIW Research Reports series V-003, FIW.
  88. Guidi, Francesco, 2010. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper 19853, University Library of Munich, Germany.
  89. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," Working Papers 15727, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
  90. Mark J. Holmes & Arthur Grimes, 2005. "Is there long-run convergence of regional house prices in the UK?," Working Papers 05_11, Motu Economic and Public Policy Research.
  91. Diamandis, Panayiotis F., 2009. "International stock market linkages: Evidence from Latin America," Global Finance Journal, Elsevier, vol. 20(1), pages 13-30.
  92. Gokhan Ozertan & Sayed H. Saghaian & Hasan Tekguc, 2012. "Dynamics of Price Transmission and Market Power in the Turkish Beef Sector," Working Papers 2012-02, Mardin Artuklu Univeristy, Department of Economics.
  93. Ogonna Nneji & Chris Brooks & Charles Ward, 2011. "Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009," ICMA Centre Discussion Papers in Finance icma-dp2011-01, Henley Business School, Reading University.
  94. Strauß, Hubert, 2001. "Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?," Kiel Working Papers 1084, Kiel Institute for the World Economy (IfW).
  95. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, vol. 40(C), pages 400-409.
  96. Kerstin, Enflo & Kander, Astrid & Schön, Lennart, 2008. "Electrification and energy productivity," Papers in Innovation Studies 2008/16, Lund University, CIRCLE - Center for Innovation, Research and Competences in the Learning Economy.
  97. Ibrahim Onour, . "Financial Integration of North Africa Stock Markets," API-Working Paper Series 0908, Arab Planning Institute - Kuwait, Information Center.
  98. Basse, Tobias, 2006. "Floating exchange rates and inflation in Germany: Are external shocks really irrelevant?," Economics Letters, Elsevier, vol. 93(3), pages 393-397, December.
  99. Doyle, Matthew & Falk, Barry L., 2006. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Staff General Research Papers 12501, Iowa State University, Department of Economics.
  100. Saha, Malayendu & Bhunia, Amalendu, 2012. "How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis," MPRA Paper 38731, University Library of Munich, Germany.
  101. Giulia Ghiani & Max Gillman & Michal Kejak, 2016. "Persistent Liquidity," Working Papers 1010, University of Missouri-St. Louis, Department of Economics.
  102. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
  103. Idrovo Aguirre, Byron & Contreras, Javier, 2015. "Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)," MPRA Paper 67387, University Library of Munich, Germany, revised 20 Sep 2015.
  104. Jun, Seung-Pyo & Park, Do-Hyung, 2016. "Consumer information search behavior and purchasing decisions: Empirical evidence from Korea," Technological Forecasting and Social Change, Elsevier, vol. 107(C), pages 97-111.
  105. Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2007. "Long-Run Money Demand in the New EU Member States with Exchange Rate Effects," Eastern European Economics, M.E. Sharpe, Inc., vol. 45(2), pages 75-94, April.
  106. Mousumi Bhattacharya & Sharad Nath Bhattacharya, 2011. "The Interrelationship Between Merchandise Trade, Economic Growth and FDI Inflows in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 229-244.
  107. Alexei Onatski & Chen Wang, 2016. "Alternative Asymptotics for Cointegration Tests in Large VARs," Cambridge Working Papers in Economics 1637, Faculty of Economics, University of Cambridge.
  108. Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
  109. Mylonidis, Nikolaos & Kollias, Christos, 2010. "Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2056-2064, September.
  110. Katsuya Ito, 2009. "The Russian Economy and the Oil Price: A Co-integrated VAR Approach," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(1), pages 220-227, May.
  111. van Zandweghe, Willem & Gottschalk, Jan, 2001. "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers 1068, Kiel Institute for the World Economy (IfW).
  112. Tutulmaz, Onur, 2015. "Environmental Kuznets Curve time series application for Turkey: Why controversial results exist for similar models?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 50(C), pages 73-81.
  113. Algieri, Bernardina & Aquino, Antonio & Succurro, Marianna, 2011. "Going “green”: trade specialisation dynamics in the solar photovoltaic sector," Energy Policy, Elsevier, vol. 39(11), pages 7275-7283.
  114. Chaiechi, Taha, 2014. "The broken window: Fallacy or fact – A Kaleckian–Post Keynesian approach," Economic Modelling, Elsevier, vol. 39(C), pages 195-203.
  115. Joscha Beckmann & Robert Czudaj, 2013. "Oil and gold price dynamics in a multivariate cointegration framework," International Economics and Economic Policy, Springer, vol. 10(3), pages 453-468, September.
  116. Hasanov, Fakhri & Huseynov, Fariz, 2013. "Bank credits and non-oil economic growth: Evidence from Azerbaijan," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 597-610.
  117. J. Easaw & R. Golinelli, 2012. "Household Inflation Expectations: Information Gathering, Inattentive or ‘Stubborn’?," Working Papers wp853, Dipartimento Scienze Economiche, Universita' di Bologna.
  118. Hippolyte D'Albis & Ekrame Boubtane & Dramane Coulibaly, 2015. "Immigration Policy and Macroeconomic Performance in France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01162441, HAL.
  119. Yahia Salhi & Stéphane Loisel, 2012. "Basis risk modelling: a co-integration based approach," Working Papers hal-00746859, HAL.
  120. Claudia Kwapil & Johann Scharler, 2007. "Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability," Money Macro and Finance (MMF) Research Group Conference 2006 65, Money Macro and Finance Research Group.
  121. Lin, Boqiang & Wu, Ya & Zhang, Li, 2012. "Electricity saving potential of the power generation industry in China," Energy, Elsevier, vol. 40(1), pages 307-316.
  122. Marc Hallin & Ramon van den Akker & Bas Werker, 2012. "Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Working Papers ECARES ECARES 2012-042, ULB -- Universite Libre de Bruxelles.
  123. Siklos, Pierre L., 2002. "Asymmetric adjustment from structural booms and slumps," Economics Letters, Elsevier, vol. 77(3), pages 329-333, November.
  124. Lin, Boqiang & Ouyang, Xiaoling, 2014. "Electricity demand and conservation potential in the Chinese nonmetallic mineral products industry," Energy Policy, Elsevier, vol. 68(C), pages 243-253.
  125. Mahadevan, Renuka & Asafu-Adjaye, John, 2007. "Energy consumption, economic growth and prices: A reassessment using panel VECM for developed and developing countries," Energy Policy, Elsevier, vol. 35(4), pages 2481-2490, April.
  126. Rajabrata Banerjee, 2012. "Population Growth and Endogenous Technological Change: Australian Economic Growth in the Long Run," The Economic Record, The Economic Society of Australia, vol. 88(281), pages 214-228, 06.
  127. Mahadevan, Renuka & Suardi, Sandy, 2011. "The effects of uncertainty dynamics on exports, imports and productivity growth," Journal of Asian Economics, Elsevier, vol. 22(2), pages 174-188, April.
  128. Akinfenwa, Samson O. & Qasmi, Bashir A., 2014. "Ethanol, the Agricultural Economy, and Rural Incomes in the United States: A Bivariate Econometric Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 43(2), August.
  129. Apergis, Nicholas & Ewing, Bradley T. & Payne, James E., 2016. "A time series analysis of oil production, rig count and crude oil price: Evidence from six U.S. oil producing regions," Energy, Elsevier, vol. 97(C), pages 339-349.
  130. repec:pid:journl:v:45:y:2006:i:2:p:185-202 is not listed on IDEAS
  131. P., Srinivasan & M., Kalaivani, 2013. "On the Temporal Causal Relationship between Macroeconomic Variables: Empirical Evidence from India," MPRA Paper 46803, University Library of Munich, Germany.
  132. Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Hanken School of Economics.
  133. de Bondt, Gabe & Peltonen, Tuomas A. & Santabárbara, Daniel, 2010. "Booms and busts in China's stock market: Estimates based on fundamentals," Working Paper Series 1190, European Central Bank.
  134. Mauricio, Jose Alberto, 2006. "Exact maximum likelihood estimation of partially nonstationary vector ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3644-3662, August.
  135. De Santis, Roberto A., 2012. "Quantity theory is alive: the role of international portfolio shifts," Working Paper Series 1435, European Central Bank.
  136. Aviral Kumar Tiwari, 2012. "An Error-Correction Analysis Of India-Us Trade Flows," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 37(1), pages 29-51, March.
  137. repec:pid:journl:v:43:y:2004:i:2:p:105-124 is not listed on IDEAS
  138. Dubecq, S. & Ghattassi, I., 2009. "Consumption-Wealth Ratio and Housing Prices," Working papers 264, Banque de France.
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  148. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
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  169. Minoas Koukouritakis & Leo Michelis, 2005. "Enlargement and Eurozone: Convergence or Divergence," Working Papers 0504, University of Crete, Department of Economics.
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  186. Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013. "Housing and the Business Cycle in South Africa," Working Papers 201323, University of Pretoria, Department of Economics.
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  191. Fengbao Yin & Shigeyuki Hamori, 2011. "The Sustainability of Trade Balances in China," Economics Bulletin, AccessEcon, vol. 31(3), pages 2090-2097.
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  199. Roberto Santis, 2015. "Quantity theory is alive: the role of international portfolio shifts," Empirical Economics, Springer, vol. 49(4), pages 1401-1430, December.
  200. Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014. "The role of natural gas consumption and trade in Tunisia's output," Energy Policy, Elsevier, vol. 66(C), pages 677-684.
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  203. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "A Panel Cointegration Analysis: Thailand’s International Tourism Demand Model," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 129-142.
  204. Peter Sephton, 2009. "Critical values for the augmented efficient Wald test for fractional unit roots," Empirical Economics, Springer, vol. 37(3), pages 615-626, December.
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  207. Nagayasu, Jun, 2011. "Regional deposits and demographic changes," MPRA Paper 31363, University Library of Munich, Germany.
  208. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
  209. Willie Lahari & Alfred A. Haug & Arlene Garces-Ozanne, 2011. "Estimating Quarterly Gdp Data For The South Pacific Island Nations," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(01), pages 97-112.
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  211. Kenneth Carlaw & Richard Lipsey, 2012. "Does history matter?: Empirical analysis of evolutionary versus stationary equilibrium views of the economy," Journal of Evolutionary Economics, Springer, vol. 22(4), pages 735-766, September.
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  219. Sbia, Rashid & Hamdi, Helmi, 2013. "Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy," MPRA Paper 64150, University Library of Munich, Germany, revised 2013.
  220. Levent, Korap, 2008. "Modeling base money demand and inflation for the Turkish economy," MPRA Paper 19617, University Library of Munich, Germany.
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  231. Erno Kuiper, W. & Lutz, Clemens & van Tilburg, Aad, 2003. "Vertical price leadership on local maize markets in Benin," Journal of Development Economics, Elsevier, vol. 71(2), pages 417-433, August.
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  248. M. Ali Kemal, 2007. "A Fresh Assessment of the Underground Economy and Tax Evasion in Pakistan : Causes, Consequences, and Linkages with the Formal Economy," Microeconomics Working Papers 22200, East Asian Bureau of Economic Research.
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  255. Paul Alagidede & George Tweneboah & Anokye M. Adam, 2008. "Nominal Exchange Rates and Price Convergence in the West African Monetary Zone," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 181-198, December.
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  260. Roberto A. De Santis & Carlo A. Favero & Barbara Roffia, 2012. "Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability," Working Papers 432, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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  267. Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2014. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers 1402, University of Nevada, Las Vegas , Department of Economics.
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  273. Lonnie K. Stevans, 2005. "An Empirical Investigation into the Effect of Music Downloading on the Consumer Expenditure of Recorded Music: A Time Series Approach," Microeconomics 0502002, EconWPA.
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  293. Minoas Koukouritakis & Leo Michelis, 2005. "Term Structure Linkages Among the New EU Countries and the EMU," Working Papers 0515, University of Crete, Department of Economics.
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  295. Aliyu, Shehu Usman Rano, 2008. "Exchange Rate Volatility and Export Trade in Nigeria: An Empirical Investigation," MPRA Paper 13490, University Library of Munich, Germany, revised 17 Feb 2009.
  296. Andrade, Philippe & Bruneau, Catherine & Gregoir, Stephane, 2005. "Testing for the cointegration rank when some cointegrating directions are changing," Journal of Econometrics, Elsevier, vol. 124(2), pages 269-310, February.
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  305. Gurgul, Henryk & Lach, Łukasz, 2011. "The role of coal consumption in the economic growth of the Polish economy in transition," MPRA Paper 52235, University Library of Munich, Germany, revised 2011.
  306. Hubert Strauß, 2001. "Euroland's Trade with Third Countries: An Estimation Based on NIPA Data," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 434-449.
  307. Adam Traczyk, 2013. "Financial integration and the term structure of interest rates," Empirical Economics, Springer, vol. 45(3), pages 1267-1305, December.
  308. Thomas Kigabo RUSUHUZWA & Paul Robert MASSON, 2012. "Design and Implementation of a Common Currency Area in the East African Community," Working Papers tecipa-451, University of Toronto, Department of Economics.
  309. Pietola, Kyösti & Liu, Xing & Robles, Miguel, 2010. "Price, inventories, and volatility in the global wheat market," IFPRI discussion papers 996, International Food Policy Research Institute (IFPRI).
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  311. Tomomi Miyazaki, 2014. "Fiscal Reform and Fiscal Sustainability: Evidence from Australia and Sweden," Discussion Papers 1407, Graduate School of Economics, Kobe University.
  312. Austin, Darran & Ward, Bert & Dalziel, Paul, 2007. "The demand for money in China 1987-2004: A non-linear modelling approach," China Economic Review, Elsevier, vol. 18(2), pages 190-204.
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  315. Juan Carlos Caro & Byron Idrovo, 2010. "Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 273-303.
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  317. Sayed H. Saghaian & Leigh J. Maynard & Michael R. Reed, 2007. "The effects of E. coli 0157:H7, FMD and BSE on Japanese retail beef prices: A historical decomposition," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 131-147.
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  320. Eleftherios J. Thalassinos & Evagelos D. Politis, 2011. "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 113-130.
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  323. Ebrima A Faal, 2006. "Growth and Productivity in Papua New Guinea," IMF Working Papers 06/113, International Monetary Fund.
  324. Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
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  325. J. Easaw J. & R. Golinelli, 2009. "Households Forming Inflation Expectations: Who Are the 'Active' and 'Passive' Learners?," Working Papers 675, Dipartimento Scienze Economiche, Universita' di Bologna.
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  328. Christophe Kamps, 2005. "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," International Tax and Public Finance, Springer, vol. 12(4), pages 533-558, August.
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  332. Galesi, Alessandro & Lombardi, Marco J., 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
  333. Ben Jebli, Mehdi & Ben Youssef, Slim, 2013. "Economic growth and combustible renewables and waste consumption nexus in MENA countries," MPRA Paper 47766, University Library of Munich, Germany.
  334. Veronika Å uliková & Marianna SiniÄ Ã¡ková & Denis Horváth, 2014. "Twin Deficits in Small Open Baltic Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(2), pages 227-239, March.
  335. Lorde, Troy & Jackman, Mahalia & Thomas, Chrystol, 2009. "The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and Tobago," Energy Policy, Elsevier, vol. 37(7), pages 2708-2716, July.
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  337. Algieri, Bernardina, 2010. "Income and Price Elasticities of the Italian Exports in Tourism Services - Elasticità rispetto al reddito e ai prezzi relativi delle esportazioni italiane di servizi turistici," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 63(4), pages 381-405.
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  364. Ida Wolden Bache, 2006. "Assessing the structural VAR approach to exchange rate pass-through," Computing in Economics and Finance 2006 309, Society for Computational Economics.
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  371. Heather M Anderson & Farshid Vahid, 2010. "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers 14/10, Monash University, Department of Econometrics and Business Statistics.
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  374. Bruno Pires Tiberto & Helder Ferreira De Mendonça, 2014. "Social Security And Public Debt: Empirical Evidence For The Brazilian Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 066, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
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  385. Bernardina Algieri, 2014. "Drivers of Export Demand: A Focus on the GIIPS Countries," The World Economy, Wiley Blackwell, vol. 37(10), pages 1454-1482, October.
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  387. Lee, Chin & M., Azali, 2013. "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper 58162, University Library of Munich, Germany.
  388. Mohammad Afzal, 2010. "Exchange Rate and Reserves in Asian Countries: Causality Test," Global Economic Review, Taylor & Francis Journals, vol. 39(2), pages 215-223.
  389. Jacobo Campo Robledo & Henry Antonio Mendoza Tolosa, 2014. "Gasto Público y Crecimiento Económico regional en Colombia (1984 - 2012)," DOCUMENTOS DE TRABAJO UCATOLICA 012425, UNIVERSIDAD CATOLICA DE COLOMBIA.
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  391. Neil Ericsson & Erica Reisman, 2012. "Evaluating a Global Vector Autoregression for Forecasting," International Advances in Economic Research, International Atlantic Economic Society, vol. 18(3), pages 247-258, August.
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  478. Rabindra Nepal & John Foster, 2013. "Testing for Market Integration in the Australian National Electricity Market," Energy Economics and Management Group Working Papers 11-2013, School of Economics, University of Queensland, Australia.
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  483. Alexander Chudik & Vanessa Smith, 2013. "The GVAR approach and the dominance of the U.S. economy," Globalization and Monetary Policy Institute Working Paper 136, Federal Reserve Bank of Dallas.
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  500. Zulkhibri, Muhamed, 2012. "Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions," Journal of Asian Economics, Elsevier, vol. 23(4), pages 409-422.
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  507. Fullerton Jr., Thomas M. & Fierro, Karen P. & Villalobos, Emmanuel, 2009. "Cross-border restaurant price and exchange rate interactions," The North American Journal of Economics and Finance, Elsevier, vol. 20(3), pages 281-288, December.
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  511. D.M. Nachane & Amlendu Kumar Dubey, 2008. "The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-022, Indira Gandhi Institute of Development Research, Mumbai, India.
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