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Citations for "The Cointegrated VAR Model: Methodology and Applications"

by Juselius, Katarina

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  1. Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  2. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
  3. Dimitrios Sideris, 2009. "Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries," SEEMHN papers 16, National Bank of Serbia.
  4. Kolodziej, Marek & Kaufmann, Robert K., 2013. "The role of trader positions in spot and futures prices for WTI," Energy Economics, Elsevier, vol. 40(C), pages 176-182.
  5. Lloyd, Tim A., 2008. "Price Leadership in UK Food Retailing: Time Series Representation and Evidence," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36862, Agricultural Economics Society.
  6. Ansgar Belke & Joscha Beckmann & Michael Kühl, 2009. "Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments," Discussion Papers of DIW Berlin 952, DIW Berlin, German Institute for Economic Research.
  7. Alexander Ludwig, 2014. "Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks," Applied Financial Economics, Taylor & Francis Journals, vol. 24(12), pages 811-823, June.
  8. Joanna Beza-Bojanowska & Ronald MacDonald, 2009. "The Behavioural Zloty/Euro Equilibrium Exchange Rate," CESifo Working Paper Series 2568, CESifo Group Munich.
  9. :Carol A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2009. "Long-Run Factors and Fluctuations in Dividend/Price," Working Papers wpn09-04, Warwick Business School, Finance Group.
  10. Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.
  11. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano, 2012. "The Sustainability of Fiscal Policy in Italy: A Long-Term Perspective," CESifo Working Paper Series 3812, CESifo Group Munich.
  12. Kaufmann, Robert K. & Dees, Stephane & Mann, Micheal, 2009. "Horizontal and vertical transmissions in the US oil supply chain," Energy Policy, Elsevier, vol. 37(2), pages 644-650, February.
  13. Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
  14. Aubry, Mathilde & Renou-Maissant, Patricia, 2014. "Semiconductor industry cycles: Explanatory factors and forecasting," Economic Modelling, Elsevier, vol. 39(C), pages 221-231.
  15. Nébié, Gustave Adrien, 2008. "Syndrome Hollandais causé par l’aide : qu’en est-il pour les pays de l’UEMOA ?," Economics Papers from University Paris Dauphine 123456789/4066, Paris Dauphine University.
  16. Søren Johansen, 2010. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers 10-27, University of Copenhagen. Department of Economics.
  17. Herzer, Dierk, 2009. "Cross-country heterogeneity and the trade-income relationship," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 13, Verein für Socialpolitik, Research Committee Development Economics.
  18. Kolodzeij, Marek & Kaufmann, Robert.K., 2014. "Oil demand shocks reconsidered: A cointegrated vector autoregression," Energy Economics, Elsevier, vol. 41(C), pages 33-40.
  19. Michał Majsterek, 2012. "Cointegration Analysis in the Case of I(2) – General Overview," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(4), pages 215-252, December.
  20. Marcin Humanicki & Robert Kelm & Krzysztof Olszewski, 2013. "Foreign Direct Investment and Foreign Portfolio Investment in the contemporary globalized world: should they be still treated separately?," National Bank of Poland Working Papers 167, National Bank of Poland, Economic Institute.
  21. 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.
  22. John M. Nunley & Richard Alan Seals & Joachim Zietz, 2010. "Demographic Change, Macroeconomic Conditions, and the Murder Rate: The Case of the United States, 1934 to 2006," Auburn Economics Working Paper Series auwp2010-04, Department of Economics, Auburn University.
  23. Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Discussion Papers of DIW Berlin 971, DIW Berlin, German Institute for Economic Research.
  24. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014. "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 553-574, August.
  25. Gaetano D’Adamo, 2011. "Wage spillovers across sectors in Eastern Europe," Working Papers 1122, Department of Applied Economics II, Universidad de Valencia.
  26. Michael Pedersen & Miguel Ricaurte, 2013. "Efectos de Shocks al Precio del Petróleo sobre la Economía de Chile y sus Socios Comerciales," Working Papers Central Bank of Chile 691, Central Bank of Chile.
  27. Beckmann, Joscha, 2013. "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 176-190.
  28. Zachłod-Jelec, Magdalena, 2010. "Interrelations between consumption and wealth in Poland," MF Working Papers 3, Ministry of Finance in Poland, revised 07 Jan 2010.
  29. Isabel Figuerola-Ferretti & Jesus Gonzalo, 2007. "Modelling and measuring price discovery in commodity markets," Business Economics Working Papers wb074510, Universidad Carlos III, Departamento de Economía de la Empresa.
  30. Igor Pelipas, 2011. "Structural Breaks and Dynamic Characteristics of Inflation and Growth Rates of Monetary Aggregates," BEROC Working Paper Series 15, Belarusian Economic Research and Outreach Center (BEROC).
  31. Fakhri, Hasanov, 2010. "The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan," MPRA Paper 29556, University Library of Munich, Germany.
  32. Hoesli, Martin & Oikarinen, Elias, 2012. "Are REITs real estate? Evidence from international sector level data," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1823-1850.
  33. Søren Johansen, 2007. "Some identification problems in the cointegrated vector autoregressive model," CREATES Research Papers 2007-32, School of Economics and Management, University of Aarhus.
  34. Stern, David & Enflo, Kerstin, 2013. "Causality Between Energy and Output in the Long-Run," Lund Papers in Economic History 126, Department of Economic History, Lund University.
  35. Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio, 2013. "Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 215-225.
  36. Kaufmann, Robert K. & Ullman, Ben, 2009. "Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices," Energy Economics, Elsevier, vol. 31(4), pages 550-558, July.
  37. Christian Schoder, 2012. "Effective demand, exogenous normal utilization and endogenous capacity in the long run. Evidence from a CVAR analysis for the US," IMK Working Paper 103-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  38. Andreas Benedictow & Pål Boug, 2013. "Trade liberalisation and exchange rate pass-through: the case of textiles and wearing apparels," Empirical Economics, Springer, vol. 45(2), pages 757-788, October.
  39. D'Adamo, Gaetano, 2010. "Estimating Central Bank preferences in a small open economy: Sweden 1995-2009," MPRA Paper 26575, University Library of Munich, Germany.
  40. Monique Reid, 2012. "Inflation Expectations of the Inattentive General Public," Working Papers 08/2012, Stellenbosch University, Department of Economics.
  41. Paradiso, Antonio & Rao, B. Bhaskara, 2011. "What Caused the Decline in the US Saving Ratio?," MPRA Paper 28023, University Library of Munich, Germany.
  42. Colander, David C., 2009. "Economists, incentives, judgment, and the European CVAR approach to macroeconometrics," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3, pages 1-21.
  43. Elias Oikarinen & Risto Peltola & Eero Valtonen, 2014. "Regional variation in the elasticity of supply of housing, and its determinants: The case of a small sparsely populated country," Discussion Papers 91, Aboa Centre for Economics.
  44. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy.
  45. Estela Sáenz & Marcela Sabaté & M. Gadea, 2013. "Trade openness and public expenditure. The Spanish case, 1960–2000," Public Choice, Springer, vol. 154(3), pages 173-195, March.
  46. Ahlgren, Niklas & Antell, Jan, 2009. "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 541, Hanken School of Economics.
  47. Marcel Gorenflo, 2013. "Futures price dynamics of CO 2 emission allowances," Empirical Economics, Springer, vol. 45(3), pages 1025-1047, December.
  48. Koivu, Tuuli, 2012. "Monetary policy, asset prices and consumption in China," Economic Systems, Elsevier, vol. 36(2), pages 307-325.
  49. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
  50. Camarero, Mariam & D'Adamo, Gaetano & Tamarit, Cecilio, 2014. "Wage leadership models: A country-by-country analysis of the EMU," Economic Modelling, Elsevier, vol. 44(S1), pages S2-S11.
  51. Neil R. Ericsson & Erica L. Reisman, 2012. "Evaluating a Global Vector Autoregression for Forecasting," Working Papers 2012-006, The George Washington University, Department of Economics, Research Program on Forecasting.
  52. Katarina Juselius & Katrin Assenmacher, 2014. "Real exchange rate persistence: the case of the Swiss franc-US dollar rate," Discussion Papers 14-26, University of Copenhagen. Department of Economics.
  53. Chaban, Maxym, 2011. "Home bias, distribution services and determinants of real exchange rates," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 793-806.
  54. Hasanov, Fakhri & Huseynov, Fariz, 2009. "Real Exchange Rate Misalignment in Azerbaijan," MPRA Paper 29561, University Library of Munich, Germany.
  55. Joanna Bęza-Bojanowska, 2009. "Behavioral and Permanent Zloty/Euro Equilibrium," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 35-55, March.
  56. Akram, Q. Farooq, 2014. "Macro effects of capital requirements and macroprudential policy," Economic Modelling, Elsevier, vol. 42(C), pages 77-93.
  57. Lemus, David Magaña & Bessler, David A., 2014. "Price Dynamics in Agricultural Markets: Relationships between the U.S. and Mexico," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169736, Agricultural Economics Society.
  58. Michael Pedersen, 2011. "Propagation of Shocks to Food and Energy Prices: an International Comparison," Working Papers Central Bank of Chile 648, Central Bank of Chile.
  59. Herzer, Dierk & Strulik, Holger, 2013. "Religiosity and income: A panel cointegration and causality analysis," Center for European, Governance and Economic Development Research Discussion Papers 168, University of Goettingen, Department of Economics.
  60. P�l Boug & Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Research Department of Statistics Norway.
  61. Oikarinen, Elias & Engblom, Janne, 2012. "Regional differences in housing price dynamics: panel data evidence," ERES eres2012_059, European Real Estate Society (ERES).
  62. Risso, W. Adrián & Punzo, Lionello F. & Carrera, Edgar J. Sánchez, 2013. "Economic growth and income distribution in Mexico: A cointegration exercise," Economic Modelling, Elsevier, vol. 35(C), pages 708-714.
  63. Syed Abul Basher & Stefano Fachin, 2013. "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 429-446, December.
  64. Park, Suk K. & Ahn, Sung K. & Cho, Sinsup, 2011. "Generalized method of moments estimation for cointegrated vector autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2605-2618, September.
  65. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  66. Michał Majsterek & Aleksander Welfe, 2012. "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, vol. 45(1), pages 121-133, February.
  67. Javier Ordoñez & Katarina Juselius, 2008. "Wage, price and unemployment dynamics in the Spanish transition to EMU membership," Working Papers. Serie EC 2008-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  68. OGAWA Eiji & Zhiqian WANG, 2013. "How Did the Global Financial Crisis Misalign East Asian Currencies?," Discussion papers 13096, Research Institute of Economy, Trade and Industry (RIETI).
  69. Nicole Grunewald & Inmaculada Martínez-Zarzoso, 2014. "Green Growth in Mexico, Brazil and Chile: Policy strategies and future prospects," Ibero America Institute for Econ. Research (IAI) Discussion Papers 229, Ibero-America Institute for Economic Research.
  70. Ibarra, Carlos A., 2011. "Import elasticities and the external constraint in Mexico," Economic Systems, Elsevier, vol. 35(3), pages 363-377, September.
  71. Marc P. B. Klemp, 2011. "Prices, Wages and Fertility in Pre-Industrial England," Discussion Papers 11-20, University of Copenhagen. Department of Economics.
  72. Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," Center for European, Governance and Economic Development Research Discussion Papers 68, University of Goettingen, Department of Economics.
  73. Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
  74. Barbara Annicchiarico & Anna Rita Bennato & Emilio Zanetti Chini, 2014. "150 Years of Italian CO2 Emissions and Economic Growth," CEIS Research Paper 320, Tor Vergata University, CEIS, revised 31 Jul 2014.
  75. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics.
  76. Bjørnar Karlsen Kivedal, 2012. "Testing for rational bubbles in the housing market," Working Paper Series 13312, Department of Economics, Norwegian University of Science and Technology.
  77. Ansgar Belke & Marcel Wiedmann, 2013. "Monetary Policy, Stock Prices and Central Banks - Cross-Country Comparisons of Cointegrated VAR Models," Ruhr Economic Papers 0435, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  78. Durevall, Dick & Loening, Josef L. & Birru, Yohannes A., 2010. "Inflation Dynamics and Food Prices in Ethiopia," Working Papers in Economics 478, University of Gothenburg, Department of Economics, revised 03 Jun 2013.
  79. Bjørnar Karlsen Kivedal, 2012. "A DSGE Model with Housing in the Cointegrated VAR Framework," Working Paper Series 12712, Department of Economics, Norwegian University of Science and Technology.
  80. Niklas Ahlgren & Jan Antell, 2013. "The power of bootstrap tests of cointegration rank," Computational Statistics, Springer, vol. 28(6), pages 2719-2748, December.
  81. Herzer, Dierk, 2014. "Unions and income inequality: a heterogenous cointegration and causality analysis," Working Paper 146/2014, Helmut Schmidt University, Hamburg.
  82. Torben Schmith & Søren Johansen & Peter Thejll, 2011. "Statistical analysis of global surface air temperature and sea level using cointegration methods," Discussion Papers 11-26, University of Copenhagen. Department of Economics.
  83. White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
  84. Oikarinen, Elias, 2009. "Interaction between housing prices and household borrowing: The Finnish case," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 747-756, April.
  85. Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
  86. Koivu, Tuuli, 2008. "Has the Chinese economy become more sensitive to interest rates? Studying credit demand in China," BOFIT Discussion Papers 1/2008, Bank of Finland, Institute for Economies in Transition.
  87. Katarina Juselius, 2009. "Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)," Discussion Papers 09-16, University of Copenhagen. Department of Economics.
  88. Kiril Strahilov, 2006. "The Determinants of Country Risk in Eastern European Countries," Bruges European Economic Research Papers 8, European Economic Studies Department, College of Europe.
  89. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2, pages 1-29.
  90. Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena, 2012. "Predicción de la inflación en México con modelos desagregados por componente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 133-167.
  91. 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.
  92. Josh Stillwagon, 2014. "Subjective Term Premia, Consumer Sentiment, and the Zero Lower Bound," Working Papers 1401, Trinity College, Department of Economics.
  93. Zanetti Chini, Emilio, 2010. "Does the purchasing power parity hypothesis hold after 1998?," MPRA Paper 27225, University Library of Munich, Germany.
  94. 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.
  95. Hendrickson, Joshua, 2010. "Redundancy or Mismeasurement? A Reappraisal of Money," MPRA Paper 21477, University Library of Munich, Germany.
  96. Oikarinen, Elias, 2012. "Empirical evidence on the reaction speeds of housing prices and sales to demand shocks," Journal of Housing Economics, Elsevier, vol. 21(1), pages 41-54.
  97. Herzer, Dierk & Nunnenkamp, Peter, 2012. "The effect of foreign aid on income inequality: Evidence from panel cointegration," Structural Change and Economic Dynamics, Elsevier, vol. 23(3), pages 245-255.
  98. Ordóñez, Javier & Jusélius, Katarina, 2009. "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3, pages 1-30.
  99. Marc Patrick Brag Klemp & Niels Framroze Møller, 2013. "Post-Malthusian Dynamics in Pre-Industrial Scandinavia," Working Papers 2013-14, Brown University, Department of Economics.
  100. Frauke Dobnik, 2013. "Long-run money demand in OECD countries: what role do common factors play?," Empirical Economics, Springer, vol. 45(1), pages 89-113, August.
  101. repec:dgr:kubcen:2012089 is not listed on IDEAS
  102. Alexakis, Christos, 2010. "Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 389-403, October.
  103. Kaufmann, Robert K. & Gonzalez, Nancy & Nickerson, Thomas A. & Nesbit, Tyler S., 2011. "Do household energy expenditures affect mortgage delinquency rates?," Energy Economics, Elsevier, vol. 33(2), pages 188-194, March.
  104. Selva Demiralp & Kevin Hoover & Stephen Perez, 2014. "Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression," Empirical Economics, Springer, vol. 46(2), pages 701-731, March.
  105. Katarina Juselius & Niels Framroze & Finn Tarp, 2011. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," Working Paper Series UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
  106. Bizimana, Jean-Claude & Bessler, David A. & Angerer, Jay P., 2013. "Impact of Market Information System (E-Soko) on Beans Markets Integration: Case of Rwanda," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142734, Southern Agricultural Economics Association.
  107. Algirdas Bartkus, 2014. "The Analysis Of The Second Pillar Pension Funds And The Role Of Expectations," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 5(2).
  108. Mladenovic, Zorica & Petrovic, Pavle, 2010. "Cagan's paradox and money demand in hyperinflation: Revisited at daily frequency," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1369-1384, November.
  109. Christos Alexakis & Emmanouil Mavrakis, 2010. "Is Moderate Market Performance in the U.S. a Sufficient Condition for Abnormal Returns on CEFs?," International Advances in Economic Research, International Atlantic Economic Society, vol. 16(1), pages 80-95, February.
  110. Stazka, Agnieszka, 2008. "International parity relations between Poland and Germany: a cointegrated VAR approach," MPRA Paper 24057, University Library of Munich, Germany.
  111. Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June.
  112. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," Center for European, Governance and Economic Development Research Discussion Papers 89, University of Goettingen, Department of Economics.
  113. Bruno Chiarini & Elisabetta Marzano, 2014. "Urbanization and Growth: Why Did the Splendor of the Italian Cities in the Sixteenth Century not Lead to Transition?," CESifo Working Paper Series 5038, CESifo Group Munich.
  114. Herzer, Dierk & Nunnenkamo, Peter, 2014. "Income Inequality and Health: Evidence from Developed and Developing Countries," Working Paper 141/2014, Helmut Schmidt University, Hamburg.
  115. Josh Stillwagon, 2013. "Does the Consumption CAPM Help in Accounting for Expected Currency Returns?," Working Papers 1317, Trinity College, Department of Economics.
  116. Juselius , Mikael & Kim, Moshe & Ringbom, Staffan, 2009. "Do markup dynamics reflect fundamentals or changes in conduct?," Research Discussion Papers 12/2009, Bank of Finland.
  117. Agnieszka Stazka, 2006. "Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent?," CESifo Working Paper Series 1876, CESifo Group Munich.
  118. repec:got:cegedp:89 is not listed on IDEAS
  119. Robert Kelm, 2010. "The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 2(4), pages 315-349, September.
  120. Stork Zbynek, 2011. "A DSGE model of the Czech economy: a Ministry of Finance approach," EcoMod2011 3007, EcoMod.
  121. Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011. "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(05), pages 1493-1520, November.
  122. Diego Bastourre & Jorge Carrera & Javier Ibarlucia & Mariano Sardi, 2012. "Common Drivers in Emerging Market Spreads and Commodity Prices," BCRA Working Paper Series 201257, Central Bank of Argentina, Economic Research Department.
  123. Nunley, John & Zietz, Joachim, 2008. "The U.S. Divorce Rate: The 1960s Surge Versus Its Long-Run Determinants," MPRA Paper 16317, University Library of Munich, Germany, revised Dec 2008.
  124. Bruno Chiarini & Elisabetta Marzano & Friedrich Schneider, 2013. "Tax rates and tax evasion: an empirical analysis of the long-run aspects in Italy," European Journal of Law and Economics, Springer, vol. 35(2), pages 273-293, April.
  125. Dierk Herzer , Peter Nunnenkamp, 2012. "Private Donations, Government Grants, Commercial Activities, and Fundraising: Cointegration and Causality for NGOs in International Development Cooperation," Kiel Working Papers 1769, Kiel Institute for the World Economy.
  126. Søren Johansen, 2010. "An Extension of Cointegration to Fractional Autoregressive Processes," Discussion Papers 10-28, University of Copenhagen. Department of Economics.
  127. Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
  128. Katarzyna Leszkiewicz-Kędzior, 2011. "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(2), pages 75-95, June.
  129. Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric, 2014. "Forecasting inflation using commodity price aggregates," Journal of Econometrics, Elsevier, vol. 183(1), pages 117-134.
  130. Nogueira, Veridiana de Andrade & Mori, Rogério & Marçal, Emerson Fernandes, 2013. "Transmissão da variação cambial para as taxas de inflação no Brasil: estimação do pass-through através de modelos de vetores autorregressivos estruturais com correção de erros," Textos para discussão 349, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  131. Zhang, Zibin & Lohr, Luanne & Escalante, Cesar & Wetzstein, Michael, 2010. "Food versus fuel: What do prices tell us?," Energy Policy, Elsevier, vol. 38(1), pages 445-451, January.
  132. Luigi Marattin & Simone Salotti, 2014. "Consumption multipliers of different types of public spending: a structural vector error correction analysis for the UK," Empirical Economics, Springer, vol. 46(4), pages 1197-1220, June.
  133. repec:got:cegedp:68 is not listed on IDEAS
  134. Giuliana Passamani, 2008. "The process of convergence towards the euro for the Visegrad-4 countries," Department of Economics Working Papers 0825, Department of Economics, University of Trento, Italia.
  135. GHARTEY, Edward E., 2010. "Government Expenditures And Revenues Causation: Some Caribbean Empirical Evidence," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
  136. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Research Department of Statistics Norway.
  137. Seitz, Franz & von Landesberger, Julian, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
  138. Wilson Corrêa & Sidney Caetano, 2013. "Monetary policy and transmission mechanism in Brazil: an empirical model," Empirical Economics, Springer, vol. 45(1), pages 115-135, August.
  139. Natan P. Epstein & Corrado Macchiarelli, 2010. "Estimating Poland's Potential Output; A Production Function Approach," IMF Working Papers 10/15, International Monetary Fund.
  140. Takamitsu Kurita, 2010. "Time Series Analysis of Transatlantic Market Interactions: Evidence from Crude Oil and Gasoline Prices," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 9(2), pages 157-173, August.
  141. Felicitas Nowak-Lehmann & Inmaculada Martínez-Zarzoso & Dierk Herzer & Stephan Klasen & Adriana Cardozo, 2013. "Does foreign aid promote recipient exports to donor countries?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 149(3), pages 505-535, September.
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