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Critical Values For Cointegration Tests

Citations

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Cited by:

  1. K. Chaudhuri & S. Smiles, 2004. "Stock market and aggregate economic activity: evidence from Australia," Applied Financial Economics, Taylor & Francis Journals, vol. 14(2), pages 121-129.
  2. Zeshan Atique & Mohsin Hasnain Ahmad & Usman Azhar, 2004. "The Impact of FDI on Economic Growth under Foreign Trade Regimes: A Case Study of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 707-718.
  3. Sushanta Mallick, 2004. "A dynamic macroeconometric model for short-run stabilization in India," Applied Economics, Taylor & Francis Journals, vol. 36(3), pages 261-276.
  4. Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan, 2007. "The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective," MPRA Paper 4550, University Library of Munich, Germany.
  5. Tsangyao Chang & WenRong Liu & Steven Caudill, 2004. "A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 577-589.
  6. Balazs Egert & Carol Leonard, 2008. "Dutch Disease Scare in Kazakhstan: Is it real?," Open Economies Review, Springer, vol. 19(2), pages 147-165, April.
  7. Bernd Hayo, 2000. "The demand for money in Austria," Empirical Economics, Springer, vol. 25(4), pages 581-603.
  8. Didier Faivre, 2016. "Credit Aggregates, Countercyclical Buffer: stylised facts," Post-Print halshs-01281933, HAL.
  9. Grace, M. F. & J. L. Hotchkiss, 1993. "External Impacts on the Property-Liability Insurance Cycle," Working Papers 020, Risk and Insurance Archive, revised Feb 1995.
  10. Mohammad Afzal, 2004. "Estimating Long-run Trade Elasticities in Pakistan: A Cointegration Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 757-770.
  11. Botti, Laurent & Peypoch, Nicolas & Randriamboarison, Rado & Solonandrasana, Bernardin, 2006. "An Econometric Model of Tourism Demand in France," MPRA Paper 25390, University Library of Munich, Germany, revised 30 Dec 2006.
  12. Van Haeperen, Béatrice, 1998. "La courbe de Beveridge : Belgique, 1970 - 1993," LIDAM Discussion Papers IRES 1998019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  13. Annika Alexius & Daniel Spang, 2018. "Stock prices and GDP in the long run," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(4), pages 1-7.
  14. Albacete, Rebeca & Espasa, Antoni, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.
  15. Emmanuel Asane Otoo, 2012. "Asymmetric Price Transmission between Local and Imported Rice Prices in Burkina Faso," Journal of Economics and Behavioral Studies, AMH International, vol. 4(9), pages 523-531.
  16. Janine Aron & John Muellbauer, 2000. "Personal and Corporate Saving in South Africa," The World Bank Economic Review, World Bank, vol. 14(3), pages 509-544, September.
  17. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, University of Reading.
  18. Kivilcim Metin Ozcan & Asli Gunay & Seda Ertac, 2003. "Determinants of private savings behaviour in Turkey," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1405-1416.
  19. Fazio, Gioacchino & Hueber, Oliver, 1998. "On the Role of Wages in the Ukrainian Transition Process: An Empirical Investi¬gation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 51(4), pages 517-529.
  20. Mina Baliamoune, 2000. "Economics of Summitry: An Empirical Assessment of the Economic Effects of Summits," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 27(3), pages 295-319, September.
  21. Sunday Osaretin Iyare & Troy Lorde, 2004. "Co-integration, causality and Wagner's law: tests for selected Caribbean countries," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 815-825.
  22. George A. Slotsve & James M. Nason, 2003. "Along the New Keynesian Phillips Curve with Nominal and Real Rigidities," Computing in Economics and Finance 2003 270, Society for Computational Economics.
  23. Skrobotov, Anton (Скроботов, Антон) & Fokin, Nikita (Фокин, Никита), 2018. "Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime [Тестирование Ассиметричной Сходимости Реального Обменного Курса К Равновес," Working Papers 021808, Russian Presidential Academy of National Economy and Public Administration.
  24. David Kihangire, 2005. "The Effects Of Exchange Rate Variability On Exports: Evidence From Uganda (1988 – 2001)," International Trade 0505013, University Library of Munich, Germany.
  25. Ulrich Fritsche & Felix Marklein, 2001. "Leading Indicators of Euroland Business Cycles," Discussion Papers of DIW Berlin 238, DIW Berlin, German Institute for Economic Research.
  26. Daniel Levy, 1995. "Investment-saving comovement under endogenous fiscal policy," Open Economies Review, Springer, vol. 6(3), pages 237-254, July.
  27. Daniel Levy, 2000. "Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 100-137, January.
  28. Charles A. E. Goodhart & Boris Hofmann, 2001. "Asset prices, financial conditions and the transmission of monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  29. Paul Cashin & Catherine Pattillo, 2006. "African terms of trade and the commodity terms of trade: close cousins or distant relatives?," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 845-859.
  30. Lahura, Erick, 2010. "Monetary aggregates and monetary policy: an empirical assessment for Peru," Working Papers 2010-019, Banco Central de Reserva del Perú.
  31. Josh Ryan-Collins, 2015. "Is Monetary Financing Inflationary? A Case Study of the Canadian Economy, 1935-75," Economics Working Paper Archive wp_848, Levy Economics Institute.
  32. Nilsson, Kristian, 1999. "Alternative Measures of the Swedish Real Effective Exchange Rate," Working Papers 68, National Institute of Economic Research.
  33. B. Bhaskara Rao & Toani Takirua, 2010. "The effects of exports, aid and remittances on output: the case of Kiribati," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1387-1396.
  34. Aivazian, Sergei & Bereznyatsky, Aleksandr & Brodsky, Boris, 2018. "Modeling Russian social indicators," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 51, pages 5-32.
  35. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 475-488.
  36. Victor Fang & Chien-Ting Lin & Kunaal Parbhoo, 2008. "Macroeconomic News, Business Cycles and Australian Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 15(3), pages 185-207, December.
  37. Erdal Ozmen & Kağan Parmaksiz, 2003. "Exchange rate regimes and the Feldstein-Horioka puzzle: the French evidence," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 217-222.
  38. Jose Sanchez-fung, 2005. "Estimating a monetary policy reaction function for the dominican republic," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 563-577.
  39. Oscar Bajo-Rubio & M. Dolores Montávez-Garcés, 2002. "Was There Monetary Autonomy in Europe on the Eve of Emu? the German Dominance Hypothesis Re-Examined," Journal of Applied Economics, Taylor & Francis Journals, vol. 5(2), pages 185-207, November.
  40. Marra, Miriam, 2015. "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 148-167.
  41. Domingo Rodríguez Benavides & Abigail Rodríguez Nava, 2019. "Convergencia de los precios locales en México: un enfoque de pruebas entre pares/Convergence of local prices in Mexico: A pairwise approach," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 34(2), pages 309-332.
  42. Frank Agbola & Chartri Kunanopparat, 2005. "Determinants of exchange rate practices: some empirical evidence from Thailand," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 807-816.
  43. L.J. Perry & Patrick J. Wilson, 2000. "The Accord and strikes: an International perspective," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(4), pages 232-247, December.
  44. Frank, Luis, 2022. "Elasticidades de demanda de bienes exportados por Argentina [Demand elasticities of goods exported by Argentina]," MPRA Paper 114220, University Library of Munich, Germany.
  45. Cagri Sarikaya, 2004. "Export Dynamics in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(2), pages 41-64.
  46. Levy, Daniel, 1994. "Output, Capital, and Labor in the Short, and Long-Run," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 60(4), pages 946-960.
  47. Murray, Christian J. & Nelson, Charles R., 2000. "The uncertain trend in U.S. GDP," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 79-95, August.
  48. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 197-225, April.
  49. Ana María Iregui B & Luis Fernando Melo V & María Teresa Ramírez G., 2007. "Productividad regional y sectorial en Colombia: análisis utilizando datos de panel," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(53), pages 18-65, January.
  50. Robert Amano & Tony S. Wirjanto, "undated". "A Further Analysis of Exchange Rate Targeting in Canada," Staff Working Papers 94-2, Bank of Canada.
  51. Lains, Pedro & Gomes da Silva, Ester & Guilera, Jordi, 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.
  52. Elke Hahn & Christian Müller, 2000. "Money Demand in Europe: Evidence from the Past," Discussion Papers of DIW Berlin 204, DIW Berlin, German Institute for Economic Research.
  53. Konstantinos Chisiridis & Theodore Panagiotidis, 2018. "The Relationship Between Greek Exports and Foreign Income," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 64(1), pages 99-114.
  54. Sarah M. Lein & Thomas Maag, 2011. "The Formation Of Inflation Perceptions: Some Empirical Facts For European Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(2), pages 155-188, May.
  55. Vasco De & A. Gabriel & Artur C. B. Da Silva Lopes & Luis Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 893-900.
  56. Eleanor Doyle, 1998. "Export-output causality: The Irish case 1953–93," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(2), pages 147-161, June.
  57. Charles S. Morris & Robert Neal & Doug Rolph, 1998. "Credit spreads and interest rates : a cointegration approach," Research Working Paper 98-08, Federal Reserve Bank of Kansas City.
  58. Krzysztof Rybinski, 1997. "Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test," Economic Change and Restructuring, Springer, vol. 30(2), pages 127-179, May.
  59. Ahmad M. Talafha & Emmanuel Thompson, 2017. "On Valuing European Option: VAR-COVAR Approach," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 6(3), pages 1-1.
  60. Paresh Kumar Narayan, 2005. "New evidence on purchasing power parity from 17 OECD countries," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 1063-1071.
  61. Groen, J.J.J., 2000. "New multi-country evidence on purchasing power parity: multivariate unit root test results," Econometric Institute Research Papers EI 2000-09/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  62. Egert, Balazs, 2005. "Equilibrium exchange rates in South Eastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) diseased?," Economic Systems, Elsevier, vol. 29(2), pages 205-241, June.
  63. Enzo Weber, 2006. "The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis," SFB 649 Discussion Papers SFB649DP2006-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  64. A. Polbin., 2017. "Modeling the real ruble exchange rate under monetary policy regime change," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 4.
  65. Muhammad Arshad Khan, 2007. "Foreign Direct Investment and Economic Growth: The Role of Domestic Financial Sector," PIDE-Working Papers 2007:18, Pakistan Institute of Development Economics.
  66. Mtonga, Elvis, 2006. "The real exchange rate of the rand and competitiveness of South Africa's trade," MPRA Paper 1192, University Library of Munich, Germany.
  67. Christophe Kamps, 2006. "New Estimates of Government Net Capital Stocks for 22 OECD Countries, 1960-2001," IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-6.
  68. Ryuzo Miyao, 2002. "Liquidity Trap and the Stability of Money Demand: Is Japan Really Trapped at the Zero Bound?," Discussion Paper Series 127, Research Institute for Economics & Business Administration, Kobe University.
  69. 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, June.
  70. Oscar Bajo-Rubio & María Montero-Muñoz, 2001. "Foreign Direct Investment and Trade: A Causality Analysis," Open Economies Review, Springer, vol. 12(3), pages 305-323, July.
  71. Ellyne, Mark & Veller, Carl, 2011. "What is the SARB's inflation targeting policy, and is it appropriate?," MPRA Paper 42134, University Library of Munich, Germany.
  72. Dierk Herzer, 2005. "Does Trade Increase Total Factor Productivity: Cointegration Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers 115, Ibero-America Institute for Economic Research.
  73. Balázs Égert, 2005. "Balassa-Samuelson Meets South Eastern Europe, the CIS and Turkey: A Close Encounter of the Third Kind?," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 2(2), pages 221-243, December.
  74. Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers 12118, Fondazione Eni Enrico Mattei (FEEM).
  75. Wilfredo Leiva Maldonado & Jussara Ribeiro, 2017. "Construction of a dividend index with all the distributed revenues," Economics Bulletin, AccessEcon, vol. 37(2), pages 756-764.
  76. Predrag Petrovic, 2012. "Harrod Balassa Samuelson effect and the role of distribution sector: an empirical case study of Serbia and EMU," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 57-87.
  77. Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P., 2019. "Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  78. Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006. "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377, Emerald Group Publishing Limited.
  79. Kamal Upadhyaya & Franklin Mixon & Rabindra Bhandari, 2004. "Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data," Applied Financial Economics, Taylor & Francis Journals, vol. 14(16), pages 1181-1185.
  80. Adriana Cassoni & Steven G. Allen & Gaston J. Labadie, 2004. "Unions and Employment in Uruguay," NBER Chapters, in: Law and Employment: Lessons from Latin America and the Caribbean, pages 435-496, National Bureau of Economic Research, Inc.
  81. James Davidson, 2000. "Bootstrap Tests for Fractional Cointegration: A Reappraisal of the Relationship Between Government Popularity and Economic Performance in the UK," Econometric Society World Congress 2000 Contributed Papers 0324, Econometric Society.
  82. Albert van der Horst & Jan Jacobs & Lambert Schoonbeek,, 1996. "Is there a NAIRU for the Netherlands?," Working Papers 28, Centre for Economic Research, University of Groningen and University of Twente.
  83. K. P. Upadhyaya & F. G. Mixon, 2003. "Merger activity and unemployment in the USA," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 705-707.
  84. Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
  85. Giulia Mascagni, 2014. "Aid and Taxation: Evidence from Ethiopia," Working Paper Series 7314, Department of Economics, University of Sussex Business School.
  86. Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
  87. Harris, Richard D.F. & Shen, Jian, 2017. "The intrinsic value of gold: An exchange rate-free price index," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 203-217.
  88. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
  89. M. McAleer & J. M. Sequeira, 2004. "Efficient estimation and testing of oil futures contracts in a mutual offset system," Applied Financial Economics, Taylor & Francis Journals, vol. 14(13), pages 953-962.
  90. A. Mansur & M. Masih & Rumi Masih, 2004. "Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 593-605.
  91. Dierk HERZER & Felicitas NOWAK‐LEHMANN D. & Boriss SILIVERSTOVS, 2006. "Export‐Led Growth In Chile: Assessing The Role Of Export Composition In Productivity Growth," The Developing Economies, Institute of Developing Economies, vol. 44(3), pages 306-328, September.
  92. Dirk Baur & Duy Tran, 2014. "The long-run relationship of gold and silver and the influence of bubbles and financial crises," Empirical Economics, Springer, vol. 47(4), pages 1525-1541, December.
  93. Greg Howard & Jack Liebersohn, 2023. "Regional Divergence and House Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 312-350, July.
  94. Matthew Chesnes, 2016. "Asymmetric Pass-Through in U.S. Gasoline Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  95. Michael Artis & Massimiliano Marcellino, "undated". "Fiscal Solvency and Fiscal Forecasting in Europe," Working Papers 142, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  96. Tobias Olofsson, 2022. "Do commodity prices incentivize exploration permit application? An explorative study of an anecdotal relation," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 35(1), pages 133-141, March.
  97. Malin Gardberg & Lorenzo Pozzi, 2022. "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 161-186, January.
  98. A. Calza & C. Gartner & J. Sousa, 2003. "Modelling the demand for loans to the private sector in the euro area," Applied Economics, Taylor & Francis Journals, vol. 35(1), pages 107-117.
  99. Dierk Herzer & Stephan Klasen & Felicitas Nowak-Lehmann D., 2006. "In search of FDI-led growth in developing countries," Ibero America Institute for Econ. Research (IAI) Discussion Papers 150, Ibero-America Institute for Economic Research.
  100. Gianluca Di Lorenzo & Giuseppe Marotta, 2005. "A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through," Department of Economics 0482, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  101. Giulio Cifarelli, 1995. "Fundamentals, regime shifts, and dollar behavior in the 1980s," Open Economies Review, Springer, vol. 6(1), pages 29-48, January.
  102. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2008. "Productivity, External Balance, and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 117-194, National Bureau of Economic Research, Inc.
  103. Leduc, Sylvain & Sill, Keith & Stark, Tom, 2007. "Self-fulfilling expectations and the inflation of the 1970s: Evidence from the Livingston Survey," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 433-459, March.
  104. Jayant Menon, 1993. "Import Price and Activity Elasticities for the MONASH Model: Johansen FIML Estimation of Cointegration Vectors," Centre of Policy Studies/IMPACT Centre Working Papers ip-58, Victoria University, Centre of Policy Studies/IMPACT Centre.
  105. Robert Amano & Tony S. Wirjanto, "undated". "An Empirical Investigation into Government Spending and Private Sector Behaviour," Staff Working Papers 94-8, Bank of Canada.
  106. Nazif Durmaz, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," Economics Bulletin, AccessEcon, vol. 31(3), pages 2468-2479.
  107. Bernd Hayo, 1999. "Money-output Granger causality revisited: an empirical analysis of EU countries," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1489-1501.
  108. Polbin, Andrey & Shumilov, Andrei & Bedin, Andrei & Kulikov, Alexander, 2019. "Modeling real exchange rate of the Russian ruble using Markov regime switching approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 32-50.
  109. Voinescu Ioan-Vlad, 2018. "Fiscal multipliers in Romania," 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. 10(1), pages 026-046, June.
  110. Ian Babetskii & Balázs Égert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 232-252, May.
  111. Francesco Aiello & Graziella Bonanno & Alessia Via, 2015. "New Evidence on Export Price Elasticity from China and Six OECD Countries," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(6), pages 56-78, November.
  112. Astrid Krenz, 2014. "Adjustment dynamics of countries' specialization patterns in the European Union," Applied Economics Letters, Taylor & Francis Journals, vol. 21(10), pages 671-674, July.
  113. Del Boca, Alessandra & Fratianni, Michele & Spinelli, Franco & Trecroci, Carmine, 2010. "The Phillips curve and the Italian lira, 1861-1998," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 182-197, August.
  114. Mela, Giulio & Canali, Gabriele, 2012. "EU and World Agricultural Markets: Are They more Integrated after the Fischler Reform?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122480, European Association of Agricultural Economists.
  115. Qayyum, Abdul, 1999. "Demand for Money By Business Sector in a Developing Country: Evidence from Pakistan," MPRA Paper 2583, University Library of Munich, Germany, revised 0199.
  116. Dan Ben-David & David H. Papell, 1994. "The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact," NBER Working Papers 4752, National Bureau of Economic Research, Inc.
  117. Christian Müller, 2006. "Further results on monopolistic competition, markup pricing and the business cycle in Switzerland," Empirical Economics, Springer, vol. 31(3), pages 755-776, September.
  118. Mansor H. Ibrahim, 2006. "Stock prices and bank loan dynamics in a developing country: The case of Malaysia," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 71-89, May.
  119. Philip Inyeob Ji & Glenn Otto, 2015. "Explosive Behaviour in Australian Housing Markets: Rational Bubbles or Not?," Discussion Papers 2015-27, School of Economics, The University of New South Wales.
  120. Huseyin Kalyoncu, 2005. "Sustainability of Current Account for Turkey: Intertemporal Solvency Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(1), pages 82-88.
  121. Polbin, Andrey & Fokin, Nikita, 2017. "К Вопросу О Долгосрочной Взаимосвязи Реального Потребления Домохозяйств С Реальным Доходом В Рф [A note on cointegration relationship between real consumption and real income in Russia]," MPRA Paper 82451, University Library of Munich, Germany, revised Nov 2017.
  122. Assogba, Noel Perceval & Zhang, Daowei, 2022. "The conservation reserve program and timber prices in the southern United States," Forest Policy and Economics, Elsevier, vol. 140(C).
  123. Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro, 2009. "Volatility transmission patterns and terrorist attacks," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 607-619.
  124. Harald Grech, 2004. "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers 94, Oesterreichische Nationalbank (Austrian Central Bank).
  125. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
  126. Kathleen M. Day & R. Quentin Grafton, 2003. "Growth and the Environment in Canada: An Empirical Analysis," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 51(2), pages 197-216, July.
  127. Janine Aron & John Muellbauer, 2002. "Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa," IMF Staff Papers, Palgrave Macmillan, vol. 49(Special i), pages 185-213.
  128. Amano, R. A. & van Norden, S., 1998. "Oil prices and the rise and fall of the US real exchange rate," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 299-316, April.
  129. Dreger, C. & Reimers, H.E., 2005. "Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 5-20.
  130. Dimitrios Sideris & Nicholas G. Zonzilos, 2005. "The Greek Model of the European System of Central Banks Multi-Country Model," Working Papers 20, Bank of Greece.
  131. Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
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