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Citations for "Critical Values for Cointegration Tests"

by James G. MacKinnon

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  1. Kumar Narayan, Paresh & Smyth, Russell, 2007. "Are shocks to energy consumption permanent or temporary? Evidence from 182 countries," Energy Policy, Elsevier, vol. 35(1), pages 333-341, January.
  2. Ikeno, Hidehiro, 2014. "Long-run analysis on convergence of Japanese local price levels: A pairwise approach," Economic Modelling, Elsevier, vol. 42(C), pages 390-397.
  3. Glasure, Yong U. & Lee, Aie-Rie, 1998. "Cointegration, error-correction, and the relationship between GDP and energy: The case of South Korea and Singapore," Resource and Energy Economics, Elsevier, vol. 20(1), pages 17-25, March.
  4. Marc Francke & Alex van de Minne & Johan Verbruggen, 2014. "The effect of credit conditions on the Dutch housing market," DNB Working Papers 447, Netherlands Central Bank, Research Department.
  5. Seung-Hoon Yoo, 2004. "Public R&D expenditure and private R&D expenditure: a causality analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 711-714.
  6. Ulrich Fritsche & Felix Marklein, 2001. "Leading Indicators of Euroland Business Cycles," Discussion Papers of DIW Berlin 238, DIW Berlin, German Institute for Economic Research.
  7. Van Haeperen, Béatrice, 1998. "La courbe de Beveridge : Belgique, 1970 - 1993," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  8. Sekine, Toshitaka, 1998. "Financial Liberalization, the Wealth Effect, and the Demand for Broad Money in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 35-55, May.
  9. Leonardo Villar Gómez & David M. Salamanca Rojas & Andrés Murcia Pabón, "undated". "Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003," Borradores de Economia 322, Banco de la Republica de Colombia.
  10. Hallerbach, W.G.P.M., 2003. "Holding Period Return-Risk Modeling: The Importance of Dividends," ERIM Report Series Research in Management ERS-2003-064-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  11. 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.
  12. Nikolaos Dritsakis & Antonis Adamopoulos, 2004. "A causal relationship between government spending and economic development: an empirical examination of the Greek economy," Applied Economics, Taylor & Francis Journals, vol. 36(5), pages 457-464.
  13. Ferris, J. Stephen & Voia, Marcel C., 2015. "The effect of federal government size on private economic performance in Canada: 1870–2011," Economic Modelling, Elsevier, vol. 49(C), pages 172-185.
  14. Mookerjee, Rajen & Peebles, Gavin, 1998. "Endogenous money in China: Evidence and insights on recent policies," Journal of Asian Economics, Elsevier, vol. 9(1), pages 139-158.
  15. Sang-Kuck Chung, 2006. "The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 355-370.
  16. Aron, Janine & Muellbauer, John, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers 7183, C.E.P.R. Discussion Papers.
  17. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.).
  18. Walls, W. David, 1993. "Competition and Prices in the Deregulated Gas Pipeline Network: A Multivariate Cointegration Analysis," University of California Transportation Center, Working Papers qt9tg8v7zd, University of California Transportation Center.
  19. Levent, Korap, 2007. "Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks," MPRA Paper 19479, University Library of Munich, Germany.
  20. Claus, I., 1997. "A Measure of Underlying Inflation in the United States," Staff Working Papers 97-20, Bank of Canada.
  21. Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
  22. Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn, 1996. "Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 337-368, June.
  23. Guisan, M.Carmen, 2002. "Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion," Economic Development 61, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
  24. 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.
  25. Sebastian Dullien & Ulrich Fritsche, 2007. "Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-run Divergence? Results from a Comparison with the United States of America and Germany," Macroeconomics and Finance Series 200702, Hamburg University, Department Wirtschaft und Politik.
  26. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  27. Xiaming Liu & Haiyan Song & Peter Romilly, 1997. "An empirical investigation of the causal relationship between openness and economic growth in China," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1679-1686.
  28. Sing-Fat Chu & Winston T.H. Koh & Yiu Kuen Tse, 2003. "Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore," Working Papers 02-2004, Singapore Management University, School of Economics.
  29. Égert, Balázs & Leonard, Carol S., 2007. "Dutch desease scare in Kazakhstan : is it real?," BOFIT Discussion Papers 9/2007, Bank of Finland, Institute for Economies in Transition.
  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. Andrew C. Worthington & Helen Higgs, 2001. "Art as an Investment: Risk, Return and Comovements in Major Painting Markets," School of Economics and Finance Discussion Papers and Working Papers Series 093, School of Economics and Finance, Queensland University of Technology.
  32. 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.
  33. Wagner, Liam & Ross, Ian & Foster, John & Hankamer, Ben, 2016. "Trading Off Global Fuel Supply, CO2 Emissions and Sustainable Development," MPRA Paper 69941, University Library of Munich, Germany.
  34. Mohsen Bahmani-Oskooee, 1998. "Cointegration Approach to Estimate the Long-Run Trade Elasticities in LDCs," International Economic Journal, Taylor & Francis Journals, vol. 12(3), pages 89-96.
  35. Robert A. Amano, 1995. "Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand," Macroeconomics 9505001, EconWPA.
  36. Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
  37. Kevin S. Nell, 1999. "The Endogenous/Exogenous Nature of South Africa's Money Supply Under Direct and Indirect Monetary Control Measures," Studies in Economics 9912, School of Economics, University of Kent.
  38. Anastasios Mastroyiannis, 2007. "Current Account Dynamics and the Feldstein and Horioka Puzzle: the Case of Greece," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 4(1), pages 91-99, June.
  39. 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.
  40. Sundar, Cuddalore & Varela, Oscar & Naka, Atsuyuki, 1997. "Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries," Global Finance Journal, Elsevier, vol. 8(2), pages 221-238.
  41. Carol H. Shiue & Wolfgang Keller, 2004. "Markets in China and Europe on the Eve of the Industrial Revolution," NBER Working Papers 10778, National Bureau of Economic Research, Inc.
  42. Espasa, Antoni & Albacete, Rebeca, 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.
  43. 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.
  44. 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.
  45. Gillman, Max & Nakov, Anton, 2005. "Granger Causality of the Inflation-Growth Mirror in Accession Countries," CEPR Discussion Papers 4845, C.E.P.R. Discussion Papers.
  46. De Vany, Arthur & Walls, W. David, 1993. "Network Connectivity and Price Convergency: Gas Pipeline Deregulation," University of California Transportation Center, Working Papers qt9n876133, University of California Transportation Center.
  47. Bal??zs ??gert, 2005. "Equilibrium Exchange Rates in Southeastern Europe, Russia, Ukraine and Turkey: Healthy or (Dutch) Diseased?," William Davidson Institute Working Papers Series wp770, William Davidson Institute at the University of Michigan.
  48. Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
  49. James Payne & Hassan Mohammadi, 2004. "The transmission of shocks across real estate investment trust (REIT) markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(17), pages 1211-1217.
  50. Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.
  51. Koo, Won W. & Cho, Guedae & Kim, MinKyoung, 2005. "Macro Effects on Agricultural Prices in Different Time Horizons," 2005 Annual meeting, July 24-27, Providence, RI 19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  52. 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.
  53. Durmaz, Nazif, 2011. "Housing Prices and Fundamentals: The Role of a Supply Shifter," MPRA Paper 28556, University Library of Munich, Germany.
  54. Artis, Michael J & Marcellino, Massimiliano, 1998. "Fiscal Solvency and Fiscal Forecasting in Europe," CEPR Discussion Papers 1836, C.E.P.R. Discussion Papers.
  55. Renato Filosa, 1995. "Money demand stability and currency substitution in six European countries (1980-1992)," BIS Working Papers 30, Bank for International Settlements.
  56. Jordi Pons Novell & Andreu Sansó Rosselló, 1996. "Fluctuaciones cíclicas y raíces unitarias en la economía española, 1850-1990," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 6, pages 171-182, Diciembre.
  57. Peter Prazmowski, 2005. "A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 155-160.
  58. Chan Swee Lean, 2001. "Empirical tests to discern linkages between construction and other economic sectors in Singapore," Construction Management and Economics, Taylor & Francis Journals, vol. 19(4), pages 355-363.
  59. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada.
  60. 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.
  61. Alessandra Del Boca & Michele Fratianni & Franco Spinelli & Carmine Trecroci, 2009. "Wage Bargaining Coordination and the Phillips Curve in Italy," Working Papers 0901, University of Brescia, Department of Economics.
  62. Doug Hostland, "undated". "CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications," Staff Working Papers 95-5, Bank of Canada.
  63. Lena Vogel, 2008. "The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time," Macroeconomics and Finance Series 200803, Hamburg University, Department Wirtschaft und Politik.
  64. Robert S. Pindyck, 1999. "The Long-Run Evolutions of Energy Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 1-27.
  65. Yu, Qiao, 1998. "Capital investment, international trade and economic growth in China: Evidence in the 1980-1990s," China Economic Review, Elsevier, vol. 9(1), pages 73-84.
  66. Bandyopadhyay, Kaushik Ranjan, 2009. "Does OPEC act as a Residual Producer?," MPRA Paper 25841, University Library of Munich, Germany, revised 2010.
  67. Kumar, Saten & Webber, Don J., 2010. "Australasian money demand stability: Application of structural break tests," MPRA Paper 27569, University Library of Munich, Germany.
  68. Krämer, Jörg W., 1994. "Zinsgewichtete Geldmengenaggregate und wirtschaftliche Aktivität," Kiel Working Papers 656, Kiel Institute for the World Economy (IfW).
  69. Kutan, Ali M. & Zhou, Su, 2002. "Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests," ZEI Working Papers B 08-2002, University of Bonn, ZEI - Center for European Integration Studies.
  70. Chen, Show-Lin & Wu, Jyh-Lin, 2000. "A Re-Examination of Purchasing Power Parity in Japan and Taiwan," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 271-284, April.
  71. Anastasios, Pappas, 2010. "Capital mobility and macroeconomic volatility: evidence from Greece," MPRA Paper 29106, University Library of Munich, Germany.
  72. 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".
  73. 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.
  74. Paresh Kumar Narayan & Russell Smyth, 2004. "Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 991-1004.
  75. Calza, Alessandro & Manrique, Marta & Sousa, João, 2003. "Aggregate loans to the euro area private sector," Working Paper Series 0202, European Central Bank.
  76. 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.
  77. Reitz Stefan & Rülke Jan-Christoph & Stadtmann Georg, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 454-466, August.
  78. Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Staff Working Papers 04-23, Bank of Canada.
  79. Elena Márquez de la Cruz, 2005. "La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 455-481, September.
  80. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
  81. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 635-643.
  82. Erwin Nijsse & Elmer Sterken,, 1996. "Shortages, interest rates, and money demand in Poland, 1969-1995," Working Papers 25, Centre for Economic Research, University of Groningen and University of Twente.
  83. Richard Harris & Brian Silverstone, 2000. "Asymmetric Adjustment of Unemployment and Output in New Zealand: Rediscovering Okun's Law," Working Papers in Economics 00/02, University of Waikato, Department of Economics.
  84. Peter R. Hartley and Kenneth B. Medlock III, 2014. "The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  85. Pulapre Balakrishnan & Mausumi Das & M. Parameswaran, 2015. "The Mechanism of Long-Term Growth in India," Working Papers id:6414, eSocialSciences.
  86. Jun-ichi Shinkai & Akira Kohsaka, 2009. "Global Shocks and the Japanese Economy:Structural Changes in the 1990s," OSIPP Discussion Paper 09E008, Osaka School of International Public Policy, Osaka University.
  87. 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.
  88. HALICIOGLU, Ferda & Dell’Anno, Roberto, 2009. "An ARDL model of unrecorded and recorded economies in Turkey," MPRA Paper 24982, University Library of Munich, Germany.
  89. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series 106, School of Economics and Finance, Queensland University of Technology.
  90. Iris Claus, 1999. "Estimating potential output for New Zealand: a structural VAR approach," Reserve Bank of New Zealand Discussion Paper Series DP2000/03, Reserve Bank of New Zealand.
  91. Oscar Bajo & Maria Dolores Montavez, 1999. "There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9906, Departamento de Economía - Universidad Pública de Navarra.
  92. Stefka Slavova, 2003. "Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000," Applied Economics, Taylor & Francis Journals, vol. 35(11), pages 1303-1316.
  93. David Barlow & Roxana Radulescu, 2002. "Purchasing Power Parity in the Transition: The Case of the Romanian Leu Against the Dollar," Post-Communist Economies, Taylor & Francis Journals, vol. 14(1), pages 123-135.
  94. Koch, Cathérine Tahmee, 2014. "Risky adjustments or adjustments to risks: Decomposing bank leverage," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 242-254.
  95. Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
  96. 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.
  97. C.K. Folkertsma & K. Hubrich, 2000. "Performance of core inflation measures," WO Research Memoranda (discontinued) 639, Netherlands Central Bank, Research Department.
  98. Robert A. Amano & Tony S. Wirjanto, "undated". "An Empirical Investigation into Government Spending and Private Sector Behaviour," Staff Working Papers 94-8, Bank of Canada.
  99. 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.
  100. Thompson, Stanley R. & Bohl, Martin T., 1999. "International Wheat Price Transmission And Cap Reform," 1999 Annual meeting, August 8-11, Nashville, TN 21705, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  101. Paul Mizen & Boris Hofmann, 2002. "Base rate pass-through: evidence from banks' and building societies' retail rates," Bank of England working papers 170, Bank of England.
  102. Theingi Myint & Siegfried Bauer, 2010. "Myanmar Rice Market: Market Integration and Price Causality," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture, vol. 7(2), pages 91-105, December.
  103. 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.
  104. Dedova, M. & Pilnik, N. & Pospelov, I., 2014. "Description of Liquidity Needs on the Part of the Russian Banking System Based on the Statistics of Turnovers," Journal of the New Economic Association, New Economic Association, vol. 24(4), pages 87-109.
  105. Camille Logeay & Sven Schreiber, 2003. "Effekte einer Arbeitszeitverkürzung: empirische Evidenz für Frankreich," Discussion Papers of DIW Berlin 362, DIW Berlin, German Institute for Economic Research.
  106. Torben Andersen & Niels Hansen, 1995. "Price adjustment in open economies," Open Economies Review, Springer, vol. 6(4), pages 303-321, October.
  107. Leachman, Lori L. & Francis, Bill, 1995. "Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 551-577.
  108. Francesco Busato & Alessandro Girardi & Amadeo Argentiero, 2005. "Technology and non-technology shocks in a two-sector economy," Economics Working Papers 2005-11, Department of Economics and Business Economics, Aarhus University.
  109. Bahmani-Oskooee Mohsen & Mirzaie Aghdas, 2000. "The Long-Run Effects of Depreciation of The Dollar on Sectoral Output," International Economic Journal, Taylor & Francis Journals, vol. 14(3), pages 51-61.
  110. Giulia Mascagni, 2014. "Aid and Taxation: Evidence from Ethiopia," Working Paper Series 7314, Department of Economics, University of Sussex.
  111. Ralf Ostermark & Rune Hoglund, 1999. "Simulating competing cointegration tests in a bivariate system," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(7), pages 831-846.
  112. Ángel Pardo & Francisco Climent, 2000. "Relaciones temporales entre el contrato de futuro sobre IBEX-35 y su activo subyacente," Investigaciones Economicas, Fundación SEPI, vol. 24(1), pages 219-236, January.
  113. Ben-David, Dan & Papell, David, 1994. "The Great Wars, the Great Crash, and the Unit Root Hypothesis: Some New Evidence About An Old Stylized Fact," CEPR Discussion Papers 965, C.E.P.R. Discussion Papers.
  114. Owen F. Humpage, 1992. "An introduction to the international implications of U.S. fiscal policy," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 27-39.
  115. A. Arize & J. Malindretos & Z. Obi, 2002. "Long- and short-term interest rates in 19 countries: Tests of cointegration and parameter instability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 30(2), pages 105-120, June.
  116. Anita Daraisami, 2004. "Export growth slowdown and currency crisis: the Malaysian experience," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1947-1957.
  117. 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.
  118. Guidi, Francesco & Gupta, Rakesh, 2010. "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper 21732, University Library of Munich, Germany.
  119. Jan J. J. Groen, 2000. "New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results," Econometric Society World Congress 2000 Contributed Papers 0269, Econometric Society.
  120. Andrew M. Warner, 1992. "Import demand and supply with relatively few theoretical or empirical puzzles," International Finance Discussion Papers 433, Board of Governors of the Federal Reserve System (U.S.).
  121. 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, Reading University.
  122. 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.
  123. Avni Onder Hanedar & Elmas Yaldiz & Ozgul Bilici & Onur Akkaya, 2006. "Long Run Profit Maximization in the Turkish Manufacturing Sector," Discussion Paper Series 06/02, Dokuz Eylül University, Faculty of Business, Department of Economics, revised 30 Nov 2006.
  124. Walls, W. David, 1993. "A Cointegration Rank Test of Market Linkages with an Application to the U.S. Natural Gas Industry," University of California Transportation Center, Working Papers qt6sj0961h, University of California Transportation Center.
  125. Licandro, Omar & Croix, David de la, 1992. "The Q theory of investment under unit root tests," UC3M Working papers. Economics 2819, Universidad Carlos III de Madrid. Departamento de Economía.
  126. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-348, August.
  127. Hasan Bakhshi & Anthony Yates, 1998. "Are UK inflation expectations rational?," Bank of England working papers 81, Bank of England.
  128. Pedro Albuquerque & Solange Gouvea, 2009. "Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil," Post-Print halshs-00746537, HAL.
  129. Wojciech Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 901-903.
  130. 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, vol. 30(1), pages 57-87.
  131. Wesche, Katrin, 1996. "Aggregating Money Demand in Europe with a Divisia Index," Discussion Paper Serie B 392, University of Bonn, Germany.
  132. Joachim Zietz, 1996. "The relative price of tradables and nontradables and the U.S. trade balance," Open Economies Review, Springer, vol. 7(2), pages 147-160, April.
  133. Paresh Kumar Narayan & Russell Smyth, 2004. "Is South Korea's stock market efficient?," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 707-710.
  134. 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.
  135. Subrata Ghatak & José R. Sánchez-Fung, 2007. "Is Fiscal Policy Sustainable in Developing Economies?," Review of Development Economics, Wiley Blackwell, vol. 11(3), pages 518-530, 08.
  136. Wesche, Katrin, 1996. "Aggregation Bias in Estimating European Money Demand Functions," Discussion Paper Serie B 393, University of Bonn, Germany.
  137. Torfinn Harding & Frederick van der Ploeg, 2012. "Official forecasts and management of oil windfalls," Discussion Papers 676, Statistics Norway, Research Department.
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