IDEAS home Printed from https://ideas.repec.org/r/wly/emetrp/v86y2018i3p775-804.html

Long†Run Covariability

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  2. Tobias Hartl & Rolf Tschernig & Enzo Weber, 2020. "Fractional trends in unobserved components models," Papers 2005.03988, arXiv.org, revised May 2020.
  3. Atil, Ahmed & Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2020. "Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization," Resources Policy, Elsevier, vol. 67(C).
  4. Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2025. "Analysis of Multiple Long-Run Relations in Panel Data Models," Working Papers 2523, Federal Reserve Bank of Dallas, revised 29 Sep 2025.
  5. James Bushnell & Aaron Smith, 2024. "Modeling Uncertainty in Climate Policy: An Application to the US Inflation Reduction Act," NBER Chapters, in: Environmental and Energy Policy and the Economy, volume 6, pages 4-41, National Bureau of Economic Research, Inc.
  6. Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025. "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, vol. 250(C).
  7. Gaudio, Francesco Saverio, 2025. "Stock market participation and macro-financial trends," Journal of Monetary Economics, Elsevier, vol. 156(C).
  8. Ong, Kian, 2024. "Adjusting toward long-run purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 149(C).
  9. Rapetti, Martin, 2026. "Three key levels of the real exchange rate in Latin America," MPRA Paper 127649, University Library of Munich, Germany.
  10. Demirel, Ufuk Devrim & Otterson, James, 2023. "Quantifying the uncertainty of long-term macroeconomic projections," Journal of Macroeconomics, Elsevier, vol. 75(C).
  11. Phillips, Peter C.B. & Kheifets, Igor L., 2024. "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, vol. 238(2).
  12. Fazzari, Steven M. & González, Alejandro, 2025. "How large are hysteresis effects? Estimates from a Keynesian growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
  13. Hiroshi Yamada, 2023. "Quantile regression version of Hodrick–Prescott filter," Empirical Economics, Springer, vol. 64(4), pages 1631-1645, April.
  14. Ross Doppelt, 2019. "Skill Flows: A Theory of Human Capital and Unemployment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 84-122, January.
  15. Gronwald, Marc & Jin, Xin, 2024. "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, vol. 130(C).
  16. Bagliano, Fabio C. & Morana, Claudio, 2025. "Eurozone economic integration: Historical developments and new challenges ahead," European Economic Review, Elsevier, vol. 176(C).
  17. Chudik, A. & Pesaran, M. H. & Smith, R. P., 2025. "Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios," Cambridge Working Papers in Economics 2538, Faculty of Economics, University of Cambridge.
  18. Antonio Focacci & Angelo Focacci, 2024. "A Re-Appraisal of the Role of Monetary Policy: The Quantity Theory of Money through a Structural Vector Autoregressive Approach," JRFM, MDPI, vol. 17(8), pages 1-23, August.
  19. Marc Gronwald & Xin Jin, 2023. "Macroeconomics with a Thick Pen," CESifo Working Paper Series 10430, CESifo.
  20. Raimondo Pala, 2025. "Control VAR: a counterfactual based approach to inference in macroeconomics," Papers 2510.23762, arXiv.org.
  21. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  22. Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023. "Revisiting the Great Ratios Hypothesis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1023-1047, October.
  23. Grisse, Christian & Scheidegger, Fabian, 2021. "Covariability of real exchange rates and fundamentals," Economics Letters, Elsevier, vol. 201(C).
  24. Juan C. Córdoba & Anni T. Isojärvi & Haoran Li, 2023. "Endogenous Bargaining Power and Declining Labor Compensation Share," Finance and Economics Discussion Series 2023-030, Board of Governors of the Federal Reserve System (U.S.).
  25. Peter C.B. Phillips & Igor Kheifets, 2021. "On Multicointegration," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University.
  26. Hirukawa, Junichi & Raïssi, Hamdi, 2020. "Testing linear relationships between non-constant variances of economic variables," Economic Modelling, Elsevier, vol. 90(C), pages 182-189.
  27. Andersen, Torben G. & Varneskov, Rasmus T., 2021. "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, vol. 224(1), pages 215-244.
  28. Oglend, Atle, 2022. "The commodities/equities beta term-structure," Journal of Commodity Markets, Elsevier, vol. 28(C).
  29. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).
  30. Angelini, Orazio & Gabrielli, Andrea & Tacchella, Andrea & Zaccaria, Andrea & Pietronero, Luciano & Di Matteo, T., 2024. "Forecasting the countries’ gross domestic product growth: The case of Technological Fitness," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
  31. Papell, David H. & Prodan, Ruxandra, 2020. "Long-run purchasing power parity redux," Journal of International Money and Finance, Elsevier, vol. 109(C).
  32. Hwang, Jungbin & Valdés, Gonzalo, 2023. "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, vol. 234(1), pages 327-352.
  33. Antonio Focacci & Angelo Focacci & Alessandro Faenza, 2024. "The lens of the quantity theory of money to disentangle the perceived relationship between money growth and inflation: a PSVAR approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 571-595, September.
  34. Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019. "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, vol. 7(4), pages 1-28, December.
  35. Gozluklu, Arie & Morin, Annaïg, 2019. "Stock vs. Bond yields and demographic fluctuations," Journal of Banking & Finance, Elsevier, vol. 109(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.