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Citations for "Statistical analysis of cointegration vectors" by Johansen, Soren
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Christian Gourieroux & Joann Jasiak, 1999.
"Nonlinear Persistence and Copersistence ,"
Working Papers
2000_1, York University, Department of Economics.
[Downloadable!]
Other versions: S. Cook & C. Thomas, 2003.
"An alternative approach to examining the ripple effect in UK house prices ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(13), pages 849-851, October.
[Downloadable!] (restricted)
C. Felipe Jaramillo y Otros, .
"La Inflación Básica en Colombia: Evaluación de Indicadores Alternativos ,"
Borradores de Economia
136, Banco de la Republica de Colombia.
[Downloadable!]
Anindya Banerjee & Massimiliano Marcellino, 2008.
"Factor-augmented Error Correction Models ,"
Working Papers
335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Frain, John, 1995.
"Econometrics and Truth ,"
Research Technical Papers
2/RT/95, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Hsiao, Cheng & Fujiki, Hiroshi, 1998.
"Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand ,"
Monetary and Economic Studies ,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May.
[Downloadable!]
Alejandro Diaz-Bautista, 2004.
"Mexico’s Industrial Engine of Growth: Cointegration and Causality ,"
Econometrics
0402010, EconWPA.
[Downloadable!]
Håvard Hungnes, 2001.
"Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand ,"
Discussion Papers
309, Research Department of Statistics Norway.
[Downloadable!]
Pedro José Pérez Vázquez, 2003.
"Fuentes de variabilidad en las principales economías occidentales ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 27(3), pages 565-591, September.
[Downloadable!]
Samarendu Mohanty & William H. Meyers & Darnell B. Smith, 1996.
"Reexamination of Price Dynamics in the International Wheat Market, A ,"
Center for Agricultural and Rural Development (CARD) Publications
96-wp171, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Marashdeh, Hazem, 2005.
"Stock Market Integration in the MENA Region: An Application of the ARDL Bounds Testing Approach ,"
Economics Working Papers
wp05-27, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Prabir C. Bhattacharya & M. N. Sivasubramanian, 2003.
"Financial development and economic growth in India: 1970-1971 to 1998-1999 ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(12), pages 905-909, December.
[Downloadable!] (restricted)
Gerdtham, Ulf-G. & Löthgren, Mickael, 1998.
"International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results ,"
Working Paper Series in Economics and Finance
258, Stockholm School of Economics.
Helstad, Kjetil & Vassdal, Terje & Trondsen, Torbjorn & Young, James A., 2005.
"Price Links between Auction and Direct Sales of Fresh and Frozen Fish in North Norway (1997–2003) ,"
Marine Resource Economics ,
Marine Resources Foundation, vol. 20(3).
[Downloadable!]
Bruno Chiarini & Elisabetta Marzano, 2006.
"Market Consumption and Hidden Consumption: A Test for Substitutability ,"
Discussion Papers
12_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!]
Other versions:
Bruno Chiarini & Elisabetta Marzano, 2004.
"Market Comsumption And Hidden Consumption. A Test For Substitutability ,"
Working Papers
7_2004, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!] Bruno Chiarini & Elisabetta Marzano, 2005.
"Market Consumption And Hidden Consumption. A Test For Substitutability ,"
Working Papers
79, Sapienza University of Rome, Department of Public Economics.
[Downloadable!] Bruno Chiarini & Elisabetta Marzano, 2006.
"Market consumption and hidden consumption. A test for substitutability ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(6), pages 707-716, April.
[Downloadable!] (restricted) Carlos Felipe Jaramillo Jímenez & Carmen Astrid Romero B. & Oskar Andrés Nupia, 2000.
"Integración En El Mercado Laboral Colombiano 1945-1998 ,"
BORRADORES DE ECONOMIA
002896, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Emanuela Marrocu & Raffaele Paci & R. Pala, 2000.
"Estimation of total factor productivity for regions and sectors in Italy. A panel cointegration approach ,"
Working Paper CRENoS
200016, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!]
Dimitrios Sideris, 2004.
"Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan ,"
Working Papers
19, Bank of Greece.
[Downloadable!]
Ahlgren, Niklas & Nyblom, Jukka, 2003.
"A General Test for the Cointegrating Rank in Vector Autoregressive Models ,"
Working Papers
499, Hanken School of Economics.
Masoud Moghaddam, 1997.
"Financial innovations and the interest elasticity of money demand: Evidence from an error correction model ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 25(2), pages 155-163, June.
[Downloadable!] (restricted)
Jordan Shan & Fiona Sun, 1998.
"Domestic Saving And Foreign Investment In Australia: A Granger Causality Test ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(4), pages 79-87, December.
[Downloadable!] (restricted)
Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002.
"Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
D4-2, International Conferences on Panel Data.
[Downloadable!]
Other versions:
Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002.
"Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model ,"
Working Paper Series
145, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008.
"Inflation, exchange rates and PPP in a multivariate panel cointegration model ,"
Econometrics Journal ,
Royal Economic Society, vol. 11(1), pages 58-79, 03.
[Downloadable!] (restricted) Bevilacqua, Franco, 2006.
"Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period ,"
UNU-MERIT Working Paper Series
012, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
Bunzel, Helle, 2003.
"Fixed-b Asymptotics in Single Equation Cointegration Models with Endogenous Regressors ,"
Staff General Research Papers
10685, Iowa State University, Department of Economics.
Nkunde Mwase, 2006.
"An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania ,"
IMF Working Papers
06/150, International Monetary Fund.
[Downloadable!]
José García-Solanes & Jesús Rodríguez López & José Luis Torres Chacón, 2007.
"Demand Shocks and Trade Balance Dynamics ,"
Working Papers
07.10, Universidad Pablo de Olavide, Department of Economics.
[Downloadable!]
Other versions: Elena Loukoianova & Plamen Iossifov, 2007.
"Estimation of a Behavioral Equilibrium Exchange Rate Model for Ghana ,"
IMF Working Papers
07/155, International Monetary Fund.
[Downloadable!]
Philip Arestis & Iris Biefang-Frisancho Mariscal, .
"Capital Shortages and Asymmetries in UK Unemployment ,"
Working Papers
9607, University of East London, Department of Economics.
[Downloadable!]
Other versions: Markus Knell & Helmut Stix, 2006.
"Three decades of money demand studies: differences and similarities ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(7), pages 805-818, April.
[Downloadable!] (restricted)
Minoas Koukouritakis & Leo Michelis, 2006.
"The Term Structure of Interest Rates in the European Union ,"
Working Papers
0611, University of Crete, Department of Economics.
[Downloadable!]
Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan, 2007.
"The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective ,"
MPRA Paper
5219, University Library of Munich, Germany.
[Downloadable!]
Other versions: Jaime De Pablo Valenciano & Juan Carlos Pérez Mesa, 2004.
"The competitiveness of Spanish tomato export in the European Union ,"
International Trade
0406004, EconWPA, revised 17 Jun 2004.
[Downloadable!]
Gabriella Legrenzi, 2006.
"The Permanent Effect of Domestic Income on the Growth of Governments ,"
Keele Economics Research Papers
KERP 2006/19, Centre for Economic Research, Keele University.
[Downloadable!]
J. Breitung & C. Wulff, .
"Nonlinear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares ,"
Sonderforschungsbereich 373
1999-67, Humboldt Universitaet Berlin.
José Angel Roldán Casas & Rafaela Dios-Palomares, 2004.
"Contrastación de la ley de precio único en el mercado español del aceite de oliva ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/27, Centro de Estudios Andaluces.
[Downloadable!]
D. Poskitt & H. L"Utkepohl, .
"Consistent Specification of Cointegrated Autoregressive Moving-Average Systems ,"
Sonderforschungsbereich 373
1995-54, Humboldt Universitaet Berlin.
Adriana Cassoni, 1999.
"Labour demand in Uruguay before and after re-unionisation ,"
Documentos de Trabajo (working papers)
0199, Department of Economics - dECON.
[Downloadable!]
Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009.
"Forecasting with Factor-Augmented Error Correction Models ,"
Discussion Papers
09-06, Department of Economics, University of Birmingham.
[Downloadable!]
Other versions: Petar Soric, 2007.
"The Impact of Kuna Exchange Rate Volatility on Croatian Exports ,"
Financial Theory and Practice ,
Institute of Public Finance, vol. 31(4), pages 353-369.
[Downloadable!]
Rodrigo Cerda & Alvaro Donoso & Aldo Lema, 2003.
"Fundamentos del Tipo de Cambio Real en Chile ,"
Documentos de Trabajo
244, Instituto de Economía. Pontificia Universidad Católica de Chile..
[Downloadable!]
Yousif Khalifa Al-Yousif, 2002.
"Defense Spending and Economic Growth: Some Empirical Evidence from the Arab Gulf Region ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 13(3), pages 187-197, January.
[Downloadable!] (restricted)
Bas Aarle & Michael Boss & Jaroslava Hlouskova, 2000.
"Forecasting the Euro exchange rate using vector error correction models ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(2), pages 232-258, June.
[Downloadable!] (restricted)
Browne, Frank & Cronin, David, 2006.
"Commodity Prices, Money and Inflation ,"
Research Technical Papers
16/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Peter C.B. Phillips, 1993.
"Fully Modified Least Squares and Vector Autoregression ,"
Cowles Foundation Discussion Papers
1047, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: G. Booth & Mustafa Chowdhory, 1992.
"Canadian foreign exchange policies: Intervention, control, cointegration ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 128(1), pages 21-33, March.
[Downloadable!] (restricted)
Hurvich, Cliiford & Wang, Yi, 2006.
"A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects ,"
MPRA Paper
1413, University Library of Munich, Germany.
[Downloadable!]
Other versions: Pascal Alphonse, 2000.
"Efficient Price Discovery in Stock Index Cash and Futures Markets ,"
Annales d'Economie et de Statistique ,
ADRES, issue 60, pages 08, Octobre-D.
[Downloadable!]
Jai S. Mah, 2003.
"The Export Insurance System and Export Supply of Britain ,"
Working papers
2003-44, University of Connecticut, Department of Economics.
[Downloadable!]
William J. Crowder, 1997.
"The U.S. Intertemporal Budget Constraint: Restoring Equilibrium Through Increased Revenues or Decreased Spending? ,"
Macroeconomics
9702002, EconWPA, revised 17 Feb 1997.
[Downloadable!]
Marcus Stronzik & Margarethe Rammerstorfer & Anne Neumann, 2008.
"Theory of Storage: An Empirical Assessment of the European Natural Gas Market ,"
Discussion Papers of DIW Berlin
821, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Christos Karpetis, 2008.
"Money, Income and Inflation in Equilibrium – The Case of Greece ,"
International Advances in Economic Research ,
Springer, vol. 14(2), pages 205-214, May.
[Downloadable!] (restricted)
Barry Falk & Chun-Hsuan Wang, 2003.
"Testing long-run PPP with infinite-variance returns ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(4), pages 471-484.
[Downloadable!]
Other versions: Apostolos Serletis, 1994.
"Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 130(3), pages 476-493, September.
[Downloadable!] (restricted)
Katarzyna Lasak, 2008.
"Maximum likelihood estimation of fractionally cointegrated systems ,"
CREATES Research Papers
2008-53, School of Economics and Management, University of Aarhus.
[Downloadable!]
Sangjoon Jun, 2006.
"The Nexus between IT Investment and Banking Performance in Korea ,"
Global Economic Review ,
Taylor and Francis Journals, vol. 35(1), pages 67-96, March.
[Downloadable!] (restricted)
Jim Malley & Hassan Molana, 2002.
"Fiscal Policy And The Composition Of Private Consumption: Some Evidence From The U.S. And Canada ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(1), pages 139-158, April.
[Downloadable!] (restricted)
Other versions: Khaled Hussein, 2001.
"Is Foreign Debt Portfolio Management Efficient in Emerging Economies? ,"
IMF Working Papers
01/121, International Monetary Fund.
[Downloadable!]
SEKMEN, Fuat & SARIBAS, Hakan, 2007.
"Cointegration And Causality Among Exchange Rate, Export, And Import: Empirical Evidence From Turkey ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 7(2), pages 71-78.
[Downloadable!] (restricted)
Norman Gemmell, & Tim Lloyd, & Marina Mathew, .
"Dynamic Sectoral Linkages and Structural Change in a Developing Economy ,"
Discussion Papers
98/3, University of Nottingham, CREDIT.
[Downloadable!]
Isabel Cortes-Jimenez & Manuela Pulina, 2006.
"Tourism and Growth: Evidence for Spain and Italy ,"
ERSA conference papers
ersa06p128, European Regional Science Association.
[Downloadable!]
Janine Aron & John Muellbauer & Coen Pretorius, 2004.
"A Framework for Forecasting the Components of the Consumer Price ,"
Development and Comp Systems
0409054, EconWPA.
[Downloadable!]
John B. Carlson & Dennis L. Hoffman & Benjamin D. Keen & Robert H. Rasche, 1999.
"Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates ,"
Working Paper
9917, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:
Carlson, John B. & Hoffman, Dennis L. & Keen, Benjamin D. & Rasche, Robert H., 2000.
"Results of a study of the stability of cointegrating relations comprised of broad monetary aggregates ,"
Journal of Monetary Economics ,
Elsevier, vol. 46(2), pages 345-383, October.
[Downloadable!] (restricted) Roland C. Craigwell & Sudesh Samaroo, 1997.
"Dynamic Modelling Of The Current Accounts: Evidence From The Caribbean ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(4), pages 39-50, December.
[Downloadable!] (restricted)
Sfia, Mohamed Daly, 2006.
"Tunisia: Sources Of Real Exchange Rate Fluctuations ,"
MPRA Paper
3129, University Library of Munich, Germany.
[Downloadable!]
Byeongseon Seo, 2000.
"Nonlinear Mean Reversion In The Term Structure Of Interest Rates ,"
Computing in Economics and Finance 2000
121, Society for Computational Economics.
[Downloadable!]
Shoesmith, Gary L., 2007.
"Friedman's Hypothesis and Cross-Regional Inflation Dispersion ,"
Review of Applied Economics ,
Review of Applied Economics, vol. 3(1-2).
[Downloadable!]
Per-Ola Maneschiöld, 2008.
"A Note on the Export-Led Growth Hypothesis: A Time Series Approach ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 293-302.
[Downloadable!]
Maswana, Jean-Claude, 2006.
"An empirical investigation around the finance-growth puzzle in China with a particular focus on causality and efficiency considerations ,"
MPRA Paper
3946, University Library of Munich, Germany, revised Apr 2006.
[Downloadable!]
H. Krolzig, .
"Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts ,"
Sonderforschungsbereich 373
1996-25, Humboldt Universitaet Berlin.
Other versions: Atanas Christev, 2005.
"The Hyperinflation Model of Money Demand (or Cagan Revisited): Some New Empirical Evidence from the 1990s ,"
CERT Discussion Papers
0507, Centre for Economic Reform and Transformation, Heriot Watt University.
[Downloadable!]
Chien-Chung Nieh & Yu-Shan Wang, 2005.
"ARDL Approach to the Exchange Rate Overshooting in Taiwan ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 25(1), pages 55-71, August.
[Downloadable!] (restricted)
Mudit Kulsreshtha & Barnali Nag, 2000.
"Structure and dynamics of non-suburban passenger travel demand in Indian railways ,"
Transportation ,
Springer, vol. 27(2), pages 221-241, May.
[Downloadable!] (restricted)
J. Dufour, .
"Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration ,"
Sonderforschungsbereich 373
1995-27, Humboldt Universitaet Berlin.
Other versions:
Dufour, J.M., 1995.
"Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration ,"
Cahiers de recherche
9539, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Dufour, J.M., 1995.
"Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration ,"
Cahiers de recherche
9539, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Jean-Claude Maswana, 2005.
"Assessing the Money, Exchange Rate, Price Links during Hyperinflationary Episodes in the Democratic Republic of the Congo ,"
Development and Comp Systems
0511023, EconWPA.
[Downloadable!]
Other versions: Claudia M. Buch, 2001.
"Cross-Border Banking and Transmission Mechanisms: The Case of Europe ,"
Kiel Working Papers
1063, Kiel Institute for the World Economy.
[Downloadable!]
B Ouattara, 2004.
"Modelling the Long Run Determinants of Private Investment in Senegal ,"
The School of Economics Discussion Paper Series
0413, Economics, The University of Manchester.
[Downloadable!]
Hsiu-Ling Wu, 1996.
"Testing for the Fundamental Determinants of the Long-Run Real Exchange Rate: The Case of Taiwan ,"
NBER Working Papers
5787, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
H. L"Utkepohl & D. S. Poskitt, .
"Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model ,"
Sonderforschungsbereich 373
1996-74, Humboldt Universitaet Berlin.
Morten Ørregaard Nielsen, 2009.
"Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders ,"
CREATES Research Papers
2009-02, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Graflund, Andreas, 2000.
"Dynamic Capital Structure: the Case of Hufvudstaden ,"
Working Papers
2000:20, Lund University, Department of Economics.
[Downloadable!]
Álvaro Manuel Pina & Miguel St. Aubyn, 2005.
"How should we measure the return on public investment in a VAR ,"
Working Papers
2005/04, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Other versions: Paul Gaggl & Serguei Kaniovski & Klaus Prettner & Thomas Url, 2009.
"The short and long-run interdependencies between the Eurozone and the USA ,"
Empirica ,
Springer, vol. 36(2), pages 209-227, May.
[Downloadable!] (restricted)
Lance J. Bachmeier & Norman R. Swanson, 2003.
"Predicting Inflation: Does The Quantity Theory Help? ,"
Departmental Working Papers
200317, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Suleiman Abu-Bader & Aamer Abu-Qarn, 2006.
"Financial Developent and Economic Growth Nexus: Time Series Evidence from Middle Eastern and North African Countries ,"
Working Papers
223, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions: A. Espasa & E. Senra & R. Albacete, 2001.
"Forecasting Inflation In The European Monetary Union: A Disaggregated Approach By Countries And By Sectors ,"
Statistics and Econometrics Working Papers
ws013723, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
Jacob, J. & Meister, C., 2004.
"Productivity gains, intersectoral linkages, and trade: Indonesian manufacturing, 1980-1996 ,"
ECIS Working Papers
04.14, Eindhoven Centre for Innovation Studies, Eindhoven University of Technology.
[Downloadable!]
Mohsen Fardmanesh & Seymour Douglas, 2003.
"Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium ,"
Working Papers
876, Economic Growth Center, Yale University.
[Downloadable!]
Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001.
"Forecasting the spot prices of various coffee types using linear and non-linear error correction models ,"
BORRADORES DE INVESTIGACIÃN
002737, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
Other versions: Ana María Iregui & Jesús Otero, 2008.
"Testing The Law Of One Price In Food Markets: Evidence For Colombia Using Disaggregated Data ,"
DOCUMENTOS DE TRABAJO
005102, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
Amalia Zumaquero & Rodrigo Urrea, 2002.
"Purchasing Power Parity: Error Correction Models and Structural Breaks ,"
Open Economies Review ,
Springer, vol. 13(1), pages 5-26, January.
[Downloadable!] (restricted)
Martin D. Evans & Karen K. Lewis, 1992.
"Trends in Expected Returns in Currency and Bond Markets ,"
NBER Working Papers
4116, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Martin D. Evans & Karen K. Lewis, 1992.
"Trends in Expected Returns in Currency and Bond Markets ,"
Working Papers
92-20, New York University, Leonard N. Stern School of Business, Department of Economics.
Evans, M.D.D. & Lewis, K.K., 1993.
"Trends in Expected Returns in Currency and Bond Markets ,"
Weiss Center Working Papers
93-4, Wharton School - Weiss Center for International Financial Research.
Paresh Kumar Narayan & Russell Smyth, 2006.
"Female labour force participation, fertility and infant mortality in Australia: some empirical evidence from Granger causality tests ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(5), pages 563-572, March.
[Downloadable!] (restricted)
Gerd Hansen, 1996.
"The domestic term structure and international interest rate linkages: A cointegration analysis ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 132(4), pages 675-689, December.
[Downloadable!] (restricted)
Berument, Hakan & Dogan, Nukhet & Tansel, Aysit, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
IZA Discussion Papers
3461, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
Working Papers
2008/7, Turkish Economic Association.
[Downloadable!] Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
ERC Working Papers
0803, ERC - Economic Research Center, Middle East Technical University, revised Apr 2008.
[Downloadable!] M. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2009.
"Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey ,"
Emerging Markets Finance and Trade ,
M.E. Sharpe, Inc., vol. 45(3), pages 21-34, May.
[Downloadable!] (restricted) Mohammadi, Hassan & Jahan-Parvar, Mohammad R., 2009.
"Oil Prices and Exchange Rates in Oil-Exporting Countries: Evidence from TAR and M-TAR Models ,"
MPRA Paper
14578, University Library of Munich, Germany.
[Downloadable!]
Peter C.B. Phillips, 1991.
"The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence ,"
Cowles Foundation Discussion Papers
1000, Cowles Foundation, Yale University.
[Downloadable!]
Daniel L. Thornton, 1998.
"The Federal Reserve's operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect ,"
Working Papers
1998-009, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: ben Kaabia, Monia & Gil, Jose M., 2005.
"Asymetric Price Transmission in the Spanish Lamb Sector ,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24631, European Association of Agricultural Economists.
[Downloadable!]
Guilherme Moura & Sergio Da Silva, 2005.
"Is There a Brazilian J-Curve? ,"
International Finance
0505001, EconWPA.
[Downloadable!]
Other versions: A. J. Khadaroo, 2003.
"A smooth transition regression equation of the demand for UK M0 ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(12), pages 769-773, October.
[Downloadable!] (restricted)
Ibrahim, Mohammed & Florkowski, Wojciech J., 2009.
"Forecasting Price Relationships among U.S Tree Nuts Prices ,"
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia
47212, Southern Agricultural Economics Association.
[Downloadable!]
Jae H. Kim & Philip I. Ji, 2004.
"International linkage of real interest rates: the case of East Asian countries ,"
Econometric Society 2004 Australasian Meetings
124, Econometric Society.
[Downloadable!]
Ebru Guven Solakoglu & Barry K. Goodwin, 2005.
"The effects of railroad development on price convergence among the states of the USA from 1866 to 1906 ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(15), pages 1747-1761, August.
[Downloadable!] (restricted)
Ignacio Díaz-Emparanza, 2002.
"Is a small Monte Carlo analysis a good analysis? ,"
Statistical Papers ,
Springer, vol. 43(4), pages 567-577, October.
[Downloadable!] (restricted)
Farrokh Nourzad, 1997.
"The Short-And Long-Run Relationships Between The Exchange Rate Of The Dollar And Producer Prices In The U.S ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(2), pages 59-71, June.
[Downloadable!] (restricted)
Carlos José Fonseca Marinheiro, 2005.
"Sustainability of Portuguese Fiscal Policy in Historical Perspective ,"
Working Papers de Economia (Economics Working Papers)
32, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
[Downloadable!]
Other versions: Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares, 2005.
"State Space Modelling of Cointegrated Systems using Subspace Algorithms ,"
Econometrics
0509010, EconWPA, revised 07 Feb 2006.
[Downloadable!]
Stephen G Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008.
"A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment ,"
Discussion Papers in Economics
08/9, Department of Economics, University of Leicester.
[Downloadable!]
Other versions: P. J. Dawson & P. K. Dey, 2002.
"Testing for the law of one price: rice market integration in Bangladesh ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 14(4), pages 473-484.
[Downloadable!]
Giorgio Valente & Lucio Sarno, 2005.
"Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
[Downloadable!]
Other versions:
Sarno, Lucio & Giorgio Valente, 2002.
"Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers ,"
Royal Economic Society Annual Conference 2002
160, Royal Economic Society.
[Downloadable!] Giorgio Valente & Lucio Sarno, 2004.
"Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers ,"
Working Papers
wp04-11, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Urban, Dieter M., 2007.
"Terms of Trade, Catch-up, and Home Market Effect: The Example of Japan ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Ahlgren, Niklas & Nyblom, Jukka, 2005.
"Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models ,"
Working Papers
511, Hanken School of Economics.
Abu-Bader, Suleiman & Abu-Qarn, Aamer, 2003.
"Government Expenditures, Military Spending and Economic Growth: Causality Evidence from Egypt, Israel and Syria ,"
MPRA Paper
1115, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Suleiman Abu-Bader & Aamer Abu-Qarn, 2003.
"Government Expenditures, Military Spending and Economic Growth: Causality Evidence from Egypt, Israel and Syria ,"
Working Papers
163, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!] Abu-Bader, Suleiman & Abu-Qarn, Aamer S., 2003.
"Government expenditures, military spending and economic growth: causality evidence from Egypt, Israel, and Syria ,"
Journal of Policy Modeling ,
Elsevier, vol. 25(6-7), pages 567-583, September.
[Downloadable!] (restricted) Alessio Moneta, 2003.
"Graphical Models for Structural Vector Autoregressions ,"
LEM Papers Series
2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Chien-Chiang Lee & Chun-Ping Chang, 2006.
"The Long-Run Relationship Between Defence Expenditures And Gdp In Taiwan ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 17(4), pages 361-385, August.
[Downloadable!] (restricted)
Neves, J. Anchieta & Stocco, Leandro & Da Silva, Sergio, 2007.
"Is Mercosur an optimum currency area? ,"
MPRA Paper
2758, University Library of Munich, Germany.
[Downloadable!]
William Gould, 1995.
"Computerized index for the STB (Update) ,"
Stata Technical Bulletin ,
StataCorp LP, vol. 4(21).
[Downloadable!]
Other versions: Thiele, Rainer, 2003.
"Price Incentives, Non-Price Factors, And Agricultural Production In Sub-Saharan Africa: A Cointegration Analysis ,"
2003 Annual Meeting, August 16-22, 2003, Durban, South Africa
25901, International Association of Agricultural Economists.
[Downloadable!]
Other versions: Philip Arestis & Ambika D. Luintel & Kul B. Luintel, 2004.
"Does Financial Structure Matter? ,"
Economics Working Paper Archive
399, Levy Economics Institute, The.
[Downloadable!]
Other versions: Anjum Aqeel & Mohammed Nishat, 2000.
"The Twin Deficits Phenomenon: Evidence from Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 39(4), pages 535-550.
[Downloadable!]
Geraint Johnes, 2000.
"Up Around the Bend: linear and nonlinear models of the UK economy compared ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 14(4), pages 485-493, October.
[Downloadable!] (restricted)
Xindan Li & Bing Zhang, 2008.
"Price linkages between Chinese and world copper futures markets ,"
Psychometrika ,
Springer, vol. 3(3), pages 451-461, September.
[Downloadable!] (restricted)
Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005.
"Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study ,"
Monash Econometrics and Business Statistics Working Papers
15/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Other versions:
Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006.
"Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study ,"
IBMEC RJ Economics Discussion Papers
2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
[Downloadable!] Athanasopoulos, George & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005.
"Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study ,"
Economics Working Papers (Ensaios Economicos da EPGE)
589, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Martinez-Espineira, Roberto, 2005.
"An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques ,"
MPRA Paper
615, University Library of Munich, Germany, revised Jan 2006.
[Downloadable!]
Other versions: Chongcheul Cheong, 2004.
"Does the risk of exchange rate fluctuation really affect international trade flows between countries? ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(4), pages 1-8.
[Downloadable!]
Nikolaos Giannellis & Athanasios Papadopoulos, 2005.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU members ,"
Working Papers
0719, University of Crete, Department of Economics, revised 08 Mar 2007.
[Downloadable!]
Other versions: Adrian Blundell-Wignall & Frank Browne, 1992.
"Real Exchange Rates and the Globalisation of Financial Markets ,"
RBA Research Discussion Papers
rdp9203, Reserve Bank of Australia.
[Downloadable!]
Evridiki Tsounta, 2008.
"What Attracts Tourists to Paradise? ,"
IMF Working Papers
08/277, International Monetary Fund.
[Downloadable!]
Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002.
"Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets ,"
Working Paper Series
121, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Rzigui, Lotfi, 2005.
"External shocks and economic fluctuations: evidence from Tunisia ,"
MPRA Paper
630, University Library of Munich, Germany, revised Dec 2005.
[Downloadable!]
Harald Grech, 2004.
"What Do German Short-Term Interest Rates Tell Us About Future Inflation? ,"
Working Papers
94, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Gunnar Bårdsen & Niels Haldrup, 2006.
"A Gaussian IV estimator of cointegrating relations ,"
Economics Working Papers
2006-03, School of Economics and Management, University of Aarhus.
[Downloadable!]
Reimers, Hans-Eggert, 2002.
"Analysing Divisia Aggregates for the Euro Area ,"
Discussion Paper Series 1: Economic Studies
2002,13, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Dimitrios Papaikonomou & Jacinta Pires, 2005.
"Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time ,"
Money Macro and Finance (MMF) Research Group Conference 2005
59, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Rebeca Albacete & Antoni Espasa, 2005.
"Forecasting Inflation In The Euro Area Using Monthly Time Series Models And Quarterly Econometric Models ,"
Statistics and Econometrics Working Papers
ws050401, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
M. Lucey, Brian & Voronkova, Svitlana, 2005.
"Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests ,"
BOFIT Discussion Papers
12/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Kalim Hyder, 2001.
"Crowding-out Hypothesis in a Vector Error Correction Framework: A Case Study of Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 40(4), pages 633-650.
[Downloadable!]
Andreas Andersson & Pär Österholm, 2005.
"Forecasting real exchange rate trends using age structure data -- the case of Sweden ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 12(5), pages 267-272, April.
[Downloadable!] (restricted)
Ozge Akinci, 2003.
"Modeling the Demand for Currency Issued in Turkey ,"
Central Bank Review ,
Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 1-25.
[Downloadable!]
Amaresh Das, 2005.
"Do stock prices and interest rates possess a common trend? ,"
Recherches économiques de Louvain ,
De Boeck Université, vol. 71(4), pages 383-390.
[Downloadable!]
Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006.
"Evaluation of macroeconomic models for financial stability analysis ,"
Working Paper Series
6806, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
Other versions: Dijk, Dick van & Franses, Philip Hans, 1997.
"Nonlinear error-correction models for interest rates in the Netherlands ,"
Econometric Institute Report
41, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: Chad Stroomer & David E.A. Giles, 2003.
"Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence ,"
Econometrics Working Papers
0304, Department of Economics, University of Victoria.
[Downloadable!]
Clinton Watkins & Michael McAleer, 2003.
"Pricing of Non-ferrous Metals Futures on the London Metal Exchange ,"
CIRJE F-Series
CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Other versions: Wong Hock Tsen, 2006.
"Is there a long-run relationship between trade balance and terms of trade? The case of Malaysia ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 13(5), pages 307-311, April.
[Downloadable!] (restricted)
C. Müller & E. Hahn, .
"Money Demand in Europe: Evidence from the Past ,"
Sonderforschungsbereich 373
2000-35, Humboldt Universitaet Berlin.
Other versions: Charalambos Pattichis & Mona Kanaan, 2004.
"The Balassa-Samuelson Hypothesis and Oil Price Shocks in a Small Open Economy: Evidence from Cyprus ,"
Open Economies Review ,
Springer, vol. 15(1), pages 45-56, January.
[Downloadable!] (restricted)
Peter Wilson & Choy Keen Meng, 2006.
"Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory ,"
SCAPE Policy Research Working Paper Series
0601, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!]
Other versions: Michael Arghyrou & Christopher Martin & Costas Milas, 2003.
"Non-linear Inflationary Dynamics: Evidence from the UK ,"
Public Policy Discussion Papers
03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Michael Arghyrou & Christopher Martin & Costas Milas, 2003.
"Non-linear Inflationary Dynamics: Evidence from the UK ,"
Economics and Finance Discussion Papers
03-03, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Michael Arghyrou & Christopher Martin & Costas Milas, 2005.
"Non-linear inflationary dynamics: evidence from the UK ,"
Oxford Economic Papers ,
Oxford University Press, vol. 57(1), pages 51-69, January.
[Downloadable!] (restricted) Mette Wier, 2000.
"An Environmental Macro-Economic Model for the Construction Sector ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 15(4), pages 323-341, April.
[Downloadable!] (restricted)
Jurgen A. Doornik & H. Peter Boswijk, 2005.
"Distribution approximations for cointegration tests with stationary exogenous regressors ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(6), pages 797-810.
[Downloadable!]
Other versions: Ignacio Diaz-Emparanza & Alexandra M. Espinosa, 2000.
"Analysis of the relationship between International Immigration and Unemployement ,"
BILTOKI
200013, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
Judith A. Clarke & Mukesh Ralhan, 2005.
"Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters ,"
Econometrics Working Papers
0512, Department of Economics, University of Victoria.
[Downloadable!]
Avouyi-Dovi, S. & Jondeau, E., 1999.
"Modelling the French Swap Spread ,"
Documents de Travail
65, Banque de France.
[Downloadable!]
Pashourtidou, Nicoletta & O'Brien, Raymond, 2003.
"Irrelevant Variables in Cointegration Analysis ,"
Discussion Paper Series In Economics And Econometrics
0305, Economics Division, School of Social Sciences, University of Southampton.
[Downloadable!]
Jörg Breitung, 2002.
"A parametric approach to the estimation of cointegration vectors in panel data ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
B5-4, International Conferences on Panel Data.
[Downloadable!]
Lucas, Andr‚, 1997.
"Strategic and tactical asset allocation and the effect of long-run equilibrium relations ,"
Serie Research Memoranda
0042, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Taufiq Choudhry, 2002.
"Money-Income Relationships between Three ERM Countries ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 59-94, May.
[Downloadable!]
Vincenzo Cassino & Richard Thornton, .
"Do changes in structural factors explain movements in the equilibrium rate of unemployment? ,"
Bank of England working papers
153, Bank of England.
[Downloadable!]
Mohanty, Samarendu & Peterson, E.W.F. & Smith, Darnell B., 1998.
"Price Integration In Mercosur Countries: A Fractional Cointegration Analysis ,"
1998 Annual meeting, August 2-5, Salt Lake City, UT
20954, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Alper, C. Emre & Saglam, Ismail, 1999.
"The Equilibrium Real Exchange Rate: Evidence from Turkey ,"
MPRA Paper
1924, University Library of Munich, Germany.
[Downloadable!]
Dimitris Georgoutsos & George Kouretas, 2001.
"Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework ,"
Working Papers
0104, University of Crete, Department of Economics.
[Downloadable!]
Roger Bjørnstad and Ragnar Nymoen, 1999.
"Wage and Profitability: Norwegian Manufacturing 1967-1998 ,"
Discussion Papers
259, Research Department of Statistics Norway.
[Downloadable!]
Chin-Chia Liang & Jeng-Bau Lin & Jin-Ming Liang, 2008.
"Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(9), pages 1-11.
[Downloadable!]
R. Dacco, S. Satchell, 2001.
"Forward and spot exchange rates in a bivariate TAR framework ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 7(2), pages 131-143, June.
[Downloadable!] (restricted)
Hassan Shirvani & Barry Wilbratte, 2009.
"The permanent income hypothesis in five major industrial countries: a multivariate trend-cycle decomposition test ,"
Journal of Economics and Finance ,
Springer, vol. 33(1), pages 43-59, January.
[Downloadable!] (restricted)
Sydney Ludvigson & Martin Lettau, 1999.
"Consumption, aggregate wealth and expected stock returns ,"
Staff Reports
77, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Sanvicente, A. Z. & Adrangi, B. & Chatrath, A., 2000.
"Inflation, output and stock prices: evidence from Brazil ,"
Finance Lab Working Papers
flwp_34, Finance Lab, Ibmec São Paulo.
[Downloadable!]
Helmut Lütkepohl, 2006.
"Structural vector autoregressive analysis for cointegrated variables ,"
AStA Advances in Statistical Analysis ,
Springer, vol. 90(1), pages 75-88, March.
[Downloadable!] (restricted)
Other versions: Graham Elliott & Michael Jansson & Elena Pesavento, 2003.
"Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity ,"
Emory Economics
0303, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions: Neil R. Ericsson, 1991.
"Cointegration, exogeneity, and policy analysis: an overview ,"
International Finance Discussion Papers
415, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Gordon de Brouwer, 1995.
"The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies ,"
RBA Research Discussion Papers
rdp9506, Reserve Bank of Australia.
[Downloadable!]
El Bouhadi, A. & Benali, M., 2006.
"The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 6(2).
[Downloadable!] (restricted)
Arize A. C., 1998.
"The Effects Of Exchange Rate Volatility On U.S. Imports: An Empirical Investigation ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(3), pages 31-40, October.
[Downloadable!] (restricted)
Philip Inyeob Ji & Jae H. Kim, 2005.
"Real Interest Rate Linkages in the Pacific Basin Region ,"
Monash Econometrics and Business Statistics Working Papers
23/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Goldberg, Michael D. & Frydman, Roman, 1991.
"Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change ,"
Working Papers
91-69, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Jesús Crespo-Cuaresma & Balázs Égert & Thomas Reininger, 2004.
"Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland ,"
William Davidson Institute Working Papers Series
2004-671, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Bruneau, C. & Jondeau, E., 1998.
"Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates ,"
Documents de Travail
53, Banque de France.
[Downloadable!]
Yoichi Arai & Eiji Kurozumi, 2005.
"Testing for the Null Hypothesis of Cointegration with Structural Breaks ,"
CIRJE F-Series
CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Kong Weng Ho & Hian Teck Hoon, 2003.
"Service Links and Wage Inequality ,"
Departmental Working Papers
wp0301, National University of Singapore, Department of Economics.
[Downloadable!]
Jeffrey Frankel & Sergio Schmukler, 1997.
"Country Funds and Asymmetric Information ,"
Center for International and Development Economics Research, Working Paper Series
1028, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:
Jeffrey A. Frankel & Sergio L. Schmukler, 1998.
"Country Funds and Asymmetric Information ,"
International Finance
9805003, EconWPA.
[Downloadable!] Jeffrey A. Frankel and Sergio L. Schmukler., 1997.
"Country Funds and Asymmetric Information ,"
Center for International and Development Economics Research (CIDER) Working Papers
C97-087, University of California at Berkeley.
Frankel, Jeffrey A. & Schmukler, Sergio L., 1998.
"Country funds and asymmetric information ,"
Policy Research Working Paper Series
1886, The World Bank.
[Downloadable!] Frankel, Jeffrey A & Schmukler, Sergio L, 2000.
"Country Funds and Asymmetric Information ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 5(3), pages 177-95, July.
[Downloadable!] (restricted) Chung-Hua Shen & Tai-Hsin Huang, 1999.
"Original ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 97-123, October.
[Downloadable!] (restricted)
Michael R. Wickens & Roberto Motto, 2001.
"Estimating shocks and impulse response functions ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 371-387.
[Downloadable!]
Vicente Esteve, 2004.
"Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales ,"
Revista de Analisis Economico – Economic Analysis Review ,
Ilades-Georgetown University, Economics Department, vol. 19(1), pages 3-29, June.
[Downloadable!]
Other versions: Andreas Beyer & Roger E. A. Farmer, 2002.
"Natural rate doubts ,"
Working Paper Series
121, European Central Bank.
[Downloadable!]
Other versions:
Farmer, Roger E A, 2000.
"Natural Rate Doubts ,"
CEPR Discussion Papers
2426, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Beyer, Andreas & Farmer, Roger E.A., 2007.
"Natural rate doubts ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 31(3), pages 797-825, March.
[Downloadable!] (restricted) Yaprak Gulcan & Mustafa Erhan Bilman, 2005.
"The Effects of Budget Deficit Reduction on Exchange Rate: Evidence from Turkey ,"
Discussion Paper Series
05/07, Dokuz Eylül University, Faculty of Business, Department of Economics, revised 12 Dec 2005.
[Downloadable!]
R. Hacker & Abdulnasser Hatemi-J, 2003.
"Is the J-Curve Effect Observable for Small North European Economies? ,"
Open Economies Review ,
Springer, vol. 14(2), pages 119-134, April.
[Downloadable!] (restricted)
Ryuzo Miyao, 2004.
"Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence ,"
Discussion Paper Series
163, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Frank Asche & Petter Osmundsen & Maria Sandsmark, 2005.
"Is It All Oil? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Stuart Fraser & David Paton, 2003.
"Does advertising increase labour supply? Time series evidence from the UK ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(11), pages 1357-1368, July.
[Downloadable!] (restricted)
Ernesto Felli & Giovanni Tria, 1997.
"Externalities, Cross-Sectoral Spillovers and Productivity Growth ,"
Open Economies Review ,
Springer, vol. 8(2), pages 171-188, April.
[Downloadable!] (restricted)
Vanegas, Manuel & Croes, Robertico, 2007.
"Tourism, Economic Expansion and Poverty in Nicaragua: Investigating Cointegration and Causal Relations ,"
Staff Papers
7306, University of Minnesota, Department of Applied Economics.
[Downloadable!]
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.
[Downloadable!]
Bank for International Settlements, 2008.
"Assessing the integration of Asia's equity and bond markets ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 1-37
Bank for International Settlements.
[Downloadable!]
Eilev S. Jansen, 2004.
"Modelling inflation in the Euro Area ,"
Working Paper
2004/10, Norges Bank.
[Downloadable!]
Other versions: Massimiliano Marcellino & Grayham E. Mizon, 2000.
"Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 ,"
Econometric Society World Congress 2000 Contributed Papers
0911, Econometric Society.
[Downloadable!]
Phornchanok Cumperayot, 2003.
"Dusting off the Perception of Risk and Returns in FOREX Markets ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Reyes, Celia M & Yap, Josef T., 1993.
"Money and Prices in the Philippines, 1981-1992: A Cointegration Analysis ,"
Philippine Journal of Development ,
Philippine Institute for Development Studies, vol. 0(1), pages 57-78.
[Downloadable!]
Alvaroriascos & Luis Fernando Melo Velandia, 2004.
"Sobre Los Efectos Dela Politica Monetaria Encolombia ,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA ,
BANCO DE LA REPÚBLICA - ESPE.
[Downloadable!]
Other versions: Jan Gottschalk & Ulrich Fritsche, 2005.
"The New Keynesian Model and the Long-Run Vertical Phillips Curve: Does It Hold for Germany? ,"
Discussion Papers of DIW Berlin
521, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Philip Rothman, 2000.
"Review of Forecasting Non-Stationary Economic Time Series, by Michael P. Clements and David F. Hendry ,"
Working Papers
0016, East Carolina University, Department of Economics.
[Downloadable!]
Gerardo Esquivel & Raúl Razo, 2003.
"Fuentes de la inflación en México, 1989-2000: Un análisis multicausal de corrección de errores ,"
Estudios Económicos ,
El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 181-226.
[Downloadable!]
Mohammed I. Ansari, 2004.
"Sustainability of the US current account deficit: An econometric analysis of the impact of capital inflow on domestic economy ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 249-269, November.
[Downloadable!]
J. Breitung, .
"Some Nonparametric Tests for Unit Roots and Cointegration ,"
Sonderforschungsbereich 373
1999-36, Humboldt Universitaet Berlin.
Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999.
"A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 135(3), pages 454-479, September.
[Downloadable!] (restricted)
Philip M. Bodman, 1995.
"National Savings And Domestic Investment In The Long Term: Some Time Series Evidence From The Oecd ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(2), pages 37-60, June.
[Downloadable!] (restricted)
A. Espasa & E. Senra & R. Albacete, 2002.
"Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 8(4), pages 402-421, December.
[Downloadable!] (restricted)
Theodore Panagiotidis & Emilie Rutledge, 2004.
"Oil and gas market in the UK: evidence from a cointegration approach ,"
Discussion Paper Series
2004_18, Department of Economics, Loughborough University, revised Nov 2004.
[Downloadable!]
Abel Mayeyenda, 1997.
"Détermination de la structure des taux d'intérêt : Une analyse empirique ,"
Cahiers de recherche CREFE / CREFE Working Papers
49, CREFE, Université du Québec à Montréal.
[Downloadable!]
Nicholas Apergis & Sophia Eleftheriou, 2002.
"Measuring Exchange Market Pressure And The Degree Of Exchange Market Intervention For The Greek Drachma ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(3), pages 135-145, October.
[Downloadable!] (restricted)
Angelos Kanas & Georgios Tsiotas, 2005.
"Real interest rates linkages between the USA and the UK in the postwar period ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 10(3), pages 251-262.
[Downloadable!]
Adriana Cassoni & Steven G. Allen & Gaston J. Labadie, 2000.
"Unions and Employment in Uruguay ,"
RES Working Papers
3092, Inter-American Development Bank, Research Department.
[Downloadable!]
Julio Herrera & Jesus Santamaria, 2001.
"The external constraint to the economic growth in three blocks of the world economy ,"
ERSA conference papers
ersa01p244, European Regional Science Association.
[Downloadable!]
Francisco Alonso-Sánchez & Juan Ayuso-Huertas & Jorge Martínez-Pagés, 2000.
"El contenido informativo de los tipos de interés sobre la tasa de inflación española ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 24(2), pages 455-471, May.
[Downloadable!]
Ana I. Sanjuan & Jose M. Gil, 1998.
"Price transmission analysis: A flexible methodological approach applied to European hog markets ,"
ERSA conference papers
ersa98p180, European Regional Science Association.
[Downloadable!]
Haldrup, Niels, .
"Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis ,"
Economics Working Papers
2003-9, School of Economics and Management, University of Aarhus.
[Downloadable!]
Hilde C. Bjørnland and Håvard Hungnes, 2005.
"The commodity currency puzzle ,"
Discussion Papers
423, Research Department of Statistics Norway.
[Downloadable!]
Other versions:
Bjørnland, Hilde C. & Hungnes, Håvard, 2005.
"The commodity currency puzzle ,"
Memorandum
32/2005, Oslo University, Department of Economics.
[Downloadable!] Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle ,"
Icfai University Journal of Monetary Economics ,
Icfai Press, vol. 0(2), pages 7-30, May.
Taufiq Choudhry & Mohammad Hasan, 2008.
"Exchange Rate Regime and Demand for Reserves: Evidence from Kenya, Mexico and Philippines ,"
Open Economies Review ,
Springer, vol. 19(2), pages 167-181, April.
[Downloadable!] (restricted)
Catherine Bruneau & Eric Jondeau, 1999.
"Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt ,"
Annales d'Economie et de Statistique ,
ADRES, issue 54, pages 02, Avril-Jui.
[Downloadable!]
Raymond Batina, 1998.
"On the Long Run Effects of Public Capital and Disaggregated Public Capital on Aggregate Output ,"
International Tax and Public Finance ,
Springer, vol. 5(3), pages 263-281, July.
[Downloadable!] (restricted)
Claudio Morana, 2000.
"Measuring core inflation in the Euro area ,"
Working Paper Series
36, European Central Bank.
[Downloadable!]
Ümit Özlale & Kivilcim Metin Ozcan, 2005.
"Does Time Inconsistency Problem Apply For Turkish Monetary Policy? ,"
Working Papers
2005/2, Turkish Economic Association.
[Downloadable!]
Masanao Aoki, 1992.
"Interactions of Real GNP Business Cycles in a Three Country Time Series Model ,"
UCLA Economics Working Papers
675, UCLA Department of Economics.
[Downloadable!]
Hasan Bakhshi & Anthony Yates, .
"Are UK inflation expectations rational? ,"
Bank of England working papers
81, Bank of England.
[Downloadable!]
Céline Choulet, 2006.
"Public jobs creation and unemployment dynamics ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00113357_v1, HAL.
[Downloadable!]
Mette Ejrnæs & Karl Gunnar Persson & Søren Rich, 2004.
"Feeding the British: Convergence and Market Efficiency in 19th Century Grain Trade ,"
Discussion Papers
04-28, University of Copenhagen. Department of Economics.
[Downloadable!]
Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2004.
"Common trends and common cycles in Canada: who knew so much has been going on? ,"
Working Paper
2004-5, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: Shamik Dhar & Darren Pain & Ryland Thomas, .
"A small structural empirical model of the UK monetary transmission mechanism ,"
Bank of England working papers
113, Bank of England.
[Downloadable!]
Park, S.B., 1997.
"Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market ,"
Carleton Economic Papers
97-06, Carleton University, Department of Economics.
[Downloadable!]
Jerry Coakley & Stuart Snaith, 2004.
"Testing for Long Run Relative PPP in Europe ,"
Money Macro and Finance (MMF) Research Group Conference 2004
34, Money Macro and Finance Research Group.
[Downloadable!]
Uwe Hassler, 2006.
"A note on Phillips-Perron-type statistics for cointegration testing ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(17), pages 1-7.
[Downloadable!]
Verner, Dorte & Fiess, Norbert M., 2003.
"Oil, agriculture, and the public sector: linking intersector dynamics in Ecuador ,"
Policy Research Working Paper Series
3094, The World Bank.
[Downloadable!]
Chanwit Phengpis, 2006.
"Are emerging stock market price indices really stationary? ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(13), pages 931-939, September.
[Downloadable!] (restricted)
Chung-Shu Wu & Ruey S. Tsay, 2003.
"Forecasting with leading indicators revisited ,"
Journal of Forecasting ,
John Wiley & Sons, Ltd., vol. 22(8), pages 603-617.
[Downloadable!]
Fiess, Norbert M. & Fugazza, Marco & Maloney, William F., 2008.
"Informality and Macroeconomic Fluctuations ,"
IZA Discussion Papers
3519, Institute for the Study of Labor (IZA).
[Downloadable!]
Abhijit Sharma & Theodore Panagiotidis, 2003.
"An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001) ,"
Working Papers
2003004, The University of Sheffield, Department of Economics, revised Nov 2003.
[Downloadable!]
Roger Hammersland, 2004.
"Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension ,"
Working Paper
2004/15, Norges Bank.
[Downloadable!]
Josef C. Brada & Ali M. Kutan & Su Zhou, 2002.
"Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach ,"
William Davidson Institute Working Papers Series
458, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Hagerman, Amy & Jin, Yanhong, 2009.
"The Buzz In The Pits: Livestock Futures' Response To A Rumor Of Foreign Animal Disease ,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49493, Agricultural and Applied Economics Association.
[Downloadable!]
Luis A. Gil-Alana, 2003.
"Testing of Fractional Cointegration in Macroeconomic Time Series ,"
Faculty Working Papers
09/03, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions:
L. Gil-Alana, .
"Testing of Fractional Cointegration in Macroeconomic Time Series ,"
Sonderforschungsbereich 373
2000-105, Humboldt Universitaet Berlin.
Luis A. Gil-Alana, 2003.
"Testing of Fractional Cointegration in Macroeconomic Time Series ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 65(4), pages 517-529, 09.
[Downloadable!] (restricted) Panos Fousekis, 2007.
"Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(65), pages 1-12.
[Downloadable!]
Fitzpatrick, Trevor & McQuinn, Kieran, 2004.
"House Prices and Mortgage Credit: Empirical Evidence for Ireland ,"
Research Technical Papers
5/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions: Nandwa, Boaz & Mohan, Ramesh, 2007.
"A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya ,"
MPRA Paper
5581, University Library of Munich, Germany.
[Downloadable!]
Doh-Khul Kim, 2005.
"Real Wage and Nominal Shock: Evidence from Pacific-Rim Countries ,"
International Advances in Economic Research ,
Springer, vol. 11(3), pages 249-255, August.
[Downloadable!] (restricted)
Klaus Prettner & Robert M. Kunst, 2009.
"The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study ,"
Vienna Economics Papers
0913, University of Vienna, Department of Economics.
[Downloadable!]
Philippe Andrade & Catherine Bruneau & Stephane Gregoir, 2000.
"Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting ,"
Econometric Society World Congress 2000 Contributed Papers
1605, Econometric Society.
[Downloadable!]
Babula, Ronald A. & Bessler, David A. & Rogowsky, Robert A., 2005.
"Dynamic Economic Relationships Among U.S. Soy Product Markets: Using a Cointegrated Vector Autoregression Approach with Directed Acyclic Graphs ,"
Working Paper ID Series
15880, United States International Trade Commission, Office of Industries.
[Downloadable!]
D. Dutta & N. Ahmed, 1997.
"An Aggregate Import Demand Function for Bangladesh: A Cointegration Approach ,"
Working Papers
9703, University of Sydney, Department of Economics.
[Downloadable!]
John W. Dawson, 2005.
"Regulation and the Macroeconomy ,"
Working Papers
05-16, Department of Economics, Appalachian State University.
[Downloadable!]
Other versions:
John W. Dawson & John Seater, 2002.
"Regulation and the Macroeconomy ,"
Working Papers
02-07, Department of Economics, Appalachian State University.
John W. Dawson, 2007.
"Regulation and the Macroeconomy ,"
Kyklos ,
Blackwell Publishing, vol. 60(1), pages 15-36, 02.
[Downloadable!] (restricted) Roger Kelly & George Mavrotas, 2002.
"Savings and Financial Sector Development: Panel Cointegration Evidence from Africa ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
A4-2, International Conferences on Panel Data.
[Downloadable!]
Maican, Florin G. & Sweeney, Richard J., 2006.
"Real Exchange Rate Adjustment In European Transition Countries ,"
Working Papers in Economics
202, Göteborg University, Department of Economics.
[Downloadable!]
Salvatore Dell'Erba & Martin Saldías Zambrana, 2006.
"Financial Dollarization and Currency Substitution. An Empirical Study for Bolivia America than in Asia? ,"
Kiel Advanced Studies Working Papers
432, Kiel Institute for the World Economy.
[Downloadable!]
Beck, Thorsten, 2008.
"The econometrics of finance and growth ,"
Policy Research Working Paper Series
4608, The World Bank.
[Downloadable!]
Österholm, Pär, 2003.
"Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions ,"
Working Paper Series
2003:21, Uppsala University, Department of Economics.
[Downloadable!]
Peter C.B. Phillips, 2003.
"Laws and Limits of Econometrics ,"
Cowles Foundation Discussion Papers
1397, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Athena K. Kaliva, Radu Tunaru, 2007.
"The Causal Relationship Between Indirect Taxes and Expenditures: a Comparative Investigation of Greece, Spain and Portugal ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 4(2), pages 75-91, December.
[Downloadable!]
Virginie Coudert & Valérie Mignon & Alexis Penot, 2008.
"Oil Price and the Dollar ,"
Post-Print
halshs-00353404_v1, HAL.
[Downloadable!]
Ansgar Belke & Thorsten Polleit, 2006.
"Money and Swedish Inflation Reconsidered ,"
Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim
270/2006, Department of Economics, University of Hohenheim, Germany.
[Downloadable!]
Doyle, Matthew & Falk, Barry L., 2004.
"Testing Commitment Models of Monetary Policy: Evidence from OECD Economies ,"
Staff General Research Papers
11995, Iowa State University, Department of Economics.
[Downloadable!]
Other versions: Murray, John & Mark Zelmer & Zahir Antia, 2000.
"International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada ,"
Technical Reports
88, Bank of Canada.
[Downloadable!]
Aristeidis Samitas & Dimitris Kenourgios, 2005.
"Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies ,"
Finance
0512022, EconWPA.
[Downloadable!]
Other versions: Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008.
"Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean ,"
Working Papers
17, University of Paderborn, CIE Center for International Economics.
[Downloadable!]
Boris Hofmann, 2004.
"Bank lending and property prices: some international evidence ,"
Money Macro and Finance (MMF) Research Group Conference 2003
46, Money Macro and Finance Research Group.
[Downloadable!]
Matteo Manera, 2005.
"Modeling Factor Demands with SEM and VAR: An Empirical Comparison ,"
Working Papers
2005.47, Fondazione Eni Enrico Mattei.
[Downloadable!]
Other versions: Demetrios Vakratsas & Zhenfeng Ma, 2009.
"Firm adaptiveness and performance heterogeneity: the case of sales–advertising dynamics in an evolving product market ,"
Journal of Evolutionary Economics ,
Springer, vol. 19(1), pages 21-40, February.
[Downloadable!] (restricted)
Ignacio Díaz-Emparanza, 2000.
"Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test ,"
Econometrics
0004005, EconWPA.
[Downloadable!]
James M. Nason & George A. Slotsve, 2004.
"Along the New Keynesian Phillips Curve with nominal and real rigidities ,"
Working Paper
2004-9, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions: K. Hubrich, .
"System estimation of the German money demand - a long-run analysis ,"
Sonderforschungsbereich 373
1996-77, Humboldt Universitaet Berlin.
Henrik Hansen & John Rand, 2004.
"On the Causal Links between FDI and Growth in Developing Countries ,"
Discussion Papers
04-30, University of Copenhagen. Department of Economics.
[Downloadable!]
Other versions:
Hansen, Henrik & Rand, John, 2005.
"On the Causal Links between FDI and Growth in Developing Countries ,"
Working Papers
RP2005/31, World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!] Henrik Hansen & John Rand, 2006.
"On the Causal Links Between FDI and Growth in Developing Countries ,"
The World Economy ,
Blackwell Publishing, vol. 29(1), pages 21-41, 01.
[Downloadable!] (restricted) Kohpaiboon, Archanun, 2002.
"Foreign Trade Regime and FDI-Growth Nexus : A Case Study of Thailand ,"
Departmental Working Papers
2002-05, Australian National University, Economics RSPAS.
[Downloadable!]
Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004.
"Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting ,"
Working Papers
15, Bank of Greece.
[Downloadable!]
Other versions: Surajit Deb, 2003.
"Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework ,"
Working papers
115, Centre for Development Economics, Delhi School of Economics.
[Downloadable!]
Ph.H.B.F. Franses, 1999.
"How to deal with intercept and trend in practical cointegration analysis? ,"
Econometric Institute Report
144, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:
Franses, Ph.H.B.F., 1999.
"How to Deal with Intercept adn Trend in Practical Cointegration Analysis? ,"
Papers
9903/a, Erasmus University of Rotterdam - Econometric Institute.
Franses, Philip Hans, 2001.
"How to Deal with Intercept and Trend in Practical Cointegration Analysis? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 33(5), pages 577-79, April.
[Downloadable!] (restricted) Marashdeh, Hazem & Saleh, Ali Salman, 2006.
"Revisiting Budget and Trade Deficits in Lebanon: A Critique ,"
Economics Working Papers
wp06-07, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
David Hendry & Michael Clements, 2001.
"Economic Forecasting: Some Lessons from Recent Research ,"
Economics Series Working Papers
078, University of Oxford, Department of Economics.
[Downloadable!]
Other versions:
David Hendry & Michael P. Clements, 2001.
"Economic Forecasting: Some Lessons from Recent Research ,"
Economics Papers
2002-W11, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hendry, David F & Michael P. Clements, 2002.
"Economic Forecasting: Some Lessons from Recent Research ,"
Royal Economic Society Annual Conference 2002
99, Royal Economic Society.
[Downloadable!] David F. Hendry & Michael P. Clements, 2001.
"Economic forecasting: some lessons from recent research ,"
Working Paper Series
082, European Central Bank.
[Downloadable!] Hendry, David F. & Clements, Michael P., 2003.
"Economic forecasting: some lessons from recent research ,"
Economic Modelling ,
Elsevier, vol. 20(2), pages 301-329, March.
[Downloadable!] (restricted) M Pesaran & R Smith & Yongcheol Shin, 2004.
"Structural analysis of vector error correction models exogenous i(1) variables ,"
ESE Discussion Papers
38, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
Katsumi Shimotsu & Morten Ørregaard Nielsen, 2006.
"Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach ,"
Working Papers
1029, Queen's University, Department of Economics.
[Downloadable!]
Other versions: Alessandro Calza & Christine Gartner & Joao Sousa, 2001.
"Modelling the demand for loans to the private sector in the Euro area ,"
Working Paper Series
055, European Central Bank.
[Downloadable!]
Other versions: Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny, 2007.
"Cointegration Analysis with Mixed-Frequency Data ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Michael D. Bordo & Ronald MacDonald, 2001.
"The Inter-War Gold Exchange Standard: Credibility and Monetary Independence ,"
NBER Working Papers
8429, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Dimitris Kenourgios, 2005.
"Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market ,"
Finance
0512014, EconWPA.
[Downloadable!]
Brosig, Stephan & Yahshilikov, Yorbol, 2005.
"Interregional Integration Of Wheat Markets In Kazakhstan ,"
IAMO Discussion Papers
14921, Institute of Agricultural Development in Central and Eastern Europe (IAMO).
[Downloadable!]
Samarendu Mohanty & Darnell B. Smith & E. Wesley F. Peterson & William H. Meyers, 1996.
"Law of One Price in International Commodity Markets: A Fractional Cointegration Analysis ,"
Center for Agricultural and Rural Development (CARD) Publications
96-wp155, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Ang, James, 2009.
"Financial Liberalization Or Repression? ,"
MPRA Paper
14497, University Library of Munich, Germany.
[Downloadable!]
Alexius, Annika & Post, Erik, 2006.
"Cointegration and the stabilizing role of exchange rates ,"
Working Paper Series
2006:8, Uppsala University, Department of Economics.
[Downloadable!]
Lester C. Hunt & Robert Witt, 1995.
"An Analysis of UK Energy Demand Using Multivariate Cointegration ,"
Surrey Energy Economics Centre (SEEC), Department of Economics Discussion Papers (SEEDS)
86, Surrey Energy Economics Centre (SEEC), Department of Economics, University of Surrey.
[Downloadable!]
Peter Hooper & Karen Johnson & Jaime Marquez, 1998.
"Trade elasticities for G-7 countries ,"
International Finance Discussion Papers
609, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Ramon Moreno, 1992.
"Macroeconomic shocks and business cycles in Australia ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 34-52.
[Downloadable!]
Paruolo Paolo, 2005.
"Design of vector autoregressive processes for invariant statistics ,"
Economics and Quantitative Methods
qf0504, Department of Economics, University of Insubria.
[Downloadable!]
Chew Lian Chua & Chin Nam Low, 2007.
"Permanent Structural Change in the US Short-Term and Long-Term Interest Rates ,"
Melbourne Institute Working Paper Series
wp2007n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Minoas Koukouritakis & Nikolaos Giannellis, .
"Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate ,"
Working Papers
0901, University of Crete, Department of Economics.
[Downloadable!]
Dixon, R. & Shepherd, D., 2000.
"Trends and Cycles in Australian State and Territory Unemployment Rates ,"
Department of Economics - Working Papers Series
730, The University of Melbourne.
[Downloadable!]
Other versions: Kam Leong Szeto, 2001.
"An Econometric Analysis of a Production Function for New Zealand ,"
Treasury Working Paper Series
01/31, New Zealand Treasury.
[Downloadable!]
Jens R. Clausen & Magda E. Kandil, 2005.
"On Cyclicality in the Current and Financial Accounts: Evidence from Nine Industrial Countries ,"
IMF Working Papers
05/56, International Monetary Fund.
[Downloadable!]
Other versions: Javier García Enríquez, .
"Vertical Integration in the Fishing Sector of the basque Country: Applications to the market of Mackerel ,"
EHUCHAPS ,
Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
Yousif. K. Al-Yousif, 1999.
"On The Role Of Exports In The Economic Growth Of Malaysia: A Multivariate Analysis ,"
International Economic Journal ,
Korean International Economic Association, vol. 13(3), pages 67-75, October.
[Downloadable!] (restricted)
Jeremy Rudd & Karl Whelan, 2006.
"Empirical Proxies for the Consumption-Wealth Ratio ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 34-51, January.
[Downloadable!] (restricted)
Daniela Federici & Daniela Marconi, 2002.
"On exports and economic growth: the case of Italy ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 11(3), pages 323-340, September.
[Downloadable!] (restricted)
Imed Drine & Christophe Rault, 2003.
"Do panel data permit the rescue of the Balassa-Samuelson hypothesis for Latin American countries? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(3), pages 351-359, January.
[Downloadable!] (restricted)
Sun G. Kim, & Wankeun Oh, 2002.
"The Relations Between Government R&D and Private R&D Expenditure in the APEC Economies - A Time Series Analysis ,"
Finance Working Papers
318, East Asian Bureau of Economic Research.
[Downloadable!]
Neil R. Ericsson & John S. Irons, 1995.
"The Lucas critique in practice: theory without measurement ,"
International Finance Discussion Papers
506, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Peter N. Ireland, 2008.
"On the Welfare Cost of Inflation and the Recent Behavior of Money Demand ,"
NBER Working Papers
14098, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Leong, Choi-Meng & Puah, Chin-Hong & Abu Mansor, Shazali & Evan, Lau, 2008.
"Testing the Effectiveness of Monetary Policy in Malaysia Using Alternative Monetary Aggregation ,"
MPRA Paper
10568, University Library of Munich, Germany.
[Downloadable!]
Piergiorgio Alessandri, 2004.
"Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects? ,"
Birkbeck Working Papers in Economics and Finance
0410, Birkbeck, School of Economics, Mathematics & Statistics.
[Downloadable!]
Jae-Kwang Hwang, 2003.
"Dynamic forecasting of sticky-price monetary exchange rate model ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 31(1), pages 103-114, March.
[Downloadable!] (restricted)
Ferreira, Gustavo, 2009.
"From Coffee Beans to Microchips: Export Diversification and Economic Growth in Costa Rica ,"
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia
47178, Southern Agricultural Economics Association.
[Downloadable!]
Selahattin Dibooglu, 1995.
"Accounting for U.S. Current Account Deficits: An Empirical Investigation ,"
International Finance
9502003, EconWPA.
[Downloadable!]
Other versions: Erik Hjalmarsson & Par Osterholm, 2007.
"A residual-based cointegration test for near unit root variables ,"
International Finance Discussion Papers
907, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Dilip Dutta & Nasiruddin Ahmed, 2001.
"An Aggregate Import Demand Function for India: A Cointegration Analysis ,"
ASARC Working Papers
2001-02, Australian National University, Australia South Asia Research Centre.
[Downloadable!]
Arusha Cooray, 2003.
"A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(17), pages 1819-1827, November.
[Downloadable!] (restricted)
Ekaterini Panopoulou, 2005.
"A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators ,"
Money Macro and Finance (MMF) Research Group Conference 2005
18, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: Jaime Marquez, 1994.
"The constancy of illusions or the illusion of constancies: income and price elasticities for U.S. imports, 1890-1992 ,"
International Finance Discussion Papers
475, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Bernd Hayo, 2004.
"Review of PcGive 10 ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 19(4), pages 525-531.
Claudio Morana, 2007.
"Factor demand modelling: the theory and the practice ,"
ICER Working Papers
9-2007, ICER - International Centre for Economic Research.
[Downloadable!]
JOÃO RICARDO FARIA & FRANCISCO GALRÃO CARNEIRO, 2003.
"Devaluation, Output And Wages ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(4), pages 15-27, December.
[Downloadable!] (restricted)
Kamat, Manoj & Kamat, Manasvi, 2007.
"Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models ,"
MPRA Paper
6154, University Library of Munich, Germany.
[Downloadable!]
Carlos Enrique Carrasco Gutierrez & Fábio Augusto Reis Gomes, 2006.
"Evidence About Mercosur’S Business Cycle ,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
179, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Christian Gourieroux & Joann Jasiak, 2001.
"Dynamic Factor Models ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(4), pages 385-424.
[Downloadable!] (restricted)
Gabriel Pons Rotger, 2000.
"Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions ,"
Econometric Society World Congress 2000 Contributed Papers
1317, Econometric Society.
[Downloadable!]
Norbert Fiess & Marco fugazza & William Maloney, 2002.
"Exchange Rate Appreciations, Labor Market Rigidities, and Informality ,"
Working Papers
2005_15, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: E. Schirru, 1996.
"Modelli di determinazione del tasso di cambio: un'analisi di cointegrazione ,"
Working Paper CRENoS
199610, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!]
He, Dequan & Holt, Matt, 2004.
"Efficiency Of Forest Commodity Futures Markets ,"
2004 Annual meeting, August 1-4, Denver, CO
20344, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Yinusa, D. O. & Akinlo, A.E., 2008.
"Exchange Rate Volatility and the extent of Currency Substitution in Nigeria ,"
MPRA Paper
16257, University Library of Munich, Germany.
[Downloadable!]
Other versions: Carlo Altavilla & Paul De Grauwe, 2005.
"Non-Linearities in the Relation between the Exchange Rate and its Fundamentals ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Webber, A., 1999.
"Newton's Gravity Law and Import Prices in the Asia Pacific ,"
Economics Working Papers
WP99-12, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Felices, Guillermo & Grisse, Christian & Yang, Jing, 2009.
"International financial transmission: emerging and mature markets ,"
Bank of England working papers
373, Bank of England.
[Downloadable!]
William E. Shambora, 2006.
"Will retiring boomers really cause a stock market meltdown? ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(17), pages 1239-1250, November.
[Downloadable!] (restricted)
Claudio Morana, 2004.
"Frequency domain principal components estimation of fractionally cointegrated processes ,"
Working Paper Series
321, European Central Bank.
[Downloadable!]
Franses, Philip Hans & Lucas, Andr‚, 1997.
"Outlier robust cointegration analysis ,"
Serie Research Memoranda
0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
V.R. Prabhakaran Nair, 2005.
"Determinants of fixed investment: A study of Indian private corporate manufacturing sector ,"
Centre for Development Studies, Trivendrum Working Papers
369, Centre for Development Studies, Trivendrum, India.
[Downloadable!]
Antonio David, 2005.
"Do controls on capital inflows insulate domestic variables against external shocks? ,"
Money Macro and Finance (MMF) Research Group Conference 2005
9, Money Macro and Finance Research Group.
[Downloadable!]
Fiess, Norbert, 2003.
"Capital flows, country risk, and contagion ,"
Policy Research Working Paper Series
2943, The World Bank.
[Downloadable!]
Jorge Dresdner & Leonardo Letelier, 1997.
"Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3 ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
[Downloadable!]
Reinhart, Carmen & Ogaki, Masao, 1995.
"Measuring intertemporal substitution: The role of durable goods ,"
MPRA Paper
13690, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Ogaki, M & Reinhart, C-M, 1995.
"Measuring Intertemporal Substitution : The Role of Durable Goods ,"
RCER Working Papers
404, University of Rochester - Center for Economic Research (RCER).
Masao Ogaki & Carmen M. Reinhart, 1998.
"Measuring Intertemporal Substitution: The Role of Durable Goods ,"
Journal of Political Economy ,
University of Chicago Press, vol. 106(5), pages 1078-1098, October.
[Downloadable!] (restricted) M.T. Alguacil & V. Orts, .
"A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case ,"
Studies on the Spanish Economy
50, FEDEA.
[Downloadable!]
Augustine C. Arize, 1994.
"COINTEGRATlON TEST OF A LONG-RUN RELATION BETWEEN THE REAL EFFECTIVE EXCHANGE RATE AND THE TRADE BALANCE ,"
International Economic Journal ,
Korean International Economic Association, vol. 8(3), pages 1-9, October.
[Downloadable!] (restricted)
Jan Gottschalk & Willem Van Zandweghe, 2001.
"Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany ,"
Kiel Working Papers
1068, Kiel Institute for the World Economy.
[Downloadable!]
Leonardo Gambacorta & Simonetta Iannotti, 2005.
"Are there asymmetries in the response of bank interest rates monetary shocks? ,"
Temi di discussione (Economic working papers)
566, Bank of Italy, Economic Research Department.
[Downloadable!]
Katrin Wesche, 1997.
"The Stability of European Money Demand: An Investigation of M3H ,"
Open Economies Review ,
Springer, vol. 8(4), pages 371-391, October.
[Downloadable!] (restricted)
Other versions: Bernd Hayo, 1999.
"The Demand For Money In Austria ,"
Macroeconomics
9902012, EconWPA.
[Downloadable!]
Other versions: Y. Abdih & Frederick Joutz, 2005.
"Relating the Knowledge Production Function to Total Factor productivity: An Endogenous Growth Puzzle ,"
IMF Working Papers
05/74, International Monetary Fund.
[Downloadable!]
MarÃa Gadea & Marcela Sabaté, 2004.
"The European Periphery in the Era of the Gold Standard: The Case of the Spanish Peseta and the Pound Sterling from 1883 to 1931 ,"
Open Economies Review ,
Springer, vol. 15(1), pages 63-85, January.
[Downloadable!] (restricted)
Sophocles N. Brissimis & Theodora S. Kosma, 2005.
"Market Power, Innovative Activity and Exchange Rate Pass-Through ,"
Working Papers
22, Bank of Greece.
[Downloadable!]
Hooi Hooi Lean & Russell Smyth, 2009.
"Co2 Emissions, Electricity Consumption And Output In Asean ,"
Development Research Unit Working Paper Series
13-09, Monash University, Department of Economics.
[Downloadable!]
Mansor H. IBRAHIM, 2006.
"International Linkage Of Asean Stock Prices: An Analysis Of Response Asymmetries ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 6(3).
[Downloadable!] (restricted)
Frank Asche & Subal Kumbhakar & Ragnar Tveteras, 2008.
"A dynamic profit function with adjustment costs for outputs ,"
Empirical Economics ,
Springer, vol. 35(2), pages 379-393, September.
[Downloadable!] (restricted)
Cheng Hsiao & Siyan Wang, 2006.
"Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models ,"
IEPR Working Papers
06.55, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Other versions: Carsten Trenkler, 2003.
"A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(11), pages 1-9.
[Downloadable!]
Other versions: David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991.
"A primer on cointegration with an application to money and income ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
[Downloadable!]
Habibullah, M.S. & Law, Siong-Hook & Dayang-Afizzah, A.M., 2008.
"Defense spending and economic growth in Asian economies: A panel error-correction approach ,"
MPRA Paper
12105, University Library of Munich, Germany.
[Downloadable!]
Julius Horvath & Magda Kandil & Subhash C. Sharma, 1996.
"On the European Monetary System: The Spillover Effects of German Shocks and Disinflation ,"
Macroeconomics
9605001, EconWPA.
[Downloadable!]
Other versions: Alessandro Girardi & Paolo Paesani, 2005.
"Net Foreign Assets In The Euro Area: A Cointegration Analysis ,"
Working Papers
76, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
Haigh, Michael S. & Bessler, David A., 2002.
"Causality And Price Discovery: An Application Of Directed Acyclic Graphs ,"
2002 Conference, April 22-23, 2002, St. Louis, Missouri
19057, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
[Downloadable!]
Other versions:
Haigh, Michael S. & Bessler, David A., 2002.
"Causality And Price Discovery: An Application Of Directed Acyclic Graphs ,"
Working Papers
28588, University of Maryland, Department of Agricultural and Resource Economics.
[Downloadable!] Michael S. Haigh & David A. Bessler, 2004.
"Causality and Price Discovery: An Application of Directed Acyclic Graphs ,"
Journal of Business ,
University of Chicago Press, vol. 77(4), pages 1099-1098, October.
[Downloadable!] Zehra Aftab & Aurangzeb, 2002.
"The Long-run and Short-run Impact of Exchange Rate Devaluation on Pakistan's Trade Performance ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 41(3), pages 277-286.
[Downloadable!]
Kalyoncu, Huseyin, 2006.
"An aggregate import demand function for Turkey: a cointegration analysis ,"
MPRA Paper
4260, University Library of Munich, Germany.
[Downloadable!]
Costas Milas, 2003.
"Non-linear multivariate adjustment of the UK real exchange rate ,"
City University Economics Discussion Papers
03/08, Department of Economics, City University, London.
[Downloadable!]
Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000.
"Cointegration analysis in the presence of structural breaks in the deterministic trend ,"
Econometrics Journal ,
Royal Economic Society, vol. 3(2), pages 216-249.
[Downloadable!]
Other versions: Haitham A. Al-Zoubi & Dana A. Al-Zoubi & Aktham I. Maghyereh, 2006.
"A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 2(4), pages 223-227, July.
[Downloadable!] (restricted)
Rune Höglund & Ralf Östermark, 2003.
"Size and power of some cointegration tests under structural breaks and heteroskedastic noise ,"
Statistical Papers ,
Springer, vol. 44(1), pages 1-22, January.
[Downloadable!] (restricted)
Caporale, Guglielmo Maria & Cerrato, Mario, 2004.
"Panel Data Tests of PPP. A Critical Overview ,"
Economics Series
159, Institute for Advanced Studies.
[Downloadable!]
Other versions:
Guglielmo Maria Caporale & Mario Cerrato, 2004.
"Panel Data Tests Of Ppp: A Critical Overview ,"
Public Policy Discussion Papers
04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Mario Cerrato, 2004.
"Panel Data Tests Of Ppp: A Critical Overview ,"
Economics and Finance Discussion Papers
04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Mario Cerrato, 2006.
"Panel data tests of PPP: a critical overview ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(1-2), pages 73-91, January.
[Downloadable!] (restricted) David F. Hendry & Michael P. Clements, 1994.
"Can Econometrics Improve Economic Forecasting? ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 267-298, September.
[Downloadable!]
Jorg Scheibe, 2003.
"The Chinese Output Gap During the Reform Period 1978-2002 ,"
Economics Series Working Papers
179, University of Oxford, Department of Economics.
[Downloadable!]
Christian Bayer & Christoph Hanck, 2008.
"Is Double Trouble? – How to Combine Cointegration Tests ,"
Ruhr Economic Papers
0048, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
Other versions: Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003.
"The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis ,"
International Trade
0309018, EconWPA.
[Downloadable!]
Jörg Döpke & Jan Gottschalk & Christophe Kamps, 2001.
"Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000? ,"
Kiel Working Papers
1050, Kiel Institute for the World Economy.
[Downloadable!]
Yash P. Mehra, 1989.
"Cointegration and a test of the quantity theory of money ,"
Working Paper
89-02, Federal Reserve Bank of Richmond.
[Downloadable!]
Yinusa, D. Olalekan, 2009.
"Macroeconomic Fluctuations and Deposit Dollarization in Sub-Saharan Africa: Evidence from Panel Data ,"
MPRA Paper
16259, University Library of Munich, Germany, revised 2009.
[Downloadable!]
Barry E. Jones & Travis D. Nesmith, 1999.
"Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates ,"
Finance and Economics Discussion Series
1999-55, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Shadman-Mehta, Fatemeh, 1996.
"Does Modern Econometrics replicate the Phillips Curve? ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1996015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston, 2007.
"Balance of payments constrained growth model: evidence for Bolivia 1953-2002 ,"
MPRA Paper
5645, University Library of Munich, Germany.
[Downloadable!]
Other versions: Geraint Johnes, 2009.
"It Was All Gonna Trickle Down: What Has Growth In India''s Advanced Sectors Really Done For The Rest? ,"
Working Papers
006104, Lancaster University Management School, Economics Department.
[Downloadable!]
Carl E. Walsh, 1993.
"What caused the 1990-1991 recession? ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 33-48.
[Downloadable!]
R. Smyth & M. Nandha, 2003.
"Bivariate causality between exchange rates and stock prices in South Asia ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(11), pages 699-704, September.
[Downloadable!] (restricted)
Qayyum, Abdul, 2005.
"Modelling the Demand for Money in Pakistan ,"
MPRA Paper
2057, University Library of Munich, Germany, revised 2005.
[Downloadable!]
Other versions: Leonardo Letelier & Luis Figueroa, 1994.
"Exportaciones, Orientación al Comercio y Crecimiento: Un Enfoque de Cointegración ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(94), pages 401-422.
[Downloadable!]
Peter Rowland, .
"Exchange Rate Pass-Throught to Domestic Prices: The Case of Colombia ,"
Borradores de Economia
254, Banco de la Republica de Colombia.
[Downloadable!]
José Maria F. J. da Silveira & Emerson Fernandes Marçal, 2006.
"Um Estudo Dos Efeitos De Alterações Do Preço Da Nafta Na Formação De Preços Da Cadeia Petroquímica ,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
18, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Jesus Otero & Manuel Ramirez, 2002.
"On the determinants of the inflation rate in Colombia: a disequilibrium market approach ,"
BORRADORES DE INVESTIGACIÃN
003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
Haigh, Michael S. & Holt, Matthew T., 1999.
"Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies ,"
1999 Annual meeting, August 8-11, Nashville, TN
21625, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Other versions: Carlos A. Arango A. & Martha Misas A. & Juan Nicolás Hernández, .
"La Demanda de Especies Monetarias en Colombia: Estructura y Pronóstico ,"
Borradores de Economia
309, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Jose A. Lopez, 1996.
"Exchange rate cointegration across central bank regime shifts ,"
Research Paper
9602, Federal Reserve Bank of New York.
[Downloadable!]
Catarina Figueira & John Glen & Joseph Nellis, 2005.
"A Dynamic Analysis of Mortgage Arrears in the UK Housing Market ,"
Urban/Regional
0509006, EconWPA.
[Downloadable!]
Emmanuelle Clement & Jean-Marc Germain, 1993.
"VAR et prévisions conjoncturelles ,"
Annales d'Economie et de Statistique ,
ADRES, issue 32, pages 06, Octobre-D.
[Downloadable!]
Dilip Dutta & Nasiruddin Ahmed, .
"An Aggregate Import Demand Function for India: A Cointegration Analysis ,"
Working Papers
2001-3, University of Sydney, Department of Economics.
[Downloadable!]
Chernookiy Valery, 2005.
"Adjustment to the Asymmetric Shocks and Currency Unions: the Case of Belarus and Russia ,"
EERC Working Paper Series
05-07e, EERC Research Network, Russia and CIS.
[Downloadable!]
Jamie Gascoigne, 2004.
"Estimating threshold vector error-correction models with multiple cointegrating relationships ,"
Working Papers
2004013, The University of Sheffield, Department of Economics, revised Nov 2004.
[Downloadable!]
Juan A. Lafuente & Javier Ordoñez, 2007.
"The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration ,"
Working Papers. Serie EC
2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Martin B. Schmidt, 2003.
"Money and prices: evidence from the G7 countries ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(17), pages 1799-1809, November.
[Downloadable!] (restricted)
Rolf Larsson, 1997.
"On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend ,"
Annals of the Institute of Statistical Mathematics ,
Springer, vol. 49(3), pages 585-599, September.
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Hossain, Akhand Akhtar, 2008.
"The Agricultural and the External (Net Barter) Terms of Trade in Bangladesh: Trends, Movements and Relationships, 1952-2006 ,"
Review of Applied Economics ,
Review of Applied Economics, vol. 4(1-2).
[Downloadable!]
Paresh Kumar Narayan & Xiujian Peng, 2006.
"An Econometric Analysis of the Determinants of Fertility for China, 1952--2000 ,"
Journal of Chinese Economic and Business Studies ,
Taylor and Francis Journals, vol. 4(2), pages 165-183, July.
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Bierens, H., 1995.
"Nonparametric cointegration analysis ,"
Discussion Paper
123, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: David E. A. Giles, 2001.
"Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992 ,"
Econometrics Working Papers
0102, Department of Economics, University of Victoria.
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Other versions: Yasser Abdih & Evan Tanner, 2009.
"Frugality: Are We Fretting Too Much? Household Saving and Assets in the United States ,"
IMF Working Papers
09/197, International Monetary Fund.
[Downloadable!]
Shehu Usman Rano, Aliyu, 2007.
"Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria ,"
MPRA Paper
10376, University Library of Munich, Germany.
[Downloadable!]
Other versions: John W. Dawson & John J. Seater, 2009.
"Federal Regulation and Aggregate Economic Growth ,"
Working Papers
09-02, Department of Economics, Appalachian State University.
[Downloadable!]
Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005.
"Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(5), pages 579-601.
[Downloadable!]
Other versions: Felipa Mello Sampayo, 2006.
"The Geographic Distribution of Economic Activities of the USA Multinational Enterprises ,"
DEGIT Conference Papers
c011_040, DEGIT, Dynamics, Economic Growth, and International Trade.
[Downloadable!]
Imad A. Moosa & Razzaque H. Bhatti, 1997.
"Are Asian Markets Integrated? Evidence For Six Countries Vis-A-Vis Japan ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(1), pages 51-67, April.
[Downloadable!] (restricted)
David O. Cushman, 2003.
"Further evidence on the size and power of the Bierens and Johansen cointegration procedures ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(25), pages 1-7.
[Downloadable!]
Kenny, Geoff & McGettigan, Donal, 1996.
"Exchange Rate Pass-Through and Irish Import Prices ,"
Research Technical Papers
6/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Jaime Marquez, 2005.
"Estimating elasticities for U.S. trade in services ,"
International Finance Discussion Papers
836, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Marie-Josée Godbout & Simon van Norden, 1997.
"Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples ,"
Working Papers
97-1, Bank of Canada.
[Downloadable!]
M. Martin Boyer & Simon van Norden, 2006.
"Exchange Rates and Order Flow in the Long Run ,"
CIRANO Working Papers
2006s-07, CIRANO.
[Downloadable!]
Other versions: Margarida de Mello & Kevin S. Nell, 2001.
"The Forecasting Ability of a Cointegrated VAR Demand System with Endogeneous vs. Exogenous Expenditure Variable: An application to the UK imports of tourism from neighbouring countries ,"
FEP Working Papers
109, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
R. M. Eldridge & Maurice Peat & Max Stevenson, 2003.
"The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets ,"
Working Paper Series
122, School of Finance and Economics, University of Technology, Sydney.
[Downloadable!]
Andreas Beyer & Roger E.A. Farmer, 2003.
"Identifying the monetary transmission mechanism using structural breaks ,"
Working Paper Series
275, European Central Bank.
[Downloadable!]
Other versions: F.C. Neil Myer & Mukesh K. Chaudhry & James R. Webb, 1997.
"Stationarity and Co-Integration in Systems with Three National Real Estate Indices ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 13(3), pages 369-381.
[Downloadable!]
James E. Payne, 2003.
"Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(16), pages 1723-1727, November.
[Downloadable!] (restricted)
J. Breitung & U. Hassler, .
"Inference on the Cointegration Rank in Fractionally Integrated Processes ,"
Sonderforschungsbereich 373
2000-65, Humboldt Universitaet Berlin.
Other versions:
Joerg Breitung and Uwe Hassler, 2001.
"Inference on the Cointegration Rank in Fractionally Integrated Processes ,"
Computing in Economics and Finance 2001
233, Society for Computational Economics.
Breitung, Jorg & Hassler, Uwe, 2002.
"Inference on the cointegration rank in fractionally integrated processes ,"
Journal of Econometrics ,
Elsevier, vol. 110(2), pages 167-185, October.
[Downloadable!] (restricted) Chong-Uk Kim, 2004.
"Immigration, FDI, and International Trade ,"
University of Oregon Economics Department Working Papers
2006-3, University of Oregon Economics Department, revised 01 Apr 2006.
[Downloadable!]
Kim, Jaebeom & Ogaki, Masao, 2004.
"Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach ,"
Monetary and Economic Studies ,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March.
[Downloadable!]
Other versions: Pål Boug, Ådne Cappelen and Anders R. Swensen, 2000.
"Expectations in Export Price Formation Tests using Cointegrated VAR Models ,"
Discussion Papers
283, Research Department of Statistics Norway.
[Downloadable!]
Kui Fan & Zudi Lu & Shouyang Wang, 2009.
"Dynamic Linkages Between the China and International Stock Markets ,"
Asia-Pacific Financial Markets ,
Springer, vol. 16(3), pages 211-230, September.
[Downloadable!] (restricted)
Pierre-Olivier Gourinchas & Hélène Rey, 2005.
"International Financial Adjustment ,"
Center for International and Development Economics Research, Working Paper Series
1057, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:
Pierre-Olivier Gourinchas & Hélène Rey, 2005.
"International Financial Adjustment ,"
International Finance
0505004, EconWPA.
[Downloadable!] Pierre-Olivier Gourinchas & Helene Rey, 2005.
"International Financial Adjustment ,"
NBER Working Papers
11155, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Gourinchas, Pierre-Olivier & Rey, Hélène, 2005.
"International Financial Adjustment ,"
CEPR Discussion Papers
4923, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Helene Rey & Pierre Olivier Gourinchas, 2005.
"International Financial Adjustment ,"
2005 Meeting Papers
169, Society for Economic Dynamics.
[Downloadable!] Pierre-Olivier Gourinchas & Hélène Rey, 2005.
"International financial adjustment ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
[Downloadable!] Pierre-Olivier Gourinchas & Hélène Rey, 2007.
"International Financial Adjustment ,"
Journal of Political Economy ,
University of Chicago Press, vol. 115(4), pages 665-703, 08.
[Downloadable!] (restricted) zaharey, 2005.
"Structural change in Export and economics growth: Analysis for spain (1980-2001) ,"
Econometrics
0506007, EconWPA.
[Downloadable!]
Nigel Driffield, 1999.
"Regulation of the Petrol Industry in the UK: Issues and Evidence ,"
International Journal of the Economics of Business ,
Taylor and Francis Journals, vol. 6(3), pages 349-365, November.
[Downloadable!] (restricted)
Peijie Wang, 2003.
"Cycles and Common Cycles in Property and Related Sectors ,"
International Real Estate Review ,
Asian Real Estate Society, vol. 6(1), pages 22-42.
[Downloadable!]
Chun-Yu Ho & Kam Wing Siu, 2006.
"A Dynamic Equilibrium of Electricity Consumption and GDP in Hong Kong: An Empirical Investigation ,"
Boston University - Department of Economics - Working Papers Series
WP2006-049, Boston University - Department of Economics.
[Downloadable!]
Other versions: Eriksson , Åsa, 2004.
"Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study ,"
Working Papers
2004:29, Lund University, Department of Economics.
[Downloadable!]
Shun-Jen Hsueh & Hsin-Hong Kang, 2007.
"Cointegration relationships of strategy variables among firms within strategic groups ,"
Asia Pacific Journal of Management ,
Springer, vol. 24(1), pages 61-73, March.
[Downloadable!] (restricted)
Judith A. Giles, Cara L. Williams, 2000.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 2 ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(4), pages 445-470, December.
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Matthew T. Holt & Andrew M. McKenzie, 2003.
"Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
[Downloadable!]
Reinhart, Carmen & Vegh, Carlos, 1994.
"Intertemporal consumption substitution and inflation stabilization:An empirical investigation ,"
MPRA Paper
13427, University Library of Munich, Germany.
[Downloadable!]
Costas Milas & Jesus Otero, 2000.
"Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach ,"
BORRADORES DE INVESTIGACIÃN
003231, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
[Downloadable!]
Other versions:
Jesús Otero & Costas Milas, 2001.
"Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach ,"
CeNDEF Workshop Papers, January 2001
PO2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Milas, Costas & Otero, Jesus, 2003.
"Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach ,"
Economic Modelling ,
Elsevier, vol. 20(1), pages 165-179, January.
[Downloadable!] (restricted) Uwe Hassler, 2002.
"The Effect of Linear Time Trends on Cointegration Testing in Single Equations ,"
Darmstadt Discussion Papers in Economics
111, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology).
[Downloadable!]
Olivier Darné, 2003.
"Maximum likelihood seasonal cointegration tests for daily data ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(18), pages 1-8.
[Downloadable!]
Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003.
"Choosing the best volatility models: the model confidence set approach ,"
Working Paper
2003-28, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:
Peter Hansen & Asger Lunde & James M. Nason, 2003.
"Choosing the Best Volatility Models:The Model Confidence Set Approach ,"
Working Papers
2003-05, Brown University, Department of Economics.
[Downloadable!] Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003.
"Choosing the Best Volatility Models: The Model Confidence Set Approach ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December.
[Downloadable!] (restricted) Nukhet Dogan & Yeliz Yalcin, 2007.
"The effects of the exchange rate movements on the Istanbul stock exchange ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 3(1), pages 39-46, January.
[Downloadable!] (restricted)
Yin-Wong Cheung & Menzie D. Chinn, 1999.
"Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys ,"
NBER Working Papers
6926, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Imed Drine & Christophe Rault, 2005.
"Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries? ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(8), pages 519-530, May.
[Downloadable!] (restricted)
John Barkoulas & Christopher F. Baum, 1996.
"A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency ,"
Boston College Working Papers in Economics
311., Boston College Department of Economics.
[Downloadable!]
Other versions: Zhongxia Jin, 2003.
"The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China: 1980-2002 ,"
IMF Working Papers
03/67, International Monetary Fund.
[Downloadable!]
Norah Al-Ballaa, 2005.
"Test for cointegration based on two-stage least squares ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 32(7), pages 707-713, September.
[Downloadable!] (restricted)
Roosen, Jutta & Hennessy, David A. & Hennessy, Thia C., 2004.
"Seasonality, Capital Inflexibility, and the Industrialization of Animal Production ,"
Staff General Research Papers
12222, Iowa State University, Department of Economics.
[Downloadable!]
Other versions: Kai Carstensen, 2003.
"Is European Money Demand Still Stable? ,"
Kiel Working Papers
1179, Kiel Institute for the World Economy.
[Downloadable!]
Amir Kia, 1996.
"Overnight Covered Interest Parity: Theory And Practice ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(1), pages 59-82, April.
[Downloadable!] (restricted)
Bernd Hayo & Hans Peter Gruner & Carsten Hefeker, 2004.
"Monetary policy uncertainty and unionized labour markets ,"
Money Macro and Finance (MMF) Research Group Conference 2003
42, Money Macro and Finance Research Group.
[Downloadable!]
Jorge Gregoire & Leonardo Letelier, 1998.
"Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 183-203.
[Downloadable!]
Steven Holland, 1994.
"Inflation and Wage Indexation in the Postwar U.S ,"
Macroeconomics
9402001, EconWPA.
[Downloadable!]
Francisco J. Climent & Vicente Meneu, .
"Has 1997 Asian Crisis Increased Information Flows Between International Markets? ,"
Working Papers on International Economics and Finance
01-01, FEDEA.
[Downloadable!]
Other versions: Roland Füss & Dieter Kaiser, 2007.
"The tactical and strategic value of hedge fund strategies: a cointegration approach ,"
Financial Markets and Portfolio Management ,
Springer, vol. 21(4), pages 425-444, December.
[Downloadable!] (restricted)
Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin, 2009.
"Financial Integration between Indonesia and Its Major Trading Partners ,"
MPRA Paper
17277, University Library of Munich, Germany.
[Downloadable!]
Reinhart, Carmen, 1995.
"Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries ,"
MPRA Paper
6974, University Library of Munich, Germany.
[Downloadable!]
Other versions: Francisco Climent Diranzo & Robert Meneu Gaya, .
"Relaciones de equilibrio entre demografía y crecimiento económico en España ,"
Studies on the Spanish Economy
163, FEDEA.
[Downloadable!]
Carmelo Giaccotto & Rexford E. Santerre & Francis W. Ahking, 2005.
"The Aggregate Demand for Private Health Insurance Coverage in the U.S ,"
Working papers
2005-43, University of Connecticut, Department of Economics.
[Downloadable!]
Peter Tillmann, 2003.
"Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates ,"
Bonn Econ Discussion Papers
bgse27_2003, University of Bonn, Germany.
[Downloadable!]
Other versions: Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003.
"The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis ,"
Working papers
2003-27, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Aurora A.C. Teixeira & Natércia Fortuna, 2006.
"Human capital, trade and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001 ,"
FEP Working Papers
226, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Elias Ajaga & Peter Nunnenkamp, 2008.
"Inward FDI, Value Added and Employment in US States: A Panel Cointegration Approach ,"
Kiel Working Papers
1420, Kiel Institute for the World Economy.
[Downloadable!]
Mouawiya Al-Awad & Nasri Harb, 2005.
"Financial development and economic growth in the Middle East ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(15), pages 1041-1051, October.
[Downloadable!] (restricted)
Other versions: Manfred Keil & Andrew Newell, 1993.
"Internal migration and unemployment in Germany: An anglo-irish perspective ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 129(3), pages 514-536, September.
[Downloadable!] (restricted)
Tao Sun, 2004.
"Forecasting Thailand's Core Inflation ,"
IMF Working Papers
04/90, International Monetary Fund.
[Downloadable!]
Neil Karunaratne, 1997.
"High-Tech Innovation, Growth and Trade Dynamics in Australia ,"
Open Economies Review ,
Springer, vol. 8(2), pages 151-170, April.
[Downloadable!] (restricted)
Dietmar Maringer & Peter Winker, 2004.
"Optimal Lag Structure Selection in VEC-Models ,"
Computing in Economics and Finance 2004
155, Society for Computational Economics.
[Downloadable!]
Ivars Tillers, 2004.
"Money Demand in Latvia ,"
Working Papers
2004/03, Latvijas Banka.
[Downloadable!]
Fernando Seabra & Lisandra Flach, 2005.
"Foreign direct investment and profit outflows: a causality analysis for the Brazilian economy ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(1), pages 1-15.
[Downloadable!]
Isabel Argimón & José Manuel González-Paramo & José María Roldan, 1993.
"Ahorro, riqueza y tipos de interés en España ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 17(2), pages 313-332, May.
[Downloadable!]
Laura Bottazzi & Giovanni Peri, 2005.
"The International Dynamics of R&D and Innovation in the Short and in the Long Run ,"
NBER Working Papers
11524, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
J. Isaac Miller & Ronald Ratti, 2008.
"Crude Oil and Stock Markets: Stability, Instability, and Bubbles ,"
Working Papers
0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
[Downloadable!]
Other versions:
Miller, J. Isaac & Ratti, Ronald A., 2009.
"Crude oil and stock markets: Stability, instability, and bubbles ,"
Energy Economics ,
Elsevier, vol. 31(4), pages 559-568, July.
[Downloadable!] (restricted) Allison Holland & Andrew Scott, .
"The determinants of UK business cycles ,"
Bank of England working papers
58, Bank of England.
[Downloadable!]
Other versions:
Scott, Andrew, 1996.
"The Determinants of UK Business Cycles ,"
CEPR Discussion Papers
1409, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Holland, Allison & Scott, Andrew, 1998.
"The Determinants of UK Business Cycles ,"
Economic Journal ,
Royal Economic Society, vol. 108(449), pages 1067-92, July.
[Downloadable!] (restricted) Durevall, Dick, 2004.
"Competition in the Swedish Coffee Market ,"
Working Papers in Economics
134, Göteborg University, Department of Economics.
[Downloadable!]
Ubilava, David & Holt, Matthew T., 2009.
"Nonlinearities in the World Vegetable Oil Price System: El Nino Effects ,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49360, Agricultural and Applied Economics Association.
[Downloadable!]
Martin B. Schmidt, 2003.
"The relative adjustment of wages and prices: direct tests within a multiple-equation system ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(8), pages 985-997, January.
[Downloadable!] (restricted)
Goetz, Linde & von Cramon-Taubadel, Stephan, 2008.
"Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market ,"
2008 International Congress, August 26-29, 2008, Ghent, Belgium
44247, European Association of Agricultural Economists.
[Downloadable!]
Fillion, J.F., 1996.
"L'endettement du Canada et ses effets sur les taux d'interet reels de long term ,"
Working Papers
96-14, Bank of Canada.
[Downloadable!]
Daiki Maki, 2006.
"Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(17), pages 1301-1307, November.
[Downloadable!] (restricted)
Ashok Bhundia & Jan Gottschalk, 2004.
"Sources of Nominal Exchange Rate Fluctuations in South Africa ,"
IMF Working Papers
03/252, International Monetary Fund.
[Downloadable!]
Gökçe A. Soydemir & A. George Petrie, 2003.
"Intraday information transmission between DJIA spot and futures markets ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(11), pages 817-827, November.
[Downloadable!] (restricted)
Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2008.
"The Global Side of the Investments-Savings Puzzle ,"
Working Papers
2008_14, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007.
"Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features ,"
Working Papers Series
139, Central Bank of Brazil, Research Department.
[Downloadable!]
Norman Morin, 2006.
"Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements ,"
Finance and Economics Discussion Series
2006-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Hernán Rincón, .
"Efectividad del Control a los Flujos de Capital: Un Reexamen Empírico de la Experiencia Reciente en Colombia ,"
Borradores de Economia
132, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: David I. Stern, 1998.
"A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy ,"
Working Papers in Ecological Economics
9803, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
[Downloadable!]
Other versions: José Torres, 2007.
"A non-parametric analysis of ERM exchange rate fundamentals ,"
Empirical Economics ,
Springer, vol. 32(1), pages 67-84, April.
[Downloadable!] (restricted)
Other versions: Bergström, Pål, 1999.
"Bootstrap Methods and Applications in Econometrics - A Brief Survey ,"
Working Paper Series
1999:2, Uppsala University, Department of Economics.
[Downloadable!]
Raphael Bergoeing & Felipe Morandé & Raimundo Soto., .
"Asset prices in Chile: facts and fads ,"
ILADES-Georgetown University Working Papers
inv115, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!]
L'Horty, Yannick & Rault, Christophe, 2003.
"Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data ,"
IZA Discussion Papers
861, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Nicols, Panos & Ahmadi-Esfahani, Fredoun Z., 2009.
"Are Australian wholesale vegetable markets LOOPy? ,"
2009 Conference (53rd), February 11-13, 2009, Cairns, Australia
47618, Australian Agricultural and Resource Economics Society.
[Downloadable!]
Alessandra Canepa & Raymond O'Brien, 2000.
"The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships ,"
Econometric Society World Congress 2000 Contributed Papers
1807, Econometric Society.
[Downloadable!]
M.S.Rafiq, 2006.
"Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area ,"
Discussion Paper Series
2006_20, Department of Economics, Loughborough University.
[Downloadable!]
Fabio Busetti, 2006.
"Tests of seasonal integration and cointegration in multivariate unobserved component models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(4), pages 419-438.
[Downloadable!]
Other versions: Jörg Döpke & Christian Pierdzioch, 2000.
"Stock Market Dispersion, Sectoral Shocks, and the German Business Cycle ,"
Kiel Working Papers
966, Kiel Institute for the World Economy.
[Downloadable!]
Dimitris Georgoutsos & George Kouretas, 2000.
"A Multivariate I(2) Cointegration Analysis Of German Hyperinflation ,"
Working Papers
0001, University of Crete, Department of Economics, revised 00 Jul 2001.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Boris Hofmann, 2003.
"Bank Lending and Property Prices: Some International Evidence ,"
Working Papers
222003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Sushil Mohan & Bill Russell, 2008.
"Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India ,"
Discussion Papers
221, University of Dundee, Economic Studies.
[Downloadable!]
Felicitas Nowak-Lehmann D. & Inmaculada Martínez-Zarzoso & Dierk Herzer & Stephan Klasen & Axel Dreher, 2009.
"In Search for a Long-run Relationship between Aid and Growth: Pitfalls and Findings ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
196, Ibero-America Institute for Economic Research.
[Downloadable!]
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.
[Downloadable!] (restricted)
M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001.
"Modelling regional interdependencies using a global error-correcting macroeconometric model ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
B4-1, International Conferences on Panel Data.
[Downloadable!]
Other versions:
Pesaran, M.H. & Weiner, S.M., 2001.
"Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model ,"
Cambridge Working Papers in Economics
0119, Faculty of Economics, University of Cambridge.
[Downloadable!] M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002.
"Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model ,"
Center for Financial Institutions Working Papers
01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!] Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 22, pages 129-162, April.
[Downloadable!] (restricted) Leon, Costas, 2006.
"The European and the Greek Business Cycles: Are they synchronized? ,"
MPRA Paper
1312, University Library of Munich, Germany.
[Downloadable!]
barhoumi, karim, 2006.
"Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation ,"
MPRA Paper
6573, University Library of Munich, Germany, revised 13 Oct 2007.
[Downloadable!]
John C. Chao & Peter C.B. Phillips, 1997.
"Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure ,"
Cowles Foundation Discussion Papers
1155, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Pierre-Daniel G. Sarte, 1999.
"An empirical investigation of fluctuations in manufacturing sales and inventory within a sticky-price framework ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Sum, pages 61-84.
[Downloadable!]
Nilsson, Kristian, 2002.
"Do Fundamentals Explain the Behavior of the Real Effective Exchange Rate? ,"
Working Paper
78, National Institute of Economic Research.
[Downloadable!]
Erik Hjalmarsson & Pär Österholm, 2007.
"Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated ,"
IMF Working Papers
07/141, International Monetary Fund.
[Downloadable!]
Other versions: Shigeyoshi Miyagawa & Yoji Morita, 2004.
"The Recent Monetary Policy and Money Demand in Japan ,"
Discussion Papers
04-15, University of Copenhagen. Department of Economics.
[Downloadable!]
Raul Anibal Feliz & John H. Welch, 1992.
"Cointegration and tests of a classical model of inflation in Argentina, Bolivia, Brazil, Mexico, And Peru ,"
Research Paper
9210, Federal Reserve Bank of Dallas.
[Downloadable!]
Thomas Gries & Manfred Kraft & Daniel Meierrieks, 2008.
"Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa ,"
Working Papers
15, University of Paderborn, CIE Center for International Economics.
[Downloadable!]
Shu-Chen Chang, 2008.
"Asymmetric cointegration relationship among Asian exchange rates ,"
Economic Change and Restructuring ,
Springer, vol. 41(2), pages 125-141, June.
[Downloadable!] (restricted)
Kate Phylaktis & David Blake, 1993.
"The fisher hypothesis: Evidence from three high inflation economies ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 129(3), pages 591-599, September.
[Downloadable!] (restricted)
Ming-Shiun Pan, Y. Angela Liu, Herbert J. Roth, 2001.
"Term structure of return correlations and international diversification: evidence from European stock markets ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 7(2), pages 144-164, June.
[Downloadable!] (restricted)
Enrique Alberola & Susana G. Cervero & Humberto Lopez & Angel Ubide, 2000.
"Global Equilibrium Exchange Rates: Euro, Dollar, "Ins," "Outs," and Other Major Currencies in a Panel Cointegration Framework ,"
Econometric Society World Congress 2000 Contributed Papers
0051, Econometric Society.
[Downloadable!]
Other versions: Shahrestani, Hamid & Sharifi-Renani, Hosein, 2007.
"Demand for money in Iran: An ARDL approach ,"
MPRA Paper
11451, University Library of Munich, Germany.
[Downloadable!]
Other versions: Ogujiuba Kanayo & Oji Okechukwu & Adeniyi Adenuga, 2004.
"Is “Trade” Openness Valid for Nigeria’s Long-Run Growth: A Cointegration Approach? ,"
International Trade
0412009, EconWPA.
[Downloadable!]
Pillai N., Vijayamohanan, 2008.
"In Quest of Truth: The War of Methods in Economics ,"
MPRA Paper
8866, University Library of Munich, Germany.
[Downloadable!]
Zapata, Hector O. & Rambaldi, Alicia N., 1996.
"Monte Carlo Evidence On Cointegration And Causation ,"
Staff Papers
31690, Louisiana State University, Department of Agricultural Economics and Agribusiness.
[Downloadable!]
Other versions: Kirstin Hubrich & Helmut Lütkepohl & Pentti Saikkonen, 2001.
"A Review Of Systems Cointegration Tests ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(3), pages 247-318.
[Downloadable!] (restricted)
Other versions: Wong Keung-Wing & Habibullah Khan & Jun Du, 2006.
"Money, Interest Rate and Stock Prices: New Evidence from Singapore and The United States ,"
Departmental Working Papers
wp0601, National University of Singapore, Department of Economics.
[Downloadable!]
Richard Meese & Nancy Wallace, 2006.
"Dwelling Price Dynamics in Paris, France ,"
Berkeley Program on Housing and Urban Policy, Working Paper Series
1004, Berkeley Program on Housing and Urban Policy.
[Downloadable!]
Baffes, John & Elbadawi, Ibrahim A. & O'Connell, Stephen A., 1997.
"Single-equation estimation of the equilibrium real exchange rate ,"
Policy Research Working Paper Series
1800, The World Bank.
[Downloadable!]
Bensaid, B. & Boutillier, M., 1997.
"Le contrat notionnel : efficience et causalité ,"
Documents de Travail
44, Banque de France.
[Downloadable!]
David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2003.
"How great are the great ratios? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(2), pages 163-177, January.
[Downloadable!] (restricted)
Sophocles N. Brissimis & Theodora S. Kosma, 2006.
"Market Conduct, Price Interdependence and Exchange Rate Pass-Through ,"
Working Papers
51, Bank of Greece.
[Downloadable!]
Gerald Carlino & Keith Sill, 1998.
"The cyclical behavior of regional per capita incomes in the postwar period ,"
Working Papers
98-11, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Doh-Khul Kim, 2005.
"Unionization, Unemployment, and Growth in Korea: A Cointegration Approach ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 33(2), pages 225-233, June.
[Downloadable!] (restricted)
Erdal Özmen & KaĞan Parmaksiz, 2003.
"Exchange rate regimes and the Feldstein-Horioka puzzle: the French evidence ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(2), pages 217-222, January.
[Downloadable!] (restricted)
Olusanya E. Olubusoye & Rasheed Oyaromade, 2008.
"Modelling the Inflation Process in Nigeria ,"
Research Papers
RP_182, African Economic Research Consortium.
[Downloadable!]
Slevin, Geraldine, 2003.
"Structural Model Of Irish Inflation ,"
Research Technical Papers
1/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Andrew K. Rose & Jonathan D. Ostry, 1989.
"Tariffs and the macroeconomy: evidence from the USA ,"
International Finance Discussion Papers
365, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Leon, Costas & Eeckels, Bruno, 2009.
"A Dynamic Correlation Approach of the Swiss Tourism Income ,"
MPRA Paper
15215, University Library of Munich, Germany.
[Downloadable!]
Ran, Tao & Zapata, Hector, 2008.
"Mixed Unit Roots and Deterministic Trends in Noncausality Tests ,"
2008 Annual Meeting, February 2-6, 2008, Dallas, Texas
6745, Southern Agricultural Economics Association.
[Downloadable!]
Dennis Hoffman & Robert H. Rasche, 1989.
"The Demand For Money in the U.S. During the Great Depression: Estimates and Comparison with the Post War Experience ,"
NBER Working Papers
3217, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Abu-Bader, Suleiman & Abu-Qarn, Aamer, 2005.
"Financial Development and Economic Growth: Time Series Evidence from Egypt ,"
MPRA Paper
1113, University Library of Munich, Germany.
[Downloadable!]
Other versions: HUSSAIN, Majeed, 2007.
"Estimating Long-Run Elasticities Of Jordanian Import Demand Function: 1980-2004 An Application Of Dynamic Ols ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 7(2), pages 171-178.
[Downloadable!] (restricted)
Minoas Koukouritakis & Leo Michelis, 2003.
"EU Enlargement: Are the New Countries Ready to Join the EMU? ,"
University of Cyprus Working Papers in Economics
6-2003, University of Cyprus Department of Economics.
[Downloadable!]
Reinhart, Carmen & Vegh, Carlos, 1994.
"Inflation stabilization in chronic inflation countries: The empirical evidence ,"
MPRA Paper
13689, University Library of Munich, Germany.
[Downloadable!]
Jaime Marquez, 2000.
"The Puzzling Income Elasticity of US Imports ,"
Econometric Society World Congress 2000 Contributed Papers
1128, Econometric Society.
[Downloadable!]
Bryant, Henry & Outlaw, Joe & Anderson, David, 2005.
"Rice World Market Prices ,"
2005 Annual meeting, July 24-27, Providence, RI
19178, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998.
"Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era ,"
Boston College Working Papers in Economics
404., Boston College Department of Economics, revised 16 Nov 1999.
[Downloadable!]
Other versions: Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001.
"How Big is the Speculative Component in Australian Share Prices? ,"
Economics Discussion / Working Papers
01-14, The University of Western Australia, Department of Economics.
[Downloadable!]
Other versions: Jayant Menon, 1993.
"Exchange Rate Pass-Through for Australian Manufactured Imports: Estimates from the Johansen Maximum-Likelihood Procedure ,"
Centre of Policy Studies/IMPACT Centre Working Papers
ip-60, Monash University, Centre of Policy Studies/IMPACT Centre.
[Downloadable!]
Jim Malley & Hassan Molana, 1997.
"The Permanent Income Hypothesis Revisited. Reconciling Evidence from Aggregate Data with the Representative Consumer Behaviour ,"
Working Papers
9708, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Kwan Wai Ko & Jagdish Handa, 2006.
"Currency Substitution in a Currency Board Context: The Evidence for Hong Kong ,"
Journal of Chinese Economic and Business Studies ,
Taylor and Francis Journals, vol. 4(1), pages 39-56, February.
[Downloadable!] (restricted)
Christos Kollias & Suzanna-Maria Paleologou, 2002.
"Is There A Greek-Turkish Arms Race? Some Further Empirical Results From Causality Tests ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 13(4), pages 321-328, January.
[Downloadable!] (restricted)
Michael Dotsey & Carl D. Lantz & Lawrence Santucci, 2000.
"Is money useful in the conduct of monetary policy? ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 23-48.
[Downloadable!]
Ryland Thomas, .
"The Demand for M4: A Sectoral Analysis. Part 1 - The Personal Sector ,"
Bank of England working papers
61, Bank of England.
[Downloadable!]
Michael G. Arghyrou & Kul B Luintel, 2002.
"Government Solvency: Revisiting some EMU Countries ,"
Economics and Finance Discussion Papers
02-24, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Michael G. Arghyrou & Kul B Luintel, 2002.
"Government Solvency: Revisiting some EMU Countries ,"
Public Policy Discussion Papers
02-24, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Arghyrou, Michael G & Kul B Luintel, 2003.
"Government Solvency: Revisiting some EMU Countries ,"
Royal Economic Society Annual Conference 2003
8, Royal Economic Society.
[Downloadable!] Arghyrou, Michael G. & Luintel, Kul B., 2007.
"Government solvency: Revisiting some EMU countries ,"
Journal of Macroeconomics ,
Elsevier, vol. 29(2), pages 387-410, June.
[Downloadable!] (restricted) Boileau Loko & Kangni Kpodar & Oumar Diallo, 2007.
"Buoyant Capital Spending and Worries over Real Appreciation: Cold Facts from Algeria ,"
IMF Working Papers
07/286, International Monetary Fund.
[Downloadable!]
Luca Antonio Ricci & Ronald MacDonald, 2003.
"Estimation of the Equilibrium Real Exchange Rate for South Africa ,"
IMF Working Papers
03/44, International Monetary Fund.
[Downloadable!]
Other versions: Carlos Vieira & Isabel Vieira & Sofia Costa, 2003.
"Monetary and Fiscal Policies in EMU: some relevant issues ,"
Eastward Enlargement of the Euro-zone Working Papers
wp17f, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Mar 2003.
[Downloadable!]
Stefania Lionetti & Juan Gabriel Brida & Wiston Adrián Risso, 2008.
"Long run economic growth and tourism: inferring from Uruguay ,"
Quaderni della facoltà di Scienze economiche dell'Università di Lugano
0901, Biblioteca universitaria di Lugano (University Library of Lugano).
[Downloadable!]
Thomson Fontaine & Jean-Claude Nachega, 2006.
"Economic Growth and Total Factor Productivity in Niger ,"
IMF Working Papers
06/208, International Monetary Fund.
[Downloadable!]
Goldberg, M.D. & Frydman, R., 1993.
"Empirical Exchange Rate Models and Shifts in the Co-Integrating Vector ,"
Working Papers
93-41, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Jordan Shan & Fiona Sun, 1998.
"On the export-led growth hypothesis for the little dragons: An empirical reinvestigation ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 26(4), pages 353-371, December.
[Downloadable!] (restricted)
Gabriella Legrenzi & Costas Milas, 2005.
"Non-linear adjustments in fiscal policy ,"
Keele Economics Research Papers
KERP 2005/04, Centre for Economic Research, Keele University.
[Downloadable!]
Other versions: Yoichi Matsubayashi & Shigeyuki Hamori, 2003.
"Some international evidence on the stability of aggregate import demand function ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(13), pages 1497-1504, September.
[Downloadable!] (restricted)
Peter Hansen, 2002.
"On the Estimation of Reduced Rank Regressions ,"
Working Papers
2002-08, Brown University, Department of Economics.
[Downloadable!]
Mark J. Holmes, 1995.
"The Term Structure Of Interest Rates Among G7 Countries ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(4), pages 77-90, December.
[Downloadable!] (restricted)
Gabriella Legrenzi & Costas Milas, 2002.
"Asymmetric and non-linear adjustment in the revenue-expenditure models ,"
Public Policy Discussion Papers
02-03, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: K. Rothschild & Karen Ehlers & E. Sterken & Katrin Wesche & Kristina Kostial & A. Medio & Helena Nusse, 1994.
"Book reviews ,"
Journal of Economics ,
Springer, vol. 60(3), pages 323-340, October.
[Downloadable!] (restricted)
Other versions:
P. Haaparanta & G. Bol & C. Bidard & H. Gottinger & Katrin Wesche, 1995.
"Book reviews ,"
Journal of Economics ,
Springer, vol. 61(2), pages 201-213, June.
[Downloadable!] (restricted) Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates ,"
CEPR Discussion Papers
4835, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Giorgio Valente & Mark Taylor & Lucio Sarno & Richard Clarida, 2004.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates ,"
Working Papers
wp04-13, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] 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 ,"
Journal of Business ,
University of Chicago Press, vol. 79(3), pages 1193-1224, May.
[Downloadable!] Michel Beine & Alain Hecq, 1999.
"Inference in Codependence : Some Monte Carlo Results and Applications ,"
Annales d'Economie et de Statistique ,
ADRES, issue 54, pages 04, Avril-Jui.
[Downloadable!]
D Marinucci & Peter M Robinson, 1998.
"Semiparametric Frequency Domain Analysis of Fractional Cointegration - (Revised version forthcoming in P M Robinson: Time Series with Long Memory (Oxford University Press) ,"
STICERD - Econometrics Paper Series
/1998/348, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Giuseppina Testa, 2005.
"Economic Growth and Finance. A cointegration analysis in US and Japan ,"
Quaderni DSEMS
22-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
[Downloadable!]
N. Vijayamohanan Pillai, 2003.
"A contribution to peak load pricing theory and application ,"
Centre for Development Studies, Trivendrum Working Papers
346, Centre for Development Studies, Trivendrum, India.
[Downloadable!]
Mariam Camarero & Cecilio Tamarit, 1996.
"Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC ,"
Open Economies Review ,
Springer, vol. 7(1), pages 61-76, January.
[Downloadable!] (restricted)
Hiroaki Chigira, 2005.
"A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) ,"
Hi-Stat Discussion Paper Series
d05-126, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Erdal Karagol, 2002.
"The Causality Analysis of External Debt Service and GNP : The Case of Turkey ,"
Central Bank Review ,
Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(1), pages 39-64.
[Downloadable!]
Sophocles N. Brissimis & Nicholas S. Magginas, 2003.
"Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel ,"
Working Papers
05, Bank of Greece.
[Downloadable!]
Other versions: Francis W. Ahking, 2002.
"Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era ,"
Working papers
2002-17, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Mohsen Bahmani-Oskooee & Aghdas Mirzaie, 2000.
"The Long-Run Effects Of Depreciation Of The Dollar On Sectoral Output ,"
International Economic Journal ,
Korean International Economic Association, vol. 14(3), pages 51-61, October.
[Downloadable!] (restricted)
le Goulven, Katell, 1999.
"Institutions And Price Transmission In The Vietnamese Hog Market ,"
International Food and Agribusiness Management Review ,
International Food and Agribusiness Management Association (IAMA), vol. 2(03/04).
[Downloadable!]
Ewa Andriesz & Dimitrios Asteriou & Keith Pilbeam, 2003.
"The linkage between financial liberalisation and economic development: empirical evidence from Poland ,"
City University Economics Discussion Papers
03/03, Department of Economics, City University, London.
[Downloadable!]
Robrt G. King & Andre Kurmann, 2002.
"Expectations and the term structure of interest rates : evidence and implications ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 49-95.
[Downloadable!]
David E. A. Giles & Betty J. Johnson, 2000.
"Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data ,"
Econometrics Working Papers
0006, Department of Economics, University of Victoria.
[Downloadable!]
Other versions: Robert A Buckle & Kunhong Kim & Julie Tam, 2001.
"A Structural VAR Approach to Estimating Budget Balance Targets ,"
Treasury Working Paper Series
01/11, New Zealand Treasury.
[Downloadable!]
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.
[Downloadable!] (restricted)
Other versions:
Keller, Wolfgang & Shiue, Carol Hua, 2004.
"Markets in China and Europe on the Eve of the Industrial Revolution ,"
CEPR Discussion Papers
4420, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Carol H. Shiue & Wolfgang Keller, 2007.
"Markets in China and Europe on the Eve of the Industrial Revolution ,"
American Economic Review ,
American Economic Association, vol. 97(4), pages 1189-1216, September.
[Downloadable!] Österholm, Pär, 2004.
"Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods ,"
Working Paper Series
2004:13, Uppsala University, Department of Economics.
[Downloadable!]
Liu, Hui & Rodríguez, Gabriel, 2005.
"Human activities and global warming: a cointegration analysis ,"
MPRA Paper
9939, University Library of Munich, Germany.
[Downloadable!]
Michael PEDERSEN, 2002.
"Does the Purchasing Power Parity Hold Within the US? ,"
Economics Working Papers
ECO2002/18, European University Institute.
[Downloadable!]
M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(1), pages 49-87.
[Downloadable!] (restricted)
Other versions:
M Pesaran & Yongcheol Shin, 2004.
"Long-Run Structural Modelling ,"
ESE Discussion Papers
44, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!] Pesaran,H.M. & Shin,Y., 1995.
"Long-Run Structural Modelling ,"
Cambridge Working Papers in Economics
9419, Faculty of Economics, University of Cambridge.
Fiess, Norbert M. & Verner, Dorte, 2001.
"Intersectoral dynamics and economic growth in Ecuador ,"
Policy Research Working Paper Series
2514, The World Bank.
[Downloadable!]
Rodolphe Blavy, 2004.
"Inflation and Monetary Pass-Through in Guinea ,"
IMF Working Papers
04/223, International Monetary Fund.
[Downloadable!]
Roger Hammersland, 2004.
"The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data ,"
Working Paper
2004/19, Norges Bank.
[Downloadable!]
Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"Exogeneity, cointegration, and economic policy analysis ,"
International Finance Discussion Papers
616, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"Exogeneity, Cointegration, and Economic Policy Analysis ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 16(4), pages 370-87, October.
Gordon de Brouwer & Neil R Ericsson, 1995.
"Modelling Inflation in Australia ,"
RBA Research Discussion Papers
rdp9510, Reserve Bank of Australia.
[Downloadable!]
Other versions:
Gordon de Brouwer & Neil R. Ericsson, 1995.
"Modelling inflation in Australia ,"
International Finance Discussion Papers
530, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] de Brouwer, Gordon & Ericsson, Neil R, 1998.
"Modeling Inflation in Australia ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 16(4), pages 433-49, October.
Martinez-Garmendia, Josue & Anderson, James L., 2001.
"Premiums/Discounts And Predictive Ability Of The Shrimp Futures Market ,"
Agricultural and Resource Economics Review ,
Northeastern Agricultural and Resource Economics Association, vol. 30(2), October.
[Downloadable!]
Werner Bönte, 2003.
"Does federally financed business R&D matter for US productivity growth? ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(15), pages 1619-1625, October.
[Downloadable!] (restricted)
Jumah, Adusei, 2000.
"The Long Run, Market Power and Retail Pricing ,"
Economics Series
78, Institute for Advanced Studies.
[Downloadable!]
Other versions: Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu, 2009.
"Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries ,"
MPRA Paper
15794, University Library of Munich, Germany.
[Downloadable!]
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.
[Downloadable!]
Himanshu A. Amarawickrama & Lester C. Hunt, 2007.
"Electricity Demand for Sri Lanka: A Time Series Analysis ,"
Surrey Energy Economics Centre (SEEC), Department of Economics Discussion Papers (SEEDS)
118, Surrey Energy Economics Centre (SEEC), Department of Economics, University of Surrey.
[Downloadable!]
Menzie D. Chinn & Guy Meredith, 2005.
"Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era ,"
NBER Working Papers
11077, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Omtzigt Pieter, 2002.
"Automatic identification and restriction of the cointegration space ,"
Economics and Quantitative Methods
qf0213, Department of Economics, University of Insubria.
[Downloadable!]
Allison Zhou & Carl Bonham & Byron Gangnes, 2007.
"Modeling the supply and demand for tourism: a fully identified VECM approach ,"
Working Papers
200717, University of Hawaii at Manoa, Department of Economics.
[Downloadable!]
Musleh-Ud Din, 2004.
"Exports, Imports, and Economic Growth in South Asia: Evidence Using a Multivariate Time-series Framework ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 43(2), pages 105-124.
[Downloadable!]
Mohsen Bahmani-Oskooee & Taggert J. Brooks, 2003.
"A new criteria for selecting the optimum lags in Johansen's cointegration technique ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(8), pages 875-880, January.
[Downloadable!] (restricted)
Aamer Abu-Qarn & Suleiman Abu-Bader, 2001.
"The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis ,"
Working Papers
134, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions:
Abu-Qarn, Aamer & Abu-Bader, Suleiman, 2001.
"The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis ,"
MPRA Paper
1116, University Library of Munich, Germany.
[Downloadable!] Aamer S. Abu-Qarn & Suleiman Abu-Bader, 2004.
"The validity of the ELG hypothesis in the MENA region: cointegration and error correction model analysis ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(15), pages 1685-1695, August.
[Downloadable!] (restricted) Lena Malesevic-Perovic, 2009.
"Cointegration Approach to Analysing Inflation in Croatia ,"
Financial Theory and Practice ,
Institute of Public Finance, vol. 33(2), pages 201-218.
[Downloadable!]
Ana María Iregui & Jesús Otero, .
"On the Dynamics of Unemployment in a Developing Economy: Colombia ,"
Borradores de Economia
208, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Godwin Nwaobi, 2004.
"Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(30), pages 1-10.
[Downloadable!]
Peter Reinhard Hansen, 2008.
"Reduced-Rank Regression: A Useful Determinant Identity ,"
CREATES Research Papers
2008-02, School of Economics and Management, University of Aarhus.
[Downloadable!]
M. T. Alguacil & V. Orts, 2003.
"Inward Foreign Direct Investment And Imports In Spain ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(3), pages 19-38, October.
[Downloadable!] (restricted)
Martin Schmidt, 2003.
"U.S. Saving and Investment: Policy Implications ,"
Open Economies Review ,
Springer, vol. 14(4), pages 381-395, October.
[Downloadable!] (restricted)
Nunzio Cappuccio & Diego Lubian, 2001.
"Estimation And Inference On Long-Run Equilibria: A Simulation Study ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(1), pages 61-84.
[Downloadable!] (restricted)
Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000.
"Progress from forecast failure : the Norwegian consumption function ,"
Memorandum
32/2000, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Mansor Ibrahim, 2007.
"The role of the financial sector in economic development: the Malaysian case ,"
International Review of Economics ,
Springer, vol. 54(4), pages 463-483, December.
[Downloadable!] (restricted)
Eduardo Rossi & Paolo Santucci de Magistris, 2009.
"A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility ,"
CREATES Research Papers
2009-31, School of Economics and Management, University of Aarhus.
[Downloadable!]
Takeshi Kimura & Hiroshi Kobayashi & Jun Muranaga & Hiroshi Ugai, 2003.
"The effect of the increase in the monetary base of Japan's economy at zero interest rates: an empirical analysis ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 276-312
Bank for International Settlements.
[Downloadable!]
Shi-Miin Liu & Chih-Hsien Chou, 2003.
"Parities and Spread Trading in Gold and Silver Markets: A Fractional Cointegration Analysis ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 13(12), pages 879-891, December.
[Downloadable!] (restricted)
J. Isaac Miller & Yoosoon Chang & Joon Y. Park, 2005.
"Extracting a Common Stochastic Trend:Theories with Some Applications ,"
Working Papers
0507, Department of Economics, University of Missouri, revised 18 Aug 2005.
[Downloadable!]
Other versions: Jan Jacobs & Albert van der Horst,, 1996.
"VAR-ing the economy of the Netherlands ,"
Working Papers
24, Centre for Economic Research, University of Groningen and University of Twente.
[Downloadable!]
Peter N. Ireland, 1998.
"Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States? ,"
Boston College Working Papers in Economics
415, Boston College Department of Economics.
[Downloadable!]
Other versions:
Ireland, Peter N., 1999.
"Does the time-consistency problem explain the behavior of inflation in the United States? ,"
Journal of Monetary Economics ,
Elsevier, vol. 44(2), pages 279-291, October.
[Downloadable!] (restricted) Peter Ireland, 1998.
"Matlab code for Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States? ,"
QM&RBC Codes
44, Quantitative Macroeconomics & Real Business Cycles.
[Downloadable!] Christophe Kamps, 2005.
"The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries ,"
International Tax and Public Finance ,
Springer, vol. 12(4), pages 533-558, August.
[Downloadable!] (restricted)
Other versions: Chantal Hartog, 2008.
"The two-way relationship between entrepreneurship and economic performance ,"
Scales Research Reports
H200822, EIM Business and Policy Research.
[Downloadable!]
Jai S. Mah, 2003.
"Countervailing Duties in the USA ,"
Working papers
2003-45, University of Connecticut, Department of Economics.
[Downloadable!]
Giulio Cifarelli, 1995.
"Fundamentals, regime shifts, and dollar behavior in the 1980s ,"
Open Economies Review ,
Springer, vol. 6(1), pages 29-48, January.
[Downloadable!] (restricted)
Basma Bekdache & Christopher F. Baum, 2000.
"A re-evaluation of empirical tests of the Fisher hypothesis ,"
Boston College Working Papers in Economics
472, Boston College Department of Economics.
[Downloadable!]
Other versions: José L. Fernández-Serrano & Simón Sosvilla-Rivero, .
"Modelling the linkages between US and Latin American stock markets ,"
Working Papers
2002-14, FEDEA.
[Downloadable!]
Other versions: David Barlow & Roxana Radulescu, 2002.
"Purchasing Power Parity in the Transition: the Case of the Romanian Leu Against the Dollar ,"
Post-Communist Economies ,
Taylor and Francis Journals, vol. 14(1), pages 123-135, March.
[Downloadable!] (restricted)
João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006.
"The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period ,"
IBMEC RJ Economics Discussion Papers
2006-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
[Downloadable!]
Other versions:
Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2006.
"The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period ,"
Economics Working Papers (Ensaios Economicos da EPGE)
624, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005.
"The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period ,"
Economics Working Papers (Ensaios Economicos da EPGE)
605, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008.
"The welfare cost of macroeconomic uncertainty in the post-war period ,"
Economics Letters ,
Elsevier, vol. 98(2), pages 167-175, February.
[Downloadable!] (restricted) Michael G. Arghyrou, 2004.
"Debt Sustainability, Structural Breaks and Non-linear Fiscal Adjustment: A Testing Application to Greek Fiscal Policy ,"
Economics and Finance Discussion Papers
04-01, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: Christophe Rault, 2004.
"Further results on weak-exogeneity in vector error correction models ,"
Econometric Society 2004 Far Eastern Meetings
402, Econometric Society.
[Downloadable!]
Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008.
"Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility ,"
CREATES Research Papers
2008-50, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Kenny, Geoff & McGettigan, Donal, 1996.
"Non-Traded, Traded and Aggregate Inflation in Ireland: Further Evidence ,"
Research Technical Papers
5/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Garey Ramey & Valerie A. Ramey, 1991.
"Technology Commitment and the Cost of Economic Fluctuations ,"
NBER Working Papers
3755, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Vicente Esteve & J. Ismael Fernández & Cecilio R. Tamarit, 1993.
"La restricción presupuestaria intertemporal del gobierno y el déficit público en España ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 17(1), pages 119-142, January.
[Downloadable!]
Swee-Lean Chan, 2002.
"Responses of selected economic indicators to construction output shocks: the case of Singapore ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 20(6), pages 523-533, September.
[Downloadable!] (restricted)
Qayyum, Abdul, 2000.
"Demand for Real Money Balances by the Business Sector: An Econometric Investigation ,"
MPRA Paper
2156, University Library of Munich, Germany, revised 2000.
[Downloadable!]
Other versions: Michael Funke, 2001.
"Money Demand in Euroland ,"
Quantitative Macroeconomics Working Papers
20112, Hamburg University, Department of Economics.
[Downloadable!]
Other versions: John S. Irons & N.Ericsson, .
"An early version of The Lucas Critique in Practice: Theory without Measurement ,"
Home Pages
_004, Massachussets Institute of Technology, Economics.
[Downloadable!]
Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004.
"Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp019, IIIS.
[Downloadable!]
Ajit Zacharias, 2001.
"Testing Profit Rate Equalization in the U.S. Manufacturing ,"
Macroeconomics
0012013, EconWPA.
[Downloadable!]
Abdur Chowdhury, 1995.
"The demand for money in a small open economy: The case of Switzerland ,"
Open Economies Review ,
Springer, vol. 6(2), pages 131-144, April.
[Downloadable!] (restricted)
Mizanur RAHMAN & Willem THORBECKE, 2007.
"How Would China's Exports be Affected by a Unilateral Appreciation of the RMB and a Joint Appreciation of Countries Supplying Intermediate Imports? ,"
Discussion papers
07012, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!]
Raymond Y.C. Tse, John Raftery, 2001.
"The effects of money supply on construction flows ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 19(1), pages 9-17, January.
[Downloadable!] (restricted)
C. Bjørnland, Hilde, 2003.
"A stable demand for money despite financial crisis: The case of Venezuela ,"
Memorandum
12/2003, Oslo University, Department of Economics.
[Downloadable!]
Other versions: H. Peter Boswijk & Jurgen Doornik, 2003.
"Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview ,"
Economics Papers
2003-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: Han-Min Hsing & Andreas Savvides, 1996.
"Does a J-curve exist for Korea and Taiwan? ,"
Open Economies Review ,
Springer, vol. 7(2), pages 127-145, April.
[Downloadable!] (restricted)
Peijie Wang, Colin Lizieri, George Matysiak, 1997.
"Information asymmetry, long-run relationship and price discovery in property investment markets ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 3(3), pages 261-275, September.
[Downloadable!] (restricted)
César Calderón & Roberto Duncan, 2003.
"Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile ,"
Working Papers Central Bank of Chile
215, Central Bank of Chile.
[Downloadable!]
Other versions: Christopher Bowdler & Eilev Jansen, 2004.
"Testing for a time-varying price-cost markup in the Euro area inflation process ,"
University of California at San Diego, Economics Working Paper Series
2004-07, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Broersma, L., 1992.
"A bankruptcy constraint and asymmetric influence of the real interest rate on unemployment ,"
Serie Research Memoranda
0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Godwin Nwaobi, 2001.
"A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria ,"
Econometrics
0111004, EconWPA.
[Downloadable!]
Other versions: Baek, Jungho & Koo, Won W., 2008.
"A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India ,"
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
6508, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Sergio Restrepo & Jesús Vazquez, 2003.
"Cyclical Features of Uzawa-Lucas Endogenous Growth Model ,"
DFAEII Working Papers
200230, University of the Basque Country - Department of Foundations of Economic Analysis II.
[Downloadable!]
Lettau, Martin & Ludvigson, Sydney, 2001.
"Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption ,"
CEPR Discussion Papers
3104, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Halicioglu, Ferda, 2008.
"An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey ,"
MPRA Paper
11457, University Library of Munich, Germany.
[Downloadable!]
Other versions: Efthymios Tsionas, 2003.
"Inflation and Productivity in Europe: An Empirical Investigation ,"
Empirica ,
Springer, vol. 30(1), pages 39-62, March.
[Downloadable!] (restricted)
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.
[Downloadable!]
Christoph Hanck, 2009.
"Uwe Hassler (2007): Stochastische Integration und Zeitreihenmodellierung ,"
Statistical Papers ,
Springer, vol. 50(3), pages 677-679, June.
[Downloadable!] (restricted)
Theodoros Zachariadis & Nicoletta Pashourtidou, 2006.
"An Empirical analysis of electricity consumption in Cyprus ,"
University of Cyprus Working Papers in Economics
4-2006, University of Cyprus Department of Economics.
[Downloadable!]
Bastourre, Diego & Carrera, Jorge & Féliz, Mariano & Panigo, Demian, 2003.
"Dollarization and real volatility ,"
CEPREMAP Working Papers (Couverture Orange)
0311, CEPREMAP.
[Downloadable!]
Cerqueti, Roy & Costantini, Mauro, 2005.
"Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes ,"
Economics & Statistics Discussion Papers
esdp05027, University of Molise, Dept. SEGeS.
[Downloadable!]
James J. Kung & Andrew P. Carverhill, 2005.
"A cointegration study of the efficiency of the US Treasury STRIPS market ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(6), pages 695-703, April.
[Downloadable!] (restricted)
Daniele Antonucci & Alessandro Girardi, 2005.
"Structural changes and deviations from the PPP within the Euro Area ,"
ISAE Working Papers
57, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Qayyum, Abdul, 1998.
"Error Correction Model of the Demand for Money in Pakistan ,"
MPRA Paper
2582, University Library of Munich, Germany, revised 1998.
[Downloadable!]
Pop-Silaghi, Monica Ioana, 2006.
"Testing Trade-led-Growth Hypothesis for Romania ,"
MPRA Paper
1321, University Library of Munich, Germany.
[Downloadable!]
José María Gil & J. Clemente & A, Montañés & M. Reyes, 1996.
"Integración espacial y cointegración: una aplicación al mercado de cereales en España ,"
Estudios de Economía Aplicada ,
Estudios de Economía Aplicada, vol. 6, pages 103-130, Diciembre.
[Downloadable!] (restricted)
Mario Nigrinis Ospina, .
"Es lineal la Curva de Phillips en Colombia? ,"
Borradores de Economia
281, Banco de la Republica de Colombia.
[Downloadable!]
Igor Esteban Zuccardi Huertas, 2002.
"Los ciclos económicos regionales en Colombia, 1986-2000 ,"
DOCUMENTOS DE TRABAJO SOBRE ECONOMÃA REGIONAL
003159, BANCO DE LA REPÚBLICA - ECONOMÍA REGIONAL.
[Downloadable!]
Michael Frenkel & Isabell Koske, 2004.
"How well can monetary factors explain the exchange rate of the euro? ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 32(3), pages 233-244, September.
[Downloadable!] (restricted)
M. Martin Boyer & Didier Filion, 2004.
"Common and Fundamental Factors in Stock Returns of Canadian Oil and Gas Companies ,"
CIRANO Working Papers
2004s-62, CIRANO.
[Downloadable!]
Other versions: Alan King, 2000.
"Modelling manufactured exports in Europe: a two-regime approach ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(2), pages 173-192, June.
[Downloadable!] (restricted)
Julide Yildirim, 2003.
"Currency Substitution and the Demand for Money in Five European Union Countries ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 361-383, November.
[Downloadable!]
Habibullah, M.S. & Law, Siong-Hook, 2008.
"Property crime and macroeconomic variables in Malaysia: Some empirical evidence from a vector error-correction model ,"
MPRA Paper
12112, University Library of Munich, Germany.
[Downloadable!]
Subramanian S. Sriram, 2009.
"The Gambia: Demand for Broad Money and Implications for Monetary Policy Conduct ,"
IMF Working Papers
09/192, International Monetary Fund.
[Downloadable!]
Hector O. Zapata & T. RANDALL FORTENBERY, 1995.
"Stochastic Interest Rates and Price Discovery in Selected Commodity Markets ,"
Wisconsin-Madison Agricultural and Applied Economics Staff Papers
383, Wisconsin-Madison Agricultural and Applied Economics Department.
[Downloadable!]
Lee, Dae-Seob & Kennedy, P. Lynn, 2005.
"Demand behavior of U.S. high fructose corn syrup (HFCS) and its implication for the U.S. sweetener market: a cointegration analysis ,"
2005 Annual meeting, July 24-27, Providence, RI
19564, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Yavapolkul, Navin & Gopinath, Munisamy & Gulati, Ashok, 2004.
"Post-Uruguay Round price linkages between developed and developing countries ,"
MTID discussion papers
76, International Food Policy Research Institute (IFPRI).
[Downloadable!]
Eugenio Martínez & Raúl Mejía & Eliseo Pérez Stable, 2008.
"Elasticity of cigarette demand in Argentina: An empirical analysis using vector error-correction model ,"
Working Papers
1, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
[Downloadable!]
Consuelo Gámez Amián & Amalia Morales Zumaquero., 2002.
"Complete or Partial Inflation Convergence in the EU? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/09, Centro de Estudios Andaluces.
[Downloadable!]
Mohsen Bahmani-Oskooee, 1995.
"Source Of Inflation In Post-Revolutionary Iran ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(2), pages 61-72, June.
[Downloadable!] (restricted)
Cardwell, Ryan T., 2004.
"Is The Efficacy Of Agricultural Promotion Programs Overestimated? The Importance Of Dynamics In Advertising Demand Systems ,"
2004 Annual meeting, August 1-4, Denver, CO
19949, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Patricia Stefani, 2007.
"Financial Development and Economic Growth in Brazil: 1986-2006 ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(69), pages 1-13.
[Downloadable!]
Gebhard Kirchgässner, 1994.
"Nationale und internationale Bestimmungsfaktoren der schweizerischen Mineralölpreise: ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 575-598, September.
[Downloadable!]
Stefan Gerlach & Wensheng Peng, 2003.
"Bank Lending and Property Prices in Hong Kong ,"
Working Papers
122003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Other versions:
Gerlach, Stefan & Peng, Wensheng, 2004.
"Bank Lending and Property Prices in Hong Kong ,"
CEPR Discussion Papers
4797, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gerlach, Stefan & Peng, Wensheng, 2005.
"Bank lending and property prices in Hong Kong ,"
Journal of Banking & Finance ,
Elsevier, vol. 29(2), pages 461-481, February.
[Downloadable!] (restricted) Pham Van Ha & Tom Kompas, 2008.
"Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis ,"
International and Development Economics Working Papers
idec08-03, International and Development Economics.
[Downloadable!]
Alain DeSerres & Alain Guay & Pierre St-Amant, 1995.
"Estimating and Projecting Potential Output Using Structural VAR Methodology ,"
Macroeconomics
9504003, EconWPA.
[Downloadable!]
Efthymios Tsionas & Dimitris Christopoulos, 2004.
"International Evidence on Import Demand ,"
Empirica ,
Springer, vol. 31(1), pages 43-53, March.
[Downloadable!] (restricted)
Hamid Baghestani, 1997.
"Purchasing power parity in the presence of foreign exchange black markets: the case of India ,"
Applied Economics ,
Taylor and Francis Journals, vol. 29(9), pages 1147-1154, September.
[Downloadable!] (restricted)
Michael D. Goldberg & Roman Frydman, 2001.
"Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model ,"
Working Papers
50, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Erdal Karagöl & Erman Erbaykal & H.Murat Ertuðrul, 2006.
"Oil Consumption and GNP Relationship In Turkey: An Empirical Study ,"
Papers of the Annual IUE-SUNY Cortland Conference in Economics ,
in: Proceedings of the Conference on Human and Economic Resources, pages 366-372
Izmir University of Economics.
[Downloadable!]
Maghyereh, Aktham, 2003.
"Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 3(2).
[Downloadable!]
Raimundo Soto, 2008.
"Dollarization, Economic Growth, and Employment ,"
Documentos de Trabajo
338, Instituto de Economía. Pontificia Universidad Católica de Chile..
[Downloadable!]
Christos T. Papadas & Sophia Efstratoglou, 2004.
"Estimation of Regional Economic Convergence Equations Using Artificial Neural Networks with Cross Section Data ,"
ERSA conference papers
ersa04p149, European Regional Science Association.
[Downloadable!]
Jérôme Henry & Jens Weidmann, 1995.
"Asymmetry in the EMS revisited: Evidence from the Causality Analysis of Daily Eurorates ,"
Annales d'Economie et de Statistique ,
ADRES, issue 40, pages 08, Octobre-D.
[Downloadable!]
Other versions: Chien-Chiang Lee & Chun-Ping Chang, 2006.
"Social security expenditure and GDP in OECD countries: A cointegrated panel analysis ,"
International Economic Journal ,
Korean International Economic Association, vol. 20(3), pages 303-320, September.
[Downloadable!] (restricted)
Paul Fenton & Alain Paquet, 1997.
"International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle ,"
Cahiers de recherche CREFE / CREFE Working Papers
56, CREFE, Université du Québec à Montréal, revised Jan 1998.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2005.
"Enlargement and Eurozone: Convergence or Divergence ,"
Working Papers
0504, University of Crete, Department of Economics.
[Downloadable!]
James Boughton, 1992.
"International comparisons of money demand ,"
Open Economies Review ,
Springer, vol. 3(3), pages 323-343, October.
[Downloadable!] (restricted)
Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993.
"The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries ,"
NBER Working Papers
4379, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Henri Lorie & Kiran Younas Khan, 2006.
"What Determines the Domestic Prices of Agricultural Commodities in Pakistan? ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 45(4), pages 667-687.
[Downloadable!]
Anindya BANERJEE & Paul MIZEN & Bill RUSSELL, 2002.
"The Long-Run Relationship among Relative Price Variability, Inflation and the Markup ,"
Economics Working Papers
ECO2002/01, European University Institute.
[Downloadable!]
Daniel Levy, 1995.
"Investment-saving comovement under endogenous fiscal policy ,"
Open Economies Review ,
Springer, vol. 6(3), pages 237-254, July.
[Downloadable!] (restricted)
Other versions: NÉJIB HACHICHA, 2003.
"Exports, Export Composition And Growth: A Simultaneous Error-Correction Model For Tunisia ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(1), pages 101-120, April.
[Downloadable!] (restricted)
Sophocles N. Brissimis & Thomas Vlassopoulos, 2007.
"The Interaction between Mortgage Financing and Housing Prices in Greece ,"
Working Papers
58, Bank of Greece.
[Downloadable!]
Other versions: Jane Binner & Rakesh Bissoondeeal & Thomas Elger & Alicia Gazely & Andrew Mullineux, 2004.
"Vector autoregressive models versus neural networks in forecasting: an application to Euro-inflation and divisia money ,"
Money Macro and Finance (MMF) Research Group Conference 2003
5, Money Macro and Finance Research Group.
[Downloadable!]
Alejandro López & Martha Misas & Hugo Oliveros, 1996.
"Understanding Consumption in Colombia ,"
BORRADORES DE ECONOMIA
003734, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Boswijk, H. Peter & Lucas, Andr‚ & Taylor, Nick, 1998.
"A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests ,"
Serie Research Memoranda
0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Theologos Dergiades & Lefteris Tsoulfidis, 2009.
"Revisiting Residential Demand for Electricity in Greece: New Evidence from the ARDL Approach to Cointegration ,"
Discussion Paper Series
2009_12, Department of Economics, University of Macedonia, revised Jun 2009.
[Downloadable!]
R.Fiorentini & R.Tamborini, 2000.
"Monetary policy, credit and aggregate supply: the evidence from Italy ,"
General Economics and Teaching
0004008, EconWPA.
[Downloadable!]
Other versions: Peter C.B. Phillips, 1992.
"Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models ,"
Cowles Foundation Discussion Papers
1039, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Dragan Miljkovic & Gary W. Brester & John M. Marsh, 2003.
"Exchange rate pass-through, price discrimination, and US meat export prices ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(6), pages 641-650, January.
[Downloadable!] (restricted)
Michael Kühl, 2007.
"Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses ,"
cege â Center for European, Governance and Economic Development Research Discussion Papers
68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)..
[Downloadable!]
Martín Vallcorba & Javier Delgado, 2007.
"Determinantes de la morosidad bancaria en una economía dolarizada. El caso uruguayo ,"
Banco de España Working Papers
0722, Banco de España.
[Downloadable!]
Hanninen, Riitta & Laaksonen-Craig, Susanna & Toppinen, Anne, 2000.
"Emu And Forest Products Pricing And Europe ,"
2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia
36502, Western Agricultural Economics Association.
[Downloadable!]
Christiane Nickel & Katja Funke, 2006.
"Does Fiscal Policy Matter for the Trade Account? A Panel Cointegration Study ,"
IMF Working Papers
06/147, International Monetary Fund.
[Downloadable!]
Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rat ,"
Ruhr Economic Papers
0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
Jens Weidmann, 1997.
"New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration ,"
Macroeconomics
9705005, EconWPA.
[Downloadable!]
Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992.
"The power of cointegration tests ,"
International Finance Discussion Papers
431, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
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 325-48, August.
Friberg, Kent, 2003.
"Intersectoral Wage Linkages in Sweden ,"
Working Paper Series
158, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Choong Chee Keong & Zulkornain Yusop & Venus Khim-Sen Liew, 2003.
"Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique ,"
International Finance
0308002, EconWPA.
[Downloadable!]
Chor-yiu SIN, 2004.
"Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE ,"
Econometric Society 2004 Australasian Meetings
92, Econometric Society.
[Downloadable!]
Gulbin Sahinbeyoglu, 1996.
"The Stability of Money Multiplier : A Test for Cointregration ,"
Discussion Papers
9603, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
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, Monash University, Centre of Policy Studies/IMPACT Centre.
[Downloadable!]
Lonnie K. Stevans, 2005.
"An Empirical Investigation into the Effect of Music Downloading on the Consumer Expenditure of Recorded Music: A Time Series Approach ,"
Microeconomics
0502002, EconWPA.
[Downloadable!]
Other versions: Byeongseon Seo, 2004.
"Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models ,"
Econometric Society 2004 Far Eastern Meetings
749, Econometric Society.
[Downloadable!]
Catherine Bac & Yannick le Pen, 2002.
"An International Comparison of Health Care Expenditure Determinants ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
C5-1, International Conferences on Panel Data.
[Downloadable!]
Policy Analyst - UNICEF Zimbabwe, 2002.
"Evidence on the demand for money function in Uganda ,"
Development and Comp Systems
0210005, EconWPA.
[Downloadable!]
Judith A. Giles, Cara L. Williams, 2000.
"Export-led growth: a survey of the empirical literature and some non-causality results. Part 1 ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(3), pages 261-337, September.
[Downloadable!] (restricted)
Qayyum, Abdul & Khan, Arshad, 2003.
"Capital Flows and Money Supply: The Degree of Sterilisation in Pakistan ,"
MPRA Paper
2150, University Library of Munich, Germany, revised 2003.
[Downloadable!]
Other versions: Aitor Ciarreta Antuñano & Ainhoa Zarraga Alonso, 2008.
"Economic Growth and Electricity Consumption in 12 European Countries: A Causality Analysis Using Panel Data ,"
BILTOKI
200804, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
Godbout, M.J. & Van Norden, S., 1996.
"Unit-Root Test and Excess Returns ,"
Working Papers
96-10, Bank of Canada.
[Downloadable!]
Soo-Bin Park, 2000.
"A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields ,"
Carleton Economic Papers
99-03, Carleton University, Department of Economics.
[Downloadable!]
Luis Catão & Elisabetta Falcetti, 2002.
"Determinants of Argentina’s External Trade ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 19-57, May.
[Downloadable!]
Other versions: Adriana Cassoni & Steven G. Allen & Gaston J. Labadie, 2000.
"The Effect of Unions on Employment: Evidence from an Unnatural Experiment in Uruguay ,"
NBER Working Papers
7501, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Byamugisha, Frank F.K., 1999.
"How land registration affects financial development and economic growth in Thailand ,"
Policy Research Working Paper Series
2241, The World Bank.
[Downloadable!]
Katarzyna Lasak, 2008.
"Likelihood based testing for no fractional cointegration ,"
CREATES Research Papers
2008-52, School of Economics and Management, University of Aarhus.
[Downloadable!]
Roger Hammersland, 2004.
"Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA? ,"
Working Paper
2004/20, Norges Bank.
[Downloadable!]
G.J. de Bondt, 1999.
"Credit Channels and Consumption: European Evidence ,"
DNB Staff Reports (discontinued)
39, Netherlands Central Bank.
[Downloadable!]
Stefka Slavova, 2003.
"Money demand during hyperinflation and stabilization: Bulgaria, 1991-2000 ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(11), pages 1303-1316, July.
[Downloadable!] (restricted)
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005.
"Fractional Cointegration And Aggregate Money Demand Functions ,"
Public Policy Discussion Papers
05-01, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005.
"Fractional Cointegration And Aggregate Money Demand Functions ,"
Economics and Finance Discussion Papers
05-01, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005.
"Fractional Cointegration And Aggregate Money Demand Functions ,"
Manchester School ,
University of Manchester, vol. 73(6), pages 737-753, December.
[Downloadable!] (restricted) Karen K. Lewis & Martin D. Evans, 1992.
"Do Expected Shifts in Inflation Policy Affect Real Rates? ,"
NBER Working Papers
4134, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Carsten Trenkler, 2006.
"Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms ,"
SFB 649 Discussion Papers
SFB649DP2006-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: Vygantas Paulaauskas & Svetlozar Rachev, 2003.
"Maximum likelihood estimators in regression models with infinite variance innovations ,"
Statistical Papers ,
Springer, vol. 44(1), pages 47-65, January.
[Downloadable!] (restricted)
Guneratne Banda Wickremasinghe, 2004.
"Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float ,"
International Trade
0406007, EconWPA.
[Downloadable!]
Shekar Bose & Hafizur Rahman, 1996.
"The Demand For Money In Canada: A Cointegration Analysis ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 29-45, December.
[Downloadable!] (restricted)
Aurora Teixeira & Natércia Fortuna, 2003.
"Human Capital, Innovation Capability and Economic Growth ,"
FEP Working Papers
131, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Gang Liu, 2006.
"A causality analysis on GDP and air emissions in Norway ,"
Discussion Papers
447, Research Department of Statistics Norway.
[Downloadable!]
Yasemin Barlas Ozer & Kam-Ki Tang, .
"This paper investigates the financial and housing wealth effects on aggregate private consumption in Turkey for the period 1987-2007. Given the lack of data, the study proposes an innovative method to ,"
MRG Discussion Paper Series
2809, School of Economics, University of Queensland, Australia.
[Downloadable!]
Jean-Claude Nachega, 2005.
"Fiscal Dominance and Inflation in the Democratic Republic of the Congo ,"
IMF Working Papers
05/221, International Monetary Fund.
[Downloadable!]
Ramil Díaz, Mª, 2001.
"Las importaciones de mercancías en la economía española ,"
Estudios de Economía Aplicada ,
Estudios de Economía Aplicada, vol. 19, pages 123-138, Diciembre.
[Downloadable!] (restricted)
Kim, Byung-Yeon & Pirttilä, Jukka & Rautava, Jouko, 2001.
"Money, Barter and Inflation in Russia ,"
BOFIT Discussion Papers
15/2001, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Other versions:
Byung-Yeon Kim & Jukka Pirttilä & Jouko Rautava, 2002.
"Money, Barter and Inflation in Russia ,"
Macroeconomics
0209009, EconWPA.
[Downloadable!] Kim, Byung-Yeon & Pirttila, Jukka, 2004.
"Money, barter, and inflation in Russia ,"
Journal of Comparative Economics ,
Elsevier, vol. 32(2), pages 297-314, June.
[Downloadable!] (restricted) Marianne Sensier, 2003.
"Inventories and asymmetric business cycle fluctuations in the UK: a structural approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(4), pages 387-402, January.
[Downloadable!] (restricted)
Bjørnland, Hilde C. & Hungnes, Håvard, 2003.
"Fundamental determinants of the long run real exchange rate: The case of Norway ,"
Memorandum
23/2002, Oslo University, Department of Economics.
[Downloadable!]
Other versions: Bogdan Lissovolik, 2003.
"Determinants of Inflation in a Transition Economy: the Case of Ukraine ,"
IMF Working Papers
03/126, International Monetary Fund.
[Downloadable!]
William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1, 2004.
"The Nonlinear Skeletons in the Closet ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200403, University of Kansas, Department of Economics, revised May 2004.
[Downloadable!]
Other versions: Jesper Lindé, 2001.
"Fiscal policy and interest rates in a small open economy ,"
Finnish Economic Papers ,
Finnish Economic Association, vol. 14(2), pages 65-83, Autumn.
[Downloadable!]
Razzak, Weshah, 2003.
"A Perspective on Unit Root and Cointegration in Applied Macroeconomics ,"
MPRA Paper
1970, University Library of Munich, Germany, revised 2007.
[Downloadable!]
Other versions: Daiki Maki & Shin-ichi Kitasaka, 2006.
"The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(13), pages 1585-1592, July.
[Downloadable!] (restricted)
Selahattin Dibooglu, 1995.
"Real Disturbances, Relative Prices, and Purchasing Power Parity ,"
International Finance
9502002, EconWPA.
[Downloadable!]
Other versions: Maria Perez Jurado & Juan Luis Vega, 1994.
"Paridad del poder de compra: un análisis empírico ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 18(3), pages 539-556, September.
[Downloadable!]
Martin B. Schmidt, 2003.
"Monetary dynamics: a market approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(2), pages 139-152, January.
[Downloadable!] (restricted)
Byung Chan Ahn, 1994.
"Monetary policy and the determination of the interest rate and exchange rate in a small open economy with increasing capital mobility ,"
Working Papers
1994-024, Federal Reserve Bank of St. Louis.
[Downloadable!]
Per Asberg Sommar & Hovick Shahnazarian, 2009.
"Interdependencies between Expected Default Frequency and the Macro Economy ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 5(3), pages 83-110, September.
[Downloadable!]
Aliyu, Shehu Usman Rano, 2009.
"Impact of Oil Price Shock and Exchange Rate Volatility on Economic Growth in Nigeria: An Empirical Investigation ,"
MPRA Paper
16319, University Library of Munich, Germany, revised 10 Jun 2009.
[Downloadable!]
Stevans, Lonnie & Sessions, David, 2008.
"Speculation, Futures Prices, and the U.S. Real Price of Crude Oil ,"
MPRA Paper
9456, University Library of Munich, Germany, revised 04 Jul 2008.
[Downloadable!]
Canning, David, 1998.
"A database of world infrastructure stocks, 1950-95 ,"
Policy Research Working Paper Series
1929, The World Bank.
[Downloadable!]
Ebrima Faal, 2006.
"Growth and Productivity in Papua New Guinea ,"
IMF Working Papers
06/113, International Monetary Fund.
[Downloadable!]
Elmer Cuba & Rafael Herrada, 1995.
"Demanda de Dinero, Inflación y Política Monetaria en el Perú: 1991-1994 ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 32(97), pages 347-378.
[Downloadable!]
Vasco Gabriel & Pataaree Sangduan, 2009.
"Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach ,"
Department of Economics Discussion Papers
0309, Department of Economics, University of Surrey.
[Downloadable!]
Rashid, Shahidur, 2002.
"Dynamics of agricultural wage and rice price in Bangladesh ,"
MTID discussion papers
44, International Food Policy Research Institute (IFPRI).
[Downloadable!]
Lendjoungou, Francis, 2009.
"Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone ,"
MPRA Paper
17053, University Library of Munich, Germany.
[Downloadable!]
Michael R. Donihue & Andriy Avramenko, 2006.
"Decomposing consumer wealth effects: evidence on the role of real estate assets following the wealth cycle of 1990-2002 ,"
Working Papers
06-15, Federal Reserve Bank of Boston.
[Downloadable!]
Kisu Simwaka, 2004.
"Dynamics of inflationary processes in Malawi ,"
Macroeconomics
0407016, EconWPA.
[Downloadable!]
Gebhard Kirchgässner & Silika Prohl, 2006.
"Sustainability of Swiss Fiscal Policy ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Kenny, Geoff & McGettigan, Donal, 1996.
"Non-Traded, Traded and Aggregate Inflation In Ireland (Part 2) ,"
Research Technical Papers
3B/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Jan M Podivinsky & Chongcheul Cheong & Maozu Lu, 2004.
"The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model ,"
Econometric Society 2004 Far Eastern Meetings
657, Econometric Society.
[Downloadable!]
Other versions: Ping Wang & Paul Dunne, 2000.
"Sources of movements in real exchange rates-evidence from east Asian economies ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 136(1), pages 158-170, March.
[Downloadable!] (restricted)
Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004.
"Decreasing marginal impatience, income distribution and demand for money: Theory and evidence ,"
Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers
04-04, Indian Statistical Institute, New Delhi, India.
[Downloadable!]
Martial Foucault, 2005.
"Biens publics et défense européenne : quel processus d'allocation ? ,"
Cahiers de la Maison des Sciences Economiques
j05082, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: Bahram Adrangi & Arjun Chatrath & Todd M. Shank, 1999.
"Inflation, output and stock prices: evidence from Latin America ,"
Managerial and Decision Economics ,
John Wiley & Sons, Ltd., vol. 20(2), pages 63-74.
Adolfson, Malin, 1999.
"Swedish Export Price Determination: Pricing to Market Shares? ,"
Working Paper Series in Economics and Finance
306, Stockholm School of Economics.
[Downloadable!]
Other versions: Darren Pain & Ryland Thomas, .
"Real Interest Rate Linkages: Testing for Common Trends and Cycles ,"
Bank of England working papers
65, Bank of England.
[Downloadable!]
Domac, Iker & Elbirt, Carolos, 1998.
"The main determinants of inflation in Albania ,"
Policy Research Working Paper Series
1930, The World Bank.
[Downloadable!]
Erdal Özmen, 2003.
"Testing the quantity theory of money in Greece ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(15), pages 971-974, December.
[Downloadable!] (restricted)
Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2005.
"Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(41), pages 1-9.
[Downloadable!]
Gabriella Legrenzi & Costas Milas, 2005.
"Non-linear real exchange rate effects in the UK labour market ,"
Macroeconomics
0507019, EconWPA.
[Downloadable!]
Other versions:
Gabriella Legrenzi & Costas Milas, 2004.
"Non-linear real exchange rate effects in the UK labour market ,"
International Finance
0411007, EconWPA.
[Downloadable!] Gabriella Legrenzi & Costas Milas, 2005.
"Non-linear real exchange rate effects in the UK labour market ,"
Keele Economics Research Papers
KERP 2005/08, Centre for Economic Research, Keele University.
[Downloadable!] Costas Milas & Gabriella Legrenzi, 2006.
"Non-linear Real Exchange Rate Effects in the UK Labour Market ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 10(1).
[Downloadable!] Harrison Fell, 2008.
"Rights-Based Management and Alaska Pollock Processors' Supply ,"
American Journal of Agricultural Economics ,
American Agricultural Economics Association, vol. 90(3), pages 579-592, 08.
[Downloadable!] (restricted)
Pål Boug, Ådne Cappelen and Torbjørn Eika, 2005.
"Exchange Rate Pass-through in a Small Open Economy ,"
Discussion Papers
429, Research Department of Statistics Norway.
[Downloadable!]
A. C. Arize, 1996.
"The Impact Of Exchange-Rate Uncertainty On Export Growth: Evidence From Korean Data ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(3), pages 49-60, October.
[Downloadable!] (restricted)
Gordon de Brouwer & Irene Ng & Robert Subbaraman, 1993.
"The Demand for Money in Australia: New Tests on an Old Topic ,"
RBA Research Discussion Papers
rdp9314, Reserve Bank of Australia.
[Downloadable!]
Mehdi S. Monadjemi & Hyeonseung Huh, 1998.
"Private And Government Investment: A Study Of Three Oecd Countries ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(2), pages 93-105, June.
[Downloadable!] (restricted)
Gabor Vadas, 2005.
"Modelling Households' Savings and Dwellings Investment - A Portfolio Choice Approach ,"
Macroeconomics
0507013, EconWPA.
[Downloadable!]
Other versions: Raul Crespo, 2005.
"Total Factor Productivity: An Unobserved Components Approach ,"
Bristol Economics Discussion Papers
05/579, Department of Economics, University of Bristol, UK.
[Downloadable!]
Christopher B. Branston & Nicolaas Groenewold, 2003.
"Investment and Share Prices: Fundamental versus Speculative Components ,"
Economics Discussion / Working Papers
03-18, The University of Western Australia, Department of Economics.
[Downloadable!]
Apostolos Serletis & Jagat Jit Virk, 2006.
"Monetary aggregation, inflation, and welfare ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(7), pages 499-512, April.
[Downloadable!] (restricted)
Kausik Chaudhuri, 2000.
"Chaudhuri Real Exchange Rate Fluctuations in Indian Currency: Role of Real and Nominal Factors ,"
Working Papers
2000-4, University of Sydney, Department of Economics.
[Downloadable!]
David I. Stern & Robert K. Kaufmann, 1997.
"Time series properties of global climate variables: detection and attribution of climate change ,"
Working Papers in Ecological Economics
9702, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
[Downloadable!]
Dhanya V, 2008.
"Liberalisation of Tropical Commodity Market and Adding-Up Problem: A Bound Test Approach ,"
Working Papers
id:1608, esocialsciences.com.
[Downloadable!]
Nigel Driffield & Christos Ioannidis & David Peel, 2003.
"Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices ,"
International Journal of the Economics of Business ,
Taylor and Francis Journals, vol. 10(2), pages 195-203, July.
[Downloadable!] (restricted)
Martinez Peria, Maria Soledad, 2000.
"The impact of banking crises on money demand and price stability ,"
Policy Research Working Paper Series
2305, The World Bank.
[Downloadable!]
J. Breitung, .
"A Simultaneous Equations Approach to Cointegrated Systems ,"
Sonderforschungsbereich 373
1995-46, Humboldt Universitaet Berlin.
Martha Misas Arango & Enrique López Enciso & Juana Téllez Corredor & José Fernando Escobar, .
"La Inflación Subyacente en Colombia: Un Enfoque de Tendencias Estocásticas Comunes Asociadas a un VEC Estructural ,"
Borradores de Economia
324, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Alvaro Escribano & M. Santos & Ana Sipols, 2008.
"Testing for cointegration using induced-order statistics ,"
Computational Statistics ,
Springer, vol. 23(1), pages 131-151, January.
[Downloadable!] (restricted)
CHOY Keen Meng, 2009.
"Trade Cycles in a Re-export Economy: The Case of Singapore ,"
Economic Growth centre Working Paper Series
0905, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
[Downloadable!]
Mughal, Mazhar, 2008.
"Boon or bane- role of FDI in the economic growth of Pakistan ,"
MPRA Paper
16468, University Library of Munich, Germany.
[Downloadable!]
Atsushi Iimi, 2006.
"Exchange Rate Misalignment: An Application of the Behavioral Equilibrium Exchange Rate (BEER) to Botswana ,"
IMF Working Papers
06/140, International Monetary Fund.
[Downloadable!]
Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005.
"Are Business Cycles All Alike In Europe? ,"
Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting]
031, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Gerald Carlino & Keith Sill, 1996.
"Common trends and common cycles in regional per capita incomes ,"
Working Papers
96-13, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Taufiq Choudhry, 2002.
"Financial Innovations And Demand For United States M1 And M2 Components ,"
International Economic Journal ,
Korean International Economic Association, vol. 16(1), pages 73-93, April.
[Downloadable!] (restricted)
Gabriella Legrenzi & Costas Milas, 2002.
"The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth ,"
International Tax and Public Finance ,
Springer, vol. 9(4), pages 435-449, August.
[Downloadable!] (restricted)
Jardet, C. & Le Fol, G., 2007.
"Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework ,"
Documents de Travail
167, Banque de France.
[Downloadable!]
Theo Panagiotidis & Mark J Holmes, 2005.
"Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account ,"
Money Macro and Finance (MMF) Research Group Conference 2005
29, Money Macro and Finance Research Group.
[Downloadable!]
Bredin, Don & Fountas, Stilianos & Murphy, Eithne, 2002.
"An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter? ,"
Research Technical Papers
1/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions:
Bredin, D. & Fountas, S. & Murphy, E., 1998.
"An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate Volatility Matter? ,"
Department of Economics
22, National University of Ireland, Galway - Department of Economics.
Don Bredin & Stilianos Fountas & Eithne Murphy, 2003.
"An Empirical Analysis of Short-run and Long-run Irish Export Functions: does exchange rate volatility matter? ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 17(2), pages 193-208, April.
[Downloadable!] (restricted) Minoas Koukouritakis & Leo Michelis, 2005.
"The Term Structures of Interest Rates in the New and Prospective EU Countries ,"
Working Papers
0505, University of Crete, Department of Economics.
[Downloadable!]
Kunst, Robert M., 2002.
"Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration ,"
Economics Series
121, Institute for Advanced Studies.
[Downloadable!]
Álvaro Moreno, 2002.
"Determinantes del tipo de cambio real en Colombia. Un modelo neokeynesiano ,"
Revista de Economía Institucional ,
Universidad Externado de Colombia - Facultad de Economía, vol. 4(7), pages 40-61, July-Dece.
[Downloadable!]
Reza Anglingkusumo, 2005.
"Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis ,"
Tinbergen Institute Discussion Papers
05-054/4, Tinbergen Institute.
[Downloadable!]
Nikolaos Giannellis & Athanasios Papadopoulos, 2006.
"Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach ,"
Working Papers
0717, University of Crete, Department of Economics.
[Downloadable!]
Other versions: Zhongjun Qu & Pierre Perron, 2006.
"A Modified Information Criterion for Cointegration Tests based on a VAR Approximation ,"
Boston University - Department of Economics - Working Papers Series
WP2006-011, Boston University - Department of Economics.
[Downloadable!]
Other versions: Scott Hendry, 1995.
"Long-Run Demand for M1 ,"
Macroeconomics
9511001, EconWPA.
[Downloadable!]
Abul M. M. Masih & Rumi Masih, 1997.
"Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 9(6), pages 803-825.
Paolo Foschi & Erricos Kontoghiorghes, 2003.
"Estimation of VAR Models Computational Aspects ,"
Computational Economics ,
Springer, vol. 21(1), pages 3-22, February.
[Downloadable!] (restricted)
Other versions: Mark Wheeler, 1999.
"The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 27(3), pages 273-284, September.
[Downloadable!] (restricted)
Badi H. Baltagi & Zijun Wang, 2006.
"Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets ,"
Center for Policy Research Working Papers
83, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Other versions: Suleiman Abu-Bader & Aamer Abu-Qarn, 2006.
"On the Optimality of a GCC Monetary Union: Structural VAR, Common Trends and Common Cycles Evidence ,"
Working Papers
225, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions:
Abu-Qarn, Aamer & Abu-Bader, Suleiman, 2006.
"On the optimality of a GCC Monetary Union: Structural VAR, Common Trends and Common Cycles Evidence ,"
MPRA Paper
971, University Library of Munich, Germany.
[Downloadable!] Aamer S. Abu-Qarn & Suleiman Abu-Bader, 2008.
"On the Optimality of a GCC Monetary Union: Structural VAR, Common Trends, and Common Cycles Evidence ,"
The World Economy ,
Blackwell Publishing, vol. 31(5), pages 612-630, 05.
[Downloadable!] (restricted) Doh-Khul Kim & Hyungsoo Kim, 2006.
"Aging and Savings in Korea: A Time-Series Approach ,"
International Advances in Economic Research ,
Springer, vol. 12(3), pages 374-381, August.
[Downloadable!] (restricted)
Miguel D. Ramirez, 2006.
"Does Foreign Direct Investment Enhance Labor Productivity Growth in Chile? A Cointegration Analysis ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 32(2), pages 205-220, Spring.
[Downloadable!]
Peter C.B. Phillips, 1995.
"Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's ,"
Cowles Foundation Discussion Papers
1102, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Céline Choulet, 2006.
"Public jobs creation and unemployment dynamics ,"
Cahiers de la Maison des Sciences Economiques
v06026, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
MacDonald, Ronald & Marsh, Ian W, 1999.
"Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen ,"
CEPR Discussion Papers
2210, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Ian Marsh & Ronald MacDonald, 1999.
"Currency Spillovers and Tri-Polarity: a Simultaneous Model of the US Dollar, German Mark and Japanese Yen ,"
Working Papers
wp99-14, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] MacDonald, Ronald & Marsh, Ian W., 2004.
"Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen ,"
Journal of International Money and Finance ,
Elsevier, vol. 23(1), pages 99-111, February.
[Downloadable!] (restricted) Samarendu Mohanty & Darnell B. Smith & E. Wesley F. Peterson, 1996.
"Time Series Evidence of Relationships Between U.S. and Canadian Wheat Prices ,"
Center for Agricultural and Rural Development (CARD) Publications
96-wp154, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
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.
[Downloadable!]
Other versions: Amaresh DAS, 2005.
"Do stock prices and interest rates possess a common trend? ,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2005042, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Miguel St. Aubyn & João Pereira, 2004.
"What Level of Education Matters Most for Growth? Evidence from Portugal ,"
Working Papers
2004/13, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Other versions: Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001.
"The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond ,"
NBER Working Papers
8601, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2002.
"The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond ,"
CEPR Discussion Papers
3281, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003.
"The out-of-sample success of term structure models as exchange rate predictors: a step beyond ,"
Journal of International Economics ,
Elsevier, vol. 60(1), pages 61-83, May.
[Downloadable!] (restricted) Taku Yamamoto & Eiji Kurozumi, 2003.
"Tests for Long-Run Granger Non-Causality in Cointegrated Systems ,"
Hi-Stat Discussion Paper Series
d03-01, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Athina Kanioura & Paul Turner, 2003.
"The Error Correction Model as a Test for Cointegration ,"
Working Papers
2003001, The University of Sheffield, Department of Economics, revised Mar 2003.
[Downloadable!]
Juan Gabriel Brida & Edgar J Sanchez Carrera & W. Adrian Risso, 2008.
"Tourism’s Impact on Long-Run Mexican Economic Growth ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(21), pages 1-8.
[Downloadable!]
Ferda HALICIOGLU & Mehmet UGUR, 2005.
"On Stability of the Demand for Money in a Developing OECD ,"
Macroeconomics
0508001, EconWPA.
[Downloadable!]
Baffes, John & Gohou, Gaston, 2005.
"The co-movement between cotton and polyester prices ,"
Policy Research Working Paper Series
3534, The World Bank.
[Downloadable!]
Blunch, Niels-Hugo & Verner, Dorte, 1999.
"Sector growth and the dual economy model - evidence from Cote d'Ivoire, Ghana, and Zimbabwe ,"
Policy Research Working Paper Series
2175, The World Bank.
[Downloadable!]
Carsten Trenkler, 2008.
"Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms ,"
Computational Statistics ,
Springer, vol. 23(1), pages 19-39, January.
[Downloadable!] (restricted)
Otero, J.G. & Milas, C., 1998.
"Modeling The Behaviour of the Spot Prices of Various Types of Coffee ,"
The Warwick Economics Research Paper Series (TWERPS)
524, University of Warwick, Department of Economics.
[Downloadable!]
Daniel G. Garcés Díaz, 2003.
"Agregados monetarios, inflación y actividad económica en México ,"
Estudios Económicos ,
El Colegio de México, Centro de Estudios Económicos, vol. 18(1), pages 37-78.
[Downloadable!]
Annika Alexius & Jonny Nilsson, 2000.
"Real Exchange Rates and Fundamentals: Evidence from 15 OECD Countries ,"
Open Economies Review ,
Springer, vol. 11(4), pages 383-397, October.
[Downloadable!] (restricted)
Andrea Carriero & Massimiliano Marcellino, 2007.
"Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes ,"
Working Papers
319, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
MANUCHEHR IRANDOUST & BOO SJÖÖ, 2000.
"The Behavior Of The Current Account In Response To Unobservable And Observable Shocks ,"
International Economic Journal ,
Korean International Economic Association, vol. 14(4), pages 41-57, December.
[Downloadable!] (restricted)
Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2005.
"Interest rate linkages: identifying structural relations ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 15(14), pages 977-986, October.
[Downloadable!] (restricted)
Chor Foon Tang & Hooi Hooi Lean, 2009.
"The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis ,"
Development Research Unit Working Paper Series
04-09, Monash University, Department of Economics.
[Downloadable!]
Guncavdi, Oner & Ulengin, Burc, 2008.
"Tradable and Nontradable Expenditure and Aggregate Demand for Import in an Emerging Market Economy ,"
MPRA Paper
9631, University Library of Munich, Germany.
[Downloadable!]
Efthymios G. Tsionas, 2001.
"Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data ,"
Regional Studies ,
Taylor and Francis Journals, vol. 35(8), pages 689-696, November.
[Downloadable!] (restricted)
Alfonso Novales & Pilar Abad, 2002.
"Risk Premia in the Term Structure of Swaps in Pesetas ,"
Documentos del Instituto Complutense de Análisis Económico
0219, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
[Downloadable!]
Hany Guirguis & Christos Giannikos & Randy Anderson, 2004.
"The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 30(1), pages 33-53, October.
[Downloadable!] (restricted)
Aron, Janine & Muellbauer, John, 2008.
"Monetary Policy and Inflation Modeling in a More Open Economy in South Africa ,"
CEPR Discussion Papers
6992, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Mark J. Holmes, 2000.
"The Velocity of Circulation: some new evidence on international integration ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 14(4), pages 449-459, October.
[Downloadable!] (restricted)
Carlos Hamilton Vasconcelos Araújo & Osmani Teixeira de Carvalho de Guillén, 2002.
"Componentes de Curto e Longo Prazo das Taxas de Juros no Brasil ,"
Working Papers Series
55, Central Bank of Brazil, Research Department.
[Downloadable!]
João Leitão, 2004.
"Demand Pull And Supply Push In Portuguese Cable Television ,"
Econometrics
0409011, EconWPA.
[Downloadable!]
Other versions: Marc Piazolo, 1995.
"Determinants Of South Korean Economic Growth, 1955--1990 ,"
International Economic Journal ,
Korean International Economic Association, vol. 9(4), pages 109-133, December.
[Downloadable!] (restricted)
Zeno Rotondi, 2006.
"The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence ,"
Giornale degli Economisti ,
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(2), pages 193-224, November.
[Downloadable!]
Daniel Levy, 2004.
"Is the Feldstein-Horioka Puzzle Really a Puzzle? ,"
International Finance
0402002, EconWPA, revised 12 May 2005.
[Downloadable!]
Mohammed Ibrahim El-Sakka & Naief Hamad Al-Mutairi, 2000.
"Exports and Economic Growth: The Arab Experience ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 39(2), pages 153-169.
[Downloadable!]
Dimitris Kenourgios, 2005.
"Testing Efficiency And The Unbiasedness Hypothesis Of The Emerging Greek Futures Market ,"
Finance
0512015, EconWPA.
[Downloadable!]
Ida Wolden Bache, 2006.
"Assessing the structural VAR approach to exchange rate pass-through ,"
Computing in Economics and Finance 2006
309, Society for Computational Economics.
[Downloadable!]
Ramesh Mohan, 2006.
"Causal Relationship Between Savings And Economic Growth In Countries With Different Income Levels ,"
Economics Bulletin ,
Economics Bulletin, vol. 5(3), pages 1-12.
[Downloadable!]
Lyhagen, Johan, 1998.
"Maximum likelihood estimation of the multivariate fractional cointegrating model ,"
Working Paper Series in Economics and Finance
233, Stockholm School of Economics.
[Downloadable!]
Anders Warne, 2006.
"Bayesian inference in cointegrated VAR models - with applications to the demand for euro area M3 ,"
Working Paper Series
692, European Central Bank.
[Downloadable!]
Ashok Parikh, 1994.
"Tests of real interest parity in international currency markets ,"
Journal of Economics ,
Springer, vol. 59(2), pages 167-191, June.
[Downloadable!] (restricted)
Paresh Kumar Narayan & Russell Smyth, 2006.
"Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(19), pages 2209-2219, October.
[Downloadable!] (restricted)
Martha Misas & Enrique López & Luis Fernando Melo, .
"La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia ,"
Borradores de Economia
133, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Adriana Cassoni & Steven G. Allen & Gaston J. Labadie, 2000.
"Sindicatos y empleo en Uruguay ,"
RES Working Papers
3093, Inter-American Development Bank, Research Department.
[Downloadable!]
Fabiosa, Jacinto F., 2000.
"Impact Of Gatt In The Functioning Of Agricultural Markets: An Examination Of Market Integration And Efficiency In The World Beef And Wheat Market Under The Pre-Gatt And Post-Gatt Regimes ,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21868, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Peter Robinson, 2007.
"Diagnostic Testing For Cointegration ,"
STICERD - Econometrics Paper Series
/2007/522, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
C. Müller, .
"On the Effects of Aggregating Cointegrated Variables over Time ,"
Sonderforschungsbereich 373
2002-9, Humboldt Universitaet Berlin.
Nicolaas Groenewold, 2001.
"Long-Run Shifts of the Beveridge Curve and the Frictional Unemployment Rate in Australia ,"
Economics Discussion / Working Papers
01-09, The University of Western Australia, Department of Economics.
[Downloadable!]
Philip M. Bodman, 1998.
"A Contribution On The Empirics Of Trade, Migration And Economic Growth For Australia And Canada ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(3), pages 41-62, October.
[Downloadable!] (restricted)
Claudio Paiva, 2003.
"Trade Elasticities and Market Expectations in Brazil ,"
IMF Working Papers
03/140, International Monetary Fund.
[Downloadable!]
Roger Guerra, 2003.
"Nonlinear adjustment towards purchasing power parity: the Swiss Franc-German Mark case ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 83-100, March.
[Downloadable!]
Menzie Chinn, 1995.
"Whither the Yen? Implications of an intertemporal model of the Yen/Dollar rate ,"
International Finance
9508001, EconWPA, revised 28 Aug 1995.
[Downloadable!]
Norbert Janssen, .
"The demand for M0 in the United Kingdom reconsidered: some specification issues ,"
Bank of England working papers
83, Bank of England.
[Downloadable!]
Sophocles N. Brissimis & Theodora S. Kosma, 2005.
"Market power, innovative activity and exchange rate pass-through in the euro area ,"
Working Paper Series
531, European Central Bank.
[Downloadable!]
Kamat, Manoj & Kamat, Manasvi, 2007.
"The New Information Age & the Stock Market Growth Puzzle ,"
MPRA Paper
5158, University Library of Munich, Germany.
[Downloadable!]
Paul, Satya & Mallik, Girijasankar, 2003.
"Macroeconomic Factors and Bank and Finance Stock Prices: The Australian Experience ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 33(1), pages 23-30, March.
[Downloadable!]
Jorg Breitung & Gianluca Cubadda, 2009.
"Testing for cointegration in high-dimensional systems ,"
CEIS Research Paper
148, Tor Vergata University, CEIS, revised 30 Sep 2009.
[Downloadable!]
Arifa, Ali & Ghali, Khalifa H. & Limam, Imed, 2002.
"Investigating Stock Price Dynamics in an Oil-Dependent Economy: The Case of Kuwait ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 32(2), pages 141-158, June Spec.
[Downloadable!]
Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 1999.
"Econometric Inflation Targeting ,"
Working Paper Series
0502, Department of Economics, Norwegian University of Science and Technology, revised 30 Oct 2001.
[Downloadable!]
Other versions: H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999.
"A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests ,"
Tinbergen Institute Discussion Papers
99-012/4, Tinbergen Institute.
[Downloadable!]
Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003.
"Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model ,"
RCER Working Papers
502, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Ejaz Ghani & Musleh-Ud Din, 2006.
"The Impact of Public Investment on Economic Growth in Pakistan ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 45(1), pages 87-98.
[Downloadable!]
Ang, James, 2009.
"Financial Liberalization and Income Inequality ,"
MPRA Paper
14496, University Library of Munich, Germany.
[Downloadable!]
Judith A. Giles & Sadaf Mirza, 1999.
"Some Pretesting Issues on Testing for Granger Noncausality ,"
Econometrics Working Papers
9914, Department of Economics, University of Victoria.
[Downloadable!]
Oya Celasun & Mangal Goswami, 2002.
"An Analysis of Money Demand and Inflation in the Islamic Republic of Iran ,"
IMF Working Papers
02/205, International Monetary Fund.
[Downloadable!]
John S. Irons, .
"Assessing the Stability of Aggregate Productivity Growth in the United States: 1889-1989 ,"
Home Pages
_001, Massachussets Institute of Technology, Economics.
[Downloadable!]
Jardet, C. & Monfort, A. & Pegoraro, F., 2009.
"No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth ,"
Documents de Travail
234, Banque de France.
[Downloadable!]
Panayiotis F. Diamandis & Dimitris A. Georgoutsos & Georgios P. Kouretas, 1996.
"Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian - U.S. Dollar, 1970--1994 ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(4), pages 83-97, December.
[Downloadable!] (restricted)
Other versions: Hammad Qureshi, 2008.
"Explosive Roots in Level Vector Autoregressive Models ,"
Working Papers
08-02, Ohio State University, Department of Economics.
[Downloadable!]
Steven Cook, 2005.
"Detecting long-run relationships in regional house prices in the UK ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 19(1), pages 107-118, January.
[Downloadable!] (restricted)
Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2003.
"On the welfare costs of business cycles in the 20th century ,"
Economics Working Papers (Ensaios Economicos da EPGE)
481, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Nagaratnam J Sreedharan, 2004.
"A VECM Model of Stockmarket Returns ,"
Econometric Society 2004 Australasian Meetings
166, Econometric Society.
[Downloadable!]
Floros, Ch. & Failler, P., 2004.
"Seasonaility and Cointegration in the Fishing Industry of Conrwall ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 1(4), pages 27-52.
[Downloadable!]
Neil R. Ericsson & James G. MacKinnon, 1999.
"Distributions of error correction tests for cointegration ,"
International Finance Discussion Papers
655, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Helle Bunzel, 2004.
"Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand ,"
Econometric Society 2004 North American Summer Meetings
219, Econometric Society.
[Downloadable!]
Rangan Gupta & Josine Uwilingiye, 2008.
"Should the SARB Have Stayed Time Inconsistent? ,"
Working Papers
200833, University of Pretoria, Department of Economics.
Ah-Boon Sim, Ralf Zurbruegg, 2001.
"Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 7(3), pages 269-283, September.
[Downloadable!] (restricted)
Abdul RASHID, 2009.
"Testing The Modified-Combined Ppp And Uip Hypothesis In South Asian Economies ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 9(1).
[Downloadable!] (restricted)
Ajit Zacharias, 2001.
"Testing Profit Rate Equalization in the U.S. Manufacturing Sector: 1947-1998 ,"
Economics Working Paper Archive
321, Levy Economics Institute, The.
[Downloadable!]
Brian M. Lucey & Edel Tully, 2006.
"The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 2(1), pages 47-53, January.
[Downloadable!] (restricted)
Lynne Cockerell & Bill Russell, 1995.
"Australian Wage and Price Inflation: 1971-1994 ,"
RBA Research Discussion Papers
rdp9509, Reserve Bank of Australia.
[Downloadable!]
Carlos Andrés Amaya, .
"Interest Rate Setting and the Colombian Monetary Transmission Mechanism ,"
Borradores de Economia
352, Banco de la Republica de Colombia.
[Downloadable!]
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.).
[Downloadable!]
Other versions: Luiz R. De Mello & Kiichiro Fukasaku, 2000.
"Trade and foreign direct investment in Latin America and Southeast Asia: temporal causality analysis ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 12(7), pages 903-924.
Babula, Ronald A. & Newman, Douglas & Rogowsky, Robert A., 2006.
"A Dynamic Model of U.S. Sugar-Related Markets: A Cointegrated Vector Autoregression Approach ,"
Journal of Food Distribution Research ,
Food Distribution Research Society, vol. 37(02), July.
[Downloadable!]
Terra, Maria Cristina T. & Valladares, Frederico Estrella Carneiro, 2003.
"Real Exchange Rate Misalignments ,"
Economics Working Papers (Ensaios Economicos da EPGE)
493, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions: Erdan Ozmen, 2003.
"Testing The Quantity Theory of Money in Greece: A Note ,"
ERC Working Papers
0310, ERC - Economic Research Center, Middle East Technical University, revised Oct 2003.
[Downloadable!]
Dilip Dutta & Nasiruddin Ahmed, 2001.
"Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis ,"
ASARC Working Papers
2001-01, Australian National University, Australia South Asia Research Centre.
[Downloadable!]
Allan W. Gregory & Alfred A. Haug & Nicoletta Lomuto, 2004.
"Mixed signals among tests for cointegration ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 19(1), pages 89-98.
[Downloadable!]
Wing-Keung Wong & Aman Agarwal & Jun Du, 2005.
"Financial Integration for India Stock Market, a Fractional Cointegration Approach ,"
Departmental Working Papers
wp0501, National University of Singapore, Department of Economics.
[Downloadable!]
Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002.
"US dollar/Euro exchange rate: a monthly econometric model for forecasting ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 8(4), pages 480-501, December.
[Downloadable!] (restricted)
Panos C. Afxentiou & Apostolos Serletis, 1996.
"Government Expenditures In The European Union: Do They Converge Or Follow Wagner'S Law? ,"
International Economic Journal ,
Korean International Economic Association, vol. 10(3), pages 33-47, October.
[Downloadable!] (restricted)
Steven Zongshin Liu & Kung-Cheng Lin & Sophia Meiying Lai, 2006.
"Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners ,"
Economics Bulletin ,
Economics Bulletin, vol. 7(5), pages 1-15.
[Downloadable!]
Halicioglu, Ferda, 2008.
"An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey ,"
MPRA Paper
6765, University Library of Munich, Germany, revised 2008.
[Downloadable!]
Nejib Hachicha, 2003.
"Capital Inflows-National Savings Dynamics In Tunisia: Evidence From Cointegration, Weak Exogeneity And Simultaneous Error Correction Modelling ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(4), pages 43-60, December.
[Downloadable!] (restricted)
Laurence Fung & Ip-wing Yu, 2009.
"A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008 ,"
Working Papers
0909, Hong Kong Monetary Authority.
[Downloadable!]
Xu Cheng & Peter C.B. Phillips, 2008.
"Semiparametric Cointegrating Rank Selection ,"
Cowles Foundation Discussion Papers
1658, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Marçal , Emerson F. & Valls Pereira , Pedro L. & Abbara, Omar, 2009.
"Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change ,"
MPRA Paper
15624, University Library of Munich, Germany.
[Downloadable!]
Other versions: Juan Nicolás Hernández, 2006.
"Revisión De Los Determinantes Macroeconómicos Del Consumo Total De Los Hogares Para El Caso Colombiano ,"
BORRADORES DE ECONOMIA
003472, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Bigsten, Arne & Durevall, Dick, 2004.
"Trade Reform and Wage Inequality in Kenya, 1964-2000 ,"
Working Papers in Economics
148, Göteborg University, Department of Economics.
[Downloadable!]
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. 0, pages 71-89, May.
[Downloadable!] (restricted)
Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008.
"Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model ,"
Working Papers
200826, University of Pretoria, Department of Economics.
[Downloadable!]
Gustavsson, Magnus & Österholm, Pär, 2006.
"Does Unemployment Hysteresis Equal Employment Hysteresis? ,"
Working Paper Series
2006:15, Uppsala University, Department of Economics.
[Downloadable!]
Other versions: Thomas M Fullerton Jr & Richard L Sprinkle, 2005.
"An Error Correction Analysis of U.S.-Mexico Trade Flows ,"
International Trade
0506003, EconWPA.
[Downloadable!]
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.
[Downloadable!]
Simon J. Broome & Morley, B., 2003.
"Stock Prices and the Monetary Model of Exchange Rate: An Empirical Investigation ,"
Economics, Finance and Accounting Department Working Paper Series
n1321103, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
Judith A. Clarke & Sadaf Mirza, 2003.
"Some Finite Sample Results On Testing For Granger Noncausality ,"
Econometrics Working Papers
0305, Department of Economics, University of Victoria.
[Downloadable!]
Louis Kuijs, 2002.
"Monetary Policy Transmission Mechanisms and Inflation in Slovakia ,"
IMF Working Papers
02/80, International Monetary Fund.
[Downloadable!]
Jacinto F. Fabiosa, 1999.
"Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime ,"
Center for Agricultural and Rural Development (CARD) Publications
99-wp218, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Mohsen Bahmani-Oskooee, 1998.
"COINTEGRATION APPROACH TO ESTIMATE THE LONG-RUN TRADE ELASTICITIES IN LDCs ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(3), pages 89-96, October.
[Downloadable!] (restricted)
John Faust & Charles H. Whiteman, 1997.
"General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit ,"
International Finance Discussion Papers
576, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Faust, Jon & Whiteman, Charles H., 1997.
"General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and criti ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 47(1), pages 121-161, December.
[Downloadable!] (restricted) Menzie Chinn & Jeffrey Frankel, 2003.
"The Euro Area and World Interest Rates ,"
Santa Cruz Department of Economics, Working Paper Series
1031, Department of Economics, UC Santa Cruz.
[Downloadable!]
Other versions: Dilip Dutta & Nasiruddin Ahmed, .
"Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis ,"
Working Papers
2001-4, University of Sydney, Department of Economics.
[Downloadable!]
Iqbal, Javed & Nadeem, Khurram, 2006.
"Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan ,"
MPRA Paper
3267, University Library of Munich, Germany.
[Downloadable!]
Koffie Ben Nassar, 2005.
"Money Demand and Inflation in Madagascar ,"
IMF Working Papers
05/236, International Monetary Fund.
[Downloadable!]
Peter Rowland & Hugo OLiveros C., .
"Colombian Purchasing Power Parity Analysed Using a Framework of Multivariate Cointegration ,"
Borradores de Economia
252, Banco de la Republica de Colombia.
[Downloadable!]
Bruno Chiarini & Elisabetta Marzano, 2008.
"Interaction between Underground Employment and Unions in selected Italian industries ,"
Working Papers
6_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!]
Andersson, Björn, 1999.
"On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity ,"
Working Paper Series
1999:18, Uppsala University, Department of Economics.
[Downloadable!]
Mark J. Holmes, 1998.
"Inflation Convergence In The Erm: Evidence For Manufacturing And Services ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(3), pages 1-16, October.
[Downloadable!] (restricted)
Ivan Paya & A Duarte & José Luis Nicolini-Llosa, 2007.
"Estimating Argentina''s imports elasticities ,"
Working Papers
004670, Lancaster University Management School, Economics Department.
[Downloadable!]
Jan Gottschalk, 2002.
"Keynesian and Monetarist Views on the German Unemployment Problem Theory and Evidence ,"
Kiel Working Papers
1096, Kiel Institute for the World Economy.
[Downloadable!]
Sebastian Stolorz, 2005.
"Perceived Welfare Effects Of Current Account Deficit – Evidence From American Economy 1967 - 2005 ,"
Labor and Demography
0512009, EconWPA.
[Downloadable!]
Wesche, Katrin, 1996.
"Aggregating Money Demand in Europe with a Divisia Index ,"
Discussion Paper Serie B
392, University of Bonn, Germany.
[Downloadable!]
Dimitrios Sideris, 2007.
"Wagner's Law in 19th Century Greece: A Cointegration and Causality Analysis ,"
Working Papers
64, Bank of Greece.
[Downloadable!]
Awad Abdel Hameed, Amna & Mohamed Arshad, Fatimah, 2008.
"The Impact Of Petroleum Prices On Vegetable Oils Prices: Evidence From Cointegration Tests ,"
Miscellaneous Papers
46251, Agecon Search.
[Downloadable!]
Carlos Marinheiro, 2006.
"Egypt has presented important budget imbalances ,"
GEMF Working Papers
2006-07, GEMF - Faculdade de Economia, Universidade de Coimbra.
[Downloadable!]
Hilde C. Bjørnland and Håvard Hungnes, 2003.
"The importance of interest rates for forecasting the exchange rate ,"
Discussion Papers
340, Research Department of Statistics Norway.
[Downloadable!]
Other versions: Haigh, Michael S. & Nomikos, Nikos K. & Bessler, David A., 2002.
"Integration And Causality In International Freight Markets--Modeling With Error Correction And Directed Acyclic Graphs ,"
Working Papers
28558, University of Maryland, Department of Agricultural and Resource Economics.
[Downloadable!]
Other versions: Arslan Razmi, 2005.
"Balance of Payments Constrained Growth Model: The Case of India ,"
Working Papers
2005-05, University of Massachusetts Amherst, Department of Economics.
[Downloadable!]
Martha Misas & María Teresa Ramírez & Luisa Fernanda Silva, .
"Exportaciones no tradicionales en Colombia y sus Determinantes ,"
Borradores de Economia
178, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Hervé Boulhol, 2005.
"The upward bias of markups estimated from the price-based methodology ,"
Cahiers de la Maison des Sciences Economiques
bla05055, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Webber, A., 1999.
"Dynamic and Long Run Responses of Import Prices to the Exchange Rate in the Asia-Pacific ,"
Economics Working Papers
WP99-11, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Nicholas Sarantis, 1994.
"The monetary exchange rate model in the long run: An empirical investigation ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 130(4), pages 698-711, December.
[Downloadable!] (restricted)
Zavkidjon Zavkiev, 2005.
"Estimating A Model Of Inflation In Tajikistan ,"
CAMA Working Papers
2005-27, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Martha Misas Arango & Enrique López Enciso & Diego Vásquez Escobar, .
"Tendencias Estocásticas Comunes y Fluctuaciones en la Economía Colombiana: 1950-2002 ,"
Borradores de Economia
275, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Peter Hansen, 2002.
"Generalized Reduced Rank Regression ,"
Working Papers
2002-02, Brown University, Department of Economics.
[Downloadable!]
Dietmar Bauer & Martin Wagner, 2000.
"Estimating Cointegrated Systems Using Subspace Algorithms ,"
Econometric Society World Congress 2000 Contributed Papers
0293, Econometric Society.
[Downloadable!]
Other versions: Judith A. Giles & Cara L. Williams, 2000.
"Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2 ,"
Econometrics Working Papers
0002, Department of Economics, University of Victoria.
[Downloadable!]
Miguel ST. Aubyn & Álvaro Pina, 2004.
"Comparing Macroeconomic Returns on human and Public Capital: An Empirical Analysis of the Portuguese Case (1960-2001) ,"
Working Papers
2004/07, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Other versions: Ranaweera, Thilak, 2003.
"Market disequilibria and inflation in Uzbekistan, 1994-2000 ,"
Policy Research Working Paper Series
3144, The World Bank.
[Downloadable!]
Peter C.B. Phillips, 2004.
"Challenges of Trending Time Series Econometrics ,"
Cowles Foundation Discussion Papers
1472, Cowles Foundation, Yale University.
[Downloadable!]
Gabriella Deborah Legrenzi, 2009.
"Asymmetric and Non-Linear Adjustments in Local Fiscal Policy ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005.
"Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange ,"
Working Papers
0522, University of Crete, Department of Economics.
[Downloadable!]
Fragiskos ARCHONTAKIS, 2001.
"Testing the Order of Integration in a VAR Model for I(2) Variables ,"
Economics Working Papers
ECO2001/12, European University Institute.
[Downloadable!]
Prof. Neil D. Karunaratne, 2002.
"Microeconomic Shocks, Depreciation and Inflation: an Australian Perspective ,"
Discussion Papers Series
298, School of Economics, University of Queensland, Australia.
[Downloadable!]
Adolf Mkenda & Henk Folmer, 2001.
"The Maximum Sustainable Yield of Artisanal Fishery in Zanzibar: A Cointegration Approach ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 19(4), pages 311-328, August.
[Downloadable!] (restricted)
Roger Bjørnstad and Eilev S. Jansen, 2007.
"The NOK/euro exhange rate after inflation targeting: The interest rate rules ,"
Discussion Papers
501, Research Department of Statistics Norway.
[Downloadable!]
Philip M. Bodman, 1997.
"The Australian Trade Balance And Current Account: A Time Series Perspective ,"
International Economic Journal ,
Korean International Economic Association, vol. 11(2), pages 39-57, June.
[Downloadable!] (restricted)
Dr.Godwin Chukwudum Nwaobi, 2004.
"Money And Output Interraction In Nigeria ,"
Macroeconomics
0405012, EconWPA.
[Downloadable!]
Michael PEDERSEN, 2002.
"Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection? ,"
Economics Working Papers
ECO2002/17, European University Institute.
[Downloadable!]
Hali J. Edison & Ronald MacDonald, 2000.
"Monetary policy independence in the ERM: was there any? ,"
International Finance Discussion Papers
665, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Martin Petri & Tahsin Saadi-Sedik, 2006.
"The Jordanian Stock Market--Should You Invest in it for Risk Diversification or Performance? ,"
IMF Working Papers
06/187, International Monetary Fund.
[Downloadable!]
Jawadi Fredj & Koubaa Yousra, 2004.
"Threshold Cointegration between Stock Returns : An application of STECM Models ,"
Econometrics
0412001, EconWPA.
[Downloadable!]
Marco Gallegati, 2001.
"Financial constraints and the balance sheet channel: a re-interpretation ,"
Heterogeneity and monetary policy
0112, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!]
Other versions:
Marco GALLEGATI, 2002.
"Financial Constraints and the Balance Sheet Channel: a Re-Interpretation ,"
Working Papers
161, Universita' Politecnica delle Marche (I), Dipartimento di Economia.
Marco Gallegati, 2005.
"Financial constraints and the balance sheet channel: a re-interpretation ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(16), pages 1925-1933, September.
[Downloadable!] (restricted) L’Horty, Yannick & Rault, Christophe, 2003.
"The Impact of Growth, Labour Cost and Working Time on Employment: Lessons from the French Experience ,"
IZA Discussion Papers
871, Institute for the Study of Labor (IZA).
[Downloadable!]
Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005.
"East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests ,"
MPRA Paper
2023, University Library of Munich, Germany, revised 2007.
[Downloadable!]
Other versions: Aitor Ciarreta Antuñano & Ainhoa Zarraga Alonso, 2007.
"Electricity consumption and economic growth: evidence from Spain ,"
BILTOKI
200701, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
Charles S. Morris & Robert Neal & Douglas Rolph, 1998.
"Credit spreads and interest rates : a cointegration approach ,"
Research Working Paper
98-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
Robert Witt & Ann Dryden Witte, 1998.
"Crime, Imprisonment, and Female Labor Force Participation: A Time-Series Approach ,"
NBER Working Papers
6786, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Andersson, Fredrik N. G., 2008.
"Bandspectrum Cointegration ,"
Working Papers
2008:18, Lund University, Department of Economics.
[Downloadable!]
Prof. Neil D. Karunaratne, 2000.
"Inflation Targeting Macroeconomic Distortions and the Policy Reaction Function ,"
Discussion Papers Series
269, School of Economics, University of Queensland, Australia.
[Downloadable!]
Haigh, Michael S. & Holt, Matthew T., 2002.
"Hedging Foreign Currency, Freight And Commodity Futures Portfolios: A Note ,"
Working Papers
28573, University of Maryland, Department of Agricultural and Resource Economics.
[Downloadable!]
D. Marinucci & P. M. Robinson, 2001.
"Finite sample improvements in statistical inference with I(1) processes ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 431-444.
[Downloadable!]
Other versions: Toru Konishi & Valerie A. Ramey, 1993.
"Stochastic Trends and Short-Run Relationships Between Financial Variables and Rela Activity ,"
NBER Working Papers
4275, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Todd Burgman & John Geppert, 1993.
"Factor price equalization: a cointegration approach ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 129(3), pages 472-487, September.
[Downloadable!] (restricted)
Wan Mahmood, Wan Mansor & Abdul Fatah, Faizatul Syuhada, 2007.
"Multivariate Causal Estimates of Dividend Yields, Price Earning Ratio and Expected Stock Returns: Experience from Malaysia ,"
MPRA Paper
14614, University Library of Munich, Germany.
[Downloadable!]
Zhaoyong Zhang, 1996.
"The Exchange Value of the Renminbi and China's Balance of Trade: An Emp irical Study ,"
NBER Working Papers
5771, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ulrich Müller & Mark W. Watson, 2009.
"Low-Frequency Robust Cointegration Testing ,"
NBER Working Papers
15292, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jurgen A. Doornik & David F. Hendry & Neil Shephard, .
"Computationally-intensive Econometrics using a Distributed Matrix-programming Language ,"
Economics Papers
2001-W22, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Dimitris K. Christopoulos & Efthymios G. Tsionas, 2003.
"A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests ,"
International Economic Journal ,
Korean International Economic Association, vol. 17(3), pages 39-54, October.
[Downloadable!] (restricted)
B Bhaskara Rao & Rup Singh, 2005.
"Estimating Export Equations ,"
Macroeconomics
0511015, EconWPA.
[Downloadable!]
Other versions: Anders Sorensen & Hans Christian Kongsted & Mats Marcusson, 2003.
"R&D, Public Innovation Policy, And Productivity: The Case Of Danish Manufacturing ,"
Economics of Innovation and New Technology ,
Taylor and Francis Journals, vol. 12(2), pages 163-178, January.
[Downloadable!] (restricted)
Asche, Frank & Gordon, Daniel V. & Hannesson, Rognvaldur, 2004.
"Tests For Market Integration And The Law Of One Price: The Market For Whitefish In France ,"
Marine Resource Economics ,
Marine Resources Foundation, vol. 19(2).
[Downloadable!]
Salih Gurcan Gulen, 1996.
"Is OPEC a Cartel? Evidence from Cointegration and Causality Tests ,"
Boston College Working Papers in Economics
318., Boston College Department of Economics.
[Downloadable!]
H. L"Utkepohl & J. Breitung, .
"Impulse Response Analysis of Vector Autoregressive Processes ,"
Sonderforschungsbereich 373
1996-86, Humboldt Universitaet Berlin.
Thomas M Fullerton Jr & W Charles Sawyer & Richard L Sprinkle, 2004.
"Functional Form for United States - Mexico Trade Equations ,"
International Trade
0408001, EconWPA.
[Downloadable!]
Other versions: Bigsten, Arne & Durevall, Dick, 2004.
"Kenya’s Development Path and Factor Prices 1964-2000 ,"
Working Papers in Economics
142, Göteborg University, Department of Economics.
[Downloadable!]
Peter Rowland, .
"Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift ,"
Borradores de Economia
253, Banco de la Republica de Colombia.
[Downloadable!]
Mario Mazzocchi & Davide Delle Monache & Alexandra E. Lobb, 2006.
"A structural time series approach to modelling multiple and resurgent meat scares in Italy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 38(14), pages 1677-1688, August.
[Downloadable!] (restricted)
Cerqueti, Roy & Costantini, Mauro, 2005.
"Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order ,"
Economics & Statistics Discussion Papers
esdp05026, University of Molise, Dept. SEGeS.
[Downloadable!]
Muthi Samudram & Mahendhiran Nair & Santha Vaithilingam, 2009.
"Keynes and Wagner on government expenditures and economic development: the case of a developing economy ,"
Empirical Economics ,
Springer, vol. 36(3), pages 697-712, June.
[Downloadable!] (restricted)
Ron Alquist & Menzie D. Chinn, 2002.
"Productivity and the Euro-Dollar Exchange Rate Puzzle ,"
NBER Working Papers
8824, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Gregory C. Chow, 2003.
"Econometrics and Economic Policy ,"
Econometrics
0306004, EconWPA.
[Downloadable!]
Robert M. deJong, 2000.
"Nonlinear Minimization Estimators in the Presence of Cointegrating Relations ,"
Econometric Society World Congress 2000 Contributed Papers
1651, Econometric Society.
[Downloadable!]
Christine Gunter, John Maloney, 1999.
"Did Gladstone make a difference? Rhetoric and reality in mid-Victorian finance ,"
Accounting, Business and Financial History ,
Taylor and Francis Journals, vol. 9(3), pages 325-347, November.
[Downloadable!] (restricted)
Muhd-Zulkhibri Abdul Majid, 2004.
"Reassessing The Stability of Broad Money Demand in Malaysia ,"
Macroeconomics
0405020, EconWPA.
[Downloadable!]
Gonzalo Camba-Mendez & George Kapetanios, 2004.
"Estimating the rank of the spectral density matrix ,"
Working Paper Series
349, European Central Bank.
[Downloadable!]
Alan M. Taylor, 2000.
"A Century of Purchasing-Power Parity ,"
NBER Working Papers
8012, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jacint Balaguer & Manuel Cantavella-Jordá, 2002.
"Structural Change In Exports And Economic Growth: Cointegration And Causality Analysis For Spain (1961-2000) ,"
Working Papers. Serie EC
2002-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2001.
"Modelling Wages and Prices in Australia ,"
Working Paper Series
1202, Department of Economics, Norwegian University of Science and Technology, revised 30 Sep 2005.
[Downloadable!]
Other versions: Carlo Monticelli & Marc-Olivier Strauss-Kahn, 1992.
"European integration and the demand for broad money ,"
BIS Working Papers
18, Bank for International Settlements.
[Downloadable!]
Morten Oerregaard Nielsen, .
"Efficient Inference in Multivariate Fractionally Integrated Time Series Models ,"
Economics Working Papers
2002-6, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Jerome Henry & Jens Weidmann, 2005.
"The French-German Interest Rate Differential Since German ,"
International Finance
0503009, EconWPA.
[Downloadable!]
Gianluigi Giorgioni & Ken Holden, 2003.
"Ricardian equivalence, expansionary fiscal contraction and the stock market: a VECM approach ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(12), pages 1435-1443, August.
[Downloadable!] (restricted)
Óscar Reinaldo Becerra & Luis Fernando Melo Velandia., 2009.
"Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 107-134.
[Downloadable!]
Other versions: Dimitris Kenourgios & Aristeidis Samitas, 2005.
"Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange ,"
Finance
0512010, EconWPA.
[Downloadable!]
Miljkovic, Dragan, 1999.
"Transporting The Export-Bound Grain By Rail: A Study Of Market Integration ,"
Trade Research Center Research Discussion Papers
29236, Montana State University, Department of Agricultural Economics and Economics.
[Downloadable!]
Amalia Morales Zumaquero., 2004.
"Explaining Real Exchange Rates Fluctuations ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/23, Centro de Estudios Andaluces.
[Downloadable!]
Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001.
"The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America ,"
Working Papers
0108, University of Crete, Department of Economics.
[Downloadable!]
Matthias Cinyabuguma & Bernardin Akitoby, 2004.
"Sources of Growth in the Democratic Republic of the Congo: A Cointegration Approach ,"
IMF Working Papers
04/114, International Monetary Fund.
[Downloadable!]
Arief Bustaman & Kankesu Jayanthakumaran, 2006.
"The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure ,"
Working Papers in Economics and Development Studies (WoPEDS)
200610, Department of Economics, Padjadjaran University, revised Dec 2006.
[Downloadable!]
Gonzalo Camba-Méndez & George Kapetanios, 2004.
"Forecasting euro area inflation using dynamic factor measures of underlying inflation ,"
Working Paper Series
402, European Central Bank.
[Downloadable!]
M., Azali & R.C., Royfaizal & C., Lee, 2008.
"Japanese Yen as as Alternative Vehicle Currency in Asian ,"
MPRA Paper
11891, University Library of Munich, Germany, revised 2008.
[Downloadable!]
Xu Cheng & Peter C. B. Phillips, 2009.
"Cointegrating Rank Selection in Models with Time-Varying Variance ,"
Cowles Foundation Discussion Papers
1688, Cowles Foundation, Yale University.
[Downloadable!]
Duasa, Jarita & Kassim, Salina, 2008.
"Hot money and economic performance: An empirical analysis ,"
MPRA Paper
12470, University Library of Munich, Germany.
[Downloadable!]
Mahesh Kumar Tambi, 2005.
"A test of Integration between Emerging and Developed Nation’s Stock Markets ,"
International Finance
0506004, EconWPA.
[Downloadable!]
Kelly, Roger & Mavrotas, George, 2003.
"Savings and Financial Sector Development: Panel Cointegration Evidence from Africa ,"
Working Papers
UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
[Downloadable!]
Rita D’Ecclesia & Mauro Costantini, 2006.
"Comovements and correlations in international stock markets ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 12(6-7), pages 567-582, October.
[Downloadable!] (restricted)
Troy Matheson & Les Oxley, 2007.
"Convergence in Productivity Across Industries: Some Results for New Zealand and Australia ,"
International Review of Applied Economics ,
Taylor and Francis Journals, vol. 21(1), pages 55-73, January.
[Downloadable!] (restricted)
Pär Österholm & Mikael Carlsson & Johan Lyhagen, 2007.
"Testing for Purchasing Power Parity in Cointegrated Panels ,"
IMF Working Papers
07/287, International Monetary Fund.
[Downloadable!]
Other versions: Michael S. Haigh & Matthew T. Holt, 2002.
"Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 17(3), pages 269-289.
[Downloadable!]
Michael D. Bordo & Ronald MacDonald, 1997.
"Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914 ,"
NBER Working Papers
6115, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Peter Reinhard Hansen, 2000.
"Structural Changes in the Cointegrated Vector Autoregressive Model ,"
Working Papers
2000-20, Brown University, Department of Economics.
[Downloadable!]
Other versions: Myers, Robert J., 1994.
"Time Series Econometrics and Commodity Price Analysis: A Review ,"
Review of Marketing and Agricultural Economics ,
Australian Agricultural and Resource Economics Society, vol. 62(02), August.
[Downloadable!]
Brian M Lucey & Suk-Joong Kim & Eliza Wu, 2005.
"Dynamics of Bond Market Integration between Existing And Accession EU Countries ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp025, IIIS.
[Downloadable!]
Hiroaki Chigira, 2005.
"A Test of Serial Independence of Deviations from Cointegrating Relations ,"
Hi-Stat Discussion Paper Series
d04-69, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Kai Carstensen & Julia Hawellek, 2003.
"Forecasting inflation from the term structure ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 139(2), pages 306-323, June.
[Downloadable!] (restricted)
Jason Bram & Andrew Haughwout & James Orr & Robert Rich & Rae Rosen, 2004.
"The linkage between regional economic indexes and tax bases: evidence from New York ,"
Staff Reports
188, Federal Reserve Bank of New York.
[Downloadable!]
M. Portugal & I.A. de Morais, 2004.
"STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach ,"
Econometric Society 2004 Latin American Meetings
346, Econometric Society.
[Downloadable!]
Royfaizal, R. C & Lee, C & Mohamed , Azali, 2007.
"Asean-5+3 And Us Stock Markets Interdependence Before, During And After Asian Financial Crisis ,"
MPRA Paper
10263, University Library of Munich, Germany.
[Downloadable!]
Erlandsen, Solveig & Nymoen, Ragnar, 2005.
"Consumption and population age structure ,"
Memorandum
27/2004, Oslo University, Department of Economics.
[Downloadable!]
Peter Rowland, 2004.
"The Colombian Sovereign Spread And Its Determinants ,"
BORRADORES DE ECONOMIA
003572, BANCO DE LA REPÚBLICA.
[Downloadable!]
Camarero, Mariam, & Flôres, R. & C. Tamarit, 2002.
"Time series evidence of international output convergence in Mercosur ,"
Computing in Economics and Finance 2002
87, Society for Computational Economics.
[Downloadable!]
Westerlund, Joakim & Basher, Syed A., 2007.
"Mixed Signals Among Tests for Panel Cointegration ,"
MPRA Paper
3261, University Library of Munich, Germany.
[Downloadable!]
Other versions: Bent Nielsen, .
"Asymptotic results for cointegration tests in non-stable case ,"
Economics Papers
W32., Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions: Christian Ragacs, 2003.
"On the Empirics of Minimum Wages and Employment: Stylized Facts for The Austrian Industry ,"
Working Papers
geewp24, Vienna University of Economics and B.A. Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
[Downloadable!]
Amano, Robert & Coletti , Don & Murchison , Stephen, 2000.
"Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector ,"
Working Paper Series
104, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005.
"House Prices in Australia - 1970 to 2003 - Facts and Explanations ,"
Research Papers
0504, Macquarie University, Department of Economics.
[Downloadable!]
G. Everaert, 2007.
"Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
07/452, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Minoas Koukouritakis & Leo Michelis, 2005.
"Term Structure Linkages Among the New EU Countries and the EMU ,"
Working Papers
0515, University of Crete, Department of Economics.
[Downloadable!]
Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005.
"Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE ,"
Working Papers
0520, University of Crete, Department of Economics.
[Downloadable!]
Other versions: Jovis Wolfe Bellot, 2001.
"The Stability of the Demand for Broad Money in Argentina in the Post-Financial Liberalization Period ,"
Fordham Economics Dissertations
2002.2, Fordham University, Department of Economics.
[Downloadable!]
Christopher Bowdler & Eilev S. Jansen, 2004.
"Testing for a time-varying price-cost markup in the Euro area inflation process ,"
Economics Papers
2004-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Mathew Kofi Ocran, 2007.
"A Modelling of Ghana's Inflation Experience: 1960–2003 ,"
Research Papers
RP_169 Key words: Ghana, , African Economic Research Consortium.
[Downloadable!]
Jane M. Binner & Rakesh K. Bissoondeeal & Thomas Elger & Alicia M. Gazely & Andrew W. Mullineux, 2005.
"A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(6), pages 665-680, April.
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Zafar, Sabahat & Butt, Muhammad Sabihuddin, 2008.
"Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan ,"
MPRA Paper
9548, University Library of Munich, Germany.
[Downloadable!]
Pene Kalulumia, 2000.
"Government Debt, Interest Rates And International Capital Flows: Evidence From Cointegration ,"
Cahiers de recherche
00-03, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
[Downloadable!]
Felicitas Nowak-Lehmann D. & Dierk Herzer & Sebastian Vollmer & Inmaculada Martínez-Zarzoso, 2006.
"Chile´s Market Share in the EU Market: The Role of Price Competition in a Panel Analysis Setting ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
139, Ibero-America Institute for Economic Research.
[Downloadable!]
Cabrera-Castellanos, Luis F. & Lozano-Cortés, René, 2005.
"Convergencia Regional en México: Una Prueba de Cointegración en Precios [Regional Convergence in Mexico: A Cointegration Test with Price Index] ,"
MPRA Paper
4058, University Library of Munich, Germany.
[Downloadable!]
Other versions: West, L.k. & Agbola, W.F., 2005.
"Causality Links Between Asset Prices And Cash Rate In Australia ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(3), pages 69-86.
[Downloadable!]
Aka, B.F., 2006.
"Openness, Globalization and Economic Growth: Empirical Evidence from Cote d´Ivoire, 1969-2002 ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 3(2), pages 67-86.
[Downloadable!]
Ursel Baumann & Glenn Hoggarth & Darren Pain, .
"The substitution of bank for non-bank corporate finance: evidence for the United Kingdom ,"
Bank of England working papers
274, Bank of England.
[Downloadable!]
Silvia London & Juan Gabriel Brida & Wiston Adrian Risso, 2008.
"Human capital and innovation: a model of endogenous growth with a “skill-loss effect” ,"
Economics Bulletin ,
Economics Bulletin, vol. 15(7), pages 1-10.
[Downloadable!]
Kumah, F.Y., 1996.
"Common stochastic trends in the current account ,"
Discussion Paper
84, Tilburg University, Center for Economic Research.
[Downloadable!]
Binner, Jane & Elger, Thomas, 2002.
"The UK Personal Sector Demand for Risky Money ,"
Working Papers
2002:9, Lund University, Department of Economics.
Basil A. Dalamagas, 1998.
"Testing the Validity of the Laffer-Curve Hypothesis ,"
Annales d'Economie et de Statistique ,
ADRES, issue 52, pages 04, Octobre-D.
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Dekimpe, M.G. & Hanssens, D.M., 2003.
"Persistence Modeling for Assessing Marketing Strategy Performance ,"
Research Paper
ERS-2003-088-MKT Revision, 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 Uni.
[Downloadable!]
Paresh Kumar Narayan & Russell Smyth, 2003.
"Attendance and pricing at sporting events: empirical results from Granger Causality Tests for the Melbourne Cup ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(15), pages 1649-1657, October.
[Downloadable!] (restricted)
Christian Gourieroux & Alain Monfort & Eric Renault, 1993.
"Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modéle linéaire multivarié ,"
Annales d'Economie et de Statistique ,
ADRES, issue 32, pages 05, Octobre-D.
[Downloadable!]
Theodoros Zachariadis, 2006.
"On the exploration of casual relationship between energy and economy ,"
University of Cyprus Working Papers in Economics
5-2006, University of Cyprus Department of Economics.
[Downloadable!]
Wagatha, Matthias, 2007.
"Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles] ,"
MPRA Paper
8602, University Library of Munich, Germany.
[Downloadable!]
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..
[Downloadable!]
Tuck Cheong Tang, 2003.
"Cointegration analysis for Japanese import demand: revisited ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(14), pages 905-908, November.
[Downloadable!] (restricted)
Martin B. Schmidt, 2003.
"Savings and investment in Australia ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(1), pages 99-106, January.
[Downloadable!] (restricted)
Adler, Johan, 2001.
"From closed to open door policy: An empirical study of Chinas international capital mobility, 1958-98 ,"
Working Papers in Economics
64, Göteborg University, Department of Economics.
[Downloadable!]
Jang C. Jin, 2000.
"Openness and growth: an interpretation of empirical evidence from East Asian countries ,"
Journal of International Trade & Economic Development ,
Taylor and Francis Journals, vol. 9(1), pages 5-17, March.
[Downloadable!] (restricted)
Huhtala, Anni & Toppinen, Anne & Boman, Mattias, 2001.
"An Environmental Accountant`s Dilemma: Are Stumpage Prices Reliable Indicators of Resource Scarcity? ,"
Working Paper
77, National Institute of Economic Research.
Flam, Harry & Jansson, Per, 2000.
"EMU Effects on International Trade and Investment ,"
Seminar Papers
683, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Other versions: Duasa, Jarita, 2008.
"Impact of exchange rate shock on prices of imports and exports ,"
MPRA Paper
11624, University Library of Munich, Germany.
[Downloadable!]
Christopher Martin & Michael Arghyrou & Costas Milas, 2004.
"Nonlinear inflation dynamics: evidence from the UK ,"
Money Macro and Finance (MMF) Research Group Conference 2003
59, Money Macro and Finance Research Group.
[Downloadable!]
Karen Cabos & Nikolaus A. Siegfried, 2001.
"Controlling Inflation in Euroland ,"
Quantitative Macroeconomics Working Papers
20102, Hamburg University, Department of Economics.
[Downloadable!]
Other versions: Winker, Peter & Beck, Martin, 2000.
"International spillovers and feedback : modelling in a disequilibrium framework ,"
ZEW Discussion Papers
00-36, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Ralf Ostermark, Rune Hoglund, 1999.
"Simulating competing cointegration tests in a bivariate system ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 26(7), pages 831-846, September.
[Downloadable!] (restricted)
Marcelo de Paiva Abreu & Marcelo Cunha Medeiros & Rogério L.F. Werneck, 2003.
"Formação de preços de commodities: padrões de vinculação dos preços internos ao externos ,"
Textos para discussão
474, Department of Economics PUC-Rio (Brazil).
[Downloadable!]
Defne Mutluer & Yasemin Barlas, 2002.
"Modeling the Turkish Broad Money Demand ,"
Central Bank Review ,
Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(2), pages 55-75.
[Downloadable!]
P.J.G. Vlaar, 2002.
"Shocking the Eurozone ,"
WO Research Memoranda (discontinued)
696, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Fatih Ozatay, 1992.
"The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique ,"
Discussion Papers
9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Massimiliano Marcellino & Grayham E. Mizon, .
"Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 ,"
Working Papers
188, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Marcellino, M. & Mizon, G.E., 2001.
"Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 ,"
Discussion Paper Series In Economics And Econometrics
0106, Economics Division, School of Social Sciences, University of Southampton.
Massimiliano Marcellino & Grayham E. Mizon, 2001.
"Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(3), pages 359-370.
[Downloadable!] Frank Asche & Petter Osmundsen & Ragnar Tveteras, 2000.
"European Market Integration for Gas? Volume Flexibility and Political Risk ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: William C. Gruben & John H. Welch, 1993.
"Default risk, dollarization, and currency substitution in Mexico ,"
Research Paper
9313, Federal Reserve Bank of Dallas.
[Downloadable!]
Chung-Hua Shen, 1998.
"The Term Structure Of Taiwan Money Market Rates And Rational Expectation ,"
International Economic Journal ,
Korean International Economic Association, vol. 12(1), pages 105-119, April.
[Downloadable!] (restricted)
David Cook & Woon Gyu Choi, 2007.
"Financial Market Risk and U.S. Money Demand ,"
IMF Working Papers
07/89, International Monetary Fund.
[Downloadable!]
H. Lütkepohl & P. Saikkonen & C. Trenkler, .
"Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process ,"
Sonderforschungsbereich 373
2000-83, Humboldt Universitaet Berlin.
Other versions: Marit Hinnosaar & Hannes Kaadu & Lenno Uusküla, 2005.
"Estimating the equilibrium exchange rate of the Estonian kroon ,"
Bank of Estonia Working Papers
2005-2, Bank of Estonia, revised 10 Oct 2005.
[Downloadable!]
Eric Zivot, 1996.
"The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified ,"
Econometrics
9612001, EconWPA.
[Downloadable!]
Francis W. Ahking, 2002.
"Is the Bayesian Approach Necessarily Better than the Classical Approach in Unit-Root Test? ,"
Working papers
2002-18, University of Connecticut, Department of Economics.
[Downloadable!]
Bhattarai, Badri Prasad, 2007.
"Foreign Aid and Government's Fiscal Behaviour in Nepal: An Empirical Analysis ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 37(1), pages 41-60, March.
[Downloadable!]
Hans Peter Grüner & Bernd Hayo & Carsten Hefeker, 2005.
"Unions, wage setting and monetary policy uncertainty ,"
Working Paper Series
490, European Central Bank.
[Downloadable!]
Rahmi Yamak & Yakup Kucukkale, 2002.
"Anticipated versus Unanticipated Money in Turkey ,"
Macroeconomics
0211011, EconWPA.
[Downloadable!]
Athena K. Kaliva, Radu Tunaru, 2007.
"Economic Growth and Indirect Financial Taxes, Empirical Evidence from Greece, Spain and Portugal ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 4(2), pages 47-74, December.
[Downloadable!]
Win Chou & Dominica Lee, 2005.
"Panel Cointegration Analysis of Audit Pricing Model ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 24(4), pages 423-439, June.
[Downloadable!] (restricted)
Vogelvang, E., 1990.
"Hypotheses testing concerning relationship between spot prices of various types of coffee ,"
Serie Research Memoranda
0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Akram,Q.F. & Nymoen,R., 2001.
"Employment behaviour in slack and tight labour markets ,"
Memorandum
27/2001, Oslo University, Department of Economics.
[Downloadable!]
Hansson, Pontus & Jonung, Lars, 1997.
"Finance and Economic Growth. The Case of Sweden 1834-1991 ,"
Working Paper Series in Economics and Finance
176, Stockholm School of Economics.
[Downloadable!]
Other versions: Eric J. Pentecost & Carlyn Ramlogan, 2000.
"The Savings Ration And Financial Repression In Trinidad And Tobago ,"
International Economic Journal ,
Korean International Economic Association, vol. 14(2), pages 67-84, June.
[Downloadable!] (restricted)
N. Vijayamohanan Pillai, 2001.
"Electricity demand analysis and forecasting: The tradition is questioned ,"
Centre for Development Studies, Trivendrum Working Papers
312, Centre for Development Studies, Trivendrum, India.
[Downloadable!]
Heng Chen & Bento J. Lobo & Wing-Keung Wong, 2006.
"Links between the Indian, U.S. and Chinese Stock Markets ,"
Departmental Working Papers
wp0602, National University of Singapore, Department of Economics.
[Downloadable!]
Michael Artis & Massimiliano Marcellino, .
"Fiscal Solvency and Fiscal Forecasting in Europe ,"
Working Papers
142, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:
Artis, Michael J & Marcellino, Massimiliano, 1998.
"Fiscal Solvency and Fiscal Forecasting in Europe ,"
CEPR Discussion Papers
1836, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Artis, M. & Marcellino, M., 1998.
"Fiscal Solvency and Fiscal Forecasting in Europe ,"
Economics Working Papers
eco98/2, European University Institute.
Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1998.
"Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994 ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1998017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005.
"Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study ,"
Trinity Economics Papers
tep20021, Trinity College Dublin, Department of Economics.
[Downloadable!]
Other versions: Hjelm, Göran & Johansson, Martin W, 2002.
"A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models ,"
Working Papers
2002:3, Lund University, Department of Economics.
James Ang, 2008.
"Private Investment And Financial Sector Policies In Developing Countries ,"
Monash Economics Working Papers
07/08, Monash University, Department of Economics.
[Downloadable!]
Peter C. B. Phillips, 2006.
"Optimal Estimation of Cointegrated Systems with Irrelevant Instruments ,"
Cowles Foundation Discussion Papers
1547, Cowles Foundation, Yale University.
[Downloadable!]
Kilponen, Juha & Mayes, David & Vilmunen, Jouko, 1999.
"Labour Market Flexibility in Northern Europe ,"
ERSA conference papers
ersa99pa088, European Regional Science Association.
[Downloadable!]
Other versions: M. T. Alguacil & V. Orts, .
"Inward Foreign Direct Investment and Imports in Spain ,"
Working Papers on International Economics and Finance
02-01, FEDEA.
[Downloadable!]
Yuichi Kitamura & Peter C.B. Phillips, 1994.
"Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments ,"
Cowles Foundation Discussion Papers
1082, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Daniel Stavarek, 2004.
"Linkages between Stock Prices and Exchange Rates in the EU and the United States ,"
Finance
0406006, EconWPA.
[Downloadable!]
Stavarek, Daniel, 2004.
"Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions ,"
MPRA Paper
7297, University Library of Munich, Germany.
[Downloadable!]
Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007.
"Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty ,"
Birkbeck Working Papers in Economics and Finance
0714, Birkbeck, School of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Theologos Dergiades & Lefteris Tsoulfidis, 2007.
"Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies ,"
Economics Bulletin ,
Economics Bulletin, vol. 5(4), pages 1-12.
[Downloadable!]
Jacinto F. Fabiosa, 1999.
"Institutional Impact of GATT: An Examination of Market Integration and Efficiency in the World Beef and Wheat Market under the GATT Regime ,"
Food and Agricultural Policy Research Institute (FAPRI) Publications
99-wp218, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
[Downloadable!]
Bevilacqua, Franco, 2006.
"Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period ,"
UNU-MERIT Working Paper Series
016, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
Igor Esteban Zuccardi Huertas, 2002.
"Efectos regionales de la política monetaria en Colombia ,"
DOCUMENTOS DE TRABAJO SOBRE ECONOMÃA REGIONAL
002431, BANCO DE LA REPÚBLICA - ECONOMÍA REGIONAL.
[Downloadable!]
Junttila, Juha, 2002.
"Forecasting the macroeconomy with current financial market information: Europe and the United States ,"
Research Discussion Papers
2/2002, Bank of Finland.
[Downloadable!]
Sydney Ludvigson & Charles Steindel, 1998.
"How important is the stock market effect on consumption? ,"
Research Paper
9821, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Cooray, Arusha, 2008.
"A Model of Inflation for Sri Lanka ,"
Review of Applied Economics ,
Review of Applied Economics, vol. 4(1-2).
[Downloadable!]
Jang, Kyungho & Ogaki, Masao, 2003.
"The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach ,"
Monetary and Economic Studies ,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February.
[Downloadable!]
Sebastian Stolorz, 2005.
"Perceived Welfare Effects of Current Account Deficit - Evidence from American Economy 1967-2005 ,"
International Trade
0512013, EconWPA.
[Downloadable!]
Helmenstein, Christian, 1995.
"The Withdrawal of the State from Economic Activity: An Austrian Capital Market Perspective ,"
Economics Series
19, Institute for Advanced Studies.
[Downloadable!]
Bierens, H.J., 1996.
"Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the U.S ,"
Discussion Paper
62, Tilburg University, Center for Economic Research.
[Downloadable!]
Roberto Pascual & Bartolomé Pascual-Fuste & Francisco Climent, 2001.
"Cross-listing, Price Discovery and the Informativeness of the Trading Process ,"
Business Economics Working Papers
wb014511, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Other versions:
Bartolomé Pascual-Fuster & Francisco Climent & Roberto Pascual, 2003.
"Cross-Listing, Price Discovery And The Informativeness Of The Trading Process ,"
Working Papers. Serie EC
2003-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006.
"Cross-listing, price discovery and the informativeness of the trading process ,"
Journal of Financial Markets ,
Elsevier, vol. 9(2), pages 144-161, May.
[Downloadable!] (restricted) James R. Lothian & Cornelia H. McCarthy, 2003.
"Currency Union and Real Exchange Rate Behavior ,"
International Finance
0311008, EconWPA.
[Downloadable!]
Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes ,"
CEPR Discussion Papers
3983, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Sarno, Lucio & Wohar, Mark, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes ,"
Computing in Economics and Finance 2003
310, Society for Computational Economics.
Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes ,"
Economic Inquiry ,
Oxford University Press, vol. 42(2), pages 179-193, April.
[Downloadable!] (restricted) Eric Jondeau & Roland Ricart, 1998.
"La théorie des anticipations de la structure par terme : test à partir de titres publics français ,"
Annales d'Economie et de Statistique ,
ADRES, issue 52, pages 01, Octobre-D.
[Downloadable!]
Guy Debelle & James Vickery, 1998.
"Labour Market Adjustment: Evidence on Interstate Labour Mobility ,"
RBA Research Discussion Papers
rdp9801, Reserve Bank of Australia.
[Downloadable!]
Other versions: Peter Rowland, 2003.
"Exchange Rate Pass-Through To Domestic Prices: The Case Of Colombia ,"
BORRADORES DE ECONOMIA
002683, BANCO DE LA REPÚBLICA.
[Downloadable!]
Nielsen, Morten Oe., .
"Multivariate Lagrange Multiplier Tests for Fractional Integration ,"
Economics Working Papers
2002-18, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Ang, James, 2009.
"Growth Volatility and Financial Repression: Time Series Evidence from India ,"
MPRA Paper
14412, University Library of Munich, Germany.
[Downloadable!]
Bergvall, Anders, 2002.
"What Determines Real Exchange Rates? The Nordic Countries ,"
Working Paper Series
2002:15, Uppsala University, Department of Economics.
[Downloadable!]
Denise Osborn & Paulo Rodrigues, 2002.
"Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(2), pages 221-241.
[Downloadable!] (restricted)
Graham Elliott & Michael Jansson & Elena Pesavento, 2004.
"Optimal Power for Testing Potential Cointegrating Vectors with Known ,"
University of California at San Diego, Economics Working Paper Series
2004-08, Department of Economics, UC San Diego.
[Downloadable!]
Ferda Halicioglu, 2005.
"An Ardl Model Of Aggregate Tourism Demand For Turkey ,"
International Trade
0503005, EconWPA.
[Downloadable!]
M. Faruk Aydin & Ugur Ciplak & Eray M. Yucel, 2004.
"Export Supply and Import Demand Models for the Turkish Economy ,"
Working Papers
0409, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Bilge Kagan Ozdemir, 2009.
"Banking Sector Stability During The Process Of Euro Adoption ,"
Anadolu University Journal of Social Sciences ,
Anadolu University, vol. 9(1), pages 123-1236, June.
[Downloadable!]
Vetlov, Igor, 2004.
"The Lithuanian block of the ESCB multi-country model ,"
BOFIT Discussion Papers
13/2004, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Syed Muhammad Tariq & Kent Matthews, 1997.
"The Demand for Simple-sum and Divisia Monetary Aggregates for Pakistan: A Cointegration Approach ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 36(3), pages 275-291.
[Downloadable!]
Imed Drine & Christophe Rault, 2004.
"The sources of Real Exchange Fluctuations in Developing Countries : an Econometric Investigation ,"
William Davidson Institute Working Papers Series
2004-653, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Teresa Serra & Barry K. Goodwin, 2003.
"Price transmission and asymmetric adjustment in the Spanish dairy sector ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(18), pages 1889-1899, December.
[Downloadable!] (restricted)
Azhar Iqbal & Muhammad Sabihuddin Butt, 2003.
"Money-income Link in Developing Countries: a Heterogeneous Dynamic Panel Data Approach ,"
The Pakistan Development Review ,
Pakistan Institute of Development Economics, vol. 42(4), pages 987-1014.
[Downloadable!]
Ahmed Badawi, 2003.
"Private capital formation and public investment in Sudan: testing the substitutability and complementarity hypotheses in a growth framework ,"
Journal of International Development ,
John Wiley & Sons, Ltd., vol. 15(6), pages 783-799.
[Downloadable!]
Other versions: Milas, C. & Otero, J., 1999.
"Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case ,"
The Warwick Economics Research Paper Series (TWERPS)
528, University of Warwick, Department of Economics.
[Downloadable!]
Joaquin Pi-Anguita, 1999.
"A cointegration approach to capital mobility: Evidence for Belgium ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 27(1), pages 53-58, March.
[Downloadable!] (restricted)
Solveig Erlandsen & Ragnar Nymoen, 2008.
"Consumption and population age structure ,"
Journal of Population Economics ,
Springer, vol. 21(3), pages 505-520, July.
[Downloadable!] (restricted)
Hector O. ZAPATA & T. Randall FORTENBERY, 1995.
"Stochastic Interest Rates And Price Discovery In Selected Commodity Markets ,"
Staff Papers
383, University of Wisconsin Madison, AAE.
[Downloadable!]
Drine, I. & Rault, Ch., 2004.
"Does the Balassa-Samuelson Hypothesis Hold for Asian Countries?. An Empirical Analysis using Panel Data and Cointegration Tests ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 4(4).
[Downloadable!]
Sònia Muñoz, 2006.
"Suppressed Inflation and Money Demand i