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Citations for "Cointegration: how short is the long run?"

by Craig S. Hakkio & Mark Rush

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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.):
  1. KHAN, Muhammad Arshad, 2008. "Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 61-78. [Downloadable!]
  2. Hali J. Edison & Joseph E. Gagnon & William R. Melick, 1994. "Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era," International Finance Discussion Papers 465, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  3. N Fiess & M Fugazza & WF Maloney, 2006. "Informal Labor Markets and Macroeconomic Fluctuations," Working Papers 2006_17, Department of Economics, University of Glasgow. [Downloadable!]
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  4. Timothy Kam & Yi-Chia Wang, 2006. "Public Capital Spillovers and Growth: A Foray Downunder," ANUCBE School of Economics Working Papers 2006-474, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
  5. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
  6. 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)
  7. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, EconWPA. [Downloadable!]
  8. 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!]
  9. Simón Sosvilla-Rivero & Javier Alonso Meseguer, . "Estimación de una función de producción MRW para la Economía Española, 1910-1995," Studies on the Spanish Economy 197, FEDEA. [Downloadable!]
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  10. 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)
  11. Dipendra Sinha & Tapen Sinha, 2000. "An aggregate import demand function for greece," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(2), pages 196-209, June. [Downloadable!] (restricted)
  12. Keun-Yeob Oh & Bonghan Kim & Honkee Kim, 2006. "An empirical study of the relation between stock price and EPS in panel data: Korea case," Applied Economics, Taylor and Francis Journals, vol. 38(20), pages 2361-2369, November. [Downloadable!] (restricted)
  13. Shumway, C. Richard & Liu, Yucan, 2006. "Induced Innovation in the Agricultural Sector: Evidence From a State Panel," 2006 Annual meeting, July 23-26, Long Beach, CA 21089, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  14. João R. Faria & Francisco Galrão Carneiro, 2001. "Does High Inflation Affect Growth in the Long and Short Run?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 89-105, May. [Downloadable!]
  15. Alessandro Girardi, 2008. "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers 97, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  16. Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354. [Downloadable!]
  17. Kul B. Luintel, 2000. "Real exchange rate behaviour: evidence from black markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(2), pages 161-185. [Downloadable!]
  18. 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)
  19. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York. [Downloadable!]
  20. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, EconWPA. [Downloadable!]
  21. Juuso Vataja, 2000. "Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets," Open Economies Review, Springer, vol. 11(4), pages 399-415, October. [Downloadable!] (restricted)
  22. Jaime Marquez, 1992. "Real exchange rates: measurement and implications for predicting U.S. external imbalances," International Finance Discussion Papers 427, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  23. Jan Lemmen & Sylvester Eijffinger, 1995. "The quantity approach to financial integration: The Feldstein-Horioka criterion revisited," Open Economies Review, Springer, vol. 6(2), pages 145-165, April. [Downloadable!] (restricted)
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  24. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Department of Economics, University of Glasgow. [Downloadable!]
  25. 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)
  26. James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, EconWPA. [Downloadable!]
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  27. Lori Leachman, 1994. "Saving, investment, and capital mobility: A comment on Leachman—A reply," Open Economies Review, Springer, vol. 5(1), pages 19-21, March. [Downloadable!] (restricted)
  28. Paresh Narayan & Seema Narayan & Russell Smyth, 2007. "Does Democracy Facilitate Economic Growth Or Does Economic Growth Facilitate Democracy? An Empirical Study Of Sub-Saharan Africa," Monash Economics Working Papers 10/07, Monash University, Department of Economics. [Downloadable!]
  29. António Portugal Duarte, 2005. "Purchasing power parity: an empirical study of three EMU countries," International Trade 0505005, EconWPA. [Downloadable!]
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  30. 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!]
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  31. Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007. [Downloadable!]
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  32. 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)
  33. Valerie Cerra & Sweta Chaman Saxena, 2008. "The Monetary Model Strikes Back: Evidence from the World," IMF Working Papers 08/73, International Monetary Fund. [Downloadable!]
  34. Francisco Climent Diranzo & Robert Meneu Gaya, . "Relaciones de equilibrio entre demografía y crecimiento económico en España," Studies on the Spanish Economy 163, FEDEA. [Downloadable!]
  35. Dipendra Sinha, 1997. "Determinants Of Import Demand In Thailand," International Economic Journal, Korean International Economic Association, vol. 11(4), pages 73-83, December. [Downloadable!] (restricted)
  36. Kevin Nell, 2003. "A 'Generalised' Version of the Balance-of-Payments Growth Model: an application to neighbouring regions," International Review of Applied Economics, Taylor and Francis Journals, vol. 17(3), pages 249-267, July. [Downloadable!] (restricted)
  37. Bassam Abual-Foul, 2004. "Testing the export-led growth hypothesis: evidence from Jordan," Applied Economics Letters, Taylor and Francis Journals, vol. 11(6), pages 393-396, May. [Downloadable!] (restricted)
  38. Mohsen Bahmani-Oskooee & Ida A. Mirzaie & Ilir Miteza, 2007. "Sectoral Employment, Wages and the Exchange Rate: Evidence from the U.S," Eastern Economic Journal, Eastern Economic Association, vol. 33(1), pages 125-136, Winter. [Downloadable!]
  39. Ferda Halicioglu, 2007. "The Financial Development and Economic Growth Nexus for Turkey," EERI Research Paper Series EERI_RP_2007_06, Economics and Econometrics Research Institute (EERI). [Downloadable!]
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  40. Marta Muco & Harry Papapanagos & Peter Sanfey, 1998. "The Determinants of Official and Free-Market Exchange Rates in Albania During Transition," Studies in Economics 9806, Department of Economics, University of Kent. [Downloadable!]
  41. Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  42. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece. [Downloadable!]
  43. Koen Pauwels & Imran Currim & Marnik Dekimpe & Dominique Hanssens & Natalie Mizik & Eric Ghysels & Prasad Naik, 2004. "Modeling Marketing Dynamics by Time Series Econometrics," Marketing Letters, Springer, vol. 15(4), pages 167-183, December. [Downloadable!] (restricted)
  44. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA. [Downloadable!]
  45. Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004. "Error Correction Exchange Rate Modeling Evidence for Mexico," International Finance 0406001, EconWPA. [Downloadable!]
  46. 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!]
  47. Yeşim Kuştepeli, 2005. "A comprehensive short-run analysis of a (possible) Turkish Phillips curve," Applied Economics, Taylor and Francis Journals, vol. 37(5), pages 581-591, March. [Downloadable!] (restricted)
  48. Shandre Mugan Thangavelu & Gulasekaran Rajaguru, 2004. "Is there an export or import-led productivity growth in rapidly developing Asian countries? a multivariate VAR analysis," Applied Economics, Taylor and Francis Journals, vol. 36(10), pages 1083-1093, June. [Downloadable!] (restricted)
  49. Mark McGillivray & Farhad Noorbakhsh, . "Aid, Conflict and Human Development," Working Papers 2007_03, Department of Economics, University of Glasgow. [Downloadable!]
  50. Tuck Cheong Tang, 2006. "New evidence on export expansion, economic growth and causality in China," Applied Economics Letters, Taylor and Francis Journals, vol. 13(12), pages 801-803, October. [Downloadable!] (restricted)
  51. Francisco Rodriguez, 2007. "Have Collapses in Infrastructure Spending led to Cross-Country Divergence in Per Capita GDP?," Working Papers 52, United Nations, Department of Economics and Social Affairs. [Downloadable!]
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  52. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October. [Downloadable!] (restricted)
  53. James E. Payne, 2006. "The response of sub-sector REIT returns to shocks in fundamental state variables," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 71-75, March. [Downloadable!] (restricted)
  54. André Mollick, 1999. "Current Account and Fiscal Policy in Japan: 1885–1991," Open Economies Review, Springer, vol. 10(2), pages 185-201, May. [Downloadable!] (restricted)
  55. 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!]
  56. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute. [Downloadable!]
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  57. 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!]
  58. Pami Dua, 2008. "Interest Rate Modeling and Forecasting in India," Working Papers id:1521, esocialsciences.com. [Downloadable!]
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  59. Ricardo N. Bebczuk, 2008. "Un modelo de consistencia macroeconómica para Costa Rica," RES Working Papers 2015, Inter-American Development Bank, Research Department. [Downloadable!]
  60. Ali F. Darrat & Fatima S. Al-Shamsi, 2005. "On the path of integration in the Gulf region," Applied Economics, Taylor and Francis Journals, vol. 37(9), pages 1055-1062, May. [Downloadable!] (restricted)
  61. 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!]
  62. Joachim Zietz, 1996. "The relative price of tradables and nontradables and the U.S. trade balance," Open Economies Review, Springer, vol. 7(2), pages 147-160, April. [Downloadable!] (restricted)
  63. 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!]
  64. Thomas M Fullerton Jr & Cuauhtemoc Calderon, 2004. "Inflationary Pressure Determinants in Mexico," Macroeconomics 0407030, EconWPA. [Downloadable!]
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  65. Thomas M Fullerton Jr & Roberto Coronado, 2004. "Restaurant Prices and the Mexican Peso," International Finance 0403004, EconWPA. [Downloadable!]
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  66. 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)
  67. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February. [Downloadable!] (restricted)
  68. Paresh Kumar Narayan & Seema Narayan, 2004. "The J -Curve: Evidence from Fiji," International Review of Applied Economics, Taylor and Francis Journals, vol. 18(3), pages 369-380, July. [Downloadable!] (restricted)
  69. 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!]
  70. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]
  71. 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!]
  72. Ali F. Darrat & Salah S. Abosedra & Hassan Y. Aly, 2005. "Assessing the role of financial deepening in business cycles: the experience of the United Arab Emirates," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 447-453, April. [Downloadable!] (restricted)
  73. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA. [Downloadable!]
  74. 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!]

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This page was last updated on 2009-10-25.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.