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An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

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  • Heino Bohn Nielsen

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  • Heino Bohn Nielsen, 2002. "An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 449-472, December.
    • Handle: RePEc:bla:obuest:v:64:y:2002:i:5:p:449-472
    DOI: 10.1111/1468-0084.00272
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    1. Pinelopi Koujianou Goldberg & Michael M. Knetter, 1997. "Goods Prices and Exchange Rates: What Have We Learned?," Journal of Economic Literature, American Economic Association, vol. 35(3), pages 1243-1272, September.
    2. Jurgen A. Doornik, 1998. "Approximations To The Asymptotic Distributions Of Cointegration Tests," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 573-593, December.
    3. Dixit, Avinash K & Stiglitz, Joseph E, 1977. "Monopolistic Competition and Optimum Product Diversity," American Economic Review, American Economic Association, vol. 67(3), pages 297-308, June.
    4. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.
    5. Kongsted, Hans Christian, 1998. "Modeling Price and Quantity Relations for Danish Manufacturing Exports," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 81-91, January.
    6. 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.
    7. Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001. "An I(2) analysis of inflation and the markup," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
    8. Dornbusch, Rudiger, 1987. "Exchange Rates and Prices," American Economic Review, American Economic Association, vol. 77(1), pages 93-106, March.
    9. Katarina Juselius, 1996. "A Structured VAR under Changing Monetary Policy," Discussion Papers 96-02, University of Copenhagen. Department of Economics.
    10. Christensen, Anders Moller & Knudsen, Dan, 1992. "MONA: A quarterly model of the Danish economy," Economic Modelling, Elsevier, vol. 9(1), pages 10-74, January.
    11. Engle, Robert F. & White (the late), Halbert (ed.), 1999. "Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger," OUP Catalogue, Oxford University Press, number 9780198296836.
    12. Hans Christian Kongsted, 1998. "An I(2) Cointegration Analysis of Small-Country Import Price Determination," Discussion Papers 98-22, University of Copenhagen. Department of Economics.
    13. 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.
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