Time-varying cointegration with an application to the UK Great Ratios
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DOI: 10.1016/j.econlet.2020.109213
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Cited by:
- Polbin, Andrey & Skrobotov, Anton, 2022. "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 5-24.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2023.
"Revisiting the Great Ratios Hypothesis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1023-1047, October.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," CESifo Working Paper Series 9625, CESifo.
- Chudik, A. & Pesaran, M. H. & Smith, R. P., 2022. "Revisiting the Great Ratios Hypothesis," Cambridge Working Papers in Economics 2215, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," BCAM Working Papers 2203, Birkbeck Centre for Applied Macroeconomics.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," Globalization Institute Working Papers 415, Federal Reserve Bank of Dallas, revised 14 Apr 2023.
- Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.
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More about this item
Keywords
Time variation; Great Ratios; Cointegration;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- O4 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity
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