Testing for unit roots using economics
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- Romulo Chumacero, 2001. "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001 2, Society for Computational Economics.
References listed on IDEAS
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Citations
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Cited by:
- Raimundo Soto M. & Matías Tapia G., 2000. "Seasonal Cointegration in Money Demand," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 3(3), pages 57-71, December.
- Rómulo Chumacero Escudero, 2000.
"Se busca una raíz unitaria: evidencia para Chile,"
Estudios de Economia, University of Chile, Department of Economics, vol. 27(1 Year 20), pages 55-68, June.
- Rómulo Chumacero, 2000. "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile 86, Central Bank of Chile.
- Rómulo A. Chumacero, 2005.
"A Toolkit for Analyzing Alternative Policies in the Chilean Economy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Rómulo A. Chumacero & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (S (ed.),General Equilibrium Models for the Chilean Economy, edition 1, volume 9, chapter 8, pages 261-302,
Central Bank of Chile.
- Rómulo Chumacero, 2003. "A Toolkit for Analyzing Alternative Policies in The Chilean Economy," Working Papers Central Bank of Chile 241, Central Bank of Chile.
- CHUMACERO Rómulo, 2010. "A Toolkit for Analyzing Alternative Policies in the Chilean Economy," EcoMod2003 330700037, EcoMod.
- Alberto Humala, 2005. "Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 77-94.
- Solange Berstein & J. Rodrigo Fuentes, 2004.
"Is There Lendign Rate Stickiness in the Chilean Banking Industry?,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Antonio Ahumada & J. Rodrigo Fuentes & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking Market Structure and Monetary Policy, edition 1, volume 7, chapter 6, pages 183-210,
Central Bank of Chile.
- Solange Berstein & Rodrigo Fuentes, 2003. "Is There Lending Rate Stickiness in the Chilean Banking Industry?," Working Papers Central Bank of Chile 218, Central Bank of Chile.
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More about this item
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2002-02-22 (Econometrics)
- NEP-ETS-2002-02-15 (Econometric Time Series)
- NEP-PKE-2002-02-15 (Post Keynesian Economics)
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