On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
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- Keblowski, Piotr & Welfe, Aleksander, 2010. "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1385-1397, November.
- Ulph, A. & Valentini, L., 1998. "Is environmental dumping greater when firms are footloose?," Discussion Paper Series In Economics And Econometrics 9819, Economics Division, School of Social Sciences, University of Southampton.
- A. J. Abbott & G. De Vita, 2002. "Long-run price and income elasticities of demand for Hong Kong exports: a structural cointegrating VAR approach," Applied Economics, Taylor & Francis Journals, vol. 34(8), pages 1025-1032.
- de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009.
"Linking global economic dynamics to a South African-specific credit risk correlation model,"
Economic Modelling, Elsevier, vol. 26(5), pages 1000-1011, September.
- Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007. "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers 200719, University of Pretoria, Department of Economics.
- Katarzyna Budnik, 2008. "Non-accelerating wage inflation rate of unemployment in Poland," NBP Working Papers 48, Narodowy Bank Polski.
- Imke Brüggemann, 2003. "Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach," German Economic Review, Verein für Socialpolitik, vol. 4(3), pages 307-339, August.
- Parent, Antoine & Rault, Christophe, 2004.
"The Influences Affecting French Assets Abroad Prior to 1914,"
The Journal of Economic History, Cambridge University Press, vol. 64(2), pages 328-362, June.
- Antoine Parent & Christophe Rault, 2004. "The Influences Affecting French Assets Abroad Prior To 1914," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00278982, HAL.
- Antoine Parent & Christophe Rault, 2005. "The Influences Affecting French Assets Abroad Prior 1914," Documents de recherche 05-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Antoine Parent & Christophe Rault, 2004. "The Influences Affecting French Assets Abroad Prior To 1914," Post-Print hal-00278982, HAL.
- Rault, Christophe, 2005.
"Further Results on Weak Exogeneity in Vector Error Correction Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.
- Christophe Rault, 2004. "Further results on weak-exogeneity in vector error correction models," Econometric Society 2004 Far Eastern Meetings 402, Econometric Society.
- Christophe Rault, 2005. "Further Results on Weak-Exogeneity in Vector Error Correction Models," Documents de recherche 05-12, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000.
"Modelling economies in transition: an introduction,"
Economic Modelling,
Elsevier, vol. 17(3), pages 339-357, August.
- Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling economies in transition: an introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.
- Colin Ellis & Simon Price, 2003. "The impact of price competitiveness on UK producer price behaviour," Bank of England working papers 178, Bank of England.
- repec:bla:germec:v:4:y:2003:i::p:307-339 is not listed on IDEAS
- Mourmouras, I.A. & Ghosh, S., 1997. "Fiscal policies and the terms of trade in an endogenous growth model with overlapping generations," Discussion Paper Series In Economics And Econometrics 9719, Economics Division, School of Social Sciences, University of Southampton.
- José Antonio Gibanel Salazar, 2014. "Economic models: comparative analysis of their adjustment and prediction capacities," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2014-05, November.
- Welfe, Aleksander, 2000. "Modeling inflation in Poland," Economic Modelling, Elsevier, vol. 17(3), pages 375-385, August.
- Aleksander Welfe & Piotr Keblowski, 2006. "Price-Wage System with Taxation: Multivariate Cointegration Analysis," Working Papers 13, Department of Applied Econometrics, Warsaw School of Economics.
- Mukerji, S., 1995. "A theory of play for games in strategic form when rationality is not common knowledge," Discussion Paper Series In Economics And Econometrics 9519, Economics Division, School of Social Sciences, University of Southampton.
- Cook, S., 1996. "Econometric methodology II: the role of the philosophy of science," Discussion Paper Series In Economics And Econometrics 9619, Economics Division, School of Social Sciences, University of Southampton.
- Rayner, J., 1992. "Identification of structural VARs," Discussion Paper Series In Economics And Econometrics 9219, Economics Division, School of Social Sciences, University of Southampton.
- Kaufmann, Robert K. & Dees, Stephane & Mann, Micheal, 2009. "Horizontal and vertical transmissions in the US oil supply chain," Energy Policy, Elsevier, vol. 37(2), pages 644-650, February.
- Abbott, Andrew & De Vita, Glauco, 2002. "Testing the long-run structural validity of the monetary exchange rate model," Economics Letters, Elsevier, vol. 75(2), pages 157-164, April.
- MacLeod, W.B. & Malcomson, J.M., 1993. "Motivation, markets and dual economies," Discussion Paper Series In Economics And Econometrics 9319, Economics Division, School of Social Sciences, University of Southampton.
- Aleksander Welfe & Piotr Karp, 2017. "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-38.
- Hall, Stephen & Nixon, James, 2000. "Unemployment and the capital stock: a dynamic structural model of the UK supply side," Economic Modelling, Elsevier, vol. 17(3), pages 415-437, August.
- Katarzyna Leszkiewicz-Kędzior, 2011. "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(2), pages 75-95, June.
- Qizilbash, M., 1994. "Corruption, temptation and guilt: moral character in economic theory," Discussion Paper Series In Economics And Econometrics 9419, Economics Division, School of Social Sciences, University of Southampton.
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This paper has been announced in the following NEP Reports:- NEP-ETS-1999-07-12 (Econometric Time Series)
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