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Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence
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Cited by:
- David M. Williams, 2009.
"House prices and financial liberalisation in Australia,"
Economics Series Working Papers
432, University of Oxford, Department of Economics.
- Williams, David M, 2009. "House prices and financial liberalisation in Australia," MPRA Paper 15212, University Library of Munich, Germany.
- Tyrväinen, Timo, 1991. "Unions, wages and employment: evidence from Finland," Bank of Finland Research Discussion Papers 16/1991, Bank of Finland.
- van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Nonlinear Error-Correction Models for Interest Rates in The Netherlands," Econometric Institute Research Papers EI 9704-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Reginaldo P. Nogueira Jnr, 2006. "Inflation Targeting and the Role of Exchange Rate Pass-through," Studies in Economics 0602, School of Economics, University of Kent.
- Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.
- Franz Seitz & Lucas Devigne & Raymond de Pastor, 2022. "Different Motives for Holding Cash in France: an Analysis of the Net Cash Issues of the Banque de France," Working papers 888, Banque de France.
- Giuseppe Nicoletti, 1991. "Consommation privée et endettement public en Italie et en Belgique : existe-t-il une relation stable ?," Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 79-121.
- Utku Utkulu & Durmus Özdemir, 2005.
"Does Trade Liberalization Cause a Long Run Economic Growth in Turkey,"
Economic Change and Restructuring, Springer, vol. 37(3), pages 245-266, September.
- Utku Utkulu & Durmus Özdemir, 2004. "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey," Economic Change and Restructuring, Springer, vol. 37(3), pages 245-266, September.
- UTKULU Utku & OZDEMIR Durmus, 2010. "Does Trade Liberalization Cause a Long Run Economic Growth in Turkey?," EcoMod2003 330700147, EcoMod.
- M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
- Brücker, Herbert & Schröder, Philipp J. H., 2006.
"International Migration with Heterogeneous Agents: Theory and Evidence,"
IZA Discussion Papers
2049, Institute of Labor Economics (IZA).
- Brücker, Herbert & Schröder, Philipp J. H., 2007. "International migration with heterogeneous agents : theory and evidence," IAB-Discussion Paper 200727, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Uwe Hassler & Jürgen Wolters, 2006.
"Autoregressive distributed lag models and cointegration,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 59-74, March.
- Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive Distributed Lag Models and Cointegration," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 5, pages 57-72, Springer.
- Hassler, Uwe & Wolters, Jürgen, 2005. "Autoregressive distributed lag models and cointegration," Discussion Papers 2005/22, Free University Berlin, School of Business & Economics.
- Yan Qian & Zijun Wang, 2021. "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, vol. 61(2), pages 799-825, August.
- A.H. Ahmad & Nusrate Aziz & Shahina Rummun, 2013. "Interest Rate Pass-Through in the UK: Has the Transmission Mechanism Changed During the Financial Crisis?," Economic Issues Journal Articles, Economic Issues, vol. 18(1), pages 17-38, March.
- Luis F. Melo & John J. León & Dagoberto Saboyá, 2007.
"Cointegration Vector Estimation By Dols For A Three-Dimensional Panel,"
Borradores de Economia
474, Banco de la Republica de Colombia.
- Luis Fernando Melo & John Jairo León & Dagoberto Saboya, 2007. "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia 4391, Banco de la Republica.
- Yerima Ngama, 1994. "A re-examination of the forward exchange rate unbiasedness hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 447-460, September.
- Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990.
"An analogue model of phase-averaging procedures,"
Journal of Econometrics, Elsevier, vol. 43(3), pages 275-292, March.
- Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
- Brücker, Herbert & Siliverstovs, Boriss, 2006. "Estimating and forecasting European migration : methods, problems and results," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 39(1), pages 35-56.
- Österholm, Pär, 2003. "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series 2003:21, Uppsala University, Department of Economics.
- Hjelm, Goran & Johansson, Martin W., 2005. "A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models," Journal of Macroeconomics, Elsevier, vol. 27(4), pages 691-703, December.
- Marco Morales, 2014. "Cointegration testing under structural change: reducing size distortions and improving power of residual based tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 265-282, June.
- Torfinn Harding & Frederick Ploeg, 2013.
"Official forecasts and management of oil windfalls,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(5), pages 827-866, October.
- Rick Van der Ploeg & Torfinn Harding, 2009. "Official Forecasts and Management of Oil Windfalls," OxCarre Working Papers 027, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Torfinn Harding & Frederick van der Ploeg, 2012. "Official forecasts and management of oil windfalls," Discussion Papers 676, Statistics Norway, Research Department.
- Fase, M. M. G., 1995. "The demand for commercial bank loans and the lending rate," European Economic Review, Elsevier, vol. 39(1), pages 99-115, January.
- Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society.
- Arshanapalli, Bala & Doukas, John, 1994. "Common stochastic trends in a system of Eurocurrency rates," Journal of Banking & Finance, Elsevier, vol. 18(6), pages 1047-1061, December.
- Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
- Harm Bandholz & Jorg Clostermann & Franz Seitz, 2009.
"Explaining the US bond yield conundrum,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 539-550.
- Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
- Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany.
- John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots,"
NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220,
National Bureau of Economic Research, Inc.
- John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
- Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
- Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
- Neil Karunaratne, 1997. "High-Tech Innovation, Growth and Trade Dynamics in Australia," Open Economies Review, Springer, vol. 8(2), pages 151-170, April.
- Wahab, Mahmoud, 1997. "On risk, rationality and the predictive ability of European short-term adjusted yield spreads," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 737-765, September.
- repec:kap:iaecre:v:16:y:2010:i:2:p:213-222 is not listed on IDEAS
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2018.
"Islamic banking, credit, and economic growth: Some empirical evidence,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 456-477, October.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016. "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," Discussion Papers of DIW Berlin 1541, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016. "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," CESifo Working Paper Series 5716, CESifo.
- Schaller, Huntley, 2006. "Econometric Issues in Estimating User Cost Elasticity," Economics Series 194, Institute for Advanced Studies.
- Gregory, Allan W. & Hansen, Bruce E., 1996.
"Residual-based tests for cointegration in models with regime shifts,"
Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.
- Gregory, A.W. & Hansen, B.E., 1992. "Residual-Based Tests for Cointegration in Models with Regime Shifts," RCER Working Papers 335, University of Rochester - Center for Economic Research (RCER).
- Allan Gregory & Bruce E. Hansen, 1992. "Residual-based Tests For Cointegration In Models With Regime Shifts," Working Paper 862, Economics Department, Queen's University.
- Rodriguez, U-Primo E. & Garcia, Yolanda T. & Sumaya, Marjorie-Ann Dator, 2017. "Seasonal Integration and Co-Integration in the Prices of Key Aquaculture Species in the Philippines," Journal of Economics, Management & Agricultural Development, Journal of Economics, Management & Agricultural Development (JEMAD), vol. 3(01), June.
- Dierk Herzer, 2019. "The long-run effect of aid on health: evidence from panel cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 51(12), pages 1319-1338, March.
- Sunil Mohanty & Edward Aw, 2006. "Rationality of analysts' earnings forecasts: evidence from dow 30 companies," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 915-929.
- Ram Bhar, 1994. "Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities," Working Paper Series 35, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Barbara, CRESTI, 2003. "U.S. Domestic Barter : an Empirical Investigation," LIDAM Discussion Papers IRES 2003005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Lucio Sarno & Mark P. Taylor, 2002.
"Purchasing Power Parity and the Real Exchange Rate,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
- Taylor, Mark & Sarno, Lucio, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
- Uwe Hassler, 2000.
"Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(5), pages 621-632, December.
- Hassler, Uwe, 1999. "Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends," DES - Working Papers. Statistics and Econometrics. WS 6371, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- J.P.A. Sagaram & J. Wickramanayake, 2005.
"Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore,"
BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 21-51.
- J.P.A. Sagaram & J. Wickramanayake, 2005. "Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 21-51.
- Josep Lluís Carrion‐i‐Silvestre & Andreu Sansó, 2006.
"Testing the Null of Cointegration with Structural Breaks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 623-646, October.
- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers 10, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Frey, Gregory E. & Chamberlain, James L. & Prestemon, Jeffrey P., 2018. "The potential for a backward-bending supply curve of non-timber forest products: An empirical case study of wild American ginseng production," Forest Policy and Economics, Elsevier, vol. 97(C), pages 97-109.
- Götz, L. & Djuric, I. & Glauben, T., 2015.
"Price Damping and Price Insulating Effects of Wheat Export Restrictions in Kazakhstan, Russia and Ukraine,"
Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 50, March.
- Götz, Linde & Djuric, Ivan, 2014. "Price Damping and Price Insulating Effects of Wheat Export Restrictions in Kazakhstan, Russia, and Ukraine," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182954, European Association of Agricultural Economists.
- Gotz, Linde & Djuric, Ivan & Glauben, Thomas, 2014. "Price Damping And Price Insulating Effects Of Wheat Export Restrictions In Kazakhstan, Russia, And Ukraine," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187448, German Association of Agricultural Economists (GEWISOLA).
- Michael McMahon & Gabriel Sterne & Jamie Thompson, 2005. "The role of ICT in the global investment cycle," Bank of England working papers 257, Bank of England.
- Hasan Bakhshi & Nicholas Oulton & Jamie Thompson, 2003. "Modelling investment when relative prices are trending: theory and evidence for the United Kingdom," Bank of England working papers 189, Bank of England.
- B Bell & Stephen Nickell, 1996.
"Would Cutting Payroll Taxes on the Unskilled Have a Significant Effect on Unemployment?,"
CEP Discussion Papers
dp0276, Centre for Economic Performance, LSE.
- Nickell, Stephen & Bell, Brian, 1996. "Would cutting payroll taxes on the unskilled have a significant effect on unemployment?," LSE Research Online Documents on Economics 20687, London School of Economics and Political Science, LSE Library.
- Ziotis, Nikolaos & Papadas, Christos T., 2011. "Supply of Money and Food Prices: The Case of Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 12(01).
- Otto, Glenn & Wirjanto, Tony, 1989. "National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada," Queen's Institute for Economic Research Discussion Papers 275218, Queen's University - Department of Economics.
- Par Osterholm, 2004. "Size properties of cointegration tests in misspecified systems," Applied Economics Letters, Taylor & Francis Journals, vol. 11(15), pages 919-924.
- Hendry, David F., 1997. "On congruent econometric relations : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 163-190, December.
- Jens Weidmann, 1997. "New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration," Macroeconomics 9705005, University Library of Munich, Germany.
- Dibooglu, Selahattin, 1993. "Multiple cointegration and structural models: applications to exchange rate determination," ISU General Staff Papers 1993010108000011419, Iowa State University, Department of Economics.
- Arshanapalli, Bala & Doukas, John & Lang, Larry H. P., 1995. "Pre and post-October 1987 stock market linkages between U.S. and Asian markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 57-73, May.
- Mr. Jacques Bouhga-Hagbe, 2004. "A Theory of Workers' Remittances with An Application to Morocco," IMF Working Papers 2004/194, International Monetary Fund.
- Sulgham, Anil K. & Zapata, Hector O., 2006. "A Dynamic Approach to Estimate Theoretically Consistent US Meat Demand System," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35441, Southern Agricultural Economics Association.
- Arranz, Miguel A., 1998. "Detrending procedures and cointegration testing: ECM tests under structural breaks," DES - Working Papers. Statistics and Econometrics. WS 4551, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- repec:zbw:bofrdp:1991_016 is not listed on IDEAS
- Sebastian Kripfganz & Daniel C. Schneider, 2023.
"ardl: Estimating autoregressive distributed lag and equilibrium correction models,"
Stata Journal, StataCorp LP, vol. 23(4), pages 983-1019, December.
- Sebastian Kripfganz & Daniel C. Schneider, 2016. "ardl: Stata module to estimate autoregressive distributed lag models," 2016 Stata Conference 18, Stata Users Group.
- Sebastian Kripfganz & Daniel C. Schneider, 2022. "ardl: Estimating autoregressive distributed lag and equilibrium correction models," TUPD Discussion Papers 18, Graduate School of Economics and Management, Tohoku University.
- Sebastian Kripfganz & Daniel Schneider, 2018. "ardl: Estimating autoregressive distributed lag and equilibrium correction models," London Stata Conference 2018 09, Stata Users Group.
- Dreger, Christian & Schumacher, Christian, 2000. "Zur empirischen Evidenz der Cobb-Douglas-Technologie in gesamtdeutschen Zeitreihen," IWH Discussion Papers 113/2000, Halle Institute for Economic Research (IWH).
- Joakim Westerlund, 2007.
"Testing for Error Correction in Panel Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(6), pages 709-748, December.
- Westerlund, Joakim, 2005. "Testing for Error Correction in Panel Data," Working Papers 2005:11, Lund University, Department of Economics.
- Westerlund, J., 2006. "Testing for error correction in panel data," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Tiffin, J. Richard & Balcombe, Kelvin George, 2003. "Testing Symmetry And Homogeneity In The Aids With Cointegrated Data Using Fully-Modified Estimation And The Bootstrap," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25845, International Association of Agricultural Economists.
- Scharnagl, Michael, 1996. "Monetary aggregates with special reference to structural changes in the financial markets," Discussion Paper Series 1: Economic Studies 1996,02e, Deutsche Bundesbank.
- Pedro M G Martins, 2010. "Capital Inflows Hinder Competitiveness? The Real Exchange Rate in Ethiopia," Discussion Papers 10/07, University of Nottingham, CREDIT.
- MacDonald, Ronald, 1998.
"What determines real exchange rates?: The long and the short of it,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(2), pages 117-153, June.
- Mr. Ronald MacDonald, 1997. "What Determines Real Exchange Rates? The Long and Short of it," IMF Working Papers 1997/021, International Monetary Fund.
- Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
- Bhaskara Rao, B. & Rao, Gyaneshwar, 2009.
"Cointegration and the demand for gasoline,"
Energy Policy, Elsevier, vol. 37(10), pages 3978-3983, October.
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- B. Bhaskara Rao & Gyaneshwar Rao, 2008. "Cointegration and the Demand for Gasoline," EERI Research Paper Series EERI_RP_2008_13, Economics and Econometrics Research Institute (EERI), Brussels.
- Veronica John Muellbauer & Veronica David M Williams, 2012.
"Credit conditions and the real economy: the elephant in the room,"
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- Vladimir Kühl Teles & Caio Cesar Mussolini, 2012.
"Infrastructure and productivity in Latin America: is there a relationship in the long run?,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(1), pages 44-62, January.
- Mussolini, Caio Cesar & Teles, Vladimir Kuhl, 2010. "Infrastructure and productivity in Latin America: is there a relationship in the long run?," Textos para discussão 246, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Everaert Gerdie, 2011. "Estimation and Inference in Time Series with Omitted I(1) Variables," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-28, January.
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"Real exchange rate misalignment: Prelude to crisis?,"
Economic Systems, Elsevier, vol. 30(3), pages 207-230, October.
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- Asma Arif & Hasnat Ahmad, 2012. "Impact of Trade Openness on Output Growth: Co integration and Error Correction Model Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 2(4), pages 379-385.
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"Government Expenditures and the Permanent-Income Model,"
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"How Money relates to value? An empirical examination on Gold, Silver and Bitcoin,"
Working Papers REM
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Trinity Economics Papers
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"Devaluation, Relative Prices, and International Trade: Evidence from Developing Countries,"
IMF Staff Papers, Palgrave Macmillan, vol. 42(2), pages 290-312, June.
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- Ambachew Mekonnen Sisay, 2011. "Determinants of private investment in Ethiopia: a time series study," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 19(01), September.
- Caner Demir, 2019. "Macroeconomic Determinants of Stock Market Fluctuations: The Case of BIST-100," Economies, MDPI, vol. 7(1), pages 1-14, February.
- Ozturk, Ilhan, 2002. "Velocity Effect On Inflationary Growth of Turkey: Evidence From Co-integration Analysis and Granger's Causality Test," MPRA Paper 259, University Library of Munich, Germany.
- Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2003. "Measuring Capital Mobility in the Asia Pacific Rim," MPRA Paper 2208, University Library of Munich, Germany, revised 2004.
- Oscar Bajo-Rubio & María Montero-Muñoz, 2001.
"Foreign Direct Investment and Trade: A Causality Analysis,"
Open Economies Review, Springer, vol. 12(3), pages 305-323, July.
- Oscar Bajo & María Montero, "undated". "Foreign direct investment and trade: A causality analysis," Studies on the Spanish Economy 06, FEDEA.
- Oscar Bajo & Maria Montero Mu–oz, 1999. "Foreign Direct Investment and Trade: A Causality Analysis," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9902, Departamento de Economía - Universidad Pública de Navarra.
- Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.
- Karagiannis, G. & Mergos, G. J., 2002. "Estimating theoretically consistent demand systems using cointegration techniques with application to Greek food data," Economics Letters, Elsevier, vol. 74(2), pages 137-143, January.
- Carone, Giuseppe, 1996. "Modeling the U.S. demand for imports through cointegration and error correction," Journal of Policy Modeling, Elsevier, vol. 18(1), pages 1-48, February.
- Edmond, Chris, 2001. "Some Panel Cointegration Models of International R&D Spillovers," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 241-260, April.
- Ho, Tsung-Wu, 2003. "A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 542-559.
- de Brouwer, Gordon & Ericsson, Neil R, 1998.
"Modeling Inflation in Australia,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 433-449, October.
- Gordon de Brouwer & Neil R. Ericsson, 1995. "Modelling Inflation in Australia," RBA Research Discussion Papers rdp9510, Reserve Bank of Australia.
- Gordon De Brouwer & Neil R. Ericsson, 1995. "Modelling inflation in Australia," International Finance Discussion Papers 530, Board of Governors of the Federal Reserve System (U.S.).
- Jean Bosco Sabuhoro & Bruno Larue, 1997.
"The market efficiency hypothesis: the case of coffee and cocoa futures,"
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