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Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation
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Cited by:
- Joaquín Bernal-Ramírez & Jair Ojeda-Joya & Camila Agudelo-Rivera & Felipe Clavijo-Ramírez & Carolina Durana-Ángel & Clark Granger-Castaño & Daniel Osorio-Rodríguez & Daniel Parra-Amado & José Pulido &, 2022.
"Impacto macroeconómico del cambio climático en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 102, pages 1-62, July.
- Joaquín Bernal-Ramírez & Jair Ojeda-Joya & Camila Agudelo-Rivera & Felipe Clavijo-Ramírez & Carolina Durana-Ángel & Clark Granger-Castaño & Daniel Osorio-Rodríguez & Daniel Parra-Amado, 2022. "Impacto macroeconómico del cambio climático en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 102, pages 1-62, July.
- Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022. "Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, vol. 62(2), pages 605-634, February.
- Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011.
"Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Hasan Engin Duran & Pawe³ Gajewski, 2023. "State-level Taylor rule and monetary policy stress," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 89-120, March.
- Patrik Gustavsson & Jonas Nordström, 2001.
"The Impact of Seasonal Unit Roots and Vector ARMA Modelling on Forecasting Monthly Tourism Flows,"
Tourism Economics, , vol. 7(2), pages 117-133, June.
- Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000.
- Saikkonen, Pentti & Luukkonen, Ritva, 1997. "Testing cointegration in infinite order vector autoregressive processes," Journal of Econometrics, Elsevier, vol. 81(1), pages 93-126, November.
- Minxian, Yang, 1998. "System estimators of cointegrating matrix in absence of normalising information," Journal of Econometrics, Elsevier, vol. 85(2), pages 317-337, August.
- Yicong Lin & Hanno Reuvers, 2019. "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers 1908.02552, arXiv.org, revised Aug 2020.
- Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
- Candelon, Bertrand & Lieb, Lenard, 2013.
"Fiscal policy in good and bad times,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2679-2694.
- Candelon, B. & Lieb, L.M., 2011. "Fiscal policy in good and bad times," Research Memorandum 001, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Muhammad Ibrahim Shah, 2021. "Investigating the Role of Regional Economic Integration on Growth: Fresh Insights from South Asia," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 13(1), pages 35-57, January.
- Couharde, Cécile & Sallenave, Audrey, 2013.
"How do currency misalignments’ threshold affect economic growth?,"
Journal of Macroeconomics, Elsevier, vol. 36(C), pages 106-120.
- Cécile Couharde & Audrey Allegret-Sallenave, 2013. "How do currency misalignments' threshold affect economic growth?," Post-Print hal-01385861, HAL.
- Audrey Allegret Sallenave & Cécile Couharde, 2013. "How do currency misalignments’ threshold affect economic growth?," Post-Print hal-03572577, HAL.
- José Abraham López Machuca & Jorge Eduardo Mendoza Cota, 2017. "Salarios, desempleo y productividad laboral en la industria manufacturera mexicana. (Wage, Unemployment and Labor Productivity in the Mexican Manufacturing Industry)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 185-228, October.
- Kejriwal, Mohitosh & Perron, Pierre, 2008.
"Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression,"
Econometric Theory, Cambridge University Press, vol. 24(5), pages 1425-1441, October.
- Mohitosh Kejriwal & Pierre Perron, 2006. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2006-035, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2007-018, Boston University - Department of Economics.
- Mohammad I. Elian & Khalid M. Kisswani, 2018. "Oil price changes and stock market returns: cointegration evidence from emerging market," Economic Change and Restructuring, Springer, vol. 51(4), pages 317-337, November.
- Dinh Tuan Pham & Roch Roy & Lyne Cédras, 2003. "Tests for non‐correlation of two cointegrated ARMA time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(5), pages 553-577, September.
- Kahia, Montassar & Ben Aïssa, Mohamed Safouane & Charfeddine, Lanouar, 2016. "Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs)," Energy, Elsevier, vol. 116(P1), pages 102-115.
- Obeng, Samuel Kwabena, 2015. "An empirical analysis of the relationship between minimum wage, investment and economic growth in Ghana," MPRA Paper 65674, University Library of Munich, Germany.
- Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015.
"Regime switching model of US crude oil and stock market prices: 1859 to 2013,"
Energy Economics, Elsevier, vol. 49(C), pages 317-327.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
- Mara Gloria & François Vaillancourt & Pedro Lages Dos Santos, 2012. "Les déterminants macroéconomiques de l'épargne québécoise et canadienne – une étude économétrique," CIRANO Project Reports 2012rp-01, CIRANO.
- Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015. "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 51-71.
- Abidin Öncel & Ali Kabasakal & Aziz Kutlar & Samet Acar, 2024. "Energy consumption, economic growth and Ecological footprint relationship in the top Russian energy importers: a panel data analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(8), pages 21019-21052, August.
- Bauer, Dietmar & Wagner, Martin, 2005.
"Autoregressive Approximations of Multiple Frequency I(1) Processes,"
Economics Series
174, Institute for Advanced Studies.
- Dietmar Bauer & Martin Wagner, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers ECO2005/09, European University Institute.
- Konstantinos Chisiridis & Theodore Panagiotidis, 2018.
"The Relationship Between Greek Exports and Foreign Income,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 64(1), pages 99-114.
- Konstantinos Chisiridis & Theodore Panagiotidis, 2018. "The Relationship Between Greek Exports and Foreign Income," Discussion Paper Series 2018_03, Department of Economics, University of Macedonia, revised Apr 2018.
- Ansgar Belke & Robert Czudaj, 2010.
"Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(4), pages 285-315.
- Belke, Ansgar & Czudaj, Robert, 2010. "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers 171, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin 982, DIW Berlin, German Institute for Economic Research.
- Oryani, Bahareh & Koo, Yoonmo & Rezania, Shahabaldin & Shafiee, Afsaneh & Khan, Muhammad Kamran & Mahdavian, Seyed Mohammadreza, 2021. "The role of electricity mix and transportation sector in designing a green-growth strategy in Iran," Energy, Elsevier, vol. 233(C).
- David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh, 2018.
"A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices,"
Applied Economics, Taylor & Francis Journals, vol. 50(7), pages 804-823, February.
- David E. Allen & Chialin Chang & Michael McAleer & Abhay K. Singh, 2016. "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Tinbergen Institute Discussion Papers 16-038/III, Tinbergen Institute.
- Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K., 2016. "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Econometric Institute Research Papers EI2016-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
- Søren Johansen, 2019. "Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models," Econometrics, MDPI, vol. 7(1), pages 1-10, January.
- Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers 0171, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Bauer, Dietmar & Wagner, Martin, 2002.
"Estimating cointegrated systems using subspace algorithms,"
Journal of Econometrics, Elsevier, vol. 111(1), pages 47-84, November.
- Dietmar Bauer & Martin Wagner, 2000. "Estimating Cointegrated Systems Using Subspace Algorithms," Econometric Society World Congress 2000 Contributed Papers 0293, Econometric Society.
- Cruz, Manuel David, 2023. "Labor Productivity, Real Wages, and Employment in OECD Economies," Structural Change and Economic Dynamics, Elsevier, vol. 66(C), pages 367-382.
- Martin Wagner & Jaroslava Hlouskova, 2010.
"The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study,"
Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
- Wagner, Martin & Hlouskova, Jaroslava, 2007. "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series 210, Institute for Advanced Studies.
- Johansen, Søren & Juselius, Katarina, 2014. "An asymptotic invariance property of the common trends under linear transformations of the data," Journal of Econometrics, Elsevier, vol. 178(P2), pages 310-315.
- Zeng, Li & Wong, Wing-Keung & Fu, Hu & Mahmoud, Haitham A. & Cong, Phan The & Thuy, Dinh Thi Thanh & Bach, Pham Xuan, 2024. "FinTech and sustainable financing for low carbon energy transitions: A biodiversity and natural resource perspective in BRICS economies," Resources Policy, Elsevier, vol. 88(C).
- Risso, W. Adrián & Punzo, Lionello F. & Carrera, Edgar J. Sánchez, 2013. "Economic growth and income distribution in Mexico: A cointegration exercise," Economic Modelling, Elsevier, vol. 35(C), pages 708-714.
- Fumitaka Furuoka & Qaiser Munir & Hanafiah Harvey, 2013. "Does the Phillips curve exist in the Philippines?," Economics Bulletin, AccessEcon, vol. 33(3), pages 2001-2016.
- Neri, Marcelo Côrtes & Soares, Wagner Lopes, 2008. "Turismo sustentável e alivio a pobreza: avaliação de impacto," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 689, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Olimpia Neagu, 2019. "The Link between Economic Complexity and Carbon Emissions in the European Union Countries: A Model Based on the Environmental Kuznets Curve (EKC) Approach," Sustainability, MDPI, vol. 11(17), pages 1-27, August.
- Ze, Fu & Wong, Wing-Keung & Alhasan, Tariq kamal & Al Shraah, Ata & Ali, Anis & Muda, Iskandar, 2023. "Economic development, natural resource utilization, GHG emissions and sustainable development: A case study of China," Resources Policy, Elsevier, vol. 83(C).
- Wagner, Martin, 1999. "VAR Cointegration in VARMA Models," Economics Series 65, Institute for Advanced Studies.
- Fišera, Boris & Horváth, Roman, 2022.
"Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members,"
Economic Systems, Elsevier, vol. 46(1).
- Boris Fisera & Roman Horvath, 2020. "Are Exchange Rates Less Important for Trade in a More Globalized World? Evidence for the New EU Members," Working Papers IES 2020/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
- Beckmann, Joscha & Czudaj, Robert, 2013.
"Gold as an inflation hedge in a time-varying coefficient framework,"
The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 208-222.
- Beckmann, Joscha & Czudaj, Robert, 2012. "Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework," Ruhr Economic Papers 362, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Mallory Mindy & Lence Sergio H., 2012.
"Testing for Cointegration in the Presence of Moving Average Errors,"
Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-68, November.
- Mallory, M. & Lence, Sergio H., 2012. "Testing for Cointegration in the Presence of Moving Average Errors," Staff General Research Papers Archive 36076, Iowa State University, Department of Economics.
- Mallory, Mindy & Lence, Sergio H, 2012. "Testing for Cointegration in the Presence of Moving Average Errors," ISU General Staff Papers 201201010800001034, Iowa State University, Department of Economics.
- Ren, Xiaocong & He, Jun & Huang, Zilong, 2023. "Innovation, natural resources abundance, climate change and green growth in agriculture," Resources Policy, Elsevier, vol. 85(PA).
- Joscha Beckmann & Robert Czudaj, 2012. "Gold as an Infl ation Hedge in a Time-Varying Coeffi cient Framework," Ruhr Economic Papers 0362, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Dieter Gerdesmeier & Andreja Lenarčič & Barbara Roffia, 2015.
"An alternative method for identifying booms and busts in the Euro area housing market,"
Applied Economics, Taylor & Francis Journals, vol. 47(5), pages 499-518, January.
- Gerdesmeier, Dieter & Roffia, Barbara & Lenarčič, Andreja, 2012. "An alternative method for identifying booms and busts in the euro area housing market," Working Paper Series 1493, European Central Bank.
- Jeyhun I. Mikayilov & Marzio Galeotti & Fakhri J. Hasanov, 2018. "The Impact of Economic Growth on CO2 Emissions in Azerbaijan," IEFE Working Papers 102, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
- Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates,"
The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
- Lütkepohl, Helmut, 1999. "Vector autoregressions," SFB 373 Discussion Papers 1999,4, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Jesús Gonzalo & Jean-Yves Pitarakis, 2011.
"Regime-Specific Predictability in Predictive Regressions,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.
- Pitarakis, Jean-Yves, 2010. "Regime specific predictability in predictive regressions," UC3M Working papers. Economics we097844, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010. "Regime Specific Predictability in Predictive Regressions," MPRA Paper 29190, University Library of Munich, Germany.
- Nurudeen Abu, 2019. "Inflation and Unemployment Trade-off: A Re-examination of the Phillips Curve and its Stability in Nigeria," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(1), March.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001.
"A Review Of Systems Cointegration Tests,"
Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998. "A review of systemscointegration tests," SFB 373 Discussion Papers 1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Poskitt, D S, 1996.
"Specification of Echelon-Form VARMA Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 69-79, January.
- D.S. Poskitt, "undated". "Specification of echelon form VARMA models," Statistic und Oekonometrie 9305, Humboldt Universitaet Berlin.
- Krishna Murari, 2017. "Financial Development–Economic Growth Nexus: Evidence from South Asian Middle-income Countries," Global Business Review, International Management Institute, vol. 18(4), pages 924-935, August.
- Zeeshan Khan & Muhsin Ali & Dervis Kirikkaleli & Salman Wahab & Zhilun Jiao, 2020. "The impact of technological innovation and public‐private partnership investment on sustainable environment in China: Consumption‐based carbon emissions analysis," Sustainable Development, John Wiley & Sons, Ltd., vol. 28(5), pages 1317-1330, September.
- Dietmar Bauer & Lukas Matuschek & Patrick de Matos Ribeiro & Martin Wagner, 2020. "A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing," Econometrics, MDPI, vol. 8(4), pages 1-54, November.
- Ansgar Belke & Ulrich Volz, 2020.
"The Yen Exchange Rate and the Hollowing Out of the Japanese Industry,"
Open Economies Review, Springer, vol. 31(2), pages 371-406, April.
- Belke, Ansgar & Volz, Ulrich, 2018. "The Yen Exchange Rate and the Hollowing-out of Japanese Industry," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181613, Verein für Socialpolitik / German Economic Association.
- Belke, Ansgar & Volz, Ulrich, 2019. "The Yen exchange rate and the hollowing out of the Japanese industry," Ruhr Economic Papers 818, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Belke, Ansgar & Volz, Ulrich, 2019. "The Yen Exchange Rate and the Hollowing Out of the Japanese Industry," GLO Discussion Paper Series 380, Global Labor Organization (GLO).
- Ansgar Belke & Ulrich Volz, 2019. "The Yen Exchange Rate and the Hollowing Out of the Japanese Industry," ROME Working Papers 201908, ROME Network.
- Ansgar Belke & Ulrich Volz, 2018. "The Yen Exchange Rate and the Hollowing-out of the Japanese Industry," Working Papers halshs-01917940, HAL.
- Belke, Ansgar H. & Volz, Ulrich, 2019. "The Yen Exchange Rate and the Hollowing Out of the Japanese Industry," IZA Discussion Papers 12565, Institute of Labor Economics (IZA).
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes,"
Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
- Andrew Adewale Alola & Uju Violet Alola, 2019. "The Dynamics of Tourism—Refugeeism on House Prices in Cyprus and Malta," Journal of International Migration and Integration, Springer, vol. 20(2), pages 521-536, May.
- Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003.
"The out-of-sample success of term structure models as exchange rate predictors: a step beyond,"
Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
- Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
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- Beckmann, Joscha & Czudaj, Robert, 2014. "Regime shifts and the Canada/US exchange rate in a multivariate framework," Economics Letters, Elsevier, vol. 123(2), pages 206-211.
- Alina Cristina Nuta, 2024. "The Significance of Economic Complexity and Renewable Energy for Decarbonization in Eastern European Countries," Energies, MDPI, vol. 17(21), pages 1-15, October.
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"Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?,"
Energy Economics, Elsevier, vol. 40(C), pages 665-678.
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- Igor Petruška & Eva Litavcová & Jana Chovancová, 2022. "Impact of Renewable Energy Sources and Nuclear Energy on CO 2 Emissions Reductions—The Case of the EU Countries," Energies, MDPI, vol. 15(24), pages 1-23, December.
- Fakhri J. Hasanov & Muhammad Javid & Frederick L. Joutz, 2022.
"Saudi Non-Oil Exports before and after COVID-19: Historical Impacts of Determinants and Scenario Analysis,"
Sustainability, MDPI, vol. 14(4), pages 1-38, February.
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- Giulia Ghiani & Max Gillman & Michal Kejak, 2016. "Persistent Liquidity," Working Papers 1010, University of Missouri-St. Louis, Department of Economics.
- Neofytidou, Aliona & Fountas, Stilianos, 2020.
"The impact of health on GDP: A panel data investigation,"
The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Aliona Neofytidou & Stilianos Fountas, 2019. "The impact of health on GDP: A panel data investigation," Discussion Paper Series 2019_04, Department of Economics, University of Macedonia, revised Nov 2019.
- Soeren Johansen, 2018. "Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models," Discussion Papers 18-05, University of Copenhagen. Department of Economics.
- Søren Johansen & Morten Nyboe Tabor, 2017.
"Cointegration between trends and their estimators in state space models and CVAR models,"
CREATES Research Papers
2017-11, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers 17-02, University of Copenhagen. Department of Economics.
- Alola, Andrew Adewale & Akadiri, Seyi Saint, 2021. "Clean energy development in the United States amidst augmented socioeconomic aspects and country-specific policies," Renewable Energy, Elsevier, vol. 169(C), pages 221-230.
- Michael Takudzwa Pasara & Vincent Mugwira, 2023. "Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018)," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 128-141, September.
- Franchi, Massimo, 2018. "Testing for cointegration in I(1) state space systems via a finite order approximation," Economics Letters, Elsevier, vol. 165(C), pages 73-76.
- Carlos Andrés Perilla Castro, 2001. "Capitales mínimos de los establecimientos de crédito," Monetaria, CEMLA, vol. 0(3), pages 271-353, julio-sep.
- André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
- Elliott, Graham, 2000.
"Estimating Restricted Cointegrating Vectors,"
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