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Unit roots in macroeconomic time series: some critical issues
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- Muhammad Arshad Khan & Ayaz Ahmed, 2011. "Macroeconomic Effects of Global Food and Oil Price Shocks to the Pakistan Economy: A Structural Vector Autoregressive (SVAR) Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 491-511.
- Bordo, Michael D & Choudhri, Ehsan U & Schwartz, Anna J, 1995.
"Could Stable Money Have Averted the Great Contraction?,"
Economic Inquiry, Western Economic Association International, vol. 33(3), pages 484-505, July.
- Michael D. Bordo & Ehsan U. Choudhri & Anna J. Schwartz, 1993. "Could Stable Money Have Averted The Great Contraction?," NBER Working Papers 4481, National Bureau of Economic Research, Inc.
- Wee Beng Gan & Lee Ying Soon, 2003. "Characterizing The Monetary Transmission Mechanism In A Small Open Economy: The Case Of Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 48(02), pages 113-134.
- Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004.
"Fractional cointegration and tests of present value models,"
Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 245-258.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- McCallum, Bennett T., 2010.
"Is the spurious regression problem spurious?,"
Economics Letters, Elsevier, vol. 107(3), pages 321-323, June.
- Bennett T. McCallum, 2010. "Is the Spurious Regression Problem Spurious?," NBER Working Papers 15690, National Bureau of Economic Research, Inc.
- McCallum, Bennett T. & Nelson, Edward, 2010.
"Money and Inflation: Some Critical Issues,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 3, pages 97-153,
Elsevier.
- Bennett T. McCallum & Edward Nelson, 2010. "Money and inflation: some critical issues," Finance and Economics Discussion Series 2010-57, Board of Governors of the Federal Reserve System (U.S.).
- Thomas H.W. Ziesemer, 2014.
"Country terms of trade: trends, unit roots, over-differencing, endogeneity, time dummies, and heterogeneity,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 28(6), pages 767-796, September.
- Ziesemer, Thomas, 2010. "From Trends in Commodities and Manufactures to Country Terms of Trade," MERIT Working Papers 2010-022, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Ziesemer, T., 2014. "Country Terms of Trade 1960-2012: Trends, unit roots, over-differencing, endogeneity, time dummies, and heterogeneity," MERIT Working Papers 2014-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Ziesemer, Thomas, 2011. "Country terms of trade: Trends, unit roots, over-differencing, endogeneity, time dummies, and heterogeneity," MERIT Working Papers 2011-065, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Reynard, Samuel, 2007.
"Maintaining low inflation: Money, interest rates, and policy stance,"
Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1441-1471, July.
- Samuel Reynard, 2007. "Maintaining Low Inflation: Money, Interest Rates, and Policy Stance," Working Papers 2007-05, Swiss National Bank.
- Reynard, Samuel, 2007. "Maintaining low inflation: money, interest rates, and policy stance," Working Paper Series 756, European Central Bank.
- Sherrill Shaffer, 2002. "Conduct in a Banking Monopoly," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 20(3), pages 221-238, May.
- Michael Berlemann & Gunther Markwardt, 2007.
"Unemployment and Inflation Consequences of Unexpected Election Results,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1919-1945, December.
- Michael Berlemann & Gunther Markwardt, 2007. "Unemployment and Inflation Consequences of Unexpected Election Results," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 1919-1945, December.
- Seungmook Choi, 1994. "Is The Real Interest Rate Really Unstable?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 551-559, December.
- Krämer, Jörg W. & Scheide, Joachim, 1994. "Geldpolitik: zurück zur Potentialorientierung," Kiel Discussion Papers 235, Kiel Institute for the World Economy (IfW Kiel).
- Lavan Mahadeva and Paul Robinson, 2004. "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22, April.
- Joel Mokyr, 1997. "Are we living in the middle of an Industrial Revolution?," Economic Review, Federal Reserve Bank of Kansas City, vol. 82(Q II), pages 31-43.
- Koushik Ghosh & Peter Saunders & Basudeb Biswas, 2000. "Trade and wage inequality: Are they related?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(3), pages 364-376, September.
- Rafael Reuveny & William R. Thompson, 1999. "Economic Innovation, Systemic Leadership, and Military Preparations for War," Journal of Conflict Resolution, Peace Science Society (International), vol. 43(5), pages 570-595, October.
- Zsolt Becsi, 1994. "Indicators of the general price level and inflation," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 27-39.
- McNew, Kevin, 1996. "Spatial Market Integration: Definition, Theory, And Evidence," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(1), pages 1-11, April.
- Pedro H. Albuquerque, 2020.
"Optimal Time Interval Selection in Long-Run Correlation Estimation,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 53-79, March.
- Pedro H. Albuquerque, 2005. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics 0511017, University Library of Munich, Germany, revised 27 Nov 2005.
- Pedro Albuquerque, 2020. "Optimal Time Interval Selection in Long-Run Correlation Estimation," Post-Print hal-02482675, HAL.
- Eric Parrado, 2001. "Effects of Foreign and Domestic Monetary Policy in a Small Open Economy: the Case of Chile," Working Papers Central Bank of Chile 108, Central Bank of Chile.
- Muneesh Kapur & Michael Debabrata Patra, 2010. "A Monetary Policy Model Without Money for India," IMF Working Papers 2010/183, International Monetary Fund.
- W A Razzak, 2007.
"A Perspective on Unit Root and Cointegration in Applied Macroeconomics,"
International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 77-102.
- Razzak, Weshah, 2003. "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper 1970, University Library of Munich, Germany, revised 2007.
- Rafael Reuveny & William R. Thompson, 2002. "World Economic Growth, Northern Antagonism, and North-south Conflict," Journal of Conflict Resolution, Peace Science Society (International), vol. 46(4), pages 484-514, August.
- Shaffer, Sherrill, 2004. "Patterns of competition in banking," Journal of Economics and Business, Elsevier, vol. 56(4), pages 287-313.
- Wallace, Myles S & Choudhry, Taufiq, 1995. "The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates?," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 349-371, June.
- Weshah A. Razzak, 2003. "Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong," Working Papers 242003, Hong Kong Institute for Monetary Research.
- Scheide, Joachim, 1998. "Central banks: No reason to ignore money," Kiel Discussion Papers 316, Kiel Institute for the World Economy (IfW Kiel).
- Eric Parrado H., 2001. "Foreign Shocks and Monetary Policy Transmission in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(3), pages 29-57, December.
- Stamatopoulos Theodoros, 2005. "Prices and Exchange Rate of Hellenic Drachma (GRD), during 1981-," International Finance 0505013, University Library of Munich, Germany.
- Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.