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On the reliability of chow type test for parameter constancy in multivariate dynamic models
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- Aaron Mehrotra & José R Sánchez-Fung, 2010.
"China's Monetary Policy and the Exchange Rate,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 52(4), pages 497-514, December.
- Aaron Mehrotra & Jose R. Sanchez-Fung, 2010. "China’s monetary policy and the exchange rate," Working Paper Series 2010-19, Federal Reserve Bank of San Francisco.
- Mehrotra, Aaron & Sánchez-Fung, José R., 2010. "China's monetary policy and the exchange rate," BOFIT Discussion Papers 10/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
- Koivu, Tuuli, 2008. "Has the Chinese economy become more sensitive to interest rates? : Studying credit demand in China," BOFIT Discussion Papers 1/2008, Bank of Finland, Institute for Economies in Transition.
- Alexandros Kontonikas & Alexandros Kostakis, 2013.
"On Monetary Policy and Stock Market Anomalies,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 1009-1042, September.
- Alexandros Kontonikas & Alexandros Kostakis, 2010. "On monetary policy and stock market anomalies," Working Papers 2010_29, Business School - Economics, University of Glasgow.
- Kontonikas, Alexandros & Kostakis, Alexandros, 2010. "On monetary policy and stock market anomalies," SIRE Discussion Papers 2010-103, Scottish Institute for Research in Economics (SIRE).
- Jan Gottschalk & Ulrich Fritsche, 2005.
"The New Keynesian Model and the Long-Run Vertical Phillips Curve: Does It Hold for Germany?,"
Discussion Papers of DIW Berlin
521, DIW Berlin, German Institute for Economic Research.
- Ulrich Fritsche & Jan Gottschalk, 2006. "The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany?," Macroeconomics and Finance Series 200601, University of Hamburg, Department of Socioeconomics.
- Djuric, Ivan & Gotz, Linde & Glauben, Thomas, 2012. "Global commodity price peaks and governmental interventions: The case of the wheat-to-bread supply chain in Serbia - Who benefited and who lost?," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125142, Agricultural and Applied Economics Association.
- Zhu Bing, 2018. "The Time-Varying Nature of Reits," Real Estate Management and Valuation, Sciendo, vol. 26(1), pages 26-38, March.
- Dr. Ordean Olson, 2013. "The Role of Productivity in Economic Growth and Equilibrium," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(11), pages 1497-1527, November.
- Antonis Adam & Margarita Katsimi & Thomas Moutos, 2012.
"Inequality and the import demand function,"
Oxford Economic Papers, Oxford University Press, vol. 64(4), pages 675-701, October.
- Katsimi, Margarita & Moutos, Thomas, 2011. "Inequality and the US import demand function," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 492-506, April.
- Margarita Katsimi & Thomas Moutos, 2006. "Inequality and the US Import Demand Function," CESifo Working Paper Series 1827, CESifo.
- Antonis Adam & Margarita Katsimi & Thomas Moutos, 2008. "Inequality and the Import Demand Function," CESifo Working Paper Series 2196, CESifo.
- Aaron Mehrotra, 2008.
"Demand for Money in Transition: Evidence from China’s Disinflation,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 36-47, February.
- Mehrotra, Aaron, 2006. "Demand for money in transition: evidence from China's disinflation," BOFIT Discussion Papers 10/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
- Korhonen, Iikka & Mehrotra, Aaron, 2009. "Real exchange rate, output and oil : case of four large energy producers," BOFIT Discussion Papers 6/2009, Bank of Finland, Institute for Economies in Transition.
- Yang, Yang & Zhang, Jiqiang, 2021. "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, vol. 43(C).
- Alejandro Acosta & Carlos Barrantes & Rico Ihle, 2020. "Animal disease outbreaks and food market price dynamics: Evidence from regime‐dependent modelling and connected scatterplots," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), pages 960-976, July.
- Bachmann Ronald & Burda Michael C., 2010.
"Sectoral Transformation, Turbulence and Labor Market Dynamics in Germany,"
German Economic Review, De Gruyter, vol. 11(1), pages 37-59, February.
- Ronald Bachmann & Michael C. Burda, 2010. "Sectoral Transformation, Turbulence and Labor Market Dynamics in Germany," German Economic Review, Verein für Socialpolitik, vol. 11(1), pages 37-59, February.
- Burda, Michael & Bachmann, Ronald, 2007. "Sectoral Transformation, Turbulence, and Labour Market Dynamics in Germany," CEPR Discussion Papers 6226, C.E.P.R. Discussion Papers.
- Bachmann, Ronald & Burda, Michael C., 2007. "Sectoral transformation, turbulence, and labour market dynamics in Germany," SFB 649 Discussion Papers 2007-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bachmann, Ronald & Burda, Michael C., 2007. "Sectoral Transformation, Turbulence, and Labor Market Dynamics in Germany," Ruhr Economic Papers 5, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Bachmann, Ronald & Burda, Michael C., 2008. "Sectoral Transformation, Turbulence, and Labor Market Dynamics in Germany," IZA Discussion Papers 3324, Institute of Labor Economics (IZA).
- Acosta, Alejandro & Barrantes, Carlos & Ihle, Rico, 2020. "Animal disease outbreaks and food market price dynamics: Evidence from regime-dependent modelling and connected scatterplots," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), July.
- Markku Lanne & Helmut Lütkepohl, 2008.
"Identifying Monetary Policy Shocks via Changes in Volatility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
- Markku Lanne & Helmut L‹Tkepohl, 2008. "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
- Markku Lanne, Helmut Luetkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," Economics Working Papers ECO2006/23, European University Institute.
- Markku Lanne & Helmut Lütkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series 1744, CESifo.
- Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017.
"The impact of monetary policy on corporate bonds under regime shifts,"
Journal of Banking & Finance, Elsevier, vol. 80(C), pages 176-202.
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Brüggemann, Ralf & Riedel, Jana, 2011.
"Nonlinear interest rate reaction functions for the UK,"
Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
- Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
- Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2008.
"Technology shocks, structural breaks and the effects on the business cycle,"
Economics Letters, Elsevier, vol. 100(3), pages 392-395, September.
- Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2007. "Technology shocks, structural breaks and the effects on the business cycle," Economics & Statistics Discussion Papers esdp07041, University of Molise, Department of Economics.
- Vincenzo Atella & Marco Centoni & Gianluca Cubadda, 2007. "Technology shocks, structural breaks and the effects on the business cycle," CEIS Research Paper 105, Tor Vergata University, CEIS.
- Koivu, Tuuli, 2008. "Has the Chinese economy become more sensitive to interest rates? Studying credit demand in China," BOFIT Discussion Papers 1/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
- Aaron Mehrotra, 2008.
"Demand for Money in Transition: Evidence from China’s Disinflation,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 36-47, February.
- Mehrotra, Aaron, 2006. "Demand for money in transition : evidence from China's disinflation," BOFIT Discussion Papers 10/2006, Bank of Finland, Institute for Economies in Transition.
- José Caraballo-Cueto, 2015. "Socioeconomic Determinants of the Changes in Homicides over Time: A VAR Analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 8(2), pages 119-132, October.
- Avalos, Fernando, 2014. "Do oil prices drive food prices? The tale of a structural break," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 253-271.
- repec:wsr:wpaper:y:2014:i:131 is not listed on IDEAS
- Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006 229, Society for Computational Economics.
- Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2010. "Forecasting Spanish Inflation Using the Maximum Disaggregation Level by Sectors and Geographical Areas," International Regional Science Review, , vol. 33(2), pages 181-204, April.
- Stefan Fiesel & Marliese Uhrig-Homburg, 2016. "Illiquidity Transmission in a Three-Country Framework: A Conditional Approach," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(3), pages 261-284, December.
- Ekaterina Pirozhkova, 2017. "Bank loan components, uncertainty and monetary transmission mechanism," BCAM Working Papers 1702, Birkbeck Centre for Applied Macroeconomics.
- Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, November.
- Olmo, Jose & Sanso-Navarro, Marcos, 2015. "Changes in the transmission of monetary policy during crisis episodes: Evidence from the euro area and the U.S," Economic Modelling, Elsevier, vol. 48(C), pages 155-166.
- Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
- Changli He & Timo Terasvirta & Andres Gonzalez, 2009.
"Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 225-245.
- He, Changli & Teräsvirta, Timo & González, Andres, 2002. "Testing parameter constancy in stationary vector autoregressive models against continuous change," SSE/EFI Working Paper Series in Economics and Finance 507, Stockholm School of Economics, revised 11 Jul 2005.
- Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
- Schuster, Philipp & Uhrig-Homburg, Marliese, 2012. "The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds," Working Paper Series in Economics 45, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Golinelli, Roberto & Rovelli, Riccardo, 2005.
"Monetary policy transmission, interest rate rules and inflation targeting in three transition countries,"
Journal of Banking & Finance, Elsevier, vol. 29(1), pages 183-201, January.
- R. Golinelli & R. Rovelli, 2001. "Monetary Policy transmission, interest rate rules and inflation targeting in three transition countries," Working Papers 429, Dipartimento Scienze Economiche, Universita' di Bologna.
- Roberto Golinelli & Riccardo Rovelli, 2002. "Monetary Policy Transmission, Interest Rate Rules and Inflation Targeting in Three Transition Countries," Eastward Enlargement of the Euro-zone Working Papers wp10, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Aug 2002.
- Ben Cheikh, Nidhaleddine, 2013. "Exchange Rate and Consumer Prices in the Euro Area: A Cointegrated VAR Analysis," MPRA Paper 51162, University Library of Munich, Germany.
- Korhonen, Iikka & Mehrotra, Aaron, 2009. "Real exchange rate, output and oil: case of four large energy producers," BOFIT Discussion Papers 6/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
- Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005. "Banking sector strength and the transmission of currency crises," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Djuric, Ivan & Gotz, Linde & Glauben, Thomas, 2012. "Vertical Price Transmission in Serbian Wheat-to-Bread Supply Chain during the Global Commodity Price Peaks 2007/2008 and 2010/2011," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126775, International Association of Agricultural Economists.
- Straetmans, Stefan & Candelon, Bertrand, 2013. "Long-term asset tail risks in developed and emerging markets," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1832-1844.
- Hans Manner & Bertrand Candelon, 2010.
"Testing For Asset Market Linkages: A New Approach Based On Time‐Varying Copulas,"
Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 364-384, August.
- Manner, H. & Candelon, B., 2007. "Testing for asset market linkages: a new approach based on time-varying copulas," Research Memorandum 052, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Holt, Matthew T. & Teräsvirta, Timo, 2020.
"Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
- Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
- Cláudio Hamilton dos Santos & Márcio Bruno Ribeiro & Sérgio Wulff Gobetti, 2008. "A Evolução da Carga Tributária Bruta Brasileira no Período 1995-2007: Tamanho, Composição e Especificações Econométricas Agregadas," Discussion Papers 1350, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Ana S. Branca & Joaquim P. Pina & Margarida Catalão-Lopes, 2012. "Corporate Giving, Competition and the Economic Cycle," Working Papers Department of Economics 2012/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Helmut Lütkepohl & Aleksei NetŠunajev, 2014.
"Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 479-496, April.
- Helmut Lütkepohl & Aleksei Netsunajev, 2012. "Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs," Discussion Papers of DIW Berlin 1195, DIW Berlin, German Institute for Economic Research.
- repec:zbw:bofitp:2006_010 is not listed on IDEAS
- Cushman, David O., 2007.
"A portfolio balance approach to the Canadian-U.S. exchange rate,"
Review of Financial Economics, Elsevier, vol. 16(3), pages 305-320.
- David O. Cushman, 2007. "A portfolio balance approach to the Canadian–U.S. exchange rate," Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 305-320.
- Eickmeier, Sandra & Breitung, Jorg, 2006. "How synchronized are new EU member states with the euro area? Evidence from a structural factor model," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 538-563, September.
- Ikechukwu D Nwaka & Kalu E Uma & Gulcay Tuna, 2015. "Trade openness and unemployment: Empirical evidence for Nigeria," The Economic and Labour Relations Review, , vol. 26(1), pages 117-136, March.
- Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.
- Casalis, André & Krustev, Georgi, 2022.
"Cyclical drivers of euro area consumption: What can we learn from durable goods?,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Krustev, Georgi & Casalis, André, 2020. "Cyclical drivers of euro area consumption: what can we learn from durable goods?," Working Paper Series 2386, European Central Bank.
- Kim, Jae H., 2014. "Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative," Economic Modelling, Elsevier, vol. 41(C), pages 267-273.
- repec:kap:iaecre:v:14:y:2008:i:1:p:36-47 is not listed on IDEAS
- Djuric, Ivan & Gotz, Linde & Glauben, Thomas, 2012. "Global commodity price peaks and governmental interventions: The case of the wheat-to-bread supply chain in Serbia – Did consumers really benefit?," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 133023, German Association of Agricultural Economists (GEWISOLA).
- Lajos Zoltán Bakucs & Bernhard Brümmer & Stephan von Cramon-Taubadel & Imre Fertő, 2012.
"Wheat market integration between Hungary and Germany,"
Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 785-788, May.
- Bakucs, Lajos Zoltan & Brümmer, Bernhard & von Cramon-Taubadel, Stephan & Ferto, Imre, 2008. "Wheat market integration between Hungary and Germany," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44171, European Association of Agricultural Economists.
- Axel A Weber & Rafael Gerke & Andreas Worms, 2009. "Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates," BIS Working Papers 276, Bank for International Settlements.
- repec:fgv:epgrbe:v:68:n:2:a:6 is not listed on IDEAS
- Fabian Lindner, 2013.
"The Housing Wealth Effect on Consumption Reconsidered,"
IMK Working Paper
115-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Lindner, Fabian, 2014. "The housing wealth effect on consumption reconsidered," Economics Discussion Papers 2014-15, Kiel Institute for the World Economy (IfW Kiel).
- Germán Oswaldo Pardo Pardo & Pedro Hugo Clavijo Cortés, 2018.
"Una evaluación de la estrategia de inflación objetivo en Colombia,"
Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(1), pages 189-210, February.
- Germán Oswaldo Pardo Pardo & Pedro Hugo Clavijo Cortés, 2017. "Una evaluación de la estrategia de inflación objetivo en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(1), pages 189-210, November.
- Christina Anderl & Guglielmo Maria Caporale, 2023.
"Shadow rates as a measure of the monetary policy stance: Some international evidence,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(5), pages 399-422, November.
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence," CESifo Working Paper Series 9839, CESifo.
- Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models across Frequencies,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
- Candelon, B. & Cubadda, G., 2005. "Testing for parameter stability in dynamic models across frequencies," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
- repec:zbw:bofitp:2010_010 is not listed on IDEAS
- Mauricio Santa María S. & Fabián García A. & Ana Virgina Mujica P., 2009. "Los costos no laborales y el mercado laboral : impacto de la reforma de salud en Colombia," Working Papers Series. Documentos de Trabajo 9186, Fedesarrollo.
- Alejandro Acosta & Rico Ihle & Stephan Cramon-Taubadel, 2019. "Combining market structure and econometric methods for pricetransmission analysis," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 11(4), pages 941-951, August.
- Brümmer, Bernhard & von Cramon-Taubadel, Stephan & Zorya, Sergiy, 2006. "Vertical Price Transmission between Wheat and Flour in Ukraine: A Markov-Switching Vector Error Correction Approach," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25575, International Association of Agricultural Economists.
- Giorgia Giovannetti & Marco Sanfilippo & Margherita Velucchi, 2011. "The “China effect” on EU Exports to OECD markets – A focus on Italy," Working Papers - Economics wp2011_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Aaron Mehrotra & José R Sánchez-Fung, 2010.
"China's Monetary Policy and the Exchange Rate,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 52(4), pages 497-514, December.
- Aaron Mehrotra & Jose R. Sanchez-Fung, 2010. "China’s monetary policy and the exchange rate," Working Paper Series 2010-19, Federal Reserve Bank of San Francisco.
- Mehrotra, Aaron & Sánchez-Fung, José R., 2010. "China's monetary policy and the exchange rate," BOFIT Discussion Papers 10/2010, Bank of Finland, Institute for Economies in Transition.
- Alexander Schätz & Steffen Sebastian, 2009. "The links between property and the economy -- evidence from the British and German markets," Journal of Property Research, Taylor & Francis Journals, vol. 26(2), pages 171-191, September.
- Koester, Gerrit B. & Priesmeier, Christoph, 2015. "The Timing and Responsiveness of Fiscal Policy over the Business Cycle in Germany," MPRA Paper 68412, University Library of Munich, Germany.
- Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
- Philip Marey & Arnaud Dupuy, 2004. "Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown," Econometric Society 2004 North American Summer Meetings 118, Econometric Society.
- Matos, Paulo Rogério Faustino & Bueno, Amadeus & Trompieri, Nicolino, 2014. "Análise de Integração Financeira na América do Sul," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(2), June.
- Koivu, Tuuli, 2009. "Has the Chinese economy become more sensitive to interest rates? Studying credit demand in China," China Economic Review, Elsevier, vol. 20(3), pages 455-470, September.
- Goetz, Linde & von Cramon-Taubadel, Stephan, 2008. "Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44247, European Association of Agricultural Economists.
- Lidija Lovreta & Joaquín López Pascual, 2020. "Structural breaks in the interaction between bank and sovereign default risk," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 531-559, December.
- repec:zbw:bofitp:2008_001 is not listed on IDEAS
- Nidhaleddine Ben Cheikh & Waël Louhichi, 2014. "Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis," Working Papers halshs-00879270, HAL.
- Brümmer, Bernhard & Zorya, Sergiy, 2005. "Wheat / Flour Price Transmission and Agricultural Policies in Ukraine: A Markov-Switching Vector Error Correction Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24624, European Association of Agricultural Economists.
- Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
- Cinzia Alcidi, 2009. "The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia," IHEID Working Papers 03-2009, Economics Section, The Graduate Institute of International Studies.
- repec:zbw:bofitp:2009_006 is not listed on IDEAS
- Eleftheriou, Maria, 2017. "Did the Bundesbank react to the US dollar exchange rate?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 235-244.