Recent Advances in Cointegration Analysis
Year of publication: |
2004
|
---|---|
Authors: | LÜTKEPOHL, Helmut |
Institutions: | Department of Economics, European University Institute |
Subject: | cointegration | German monetary system | vector error correction model |
-
Impact of exchange rate depreciation on the balance of payments : empirical evidence from Nigeria
Iyoboyi, Martins, (2014)
-
Foreign direct investment - domestic investment nexus : evidence from India
Babu, Abraham, (2021)
-
A cointegration model of money and wealth
Assenmacher-Wesche, Katrin, (2018)
- More ...
-
Granger-causal analysis of VARMA-GARCH models
Wozniak, Tomasz, (2012)
-
Optimal taxation and debt with uninsurable risks to human capital accumulation
Gottardi, Piero, (2014)
-
Testing Causality Between Two Vectors in Multivariate GARCH Models
Wozniak, Tomasz, (2012)
- More ...