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subject:"Cointegration"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Money demand"
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Search: subject_exact:"Error correction model"
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003603883
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32
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571199
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33
Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571206
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34
Modelling long-run money demand : a panel data analysis on nine developed economies
Foresti, Pasquale
;
Napolitano, Oreste
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1707-1719
Persistent link: https://www.econbiz.de/10010336272
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35
Market efficiency in the ASEAN region : evidence from multivariate and cointegration tests
Guidi, Francesco
;
Gupta, Rakesh
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 265-274
Persistent link: https://www.econbiz.de/10009718948
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36
What caused the equity withdrawal mechanism? : an investigation using threshold cointegration and error correction
Paradiso, Antonio
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 139-148
Persistent link: https://www.econbiz.de/10009719018
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37
A general representation theorem for integrated vector autoregressive processes
Franchi, Massimo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365139
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38
The gains from improved market efficiency : trade before and after the transatlantic telegraph
Ejrnæs, Mette
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003383787
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39
Extracting information from the data : a popperian view on empirical macro
Jusélius, Katarina
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002706132
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40
The nature and costs of dis-equilibrium trade : the case of transatlantic grain exports in the 19th century
Ejrnæs, Mette
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002608623
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