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subject:"Theory"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"EUI working paper / ECO"
~subject:"Makroökonomik"
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Search: subject_exact:"Kointegrationsanalyse"
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Theory
Makroökonomik
Cointegration
59
Kointegration
59
VAR model
32
VAR-Modell
32
Theorie
23
Zeitreihenanalyse
20
Time series analysis
19
Estimation theory
11
Schätztheorie
11
USA
11
United States
11
Estimation
6
Geldnachfrage
6
Kaufkraftparität
6
Money demand
6
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6
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Rational expectations
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Scientific modelling
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4
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4
Deutschland
4
Germany
4
Macroeconomics
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Induktive Statistik
3
Schock
3
Shock
3
Statistical inference
3
1996-1999
2
Arbeitslosigkeit
2
Außenhandel
2
Bruttoinlandsprodukt
2
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11
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Book / Working Paper
25
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
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English
25
Author
All
Johansen, Søren
15
Jusélius, Katarina
8
Banerjee, Anindya
2
Hoffmann, Mathias
2
Kongsted, Hans Christian
2
Nielsen, Morten Ørregaard
2
Bohn Nielsen, Heino
1
Ejrnæs, Mette
1
Frydman, Roman
1
Goldberg, Michael D.
1
Hoover, Kevin D.
1
Krolzig, Hans-Martin
1
Marcellino, Massimiliano
1
Osbat, Chiara
1
Persson, Karl Gunnar
1
Russell, Bill
1
Swensen, Anders Rygh
1
Toro, Juan
1
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Københavns Universitet / Økonomisk Institut
3
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Discussion papers / Department of Economics, University of Copenhagen
EUI working paper / ECO
Journal of econometrics
72
Economics letters
53
Applied economics
50
Economic modelling
49
Econometric theory
40
Econometric reviews
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Applied economics letters
30
Discussion papers of interdisciplinary research project 373
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Oxford bulletin of economics and statistics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
International journal of economics and financial issues : IJEFI
21
International journal of forecasting
20
Journal of applied econometrics
20
Energy economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of international money and finance
18
The econometrics journal
17
EUI working paper
16
Journal of economic dynamics & control
16
Journal of forecasting
16
The empirical economics letters : a monthly international journal of economics
16
Working paper
16
CESifo working papers
15
Discussion paper / Tinbergen Institute
15
International journal of economics and finance
14
CREATES research paper
13
Journal of economic surveys
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Macroeconomic dynamics
12
SFB 649 discussion paper
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Discussion paper / Department of Economics, University of California San Diego
11
International review of financial analysis
11
IHS economics series : working paper
10
Journal of banking & finance
10
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ECONIS (ZBW)
25
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1
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
2
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
3
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
4
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
5
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968607
Saved in:
6
On a numerical and graphical technique for evaluating : some models involving rational expectations
Johansen, Søren
;
Swensen, Anders Rygh
-
2009
Persistent link: https://www.econbiz.de/10003836319
Saved in:
7
The PPP puzzle : what the data tell when allowed to speak freely
Jusélius, Katarina
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003603877
Saved in:
8
Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren
;
Jusélius, Katarina
;
Frydman, Roman
; …
-
2007
Persistent link: https://www.econbiz.de/10003603881
Saved in:
9
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
Saved in:
10
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
Saved in:
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