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subject:"Theory"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Makroökonomik"
~subject:"Modellierung"
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Search: subject_exact:"Kointegrationsanalyse"
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Cointegration
44
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Johansen, Søren
14
Jusélius, Katarina
7
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2
Nielsen, Morten Ørregaard
2
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1
Ejrnæs, Mette
1
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1
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1
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1
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Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
74
Economics letters
53
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50
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49
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41
Econometric reviews
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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30
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27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Oxford bulletin of economics and statistics
24
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23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
International journal of forecasting
22
International journal of economics and financial issues : IJEFI
21
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Discussion paper / Tinbergen Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
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18
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17
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17
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14
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
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11
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11
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ECONIS (ZBW)
19
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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
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
3
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
4
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
5
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
6
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:
7
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:
8
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968607
Saved in:
9
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:
10
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:
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