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subject:"Theory"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Makroökonomik"
~type_genre:"Working Paper"
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Search: subject_exact:"Kointegrationsanalyse"
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Cointegration
44
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18
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Johansen, Søren
9
Jusélius, Katarina
7
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2
Nielsen, Morten Ørregaard
2
Bohn Nielsen, Heino
1
Ejrnæs, Mette
1
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1
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1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion papers of interdisciplinary research project 373
27
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24
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16
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15
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15
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14
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13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
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10
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10
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8
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7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
6
Discussion paper / Department of Economics, University of California San Diego
6
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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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