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~institution:"Department of Economics, Oxford University"
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Cointegration
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I(1) Process
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Department of Economics, Oxford University
Økonomisk Institut, Københavns Universitet
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International Motor Vehicle Program.
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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1
Inflation Adjustment in the Open Economy: An
I
(
2
) Analysis of UK Prices
Bowdler, Christopher
;
Nielsen, Heino Bohn
-
Department of Economics, Oxford University
-
2003
consumption growth. The nominal variables, treated as
I
(
2
) here, form a linearly homogeneous relation, suggesting a transformation …
Persistent link: https://www.econbiz.de/10010604928
Saved in:
2
The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
Bowsher, Clive
;
Meeks, Roland
-
Department of Economics, Oxford University
-
2006
process, the zero-coupon yield curve is
I
(
2
), immediately casting doubt on the empirical usefulness of the ET. Furthermore …
Persistent link: https://www.econbiz.de/10010605210
Saved in:
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