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~institution:"European University Institute / Department of Law"
~institution:"School of Economics and Political Science <Sydney>"
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Search: subject_exact:"Engle-Granger test"
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
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2
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238619
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3
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
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4
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
5
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
6
An aggregate import demand function for India : a cointegration analysis
Dutta, Dilip Kumar
;
Ahmed, Nasiruddin
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001614579
Saved in:
7
Trade liberalisation and industrial growth in Pakistan : a cointegration analysis
Dutta, Dilip Kumar
;
Ahmed, Nasiruddin
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001614582
Saved in:
8
A dynamic panel macroeconometric model for labour markets : evidence across Australian states
Chaudhuri, Kausik
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617099
Saved in:
9
Long run prices of primary commodities and oil prices
Chaudhuri, Kausik
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001552560
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