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~isPartOf:"Department of Economics discussion paper / Department of Economics, The University of Birmingham"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"de Streel, Alexandre"
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Cointegration
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Caporale, Guglielmo Maria
de Streel, Alexandre
Ford, James L.
27
Sinclair, Peter J. N.
27
Taylor, Robert
18
Kelsey, David
17
Rowat, Colin
12
Bailey, Ralph W.
11
Fry, Maxwell J.
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Eichberger, Jürgen
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Fender, John
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Renström, Thomas I.
10
Albornoz, Facundo
9
Cole, Matthew A.
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Fielding, Antony
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Elliott, Robert J. R.
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Mullineux, Andrew W.
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Strobel, Frank
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Barassi, Marco R.
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Backhouse, Roger
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Dutta, Jayasri
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Ghose, Sudip
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Bilal, Sanoussi
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Ercolani, Marco G.
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Nandeibam, Shasikanta
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Taylor, A. M. Robert
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Milne, Frank
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Ray, Indrajit
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Ryan, Cillian
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Silva, Sergio da
4
Azhar, Abdul K. M.
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Brenton, Paul
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Chatterjee, Kalyan
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
CESifo Working Paper
279
CESifo working papers
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Economics and finance working paper series
178
CESifo Working Paper Series
132
DIW Discussion Papers
91
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Finance research letters
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Review of international economics
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A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2004
Persistent link: https://www.econbiz.de/10002086248
Saved in:
2
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626094
Saved in:
3
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626093
Saved in:
4
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626097
Saved in:
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