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~isPartOf:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of quantitative economics"
~subject:"Cointegration"
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Search: subject_exact:"Vector autoregression"
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Kurita, Takamitsu
4
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Economics letters
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1
The time-varying impact of external shocks on the consumer price components : evidence from an emerging market
Catik, A. Nazif
;
Karacuka, Mehmet
;
Özlem Önder, A.
- In:
Journal of quantitative economics
20
(
2022
)
4
,
pp. 781-807
Persistent link: https://www.econbiz.de/10013488909
Saved in:
2
A macro-econometric VAR model of India incorporating black income
Sinha, T. P.
- In:
Journal of quantitative economics
20
(
2022
)
3
,
pp. 629-660
Persistent link: https://www.econbiz.de/10013441691
Saved in:
3
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Castle, Jennifer
;
Kurita, Takamitsu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012628234
Saved in:
4
Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
Saved in:
5
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
6
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
7
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
8
A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
Saved in:
9
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
10
Trade and labor market dynamics : what do we learn from the data?
Nordmeier, Daniela
;
Schmerer, Hans-Jörg
;
Weber, Enzo
- In:
Economics letters
145
(
2016
),
pp. 206-209
Persistent link: https://www.econbiz.de/10011618415
Saved in:
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