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~person:"Kühl, Michael"
~person:"Marcellino, Massimiliano"
~subject:"Cointegration"
~subject:"Finanzmarkt"
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Cointegration
Finanzmarkt
Kointegration
43
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21
Theorie
18
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18
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16
cointegration
15
Wechselkurs
13
Structural exchange rate models
12
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11
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10
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10
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10
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10
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8
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Factor-augmented Error Correction Models
8
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intervention analysis
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Kühl, Michael
Marcellino, Massimiliano
Caporale, Guglielmo Maria
170
Gil-Alaña, Luis A.
136
Narayan, Paresh Kumar
100
Lütkepohl, Helmut
95
Shahbaz, Muhammad
93
Bahmani-Oskooee, Mohsen
91
Phillips, Peter C. B.
82
Belke, Ansgar
78
Nielsen, Morten Ørregaard
73
Johansen, Søren
71
Wagner, Martin
70
Gupta, Rangan
63
Rault, Christophe
60
Chang, Tsangyao
59
Banerjee, Anindya
57
Beckmann, Joscha
54
Herzer, Dierk
52
Dreger, Christian
51
Jusélius, Katarina
47
Trenkler, Carsten
47
Rahbek, Anders
46
Saikkonen, Pentti
46
Smyth, Russell
44
Tiwari, Aviral Kumar
43
Westerlund, Joakim
43
Pesaran, M. Hashem
41
Gao, Jiti
40
Narayan, Seema
39
Strachan, Rodney W.
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Tang, Chor Foon
38
Hall, Stephen G.
37
Siliverstovs, Boriss
37
Wolters, Jürgen
34
Kumar, Saten
33
Weber, Enzo
33
Haldrup, Niels
32
Mignon, Valérie
32
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C.E.P.R. Discussion Papers
3
Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität
2
Department of Economics, University of Birmingham
2
Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät
1
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1
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
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1
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1
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1
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1
Economics Working Papers / Department of Economics, European University Institute
1
Empirical Economics
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International Advances in Economic Research
1
International Economics and Economic Policy
1
International Journal of Forecasting
1
Journal of Economics and Business
1
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Review of World Economics (Weltwirtschaftliches Archiv)
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
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ECONIS (ZBW)
37
RePEc
19
EconStor
2
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1
Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates
Kühl, Michael
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3664-3685
Persistent link: https://www.econbiz.de/10012059398
Saved in:
2
Foreign exchange market interventions and the $-¥ exchange rate in the long run
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
-
2013
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10010255146
Saved in:
3
Foreign exchange market interventions and the $-Yen exchange rate in the long run
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
-
2013
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10009779186
Saved in:
4
An overview of the factor-augmented error-correction model
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2015
Persistent link: https://www.econbiz.de/10010494865
Saved in:
5
Foreign exchange market interventions and the dollar-yen exchange rate in the long run
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4037-4055
Persistent link: https://www.econbiz.de/10011294668
Saved in:
6
How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
-
2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10010207061
Saved in:
7
Structural FECM :
cointegration
in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
8
Global integration of central and Eastern European financial markets : the role of economic sentiments
Belke, Ansgar
;
Beckmann, Joscha
;
Kühl, Michael
-
2010
economic integration. --
Cointegration
; European integration ; financial markets ; restricted autoregressive model …
Persistent link: https://www.econbiz.de/10003950852
Saved in:
9
An Overview of the Factor-augmented Error-Correction Model
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
Department of Economics, University of Birmingham
-
2015
Correction Model (ECM), combining error-correction,
cointegration
and dynamic factor models. It uses a larger set of variables …
Persistent link: https://www.econbiz.de/10011164331
Saved in:
10
How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha
;
Belke, Ansgar
;
Kühl, Michael
-
2009
-periods. -- Structural exchange rate models ;
cointegration
; structural breaks ; switching regression ; time-varying coefficient approach …
Persistent link: https://www.econbiz.de/10003898577
Saved in:
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