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Advances in econometrics : sixth world congress ; [papers ... given at the Sixth World Congress of the Econometric Society in Barcelona in August 1990]

Sims, Christopher A. (contributor) - 1994

Persistent link: https://www.econbiz.de/10000338516

Econometría en Costa Rica : trabajos presentados en la VIII Reunión Latinoamericana de la Sociedad Econométrica, celebrada en Costa Rica, del 2 al 5 de agosto de 1988

Vargas, Juan Rafael (contributor); … - 1996 - 1. ed

Persistent link: https://www.econbiz.de/10000947003

Econometrics

Acemoglu, Daron (contributor) - 2013

Persistent link: https://www.econbiz.de/10010213203

Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey

ALBA, Joseph D.; PARK, Donghyun - Econometric Society - 2004

The important concept of purchasing power parity (PPP) has a number of practical implications. Our central objective is to examine the stationarity of Turkeyâ€™s real exchange rates to test for the empirical validity of PPP. Our results from conventional univariate unit root tests fail to...

Persistent link: https://www.econbiz.de/10005702700

COINTEGRATION AND WAVELETS: AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN MONEY AND OUTPUT IN PERU

Lahura, Erick - Econometric Society - 2004

application of wavelet filtering to analyze cointegrating relationships. No evidence of cointegration between money, real output … and prices is found. However, there is evidence of cointegration between non-stationary components of the series that …

Persistent link: https://www.econbiz.de/10005328904

How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?

Garces-Diaz, Daniel - Econometric Society - 2004

This paper shows that the Mexican experience from 1945 to 2002 is, like the German hyperinflation period, a unique monetary ``natural experiment,'' where fundamental relationships, like money demand, PPP and the monetary model of exchange rate determination can be analyzed with unparalleled...

Persistent link: https://www.econbiz.de/10005328935

An Alternative Estimation of Spurious Regression Model

Rahman, Shahidur - Econometric Society - 2004

the cointegration regression estimation by Engle and Granger (1987). In recent years applied econometricians are debating …

Persistent link: https://www.econbiz.de/10005342144

Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration

Smyth, Russell; Narayan, Paresh Kumar - Econometric Society - 2004

cointegration and error correction framework. Our findings suggest that any support for the deterrence hypothesis is sensitive to …

Persistent link: https://www.econbiz.de/10005342164

Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand

Bunzel, Helle - Econometric Society - 2004

This paper provides a new approach to testing cointegration parameters in a single-equation cointegration environment … errors using fixed bandwidth (fixed-b) asymptotic theory and adapting it to the cointegration environment. It is shown that … bandwidth or kernel used, even if the regressors in the cointegration relationship are endogenous. Using asymptotic power and …

Persistent link: https://www.econbiz.de/10005342277

Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis

Choi, In; Chue, Timothy - Econometric Society - 2004

-sectionally correlated and cross-sectionally cointegrated. The tests include panel unit root and cointegration tests as special cases. The …

Persistent link: https://www.econbiz.de/10005342342