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Modelling the demand for M3 in the unified Germany

Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - 1996

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UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections

Bohn Nielsen, Heino (contributor) - 2004

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Inflation, money growth, and I(2) analysis

Jusélius, Katarina (contributor) - 2004

Persistent link: https://www.econbiz.de/10002475689

Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data

Johansen, Søren (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001592931

On seasonal error correction when the processes include different numbers of unit roots

Lyhagen, Johan (contributor); Löf, Mårten (contributor) - 2001 - [Elektronische Ressource], Rev. March 15, 2001

We propose a seasonal cointegration model [SECM] for quarterly data which includes variables with different numbers of … forecast mean squared error criterion and certain parameter estimation results indicate that, in practice, a cointegration … forecast, is an ordinary VAR model, also in annual differences. -- Seasonal cointegration ; forecasting …

Persistent link: https://www.econbiz.de/10001600047

Analyzing I(2) systems by transformed vector autoregressions

Kongsted, Hans Christian (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001716142

High inflation, hyperinflation and explosive roots : the case of Yugoslavia

Jusélius, Katarina (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001719829

Wage, price, and unemployment dynamics and the convergence to purchasing power parity in the Euro area

Jusélius, Katarina (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001721401

Testing the nominal-to-read transformation

Kongsted, Hans Christian (contributor) - 2002

Persistent link: https://www.econbiz.de/10001687895

Error correction in DHSY

Eliasson, Ann-Charlotte (contributor); … - 2002 - [Elektronische Ressource]

In this note, we consider the contradiction between the fact that the best fit for the UK consumption data in Davidson et al. (1978) is obtained using an equation with an intercept but without an error correction term, whereas the equation with error correction and without the intercept has...

Persistent link: https://www.econbiz.de/10001714625