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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...
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; Dynamic conditional correlation ; Return comovement ; Volatility model evaluation …
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This paper investigates the relative labor productivity level for total manufacturing in Germany, Sweden and the US for … since 1998 Swedish RTC productivity has been declining relative to the corresponding industry in Germany and the US …
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