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Modelling the demand for M3 in the unified Germany

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

Persistent link: https://www.econbiz.de/10000936487

Nonlinear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998

Persistent link: https://www.econbiz.de/10000994464

Nonlinear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998 - Rev. version

Persistent link: https://www.econbiz.de/10000998499

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

The demand for money in Sweden 1970 - 1983

Krusell, Per - 1986

Persistent link: https://www.econbiz.de/10000708228

Investigating stability and linearity of a German M1 money demand function

Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - 1995

Persistent link: https://www.econbiz.de/10000917361

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

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

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

On seasonality and cointegration

Löf, Mårten - 2001

Persistent link: https://www.econbiz.de/10001582796

Testing parameter constancy in stationary vector autoregressive models against continuous change

He, Changli (contributor); Teräsvirta, Timo (contributor); … - 2002 - [Elektronische Ressource], Rev. July 11, 2005

In this paper we derive a parameter constancy test of a stationary vector autoregressive model against the hypothesis that the parameters of the model change smoothly over time. A single structural break is contained in this alternative hypothesis as a special case. The test is a generalization...

Persistent link: https://www.econbiz.de/10001693105

Working time, employment, and work sharing

Jacobson, Tor; Ohlsson, Henry - 1996

Persistent link: https://www.econbiz.de/10000953735