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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

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

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

Is there evidence of pessimism and doubt in subjective distributions? : a comment on Abel

Giordani, Paolo (contributor); Söderkind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. October 1, 2003

Abel (2002) shows that pessimism and doubt in the subjective distribution of the growth rate of consumption reduce the riskfree rate puzzle and the equity premium puzzle. We quantify the amount of pessimism and doubt in survey data on US consumption and income. Individual forecasters are in fact...

Persistent link: https://www.econbiz.de/10001729353

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

Swedish convertible bonds and their valuation

Sörensson, Tomas - 1993

Persistent link: https://www.econbiz.de/10000869565

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