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~institution:"European University Institute / Department of Economics"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Kointegration"
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Kointegration
Theorie
89
Theory
89
Cointegration
76
Estimation
76
Schätzung
76
Deutschland
74
Germany
74
Volatility
40
Volatilität
40
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29
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29
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25
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25
Option pricing theory
21
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21
Estimation theory
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Schätztheorie
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11
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10
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10
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10
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10
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75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
Language
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English
76
Author
All
Lütkepohl, Helmut
25
Saikkonen, Pentti
14
Gil-Alaña, Luis A.
9
Trenkler, Carsten
9
Banerjee, Anindya
6
Breitung, Jörg
6
Brüggemann, Ralf
5
Jusélius, Katarina
4
Bohn Nielsen, Heino
3
Caporale, Guglielmo Maria
3
Russell, Bill
3
Herwartz, Helmut
2
Kongsted, Hans Christian
2
Mizen, Paul
2
Müller-Kademann, Christian
2
Vostroknutova, Ekaterina
2
Wolters, Jürgen
2
Bartel, Holger
1
Bauer, Dietmar
1
Brüggermann, Ralf
1
Candelon, Bertrand
1
Carrion i Silvestre, Josep Lluís
1
Chang, Dongkoo
1
Chang, Tong-gu
1
Choi, In
1
Demetrescu, Matei
1
Ermini, Luigi
1
Hahn, Elke
1
Hassler, Uwe
1
Henry, S. G. B.
1
Holtemöller, Oliver
1
Johansen, Søren
1
Karlsen, Hans Arnfinn
1
Lanne, Markku
1
Marcellino, Massimiliano
1
Mladenovic, Zorica
1
Myklebust, Terje
1
Neumann, Michael H.
1
Nielsen, Hannah
1
Paesani, Paolo
1
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European University Institute / Department of Economics
Københavns Universitet / Økonomisk Institut
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
18
Nationalekonomiska Institutionen <Lund>
8
William Davidson Institute <Ann Arbor, Mich.>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Analytical Finance <Århus>
6
Centre for International Macroeconomics
6
European University Institute / Department of Law
5
Konjunkturforschungsstelle <Zürich>
5
Svenska Handelshögskolan <Helsinki>
5
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Konjunkturinstitutet <Stockholm>
4
Loughborough University / Department of Economics
4
Queen Mary College / Department of Economics
4
School of Economics and Political Science <Sydney>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Dundee / Department of Economic Studies
4
Centre for Microdata Methods and Practice <London>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
Johns Hopkins University / Department of Economics
3
National Institute of Economic and Social Research
3
State University of New York at Albany / Department of Economics
3
University <Nottingham> / Department of Economics
3
University of Sheffield / Department of Economics
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
Uppsala universitet / Nationalekonomiska institutionen
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Centre for International Economic Studies
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Federal Reserve System / Board of Governors
2
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
International Monetary Fund
2
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Discussion papers of interdisciplinary research project 373
41
EUI working paper
26
Discussion papers / Department of Economics, University of Copenhagen
8
EUI working paper / ECO
1
Source
All
ECONIS (ZBW)
76
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1
The transmission of German monetary policy in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
rate and shows the interaction of the main variables of the monetary sector. --
Cointegration
analysis ; impulse response …
Persistent link: https://www.econbiz.de/10009616780
Saved in:
2
Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg
;
Wulff, Christian
-
1999
The efficient market hypothesis implies that asset prices cannot be cointegrated. On the other hand, arbitrage processes prevent prices of fundamentally related assets from drifting far away. An attractive model that reconciles these two conflicting facts is the nonlinear error correction...
Persistent link: https://www.econbiz.de/10009581105
Saved in:
3
Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
policy was satisfied. --
cointegration
analysis ; monetary policy ; Markov regime switching analysis ; money demand ; vector …
Persistent link: https://www.econbiz.de/10009583433
Saved in:
4
Fractional
cointegration
and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
This paper uses fractional integration and
cointegration
in order to model the DM/dollar and the yen/dollar real …. -- fractional integration ; fractional
cointegration
; real exchange rates …
Persistent link: https://www.econbiz.de/10009611542
Saved in:
5
Sources of German unemployment : a structural vector error correction analysis
Brüggemann, Ralf
-
2001
parameter restrictions. A
cointegration
analysis for the unified
Germany
reveals a long rum relationship between real wages … uncertainty. In contrast to previous studies for West
Germany
, we find that, unemployment is equally determined by technology … ;
Cointegration
…
Persistent link: https://www.econbiz.de/10009613616
Saved in:
6
A small monetary system for the euro area based on German data
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737
Saved in:
7
Recent advances in
cointegration
analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
8
Factor-augmented error correction models
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651962
Saved in:
9
Practical problems with reduced rank ML estimators for
cointegration
parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
10
Break date estimation and
cointegration
testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
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