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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
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Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397947
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Cointegration, codependence and economic fluctuations
Gallo, Giampiero M.; Kempf, Hubert - 1995
Persistent link: https://www.econbiz.de/10000922156
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Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.; Pacini, Barbara - 1995
Persistent link: https://www.econbiz.de/10000929236
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A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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On the evolution of credibility and flexible exchange rate target zones
Avesani, Renzo G.; Gallo, Giampiero M.; Salmon, Mark H. - 1994
Persistent link: https://www.econbiz.de/10000912450
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Risk-related asymmetries in foreign exchange markets
Gallo, Giampiero M.; Pacini, Barbara - 1995
Persistent link: https://www.econbiz.de/10000912459
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On the nature of commitment in flexible target zones and the measurement of credibility : the 1993 ERM crisis
Avesani, Renzo G.; Gallo, Giampiero M.; Salmon, Mark H. - 1995
Persistent link: https://www.econbiz.de/10000914534