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~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Queen Mary College / Department of Economics"
~subject:"Kointegration"
~subject:"Monte Carlo simulation"
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Kointegration
Monte Carlo simulation
Cointegration
12
Theorie
6
Theory
6
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6
VAR-Modell
6
Estimation
4
Schätzung
4
Autocorrelation
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1873-2001
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Jusélius, Katarina
4
Kapetanios, George
4
Bohn Nielsen, Heino
3
Kongsted, Hans Christian
2
Blake, Andrew P.
1
Johansen, Søren
1
Mladenovic, Zorica
1
Rahbek, Anders
1
Shin, Yongcheol
1
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Københavns Universitet / Økonomisk Institut
Queen Mary College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
European University Institute / Department of Economics
27
National Bureau of Economic Research
18
Centre for Analytical Finance <Århus>
9
Nationalekonomiska Institutionen <Lund>
8
William Davidson Institute <Ann Arbor, Mich.>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
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
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 Exeter / 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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Department of Economics, University of Victoria
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Federal Reserve System / Board of Governors
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Discussion papers / Department of Economics, University of Copenhagen
8
Working paper
4
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ECONIS (ZBW)
12
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UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections
Bohn Nielsen, Heino
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002378867
Saved in:
2
Inflation, money growth, and I(2) analysis
Jusélius, Katarina
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002475689
Saved in:
3
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592931
Saved in:
4
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
5
High inflation, hyperinflation and explosive roots : the case of Yugoslavia
Jusélius, Katarina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719829
Saved in:
6
Wage, price, and unemployment dynamics and the convergence to purchasing power parity in the Euro area
Jusélius, Katarina
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001721401
Saved in:
7
Testing the nominal-to-read transformation
Kongsted, Hans Christian
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001687895
Saved in:
8
A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
Saved in:
9
A new nonparametric test of
cointegration
rank
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
Saved in:
10
Testing for
cointegration
in nonlinear STAR error correction models
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867713
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