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Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes : further evidence from Ivorian time series
Kouassi, Eugene (contributor) - In: Applied economics 31 (1999) 1, pp. 89-96
Persistent link: https://www.econbiz.de/10001364253
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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An alternative time series model of consumption : some empirical evidence
Chambers, Marcus J. - In: Applied economics 23 (1991) 8, pp. 1361-1366
Persistent link: https://www.econbiz.de/10001132408
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Real wages-employment relationship in Finnish manufacturing : a VAR approach
Pehkonen, Jaakko - In: Applied economics 23 (1991) 10, pp. 1559-1568
Persistent link: https://www.econbiz.de/10001132504
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Exchange rate, price, and output inter-relationships in Ghana : evidence from vector autoregressions
Kyereme, Stephen S. - In: Applied economics 23 (1991) 12, pp. 1801-1810
Persistent link: https://www.econbiz.de/10001132541
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Estimating VAR models under non-stationarity and cointegration : alternative approaches for forecasting cattle prices
Fanchon, Phillip - In: Applied economics 24 (1992) 2, pp. 207-217
Persistent link: https://www.econbiz.de/10001133091
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Incorporating data and theory in roundwood supply and demand estimation
Hetemäki, Lauri - In: American journal of agricultural economics 74 (1992) 4, pp. 1010-1018
Persistent link: https://www.econbiz.de/10001135023
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On the real effects of short- and long-run inflation and relative sector price variability : some empirical evidence using the Kalman filter
Erenburg, Sharon Jeanne - In: Applied economics 25 (1993) 2, pp. 173-180
Persistent link: https://www.econbiz.de/10001136303
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Pricing commodity options when the underlying futures price exhibits time-varying volatility
Myers, Robert J. - In: American journal of agricultural economics 75 (1993) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10001141432
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Reconsidering "trends and random walks in macroeconomic time series"
DeJong, David Neil - In: Journal of monetary economics 28 (1991) 2, pp. 221-254
Persistent link: https://www.econbiz.de/10001115232