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Threshold cointegration and nonlinear adjustment between stock prices and dividends
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Applied economics letters 17 (2010) 4/6, pp. 405-410
Persistent link: https://www.econbiz.de/10003979504
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Non-linear cointegration between stock prices and dividends
Kanas, Angelos - In: Applied economics letters 10 (2003) 7, pp. 401-405
Persistent link: https://www.econbiz.de/10001765987
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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The twin deficits in OECD countries : cointegration analysis with regime shifts
Daly, Vince; Siddiki, Jalal Uddin - In: Applied economics letters 16 (2009) 10/12, pp. 1155-1164
Persistent link: https://www.econbiz.de/10003886676
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.; Hamori, Shigeyuki - In: Applied economics letters 23 (2016) 1/3, pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
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(Un-)sustainability of public finances in German Laender : a panel time series approach
Burret, Heiko T.; Feld, Lars P.; Köhler, Ekkehard A. - In: Economic modelling 53 (2016), pp. 254-265
Persistent link: https://www.econbiz.de/10011641029
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Does purchasing power parity hold in the long run? : Evidence for developing countries
Taskin, Fatma; Metin, Kivilcim - 1994
Persistent link: https://www.econbiz.de/10000549332
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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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The purchasing power parity hypothesis in Turkey : evidence from nonlinear STAR error correction models
Ozdemir, Zeynel Abidin - In: Applied economics letters 15 (2008) 4/6, pp. 307-311
Persistent link: https://www.econbiz.de/10003727271