model for six euro area countries suggests domestic demand and capacity constraints as additional variables for export … developments are relevant for short-run export dynamics particularly during more extreme stages of the business cycle. A …

export market and vice versa takes place in a smooth manner. Areas of weak reaction of exports to changes in domestic demand … constraints as additional variables for export equations. We apply the exponential and logistic variant of a smooth transition … regression model and find that domestic demand developments and uncertainty are relevant for short-run export dynamics …

first clarify the logic of applying cointegration methods to the RERI and propose an alternative way of testing the …

investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …

is argued that in a cointegration framework it is reasonable to define hysteresis as the absence of weak exogeneity of …

We consider VAR models for variables exhibiting cointegration and common cyclical features. While the presence of … cointegration reduces the rank of the long-run multiplier matrix, other types of common features lead to rank reduction of the short …