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Factor-augmented Error Correction Models
Banerjee, Anindya; Marcellino, Massimiliano - Department of Economics, European University Institute - 2008
This paper brings together several important strands of the econometrics literature: errorcorrection, cointegration and dynamic factor models. It introduces the Factor-augmented Error Correction Model (FECM), where the factors estimated from a large set of variables in levels are jointly...
Persistent link: https://www.econbiz.de/10005557701
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The stability of money demand function in Jordan : evidence from the autoregressive distributed lag model
Saed, Adnan A.; Al-Shawaqfeh, Walid - In: International journal of economics and financial issues … 7 (2017) 5, pp. 331-337
Persistent link: https://www.econbiz.de/10011844027
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The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud - In: International journal of economics and financial issues … 13 (2023) 2, pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
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The relationship between inflation, exchange rate, and currency substitution : evidence from panel vector error correction model approach
Khaysy Srithilat; Sun, Gang; Thongphet Chanthanivong; … - In: International journal of economics and financial issues … 8 (2018) 2, pp. 79-84
Persistent link: https://www.econbiz.de/10011957485
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Determinants and stability of money demand in Nigeria
Nwude, E. Chuke; Offor, K. Onochie; Udeh, Sergius N. - In: International journal of economics and financial issues … 8 (2018) 3, pp. 340-353
Persistent link: https://www.econbiz.de/10011979213
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Price-money relationship after inflation targeting : co-integration test with structural breaks for Turkey and Brazil
Dumrul, Cuneyt; Dumrul, Yasemin - In: International journal of economics and financial issues … 5 (2015) 3, pp. 701-708
Persistent link: https://www.econbiz.de/10011454176
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Assessing the effectiveness of the monetary policy instrument during the inflation targeting period in South Africa
Bonga-Bonga, Lumengo - In: International journal of economics and financial issues … 7 (2017) 4, pp. 706-713
Persistent link: https://www.econbiz.de/10011833749
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Monetary uncertainty and demand for money stability in Nigeria : an autoregressive distributed lag approach
El-Rasheed, Shehu; Hussin Abdullah; Jauhari Dahalan - In: International journal of economics and financial issues … 7 (2017) 1, pp. 601-607
Persistent link: https://www.econbiz.de/10011785152
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Can inflation be claimed as a monetary phenomenon? : the Malaysian experience
Tang, Chor Foon; Öztürk, İlhan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 453-460
Persistent link: https://www.econbiz.de/10011822768
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Impact of monetary policy fluctuations on conventional and Islamic Banks in Malaysia : evidence from ARDL approach
Ali, Abdullahi Osman - In: International journal of economics and financial issues … 11 (2021) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10012437476