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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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A comment on interest rate pass-through : a non-normal approach
Oh, Dong-Yop; Lee, Hyejin; Boulware, Karl David - In: Empirical economics : a journal of the Institute for … 59 (2020) 4, pp. 2017-2035
Persistent link: https://www.econbiz.de/10012305127
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Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin; Oh, Dong-Yop; Meng, Ming - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
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Inflation analysis in the Central American Monetary Council
Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
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More powerful threshold cointegration tests
Oh, Dong-Yop; Lee, Hyejin; Meng, Ming - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 887-911
Persistent link: https://www.econbiz.de/10011949399