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Error correction models, co-integration and the internal model principle
Salmon, Mark H. - 1988
Persistent link: https://www.econbiz.de/10000761633
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The fiscal and monetary dynamics of Israeli inflation : a cointegrated analysis 1970 - 1987
Beenstock, Michael; Ben-Gad, Michael - 1989
Persistent link: https://www.econbiz.de/10000128435
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Factor-augmented error correction models
Banerjee, Anindya; Marcellino, Massimiliano - 2008
Persistent link: https://www.econbiz.de/10003668446
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric; Miller, J. Isaac - 2013
Persistent link: https://www.econbiz.de/10010394161
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Understanding trend and cycle in asset values : bulls, bears and the wealth effect on consumption
Lettau, Martin - 2001
Persistent link: https://www.econbiz.de/10013423699
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Transition and the output fall
Roland, Gérard; Verdier, Thierry - 1997
Persistent link: https://www.econbiz.de/10000627589
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Setting standards : information accumulation in development
Acemoglu, Daron; Zilibotti, Fabrizio - 1997
Persistent link: https://www.econbiz.de/10013422337
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Forecasting with factor-augmendted error correction models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2010
Persistent link: https://www.econbiz.de/10003948826